IBRN Options History — June 2024 In June 2024, IBRN traded between $23.02 and $23.88. ATM implied volatility averaged 38.4%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 20.4% (HV 20d: 17.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 39.8% change2024-06-11 : Highest IV Rank — 37.1%2024-06-04 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $23.46 $23.02 $23.88 $23.71 $23.42 ATM IV 38.4% 29.3% 53.0% 39.0% 40.3% Expected Move 9.9% 8.4% 12.4% 11.2% 11.6% HV 20d 17.9% 14.8% 20.1% 20.1% 18.1% HV 60d 19.7% 19.2% 20.2% 19.8% 20.0% IV Rank 15.0% 1.8% 37.1% 16.2% 17.7% IV Percentile 48.2% 5.2% 89.3% 58.7% 63.9% Term Structure -9.4% -13.1% -5.9% -11.7% -11.8% Skew 25d 0.6% -0.5% 1.2% 0.7% 0.2% Skew 10d 2.4% 1.8% 2.9% 2.4% 2.7% Call IV 25d 40.2% 33.1% 50.3% 48.1% 45.5% Put IV 25d 40.8% 33.5% 51.0% 48.8% 45.7% Bid-Ask Spread % 145.24 141.32 163.33 162.69 142.08 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 (19 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 2024-06-03 $23.71 $0.00 39.0% 11.2% 20.1% 16.2% 0.0% 0.7% -11.7% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-06-04 $23.61 $0.00 43.2% 12.4% 20.1% 22.5% 0.0% -0.5% -12.5% 0 0 0 0.00 163.33 N/A N/A 0 0 0 0 2024-06-05 $23.79 $0.00 40.7% 11.7% 19.9% 18.7% 0.0% 0.8% -13.1% 0 0 0 0.00 163.24 N/A N/A 0 0 0 0 2024-06-06 $23.56 $0.00 44.0% 8.4% 18.7% 23.7% 0.0% 0.4% -6.6% 0 0 0 0.00 141.70 N/A N/A 0 0 0 0 2024-06-07 $23.36 $0.00 47.4% 8.6% 18.9% 28.8% 0.0% 0.9% -7.6% 0 0 0 0.00 142.32 N/A N/A 0 0 0 0 2024-06-10 $23.43 $0.00 52.6% 9.1% 18.0% 36.4% 0.0% 1.1% -10.1% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2024-06-11 $23.27 $0.00 53.0% 9.2% 18.1% 37.1% 0.0% 0.7% -10.2% 0 0 0 0.00 142.40 N/A N/A 0 0 0 0 2024-06-12 $23.50 $0.00 31.9% 9.2% 18.0% 5.7% 0.0% 0.1% -10.3% 0 0 0 0.00 141.80 N/A N/A 0 0 0 0 2024-06-13 $23.64 $0.00 29.3% 8.4% 16.3% 1.8% 0.0% 0.9% -8.4% 0 0 0 0.00 141.48 N/A N/A 0 0 0 0 2024-06-14 $23.35 $0.00 32.6% 9.4% 16.8% 6.7% 0.0% 0.5% -10.6% 0 0 0 0.00 142.12 N/A N/A 0 0 0 0 2024-06-17 $23.12 $0.00 31.6% 9.1% 16.8% 5.2% 0.0% 0.7% -8.0% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2024-06-18 $23.03 $0.00 31.3% 9.0% 15.2% 4.2% 0.0% 0.6% -9.4% 0 0 0 0.00 141.52 N/A N/A 0 0 0 0 2024-06-20 $23.02 $0.00 32.9% 9.4% 14.8% 6.6% 0.0% 1.1% -6.8% 0 0 0 0.00 141.91 N/A N/A 0 0 0 0 2024-06-21 $23.66 $0.00 33.7% 9.7% 18.0% 7.8% 0.0% 1.0% -5.9% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2024-06-24 $23.88 $0.00 32.5% 9.3% 17.3% 6.0% 0.0% 0.3% -7.0% 0 0 0 0.00 141.32 N/A N/A 0 0 0 0 2024-06-25 $23.46 $0.00 38.2% 10.9% 18.5% 14.5% 0.0% 0.3% -10.8% 0 0 0 0.00 142.41 N/A N/A 0 0 0 0 2024-06-26 $23.28 $0.00 37.6% 10.8% 18.7% 13.7% 0.0% -0.0% -9.2% 0 0 0 0.00 141.92 N/A N/A 0 0 0 0 2024-06-27 $23.63 $0.00 36.9% 10.6% 18.2% 12.6% 0.0% 1.2% -9.7% 0 0 0 0.00 141.94 N/A N/A 0 0 0 0 2024-06-28 $23.42 $0.00 40.3% 11.6% 18.1% 17.7% 0.0% 0.2% -11.8% 0 0 0 0.00 142.08 N/A N/A 0 0 0 0
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