IBRN Options History — January 2024 In January 2024, IBRN traded between $25.35 and $26.73. ATM implied volatility averaged 36.2%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 9.0% (HV 20d: 27.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-10 : Largest IV drop — 31.5% change2024-01-08 : Highest IV Rank — 25.1%2024-01-31 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.85 $25.35 $26.73 $25.89 $25.52 ATM IV 36.2% 29.2% 45.6% 38.0% 42.3% Expected Move 9.7% 7.9% 12.1% 10.9% 12.1% HV 20d 27.2% 20.4% 32.0% 28.5% 20.8% HV 60d 27.7% 26.5% 29.0% 28.4% 26.5% IV Rank 11.6% 1.6% 25.1% 14.2% 20.3% IV Percentile 39.7% 2.4% 77.8% 51.6% 71.8% Term Structure -8.3% -14.0% -4.9% -10.3% -14.0% Skew 25d 0.9% -0.6% 1.8% 1.7% 0.4% Skew 10d 2.4% 1.7% 3.0% 1.9% 2.6% Call IV 25d 38.4% 31.1% 48.0% 45.2% 47.7% Put IV 25d 39.3% 32.7% 48.2% 46.9% 48.1% Bid-Ask Spread % 141.17 137.82 142.34 142.01 141.94 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 2024-01-02 $25.89 $0.00 38.0% 10.9% 28.5% 14.2% 0.0% 1.7% -10.3% 0 0 0 0.00 142.01 N/A N/A 0 0 0 0 2024-01-03 $25.59 $0.00 41.7% 11.9% 28.7% 19.4% 0.0% 0.2% -11.1% 0 0 0 0.00 142.24 N/A N/A 0 0 0 0 2024-01-04 $26.00 $0.00 39.3% 8.1% 28.7% 16.0% 0.0% 1.8% -5.9% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2024-01-05 $25.77 $0.00 41.4% 7.9% 29.3% 19.0% 0.0% 1.3% -4.9% 0 0 0 0.00 141.23 N/A N/A 0 0 0 0 2024-01-08 $26.59 $0.00 45.6% 9.1% 30.6% 25.1% 0.0% 1.8% -5.9% 0 0 0 0.00 137.82 N/A N/A 0 0 0 0 2024-01-09 $26.73 $0.00 44.3% 9.5% 30.5% 23.2% 0.0% 1.3% -6.6% 0 0 0 0.00 138.10 N/A N/A 0 0 0 0 2024-01-10 $26.34 $0.00 30.3% 8.7% 31.4% 3.2% 0.0% 0.7% -7.4% 0 0 0 0.00 141.08 N/A N/A 0 0 0 0 2024-01-11 $25.94 $0.00 29.2% 8.4% 32.0% 1.6% 0.0% 0.8% -7.1% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0 2024-01-12 $25.98 $0.00 29.6% 8.5% 29.8% 2.1% 0.0% 0.7% -7.3% 0 0 0 0.00 141.07 N/A N/A 0 0 0 0 2024-01-16 $25.77 $0.00 30.7% 8.8% 29.9% 3.7% 0.0% 1.2% -8.3% 0 0 0 0.00 141.25 N/A N/A 0 0 0 0 2024-01-17 $25.49 $0.00 34.4% 9.9% 30.2% 9.1% 0.0% 1.2% -10.4% 0 0 0 0.00 141.42 N/A N/A 0 0 0 0 2024-01-18 $25.35 $0.00 34.8% 10.0% 30.3% 9.5% 0.0% 0.8% -7.0% 0 0 0 0.00 142.17 N/A N/A 0 0 0 0 2024-01-19 $25.42 $0.00 34.4% 9.9% 29.6% 9.0% 0.0% 1.1% -6.8% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2024-01-22 $25.98 $0.00 32.7% 9.4% 27.7% 6.6% 0.0% 1.8% -6.7% 0 0 0 0.00 141.15 N/A N/A 0 0 0 0 2024-01-23 $25.88 $0.00 33.5% 9.6% 27.6% 7.6% 0.0% 0.5% -7.4% 0 0 0 0.00 141.35 N/A N/A 0 0 0 0 2024-01-24 $25.60 $0.00 33.8% 9.7% 21.7% 8.1% 0.0% -0.6% -7.8% 0 0 0 0.00 142.34 N/A N/A 0 0 0 0 2024-01-25 $25.68 $0.00 34.5% 9.9% 20.8% 9.2% 0.0% 1.0% -9.1% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2024-01-26 $25.65 $0.00 35.4% 10.1% 20.4% 10.4% 0.0% 0.7% -8.7% 0 0 0 0.00 141.82 N/A N/A 0 0 0 0 2024-01-29 $26.06 $0.00 36.9% 10.6% 21.3% 12.5% 0.0% 1.7% -10.0% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0 2024-01-30 $25.70 $0.00 38.1% 10.9% 21.3% 14.3% 0.0% -0.5% -11.3% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2024-01-31 $25.52 $0.00 42.3% 12.1% 20.8% 20.3% 0.0% 0.4% -14.0% 0 0 0 0.00 141.94 N/A N/A 0 0 0 0
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