IBRN Options History — October 2023 In October 2023, IBRN traded between $19.12 and $21.52. ATM implied volatility averaged 44.1%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 22.4% (HV 20d: 21.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 38.9% change2023-10-10 : Highest IV Rank — 40.3%2023-10-31 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.35 $19.12 $21.52 $20.63 $19.32 ATM IV 44.1% 34.0% 56.2% 46.0% 54.4% Expected Move 11.7% 9.2% 15.6% 13.2% 15.6% HV 20d 21.8% 15.6% 25.4% 16.2% 25.3% HV 60d 18.2% 16.2% 19.7% 16.5% 19.0% IV Rank 22.9% 8.4% 40.3% 25.6% 37.6% IV Percentile 65.5% 24.7% 91.0% 78.4% 89.1% Term Structure -10.7% -18.3% -4.4% -12.7% -18.3% Skew 25d 1.6% -0.3% 4.3% 0.2% 2.7% Skew 10d 3.6% 2.4% 5.3% 3.3% 5.3% Call IV 25d 47.1% 36.9% 60.2% 54.4% 60.2% Put IV 25d 48.7% 38.8% 62.9% 54.6% 62.9% Bid-Ask Spread % 141.38 139.64 142.42 140.05 141.36 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2023-10-02 $20.63 $0.00 46.0% 13.2% 16.2% 25.6% 0.0% 0.2% -12.7% 0 0 0 0.00 140.05 N/A N/A 0 0 0 0 2023-10-03 $20.48 $0.00 50.7% 14.5% 15.6% 32.3% 0.0% 1.3% -16.2% 0 0 0 0.00 139.90 N/A N/A 0 0 0 0 2023-10-04 $20.52 $0.00 48.1% 13.8% 15.8% 28.6% 0.0% 1.4% -14.1% 0 0 0 0.00 140.97 N/A N/A 0 0 0 0 2023-10-05 $21.06 $0.00 49.3% 9.5% 19.2% 30.3% 0.0% 4.3% -4.4% 0 0 0 0.00 142.39 N/A N/A 0 0 0 0 2023-10-06 $21.17 $0.00 48.5% 9.7% 19.4% 29.2% 0.0% 1.9% -9.2% 0 0 0 0.00 141.62 N/A N/A 0 0 0 0 2023-10-09 $21.10 $0.00 52.3% 9.5% 18.8% 34.6% 0.0% 1.9% -7.2% 0 0 0 0.00 141.78 N/A N/A 0 0 0 0 2023-10-10 $21.52 $0.00 56.2% 9.2% 20.5% 40.3% 0.0% 1.8% -6.5% 0 0 0 0.00 141.95 N/A N/A 0 0 0 0 2023-10-11 $21.27 $0.00 34.4% 9.9% 20.4% 9.0% 0.0% 1.8% -9.2% 0 0 0 0.00 142.42 N/A N/A 0 0 0 0 2023-10-12 $20.63 $0.00 34.0% 9.7% 22.5% 8.4% 0.0% -0.0% -9.3% 0 0 0 0.00 142.33 N/A N/A 0 0 0 0 2023-10-13 $20.37 $0.00 37.5% 10.7% 21.3% 13.4% 0.0% 2.2% -9.8% 0 0 0 0.00 141.91 N/A N/A 0 0 0 0 2023-10-16 $20.80 $0.00 34.9% 10.0% 22.5% 9.8% 0.0% 3.0% -9.6% 0 0 0 0.00 141.70 N/A N/A 0 0 0 0 2023-10-17 $20.90 $0.00 34.9% 10.0% 22.5% 9.7% 0.0% 2.4% -11.1% 0 0 0 0.00 141.14 N/A N/A 0 0 0 0 2023-10-18 $20.38 $0.00 41.0% 11.8% 23.8% 18.5% 0.0% 0.3% -13.7% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-10-19 $20.08 $0.00 40.0% 11.5% 23.7% 17.0% 0.0% 1.4% -9.0% 0 0 0 0.00 141.28 N/A N/A 0 0 0 0 2023-10-20 $19.96 $0.00 38.5% 11.0% 23.7% 14.9% 0.0% 1.1% -7.3% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2023-10-23 $19.68 $0.00 42.2% 12.1% 24.1% 20.2% 0.0% -0.2% -9.7% 0 0 0 0.00 141.27 N/A N/A 0 0 0 0 2023-10-24 $19.91 $0.00 41.7% 11.9% 24.6% 19.4% 0.0% 2.3% -9.9% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2023-10-25 $19.69 $0.00 43.3% 12.4% 24.3% 21.8% 0.0% 1.7% -10.6% 0 0 0 0.00 142.04 N/A N/A 0 0 0 0 2023-10-26 $19.62 $0.00 43.1% 12.3% 24.0% 21.4% 0.0% 1.4% -11.1% 0 0 0 0.00 139.64 N/A N/A 0 0 0 0 2023-10-27 $19.12 $0.00 45.9% 13.2% 25.1% 25.5% 0.0% -0.3% -11.0% 0 0 0 0.00 140.80 N/A N/A 0 0 0 0 2023-10-30 $19.38 $0.00 53.5% 15.3% 25.4% 36.3% 0.0% 2.5% -15.8% 0 0 0 0.00 141.49 N/A N/A 0 0 0 0 2023-10-31 $19.32 $0.00 54.4% 15.6% 25.3% 37.6% 0.0% 2.7% -18.3% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0
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