IBRN Options History — September 2023 In September 2023, IBRN traded between $20.91 and $23.25. ATM implied volatility averaged 44.9%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 29.5% (HV 20d: 15.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-15 : Highest Volume — 1 contracts2023-09-13 : Largest IV drop — 65.5% change2023-09-12 : Highest IV Rank — 86.9%2023-09-01 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.95 $20.91 $23.25 $23.25 $20.99 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 44.9% 30.4% 88.8% 44.1% 39.9% Expected Move 9.7% 7.9% 12.7% 12.7% 11.4% HV 20d 15.3% 13.9% 16.5% 15.2% 16.1% HV 60d 16.2% 15.9% 17.0% 16.0% 16.2% IV Rank 24.0% 3.3% 86.9% 23.0% 16.8% IV Percentile 54.1% 10.2% 98.6% 74.9% 56.2% Term Structure -8.0% -17.5% -5.2% -17.5% -9.7% VWIV 81.2% 81.2% 81.2% 81.2% 81.2% Skew 25d 1.2% -0.1% 2.2% -0.1% 1.4% Skew 10d 2.6% 2.0% 3.6% 3.4% 3.0% Call IV 25d 40.6% 32.8% 54.1% 54.1% 49.3% Put IV 25d 41.8% 34.0% 54.0% 54.0% 50.7% Bid-Ask Spread % 140.97 139.63 143.56 141.77 139.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -3 -10 0 -10 0 Net DEX 1.1K 0 2.3K 2.3K 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 0.5 0 1 1 0
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 2023-09-01 $23.25 $0.00 44.1% 12.7% 15.2% 23.0% 0.0% -0.1% -17.5% -10 2.3K 0 0.00 141.77 N/A N/A 0 0 0 1 2023-09-05 $22.84 $30.00 51.2% 7.9% 14.5% 33.0% 0.0% 1.2% -6.5% -7 2.3K 0 0.00 141.06 N/A N/A 0 0 0 1 2023-09-06 $22.82 $30.00 53.1% 7.9% 14.5% 35.7% 0.0% 1.5% -7.4% -7 2.3K 0 0.00 140.54 N/A N/A 0 0 0 1 2023-09-07 $22.60 $30.00 58.3% 8.1% 14.7% 43.2% 0.0% 1.7% -7.2% -6 2.2K 0 0.00 140.84 N/A N/A 0 0 0 1 2023-09-08 $22.54 $30.00 64.2% 8.6% 13.9% 51.7% 0.0% 0.6% -7.7% -6 2.2K 0 0.00 141.01 N/A N/A 0 0 0 1 2023-09-11 $22.77 $30.00 78.3% 8.2% 14.6% 71.8% 0.0% 1.5% -7.7% -6 2.3K 0 0.00 140.96 N/A N/A 0 0 0 1 2023-09-12 $22.81 $30.00 88.8% 8.3% 14.6% 86.9% 0.0% 0.3% -7.4% -8 2.2K 0 0.00 143.56 N/A N/A 0 0 0 1 2023-09-13 $22.51 $30.00 30.6% 8.8% 15.1% 3.6% 0.0% 0.3% -8.5% -5 2.2K 0 0.00 141.17 N/A N/A 0 0 0 1 2023-09-14 $22.56 $30.00 30.6% 8.8% 14.8% 3.6% 0.0% 0.6% -6.1% -5 2.2K 0 0.00 141.32 N/A N/A 0 0 0 1 2023-09-15 $21.98 $30.00 30.4% 8.7% 15.7% 3.3% 81.2% 0.4% -5.2% -4 2.2K 0 0.00 142.03 N/A N/A 0 1 0 1 2023-09-18 $21.63 $0.00 33.4% 9.6% 16.4% 7.6% 0.0% 0.9% -7.3% 0 0 0 0.00 140.86 N/A N/A 0 0 0 0 2023-09-19 $21.71 $0.00 31.0% 8.9% 15.7% 4.1% 0.0% 1.3% -5.4% 0 0 0 0.00 140.88 N/A N/A 0 0 0 0 2023-09-20 $21.46 $0.00 36.3% 10.4% 16.0% 11.8% 0.0% 0.3% -7.0% 0 0 0 0.00 141.27 N/A N/A 0 0 0 0 2023-09-21 $21.13 $0.00 35.3% 10.1% 16.5% 10.3% 0.0% 1.7% -6.8% 0 0 0 0.00 140.66 N/A N/A 0 0 0 0 2023-09-22 $21.05 $0.00 35.0% 10.0% 16.1% 9.9% 0.0% 1.8% -6.8% 0 0 0 0.00 140.07 N/A N/A 0 0 0 0 2023-09-25 $20.91 $0.00 37.2% 10.7% 15.5% 13.0% 0.0% 2.2% -8.2% 0 0 0 0.00 140.03 N/A N/A 0 0 0 0 2023-09-26 $20.94 $0.00 37.9% 10.9% 15.4% 14.0% 0.0% 1.8% -8.6% 0 0 0 0.00 140.32 N/A N/A 0 0 0 0 2023-09-27 $21.15 $0.00 39.6% 11.4% 15.5% 16.5% 0.0% 2.0% -9.4% 0 0 0 0.00 140.53 N/A N/A 0 0 0 0 2023-09-28 $21.27 $0.00 42.2% 12.1% 15.8% 20.1% 0.0% 1.8% -10.3% 0 0 0 0.00 140.81 N/A N/A 0 0 0 0 2023-09-29 $20.99 $0.00 39.9% 11.4% 16.1% 16.8% 0.0% 1.4% -9.7% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0
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