IBRN Options History — March 2024 In March 2024, IBRN traded between $25.10 and $26.34. ATM implied volatility averaged 41.6%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.8% (HV 20d: 20.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 66.0% change2024-03-12 : Highest IV Rank — 79.8%2024-03-01 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.66 $25.10 $26.34 $26.34 $25.55 ATM IV 41.6% 28.5% 83.8% 43.3% 34.6% Expected Move 8.9% 7.9% 12.4% 12.4% 9.9% HV 20d 20.8% 17.4% 23.8% 23.8% 17.4% HV 60d 22.8% 19.9% 24.8% 24.6% 19.9% IV Rank 19.5% 0.5% 79.8% 21.8% 9.7% IV Percentile 47.0% 0.8% 98.4% 73.8% 36.5% Term Structure -7.1% -17.9% -4.8% -17.9% -7.8% Skew 25d 0.7% -0.6% 1.9% 1.9% 0.5% Skew 10d 2.2% 1.4% 2.9% 2.7% 2.1% Call IV 25d 35.6% 30.5% 48.9% 48.9% 40.6% Put IV 25d 36.3% 31.6% 50.8% 50.8% 41.1% Bid-Ask Spread % 141.95 141.35 143.32 143.32 142.55 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 2024-03-01 $26.34 $0.00 43.3% 12.4% 23.8% 21.8% 0.0% 1.9% -17.9% 0 0 0 0.00 143.32 N/A N/A 0 0 0 0 2024-03-04 $26.16 $0.00 45.0% 7.9% 23.1% 24.2% 0.0% 1.1% -5.6% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2024-03-05 $25.98 $0.00 46.7% 8.0% 23.3% 26.7% 0.0% 0.5% -7.1% 0 0 0 0.00 141.56 N/A N/A 0 0 0 0 2024-03-06 $26.01 $0.00 48.5% 8.0% 22.7% 29.2% 0.0% 0.9% -7.3% 0 0 0 0.00 141.35 N/A N/A 0 0 0 0 2024-03-07 $26.21 $0.00 53.5% 7.9% 22.6% 36.4% 0.0% 1.1% -4.8% 0 0 0 0.00 141.59 N/A N/A 0 0 0 0 2024-03-08 $25.87 $0.00 53.3% 8.0% 23.1% 36.1% 0.0% 0.4% -6.5% 0 0 0 0.00 141.73 N/A N/A 0 0 0 0 2024-03-11 $25.63 $0.00 75.0% 8.2% 23.1% 67.2% 0.0% 0.7% -8.3% 0 0 0 0.00 142.02 N/A N/A 0 0 0 0 2024-03-12 $25.77 $0.00 83.8% 8.2% 22.9% 79.8% 0.0% 1.2% -8.1% 0 0 0 0.00 141.77 N/A N/A 0 0 0 0 2024-03-13 $25.81 $0.00 28.5% 8.2% 20.0% 0.5% 0.0% 0.4% -6.7% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0 2024-03-14 $25.34 $0.00 30.4% 8.7% 20.5% 3.3% 0.0% 0.5% -4.8% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2024-03-15 $25.39 $0.00 31.6% 9.1% 19.4% 5.2% 0.0% 0.6% -5.3% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2024-03-18 $25.13 $0.00 31.2% 8.9% 19.6% 4.7% 0.0% 0.2% -5.4% 0 0 0 0.00 142.62 N/A N/A 0 0 0 0 2024-03-19 $25.40 $0.00 33.1% 9.5% 19.5% 7.5% 0.0% 1.3% -5.6% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2024-03-20 $25.59 $0.00 30.0% 8.6% 19.6% 2.9% 0.0% 1.5% -5.2% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2024-03-21 $25.76 $0.00 30.0% 8.6% 19.5% 2.9% 0.0% 0.3% -6.5% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2024-03-22 $25.45 $0.00 33.5% 9.6% 19.8% 8.0% 0.0% -0.6% -7.4% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0 2024-03-25 $25.17 $0.00 32.4% 9.3% 19.8% 6.4% 0.0% 0.5% -7.0% 0 0 0 0.00 141.81 N/A N/A 0 0 0 0 2024-03-26 $25.10 $0.00 33.1% 9.5% 18.1% 7.6% 0.0% -0.3% -7.6% 0 0 0 0.00 141.55 N/A N/A 0 0 0 0 2024-03-27 $25.53 $0.00 34.3% 9.8% 17.8% 9.3% 0.0% 1.5% -6.7% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2024-03-28 $25.55 $0.00 34.6% 9.9% 17.4% 9.7% 0.0% 0.5% -7.8% 0 0 0 0.00 142.55 N/A N/A 0 0 0 0
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