IBRN Options History — May 2024 In May 2024, IBRN traded between $22.95 and $24.28. ATM implied volatility averaged 44.1%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 22.5% (HV 20d: 21.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 69.5% change2024-05-14 : Highest IV Rank — 100.0%2024-05-02 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $23.73 $22.95 $24.28 $24.10 $23.57 ATM IV 44.1% 29.0% 95.3% 42.3% 38.4% Expected Move 9.6% 8.0% 12.4% 12.1% 11.0% HV 20d 21.5% 19.2% 23.5% 23.1% 20.1% HV 60d 20.2% 19.0% 21.1% 21.0% 19.8% IV Rank 23.9% 1.4% 100.0% 21.3% 15.2% IV Percentile 55.0% 2.8% 100.0% 71.4% 56.3% Term Structure -7.2% -16.6% -3.3% -14.1% -8.6% Skew 25d 0.7% -0.7% 2.0% 1.3% 0.6% Skew 10d 2.5% 1.7% 3.0% 3.0% 2.5% Call IV 25d 39.0% 31.6% 52.2% 49.5% 45.0% Put IV 25d 39.7% 32.9% 53.2% 50.8% 45.6% Bid-Ask Spread % 162.62 161.19 163.38 161.76 163.24 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 (22 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 2024-05-01 $24.10 $0.00 42.3% 12.1% 23.1% 21.3% 0.0% 1.3% -14.1% 0 0 0 0.00 161.76 N/A N/A 0 0 0 0 2024-05-02 $24.02 $0.00 43.2% 12.4% 22.7% 22.6% 0.0% 1.4% -16.6% 0 0 0 0.00 161.19 N/A N/A 0 0 0 0 2024-05-03 $24.14 $0.00 43.1% 12.4% 22.7% 22.6% 0.0% 1.0% -15.6% 0 0 0 0.00 161.74 N/A N/A 0 0 0 0 2024-05-06 $24.02 $0.00 46.6% 8.0% 22.8% 27.8% 0.0% 1.2% -3.6% 0 0 0 0.00 162.47 N/A N/A 0 0 0 0 2024-05-07 $24.28 $0.00 48.4% 8.0% 23.0% 30.5% 0.0% 2.0% -3.3% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-05-08 $23.77 $0.00 51.7% 8.2% 23.5% 35.4% 0.0% 0.4% -4.3% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-05-09 $23.68 $0.00 57.6% 8.2% 23.3% 44.2% 0.0% 1.8% -3.8% 0 0 0 0.00 162.67 N/A N/A 0 0 0 0 2024-05-10 $23.29 $0.00 60.4% 8.8% 22.2% 48.4% 0.0% -0.3% -4.6% 0 0 0 0.00 162.64 N/A N/A 0 0 0 0 2024-05-13 $23.27 $0.00 79.9% 9.1% 20.5% 77.8% 0.0% 0.7% -5.4% 0 0 0 0.00 162.63 N/A N/A 0 0 0 0 2024-05-14 $23.54 $0.00 95.3% 8.8% 20.8% 100.0% 0.0% 0.3% -4.4% 0 0 0 0.00 162.91 N/A N/A 0 0 0 0 2024-05-15 $24.05 $0.00 29.1% 8.3% 22.0% 1.5% 0.0% 0.7% -5.4% 0 0 0 0.00 163.38 N/A N/A 0 0 0 0 2024-05-16 $24.07 $0.00 29.0% 8.3% 21.0% 1.4% 0.0% 1.1% -3.9% 0 0 0 0.00 163.17 N/A N/A 0 0 0 0 2024-05-17 $23.84 $0.00 29.6% 8.5% 20.6% 2.2% 0.0% 0.5% -4.8% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2024-05-20 $24.26 $0.00 30.6% 8.8% 20.9% 3.7% 0.0% 1.6% -4.6% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2024-05-21 $23.96 $0.00 30.5% 8.7% 21.4% 3.6% 0.0% 0.4% -5.8% 0 0 0 0.00 163.00 N/A N/A 0 0 0 0 2024-05-22 $23.80 $0.00 31.1% 8.9% 21.3% 4.4% 0.0% 0.2% -6.3% 0 0 0 0.00 162.97 N/A N/A 0 0 0 0 2024-05-23 $23.43 $0.00 35.3% 10.1% 21.8% 10.6% 0.0% -0.7% -8.5% 0 0 0 0.00 162.75 N/A N/A 0 0 0 0 2024-05-24 $23.38 $0.00 35.5% 10.2% 21.2% 10.9% 0.0% 0.3% -8.1% 0 0 0 0.00 163.26 N/A N/A 0 0 0 0 2024-05-28 $23.38 $0.00 37.8% 10.8% 19.4% 14.4% 0.0% 0.1% -9.3% 0 0 0 0.00 162.43 N/A N/A 0 0 0 0 2024-05-29 $22.95 $0.00 35.9% 10.3% 20.4% 11.6% 0.0% 1.1% -6.8% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-05-30 $23.22 $0.00 38.0% 10.9% 19.2% 14.8% 0.0% 0.7% -10.8% 0 0 0 0.00 162.92 N/A N/A 0 0 0 0 2024-05-31 $23.57 $0.00 38.4% 11.0% 20.1% 15.2% 0.0% 0.6% -8.6% 0 0 0 0.00 163.24 N/A N/A 0 0 0 0
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