IBRN Options History — December 2023 In December 2023, IBRN traded between $21.94 and $26.65. ATM implied volatility averaged 43.8%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 20.7% (HV 20d: 23.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 67.8% change2023-12-12 : Highest IV Rank — 95.4%2023-12-01 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.33 $21.94 $26.65 $21.94 $26.30 ATM IV 43.8% 29.3% 94.7% 44.4% 36.4% Expected Move 9.2% 8.2% 12.7% 12.7% 10.4% HV 20d 23.1% 17.1% 28.9% 28.9% 27.4% HV 60d 26.6% 25.3% 28.8% 25.4% 28.5% IV Rank 22.4% 1.8% 95.4% 23.4% 11.8% IV Percentile 47.9% 2.8% 99.2% 73.8% 43.7% Term Structure -7.5% -15.1% -5.0% -15.1% -9.2% Skew 25d 1.2% 0.1% 2.2% 0.8% 0.8% Skew 10d 2.4% 1.8% 3.2% 3.2% 2.1% Call IV 25d 37.0% 33.1% 57.1% 57.1% 40.8% Put IV 25d 38.2% 34.9% 58.0% 58.0% 41.6% Bid-Ask Spread % 141.91 140.87 142.60 142.60 142.11 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 (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 2023-12-01 $21.94 $0.00 44.4% 12.7% 28.9% 23.4% 0.0% 0.8% -15.1% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2023-12-04 $22.46 $0.00 54.1% 9.1% 27.6% 37.2% 0.0% 2.0% -8.7% 0 0 0 0.00 142.38 N/A N/A 0 0 0 0 2023-12-05 $22.80 $0.00 50.3% 8.2% 27.0% 31.9% 0.0% 1.9% -6.2% 0 0 0 0.00 140.87 N/A N/A 0 0 0 0 2023-12-06 $22.95 $0.00 53.9% 8.2% 26.9% 36.9% 0.0% 1.6% -6.6% 0 0 0 0.00 141.26 N/A N/A 0 0 0 0 2023-12-07 $23.01 $0.00 55.2% 8.3% 25.7% 38.8% 0.0% 0.9% -7.0% 0 0 0 0.00 141.92 N/A N/A 0 0 0 0 2023-12-08 $23.04 $0.00 58.0% 8.4% 18.9% 42.8% 0.0% 1.0% -5.9% 0 0 0 0.00 141.44 N/A N/A 0 0 0 0 2023-12-11 $22.99 $0.00 75.5% 8.7% 19.2% 67.8% 0.0% 1.5% -7.5% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2023-12-12 $23.41 $0.00 94.7% 9.3% 19.5% 95.4% 0.0% 2.2% -9.5% 0 0 0 0.00 142.02 N/A N/A 0 0 0 0 2023-12-13 $24.27 $0.00 30.5% 8.7% 19.1% 3.4% 0.0% 1.8% -8.6% 0 0 0 0.00 142.25 N/A N/A 0 0 0 0 2023-12-14 $24.59 $0.00 29.3% 8.4% 18.9% 1.8% 0.0% 0.7% -5.5% 0 0 0 0.00 142.01 N/A N/A 0 0 0 0 2023-12-15 $24.55 $0.00 31.0% 8.9% 17.2% 4.1% 0.0% 0.4% -5.0% 0 0 0 0.00 142.39 N/A N/A 0 0 0 0 2023-12-18 $24.68 $0.00 30.2% 8.7% 17.1% 3.0% 0.0% 1.0% -5.7% 0 0 0 0.00 141.52 N/A N/A 0 0 0 0 2023-12-19 $25.15 $0.00 30.8% 8.8% 17.4% 3.9% 0.0% 1.8% -5.5% 0 0 0 0.00 141.99 N/A N/A 0 0 0 0 2023-12-20 $24.34 $0.00 34.7% 9.9% 22.5% 9.4% 0.0% 0.1% -7.4% 0 0 0 0.00 141.33 N/A N/A 0 0 0 0 2023-12-21 $24.63 $0.00 32.2% 9.2% 22.3% 5.9% 0.0% 0.9% -6.5% 0 0 0 0.00 141.91 N/A N/A 0 0 0 0 2023-12-22 $25.88 $0.00 31.4% 9.0% 26.7% 4.7% 0.0% 0.7% -5.9% 0 0 0 0.00 142.22 N/A N/A 0 0 0 0 2023-12-26 $26.31 $0.00 35.4% 10.1% 26.7% 10.4% 0.0% 1.7% -9.4% 0 0 0 0.00 142.20 N/A N/A 0 0 0 0 2023-12-27 $26.56 $0.00 34.0% 9.7% 26.0% 8.4% 0.0% 1.2% -7.4% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2023-12-28 $26.65 $0.00 33.2% 9.5% 26.0% 7.3% 0.0% 0.5% -7.3% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2023-12-29 $26.30 $0.00 36.4% 10.4% 27.4% 11.8% 0.0% 0.8% -9.2% 0 0 0 0.00 142.11 N/A N/A 0 0 0 0
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