IBRN Options History — July 2024 In July 2024, IBRN traded between $23.30 and $26.27. ATM implied volatility averaged 36.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 15.7% (HV 20d: 21.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 38.8% change2024-07-09 : Highest IV Rank — 32.3%2024-07-03 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.11 $23.30 $26.27 $23.75 $25.76 ATM IV 36.8% 29.0% 50.1% 37.8% 39.3% Expected Move 9.8% 8.3% 12.5% 10.8% 11.3% HV 20d 21.1% 18.0% 23.8% 18.0% 21.0% HV 60d 20.2% 19.8% 20.6% 20.0% 20.0% IV Rank 12.4% 0.8% 32.3% 13.9% 16.1% IV Percentile 41.5% 2.0% 86.1% 52.4% 60.3% Term Structure -9.6% -16.1% -6.9% -10.3% -13.4% Skew 25d 0.8% -1.1% 3.8% 0.2% 0.8% Skew 10d 8.2% 2.1% 14.3% 2.2% 11.9% Call IV 25d 39.3% 33.1% 51.0% 47.5% 46.8% Put IV 25d 40.1% 33.9% 50.8% 47.7% 47.6% Bid-Ask Spread % 157.01 140.93 163.35 140.93 158.13 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 2024-07-01 $23.75 $0.00 37.8% 10.8% 18.0% 13.9% 0.0% 0.2% -10.3% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2024-07-02 $23.45 $0.00 42.9% 12.3% 18.4% 21.5% 0.0% -1.1% -14.6% 0 0 0 0.00 142.33 N/A N/A 0 0 0 0 2024-07-03 $23.30 $0.00 43.6% 12.5% 18.5% 22.7% 0.0% -0.2% -16.1% 0 0 0 0.00 141.96 N/A N/A 0 0 0 0 2024-07-05 $23.48 $0.00 47.9% 8.7% 18.5% 29.0% 0.0% 1.2% -7.5% 0 0 0 0.00 162.56 N/A N/A 0 0 0 0 2024-07-08 $23.70 $0.00 48.3% 8.3% 18.5% 29.7% 0.0% 1.0% -6.9% 0 0 0 0.00 163.35 N/A N/A 0 0 0 0 2024-07-09 $24.25 $0.00 50.1% 8.6% 19.8% 32.3% 0.0% 1.0% -7.2% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-07-10 $24.48 $0.00 30.7% 8.8% 20.0% 3.2% 0.0% 0.3% -7.9% 0 0 0 0.00 162.53 N/A N/A 0 0 0 0 2024-07-11 $25.32 $0.00 30.4% 8.7% 22.6% 2.9% 0.0% 1.1% -7.7% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2024-07-12 $25.45 $0.00 30.7% 8.8% 22.5% 3.3% 0.0% 0.0% -7.4% 0 0 0 0.00 159.91 N/A N/A 0 0 0 0 2024-07-15 $25.66 $0.00 29.0% 8.3% 22.6% 0.8% 0.0% 0.7% -7.3% 0 0 0 0.00 159.04 N/A N/A 0 0 0 0 2024-07-16 $26.07 $0.00 29.7% 8.5% 22.0% 1.8% 0.0% 2.0% -8.0% 0 0 0 0.00 157.43 N/A N/A 0 0 0 0 2024-07-17 $25.65 $0.00 30.4% 8.7% 22.7% 2.9% 0.0% 0.0% -9.0% 0 0 0 0.00 158.88 N/A N/A 0 0 0 0 2024-07-18 $25.23 $0.00 32.7% 9.4% 23.8% 6.3% 0.0% -0.6% -7.7% 0 0 0 0.00 159.92 N/A N/A 0 0 0 0 2024-07-19 $25.32 $0.00 34.5% 9.9% 23.8% 9.0% 0.0% 0.8% -8.4% 0 0 0 0.00 160.43 N/A N/A 0 0 0 0 2024-07-22 $25.75 $0.00 33.3% 9.5% 22.7% 7.2% 0.0% 1.4% -7.9% 0 0 0 0.00 158.46 N/A N/A 0 0 0 0 2024-07-23 $25.97 $0.00 34.4% 9.8% 22.7% 8.8% 0.0% 1.1% -8.9% 0 0 0 0.00 158.05 N/A N/A 0 0 0 0 2024-07-24 $25.96 $0.00 34.1% 9.8% 21.2% 8.4% 0.0% 1.0% -7.9% 0 0 0 0.00 157.23 N/A N/A 0 0 0 0 2024-07-25 $26.20 $0.00 35.1% 10.1% 20.7% 10.0% 0.0% 3.1% -9.3% 0 0 0 0.00 156.86 N/A N/A 0 0 0 0 2024-07-26 $26.27 $0.00 37.4% 10.7% 20.5% 13.3% 0.0% 3.8% -12.6% 0 0 0 0.00 156.85 N/A N/A 0 0 0 0 2024-07-29 $25.81 $0.00 37.6% 10.8% 21.5% 13.6% 0.0% 0.4% -11.2% 0 0 0 0.00 158.69 N/A N/A 0 0 0 0 2024-07-30 $25.55 $0.00 38.7% 11.1% 21.8% 15.3% 0.0% -0.7% -13.3% 0 0 0 0.00 158.21 N/A N/A 0 0 0 0 2024-07-31 $25.76 $0.00 39.3% 11.3% 21.0% 16.1% 0.0% 0.8% -13.4% 0 0 0 0.00 158.13 N/A N/A 0 0 0 0
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