IBRN Options History — June 2023 In June 2023, IBRN traded between $24.05 and $25.98. ATM implied volatility averaged 41.4%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 19.6% (HV 20d: 21.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 62.8% change2023-06-13 : Highest IV Rank — 67.6%2023-06-27 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.14 $24.05 $25.98 $24.55 $24.27 ATM IV 41.4% 28.1% 75.7% 41.6% 35.6% Expected Move 9.1% 7.6% 13.2% 11.9% 10.2% HV 20d 21.8% 18.5% 26.2% 25.3% 18.8% HV 60d 23.1% 22.0% 25.2% 25.0% 22.7% IV Rank 18.5% 0.0% 67.6% 17.9% 10.7% IV Percentile 44.2% 0.0% 97.4% 59.4% 30.1% Term Structure -8.3% -30.1% -4.3% -13.8% -9.0% Skew 25d 1.7% 0.0% 4.5% 1.5% 0.9% Skew 10d 2.4% 1.5% 3.5% 2.9% 2.5% Call IV 25d 35.9% 29.7% 49.7% 49.3% 42.1% Put IV 25d 37.6% 31.6% 51.4% 50.8% 43.1% Bid-Ask Spread % 137.51 136.94 138.04 137.34 137.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -40 -50 -25 -34 -27 Net DEX 2.1K 1.9K 2.2K 2.2K 2.2K Net VEX -3 -5 -2 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $24.55 $0.00 41.6% 11.9% 25.3% 17.9% 0.0% 1.5% -13.8% -34 2.2K -3 0.00 137.34 N/A N/A 0 0 0 1 2023-06-02 $24.98 $0.00 40.4% 11.6% 26.2% 16.0% 0.0% 1.6% -15.0% -39 2.1K -3 0.00 137.64 N/A N/A 0 0 0 1 2023-06-05 $24.95 $0.00 44.8% 7.8% 23.9% 22.5% 0.0% 2.6% -6.3% -39 2.2K -3 0.00 137.27 N/A N/A 0 0 0 1 2023-06-06 $25.40 $0.00 46.3% 7.8% 24.9% 24.7% 0.0% 3.9% -5.1% -45 2.1K -4 0.00 137.46 N/A N/A 0 0 0 1 2023-06-07 $25.58 $0.00 55.5% 7.9% 24.8% 38.1% 0.0% 4.5% -4.3% -48 2.1K -4 0.00 137.46 N/A N/A 0 0 0 1 2023-06-08 $25.70 $0.00 48.1% 7.6% 24.9% 27.4% 0.0% 2.4% -5.9% -49 2.1K -4 0.00 137.35 N/A N/A 0 0 0 1 2023-06-09 $25.45 $0.00 56.1% 8.1% 23.5% 39.0% 0.0% 1.1% -6.7% -45 2.1K -4 0.00 137.32 N/A N/A 0 0 0 1 2023-06-12 $25.59 $0.00 69.2% 8.0% 23.5% 58.1% 0.0% 1.4% -7.4% -45 1.9K -5 0.00 137.82 N/A N/A 0 0 0 1 2023-06-13 $25.98 $0.00 75.7% 7.9% 22.4% 67.6% 0.0% 1.9% -7.0% -49 1.9K -5 0.00 137.38 N/A N/A 0 0 0 1 2023-06-14 $25.69 $0.00 28.2% 8.1% 21.3% 0.0% 0.0% 0.9% -8.3% -48 2.0K -5 0.00 137.38 N/A N/A 0 0 0 1 2023-06-15 $25.80 $0.00 28.1% 8.1% 21.0% 0.0% 0.0% 2.3% -4.7% -50 2.1K -4 0.00 137.56 N/A N/A 0 0 0 1 2023-06-16 $25.59 $0.00 28.6% 8.2% 20.8% 0.7% 0.0% 1.6% -5.4% -47 2.1K -4 0.00 137.56 N/A N/A 0 0 0 1 2023-06-20 $25.63 $0.00 29.1% 8.3% 20.7% 1.4% 0.0% 2.8% -4.6% -47 2.2K -4 0.00 137.49 N/A N/A 0 0 0 1 2023-06-21 $25.60 $0.00 29.2% 8.4% 20.1% 1.5% 0.0% 1.8% -4.4% -46 2.0K -4 0.00 137.60 N/A N/A 0 0 0 1 2023-06-22 $25.48 $0.00 31.5% 9.0% 19.7% 4.8% 0.0% 1.3% -6.8% -45 2.2K -3 0.00 137.46 N/A N/A 0 0 0 1 2023-06-23 $24.79 $0.00 30.0% 8.6% 20.2% 2.7% 0.0% 1.1% -4.3% -35 2.2K -3 0.00 138.04 N/A N/A 0 0 0 1 2023-06-26 $24.30 $0.00 34.6% 9.9% 19.2% 9.3% 0.0% 0.0% -8.2% -28 2.2K -2 0.00 136.94 N/A N/A 0 0 0 1 2023-06-27 $24.31 $0.00 46.0% 13.2% 19.1% 25.6% 0.0% 1.7% -30.1% -28 2.2K -2 0.00 137.96 N/A N/A 0 0 0 1 2023-06-28 $24.35 $0.00 35.5% 10.2% 18.5% 10.5% 0.0% 0.8% -8.3% -29 2.2K -2 0.00 137.53 N/A N/A 0 0 0 1 2023-06-29 $24.05 $0.00 34.5% 9.9% 19.0% 9.2% 0.0% 0.7% -8.2% -25 2.2K -2 0.00 137.51 N/A N/A 0 0 0 1 2023-06-30 $24.27 $0.00 35.6% 10.2% 18.8% 10.7% 0.0% 0.9% -9.0% -27 2.2K -2 0.00 137.66 N/A N/A 0 0 0 1
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