IBRN Options History — July 2023 In July 2023, IBRN traded between $23.59 and $24.81. ATM implied volatility averaged 34.9%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 19.1% (HV 20d: 15.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 37.9% change2023-07-11 : Highest IV Rank — 27.5%2023-07-05 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.29 $23.59 $24.81 $24.13 $24.62 ATM IV 34.9% 28.9% 47.3% 37.9% 35.7% Expected Move 9.1% 8.0% 11.1% 10.9% 10.2% HV 20d 15.8% 12.2% 17.7% 17.7% 15.8% HV 60d 21.2% 20.0% 22.7% 22.7% 20.1% IV Rank 9.8% 1.2% 27.5% 14.1% 10.9% IV Percentile 29.6% 1.7% 78.1% 43.3% 33.9% Term Structure -7.7% -10.7% -5.7% -10.7% -8.9% Skew 25d 1.3% 0.1% 2.2% 1.0% 1.6% Skew 10d 2.4% 1.6% 3.2% 2.6% 2.2% Call IV 25d 37.6% 32.0% 48.4% 45.5% 44.7% Put IV 25d 38.9% 33.4% 49.1% 46.4% 46.3% Bid-Ask Spread % 137.69 137.00 138.61 137.88 138.21 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -26 -33 -18 -25 -27 Net DEX 2.3K 2.2K 2.3K 2.2K 2.3K Net VEX -2 -2 -1 -2 -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 (20 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 2023-07-03 $24.13 $0.00 37.9% 10.9% 17.7% 14.1% 0.0% 1.0% -10.7% -25 2.2K -2 0.00 137.88 N/A N/A 0 0 0 1 2023-07-05 $24.02 $0.00 38.7% 11.1% 17.7% 15.1% 0.0% 0.7% -10.4% -24 2.2K -2 0.00 137.22 N/A N/A 0 0 0 1 2023-07-06 $23.76 $0.00 40.7% 8.1% 16.3% 18.1% 0.0% 2.2% -6.4% -21 2.2K -2 0.00 137.53 N/A N/A 0 0 0 1 2023-07-07 $23.59 $0.00 41.5% 8.0% 15.9% 19.2% 0.0% 0.5% -6.0% -19 2.2K -1 0.00 137.45 N/A N/A 0 0 0 1 2023-07-10 $23.79 $0.00 46.0% 8.2% 16.2% 25.6% 0.0% 2.1% -6.5% -21 2.2K -1 0.00 138.02 N/A N/A 0 0 0 1 2023-07-11 $24.02 $0.00 47.3% 8.4% 16.7% 27.5% 0.0% 2.2% -6.7% -23 2.2K -1 0.00 137.98 N/A N/A 0 0 0 1 2023-07-12 $24.15 $0.00 29.4% 8.4% 16.7% 1.8% 0.0% 2.2% -6.9% -24 2.3K -2 0.00 137.14 N/A N/A 0 0 0 1 2023-07-13 $24.20 $0.00 29.3% 8.4% 15.4% 1.7% 0.0% 1.5% -7.3% -25 2.3K -2 0.00 137.00 N/A N/A 0 0 0 1 2023-07-14 $24.54 $0.00 28.9% 8.3% 16.3% 1.2% 0.0% 1.6% -6.9% -28 2.3K -2 0.00 137.26 N/A N/A 0 0 0 1 2023-07-17 $24.81 $0.00 29.7% 8.5% 16.9% 2.3% 0.0% 2.1% -7.5% -32 2.3K -2 0.00 137.72 N/A N/A 0 0 0 1 2023-07-18 $24.79 $0.00 30.2% 8.7% 16.7% 3.0% 0.0% 2.1% -8.0% -33 2.2K -2 0.00 138.60 N/A N/A 0 0 0 1 2023-07-19 $24.77 $0.00 29.8% 8.6% 16.7% 2.5% 0.0% 1.1% -7.7% -32 2.3K -2 0.00 138.32 N/A N/A 0 0 0 1 2023-07-20 $24.64 $0.00 30.4% 8.7% 16.7% 3.3% 0.0% 1.1% -5.7% -30 2.3K -2 0.00 138.61 N/A N/A 0 0 0 1 2023-07-21 $24.73 $0.00 30.9% 8.9% 16.8% 4.0% 0.0% 1.2% -7.3% -31 2.3K -2 0.00 137.39 N/A N/A 0 0 0 1 2023-07-24 $24.55 $0.00 32.8% 9.4% 13.9% 6.7% 0.0% 0.8% -7.4% -28 2.3K -2 0.00 137.43 N/A N/A 0 0 0 1 2023-07-25 $24.38 $0.00 34.7% 9.9% 12.2% 9.4% 0.0% 0.1% -9.4% -25 2.3K -2 0.00 137.65 N/A N/A 0 0 0 1 2023-07-26 $24.23 $0.00 34.1% 9.8% 12.4% 8.5% 0.0% 0.9% -7.7% -23 2.3K -1 0.00 137.26 N/A N/A 0 0 0 1 2023-07-27 $23.80 $0.00 34.7% 9.9% 13.9% 9.4% 0.0% 0.5% -8.0% -18 2.3K -1 0.00 137.76 N/A N/A 0 0 0 1 2023-07-28 $24.36 $0.00 36.0% 10.3% 15.7% 11.3% 0.0% 0.9% -9.0% -24 2.3K -1 0.00 137.38 N/A N/A 0 0 0 1 2023-07-31 $24.62 $0.00 35.7% 10.2% 15.8% 10.9% 0.0% 1.6% -8.9% -27 2.3K -2 0.00 138.21 N/A N/A 0 0 0 1
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