IBRN Options History — February 2024 In February 2024, IBRN traded between $25.29 and $26.61. ATM implied volatility averaged 35.6%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 15.8% (HV 20d: 19.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 37.8% change2024-02-05 : Highest IV Rank — 30.2%2024-02-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.80 $25.29 $26.61 $25.70 $25.70 ATM IV 35.6% 28.6% 49.2% 40.0% 40.0% Expected Move 9.3% 7.9% 11.5% 7.9% 11.5% HV 20d 19.8% 16.6% 22.3% 20.5% 22.3% HV 60d 24.3% 22.8% 25.8% 25.7% 24.5% IV Rank 10.7% 0.7% 30.2% 17.0% 17.1% IV Percentile 36.5% 1.2% 85.3% 59.9% 59.9% Term Structure -7.4% -11.9% -4.2% -5.2% -11.9% Skew 25d 1.1% -0.7% 2.4% 1.6% 0.5% Skew 10d 2.3% 1.6% 2.9% 2.2% 2.3% Call IV 25d 37.4% 31.2% 48.0% 31.2% 48.0% Put IV 25d 38.5% 32.8% 48.5% 32.8% 48.5% Bid-Ask Spread % 141.95 141.24 142.69 141.90 141.83 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 2024-02-01 $25.70 $0.00 40.0% 7.9% 20.5% 17.0% 0.0% 1.6% -5.2% 0 0 0 0.00 141.90 N/A N/A 0 0 0 0 2024-02-02 $25.29 $0.00 43.8% 8.5% 20.4% 22.4% 0.0% 1.1% -5.0% 0 0 0 0.00 142.18 N/A N/A 0 0 0 0 2024-02-05 $25.40 $0.00 49.2% 8.9% 20.3% 30.2% 0.0% 2.4% -6.2% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2024-02-06 $25.80 $0.00 46.0% 8.0% 17.6% 25.6% 0.0% 0.6% -4.5% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2024-02-07 $25.58 $0.00 28.6% 8.2% 17.6% 0.7% 0.0% 1.1% -4.2% 0 0 0 0.00 141.75 N/A N/A 0 0 0 0 2024-02-08 $25.66 $0.00 29.0% 8.3% 17.1% 1.2% 0.0% 1.7% -5.8% 0 0 0 0.00 141.24 N/A N/A 0 0 0 0 2024-02-09 $25.91 $0.00 29.3% 8.4% 16.6% 1.7% 0.0% 1.6% -5.4% 0 0 0 0.00 141.94 N/A N/A 0 0 0 0 2024-02-12 $26.13 $0.00 30.4% 8.7% 16.9% 3.3% 0.0% 0.7% -6.8% 0 0 0 0.00 141.94 N/A N/A 0 0 0 0 2024-02-13 $25.34 $0.00 33.2% 9.5% 20.0% 7.3% 0.0% 0.1% -7.5% 0 0 0 0.00 142.53 N/A N/A 0 0 0 0 2024-02-14 $25.69 $0.00 30.9% 8.8% 20.3% 3.9% 0.0% 1.0% -6.4% 0 0 0 0.00 141.61 N/A N/A 0 0 0 0 2024-02-15 $26.15 $0.00 30.7% 8.8% 21.0% 3.7% 0.0% 2.1% -5.4% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2024-02-16 $26.05 $0.00 31.3% 9.0% 21.1% 4.6% 0.0% 1.4% -6.7% 0 0 0 0.00 142.23 N/A N/A 0 0 0 0 2024-02-20 $25.67 $0.00 33.6% 9.6% 20.4% 7.8% 0.0% 0.1% -8.0% 0 0 0 0.00 141.88 N/A N/A 0 0 0 0 2024-02-21 $25.52 $0.00 36.3% 10.4% 20.4% 11.7% 0.0% -0.7% -8.3% 0 0 0 0.00 142.69 N/A N/A 0 0 0 0 2024-02-22 $25.74 $0.00 34.5% 9.9% 20.3% 9.2% 0.0% 1.4% -9.1% 0 0 0 0.00 141.74 N/A N/A 0 0 0 0 2024-02-23 $25.88 $0.00 34.3% 9.8% 20.4% 8.8% 0.0% 1.6% -8.9% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2024-02-26 $26.09 $0.00 36.3% 10.4% 20.5% 11.7% 0.0% 1.3% -10.9% 0 0 0 0.00 141.78 N/A N/A 0 0 0 0 2024-02-27 $26.61 $0.00 37.9% 10.9% 20.9% 14.0% 0.0% 1.1% -11.8% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2024-02-28 $26.01 $0.00 36.9% 10.6% 22.0% 12.6% 0.0% 0.5% -10.7% 0 0 0 0.00 142.08 N/A N/A 0 0 0 0 2024-02-29 $25.70 $0.00 40.0% 11.5% 22.3% 17.1% 0.0% 0.5% -11.9% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0
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