IBRN Options History — April 2024

In April 2024, IBRN traded between $22.63 and $25.34. ATM implied volatility averaged 39.4%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 20.7% (HV 20d: 18.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2024-04-25: Largest IV spike — 40.1% change
  • 2024-04-25: Highest IV Rank — 36.6%
  • 2024-04-25: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.85$22.63$25.34$25.34$23.58
ATM IV39.4%30.6%52.5%39.6%43.2%
Expected Move10.4%8.1%15.1%11.4%12.4%
HV 20d18.7%14.9%22.8%14.9%21.6%
HV 60d19.7%18.7%20.7%19.8%20.5%
IV Rank16.9%3.7%36.6%17.3%22.7%
IV Percentile56.2%14.7%90.5%59.5%73.0%
Term Structure-7.8%-13.9%28.7%-11.2%-13.9%
Skew 25d1.1%-0.3%2.7%0.1%0.7%
Skew 10d-1.1%-11.0%3.2%2.6%-1.1%
Call IV 25d40.9%33.0%49.8%45.5%49.8%
Put IV 25d41.9%33.8%50.5%45.6%50.5%
Bid-Ask Spread %157.43141.88162.09142.68160.34
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$25.34$0.0039.6%11.4%14.9%17.3%0.0%0.1%-11.2%0000.00142.68N/AN/A0000
2024-04-02$24.77$0.0037.9%10.9%16.5%14.7%0.0%1.5%-9.9%0000.00141.88N/AN/A0000
2024-04-03$24.89$0.0038.4%11.0%16.7%15.4%0.0%1.3%-9.9%0000.00142.01N/AN/A0000
2024-04-04$24.55$0.0043.5%8.1%17.1%23.1%0.0%0.4%-5.9%0000.00161.93N/AN/A0000
2024-04-05$24.64$0.0045.0%8.4%16.8%25.4%0.0%0.8%-7.4%0000.00161.93N/AN/A0000
2024-04-08$24.67$0.0049.3%8.5%16.5%31.8%0.0%1.7%-8.1%0000.00162.09N/AN/A0000
2024-04-09$24.82$0.0051.6%8.6%16.5%35.3%0.0%2.2%-8.0%0000.00161.85N/AN/A0000
2024-04-10$24.41$0.0032.4%9.3%17.1%6.4%0.0%1.9%-8.5%0000.00161.14N/AN/A0000
2024-04-11$24.57$0.0030.6%8.8%17.4%3.7%0.0%1.3%-8.3%0000.00161.57N/AN/A0000
2024-04-12$23.93$0.0031.3%9.0%18.5%4.7%0.0%-0.3%-6.8%0000.00160.15N/AN/A0000
2024-04-15$23.36$0.0035.5%10.2%19.9%11.1%0.0%0.2%-9.5%0000.00159.61N/AN/A0000
2024-04-16$23.48$0.0037.3%10.7%20.0%13.8%0.0%1.3%-11.7%0000.00159.25N/AN/A0000
2024-04-17$23.32$0.0036.7%10.5%19.3%12.9%0.0%0.4%-12.7%0000.00158.50N/AN/A0000
2024-04-18$22.95$0.0035.9%10.3%19.2%11.6%0.0%-0.1%28.7%0000.00157.61N/AN/A0000
2024-04-19$22.63$0.0035.2%10.1%18.9%10.6%0.0%1.3%-6.9%0000.00156.56N/AN/A0000
2024-04-22$22.92$0.0036.0%10.3%20.0%11.8%0.0%1.4%-7.9%0000.00158.02N/AN/A0000
2024-04-23$23.17$0.0037.5%10.8%20.6%14.2%0.0%1.7%-9.6%0000.00159.60N/AN/A0000
2024-04-24$23.00$0.0037.5%10.7%20.7%14.1%0.0%0.7%-9.7%0000.00157.95N/AN/A0000
2024-04-25$22.77$0.0052.5%15.1%19.1%36.6%0.0%0.9%-12.3%0000.00161.48N/AN/A0000
2024-04-26$23.14$0.0038.5%11.0%20.5%15.5%0.0%2.7%-9.0%0000.00157.14N/AN/A0000
2024-04-29$23.68$0.0041.4%11.9%22.8%19.9%0.0%1.5%-13.2%0000.00160.27N/AN/A0000
2024-04-30$23.58$0.0043.2%12.4%21.6%22.7%0.0%0.7%-13.9%0000.00160.34N/AN/A0000