IBRN Options History — August 2023 In August 2023, IBRN traded between $22.70 and $24.59. ATM implied volatility averaged 37.2%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 19.7% (HV 20d: 17.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 38.3% change2023-08-08 : Highest IV Rank — 33.2%2023-08-30 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.35 $22.70 $24.59 $24.59 $23.13 ATM IV 37.2% 29.7% 51.3% 37.4% 40.8% Expected Move 9.8% 8.0% 12.0% 10.7% 11.7% HV 20d 17.4% 15.0% 19.1% 15.6% 15.0% HV 60d 18.1% 16.1% 20.1% 20.1% 16.1% IV Rank 12.9% 2.3% 33.2% 13.2% 18.2% IV Percentile 40.9% 6.3% 86.2% 42.4% 63.1% Term Structure -8.8% -16.7% -4.1% -11.0% -16.7% Skew 25d 1.1% -0.1% 2.4% 0.3% 0.1% Skew 10d 2.5% 1.6% 3.2% 2.5% 3.1% Call IV 25d 41.0% 31.8% 52.2% 46.1% 52.2% Put IV 25d 42.0% 33.4% 52.3% 46.4% 52.3% Bid-Ask Spread % 139.24 137.09 141.78 138.14 141.46 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -13 -28 -8 -28 -9 Net DEX 2.3K 2.2K 2.3K 2.3K 2.3K Net VEX -1 -2 0 -2 0 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 (23 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 2023-08-01 $24.59 $0.00 37.4% 10.7% 15.6% 13.2% 0.0% 0.3% -11.0% -28 2.3K -2 0.00 138.14 N/A N/A 0 0 0 1 2023-08-02 $24.06 $0.00 39.2% 11.2% 17.5% 15.9% 0.0% 0.9% -11.9% -21 2.3K -1 0.00 137.55 N/A N/A 0 0 0 1 2023-08-03 $23.91 $0.00 40.6% 8.1% 17.2% 18.0% 0.0% 1.7% -4.6% -19 2.3K -1 0.00 139.41 N/A N/A 0 0 0 1 2023-08-04 $23.87 $0.00 42.1% 8.0% 17.0% 20.0% 0.0% 1.4% -4.1% -18 2.3K -1 0.00 137.30 N/A N/A 0 0 0 1 2023-08-07 $23.36 $0.00 50.4% 9.0% 18.4% 31.9% 0.0% 1.4% -6.5% -14 2.3K -1 0.00 137.10 N/A N/A 0 0 0 1 2023-08-08 $23.33 $0.00 51.3% 8.7% 18.0% 33.2% 0.0% 1.4% -4.9% -13 2.3K -1 0.00 137.09 N/A N/A 0 0 0 1 2023-08-09 $23.42 $0.00 31.6% 9.1% 17.9% 5.1% 0.0% 1.1% -6.0% -14 2.3K -1 0.00 138.00 N/A N/A 0 0 0 1 2023-08-10 $23.69 $0.00 29.7% 8.5% 18.5% 2.3% 0.0% 1.7% -5.7% -16 2.3K -1 0.00 137.54 N/A N/A 0 0 0 1 2023-08-11 $23.67 $0.00 29.7% 8.5% 17.6% 2.3% 0.0% 1.2% -5.8% -15 2.3K -1 0.00 137.58 N/A N/A 0 0 0 1 2023-08-14 $23.67 $0.00 30.2% 8.6% 17.0% 2.9% 0.0% 2.0% -6.4% -15 2.3K -1 0.00 137.48 N/A N/A 0 0 0 1 2023-08-15 $23.54 $0.00 31.1% 8.9% 17.0% 4.3% 0.0% 1.7% -6.7% -14 2.3K -1 0.00 137.26 N/A N/A 0 0 0 1 2023-08-16 $23.27 $0.00 33.0% 9.5% 17.3% 7.0% 0.0% 1.0% -6.6% -11 2.3K -1 0.00 137.34 N/A N/A 0 0 0 1 2023-08-17 $22.78 $0.00 34.0% 9.7% 18.5% 8.4% 0.0% -0.1% -8.6% -8 2.2K 0 0.00 138.19 N/A N/A 0 0 0 1 2023-08-18 $22.80 $0.00 34.6% 9.9% 18.3% 9.3% 0.0% -0.1% -9.0% -8 2.2K 0 0.00 138.19 N/A N/A 0 0 0 1 2023-08-21 $23.07 $0.00 33.8% 9.7% 19.1% 8.1% 0.0% 2.4% -8.0% -11 2.2K -1 0.00 141.53 N/A N/A 0 0 0 1 2023-08-22 $23.04 $0.00 35.0% 10.0% 19.1% 9.9% 0.0% 1.7% -8.6% -11 2.2K -1 0.00 141.59 N/A N/A 0 0 0 1 2023-08-23 $23.02 $0.00 35.3% 10.1% 19.0% 10.3% 0.0% 1.2% -8.6% -10 2.2K 0 0.00 141.66 N/A N/A 0 0 0 1 2023-08-24 $22.70 $0.00 38.5% 11.0% 18.7% 14.9% 0.0% 0.9% -10.6% -8 2.2K 0 0.00 141.78 N/A N/A 0 0 0 1 2023-08-25 $22.88 $0.00 35.9% 10.3% 16.6% 11.1% 0.0% 1.2% -9.8% -9 2.2K 0 0.00 141.46 N/A N/A 0 0 0 1 2023-08-28 $22.95 $0.00 38.1% 10.9% 15.9% 14.3% 0.0% 0.7% -11.6% -9 2.2K 0 0.00 141.48 N/A N/A 0 0 0 1 2023-08-29 $23.16 $0.00 40.2% 11.5% 16.5% 17.3% 0.0% 0.9% -16.2% -10 2.3K 0 0.00 141.62 N/A N/A 0 0 0 1 2023-08-30 $23.21 $0.00 42.0% 12.0% 15.0% 19.9% 0.0% -0.0% -15.3% -10 2.3K 0 0.00 141.78 N/A N/A 0 0 0 1 2023-08-31 $23.13 $0.00 40.8% 11.7% 15.0% 18.2% 0.0% 0.1% -16.7% -9 2.3K 0 0.00 141.46 N/A N/A 0 0 0 1
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