IBRN Options History — November 2023 In November 2023, IBRN traded between $19.72 and $21.45. ATM implied volatility averaged 42.0%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 11.5% (HV 20d: 30.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 36.4% change2023-11-06 : Highest IV Rank — 41.5%2023-11-30 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $20.66 $19.72 $21.45 $19.91 $21.45 ATM IV 42.0% 34.6% 57.1% 47.2% 50.0% Expected Move 11.0% 9.0% 14.3% 13.5% 14.3% HV 20d 30.6% 26.7% 33.5% 27.9% 28.4% HV 60d 23.7% 20.2% 25.0% 20.2% 25.0% IV Rank 19.9% 9.3% 41.5% 27.4% 31.3% IV Percentile 58.0% 27.0% 92.5% 78.3% 84.9% Term Structure -9.7% -18.9% -4.9% -12.4% -18.9% Skew 25d 1.7% -0.4% 6.7% 1.5% -0.4% Skew 10d 4.0% 2.3% 21.5% 3.6% 3.9% Call IV 25d 49.7% 37.2% 118.8% 59.1% 57.2% Put IV 25d 51.4% 38.6% 125.6% 60.7% 56.8% Bid-Ask Spread % 142.38 141.06 143.60 141.06 142.91 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 (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 2023-11-01 $19.91 $0.00 47.2% 13.5% 27.9% 27.4% 0.0% 1.5% -12.4% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2023-11-02 $20.20 $0.00 48.3% 9.6% 26.7% 28.9% 0.0% 2.7% -5.9% 0 0 0 0.00 141.99 N/A N/A 0 0 0 0 2023-11-03 $20.92 $0.00 46.5% 9.0% 29.7% 26.4% 0.0% 1.5% -4.9% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2023-11-06 $20.63 $0.00 57.1% 9.4% 30.1% 41.5% 0.0% 1.9% -6.3% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2023-11-07 $20.90 $0.00 55.1% 9.2% 29.5% 38.7% 0.0% 1.6% -5.4% 0 0 0 0.00 142.56 N/A N/A 0 0 0 0 2023-11-08 $20.55 $0.00 35.0% 10.0% 29.8% 9.9% 0.0% 6.7% -6.0% 0 0 0 0.00 142.93 N/A N/A 0 0 0 0 2023-11-09 $19.72 $0.00 35.2% 10.1% 31.4% 10.1% 0.0% 0.7% -8.1% 0 0 0 0.00 141.92 N/A N/A 0 0 0 0 2023-11-10 $19.78 $0.00 34.6% 9.9% 31.2% 9.3% 0.0% 1.9% -5.8% 0 0 0 0.00 141.99 N/A N/A 0 0 0 0 2023-11-13 $19.95 $0.00 36.6% 10.5% 30.3% 12.2% 0.0% 3.1% -7.3% 0 0 0 0.00 142.18 N/A N/A 0 0 0 0 2023-11-14 $20.73 $0.00 35.0% 10.0% 33.5% 9.9% 0.0% 1.9% -8.1% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2023-11-15 $20.73 $0.00 35.1% 10.1% 32.2% 10.0% 0.0% 0.9% -7.0% 0 0 0 0.00 142.47 N/A N/A 0 0 0 0 2023-11-16 $20.42 $0.00 41.1% 11.8% 32.2% 18.6% 0.0% 0.3% -11.0% 0 0 0 0.00 142.81 N/A N/A 0 0 0 0 2023-11-17 $20.74 $0.00 37.4% 10.7% 32.5% 13.3% 0.0% 1.7% -9.6% 0 0 0 0.00 142.42 N/A N/A 0 0 0 0 2023-11-20 $21.01 $0.00 38.2% 11.0% 32.2% 14.5% 0.0% 2.3% -10.1% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2023-11-21 $20.92 $0.00 37.3% 10.7% 32.1% 13.2% 0.0% 1.7% -9.8% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2023-11-22 $20.90 $0.00 38.1% 10.9% 31.7% 14.4% 0.0% 1.6% -10.5% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2023-11-24 $21.04 $0.00 40.9% 11.7% 31.7% 18.4% 0.0% 1.5% -12.8% 0 0 0 0.00 141.61 N/A N/A 0 0 0 0 2023-11-27 $21.17 $0.00 45.5% 13.0% 29.7% 24.9% 0.0% 0.8% -14.7% 0 0 0 0.00 142.66 N/A N/A 0 0 0 0 2023-11-28 $21.04 $0.00 43.5% 12.5% 29.8% 22.1% 0.0% 0.9% -13.6% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2023-11-29 $21.13 $0.00 44.7% 12.8% 29.7% 23.8% 0.0% 1.1% -16.1% 0 0 0 0.00 142.01 N/A N/A 0 0 0 0 2023-11-30 $21.45 $0.00 50.0% 14.3% 28.4% 31.3% 0.0% -0.4% -18.9% 0 0 0 0.00 142.91 N/A N/A 0 0 0 0
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