IBRN Options History — August 2024 In August 2024, IBRN traded between $24.24 and $26.33. ATM implied volatility averaged 45.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 22.7% (HV 20d: 23.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 68.8% change2024-08-13 : Highest IV Rank — 79.5%2024-08-02 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.30 $24.24 $26.33 $25.43 $25.80 ATM IV 45.9% 29.4% 81.6% 43.9% 34.8% Expected Move 9.8% 8.4% 13.0% 12.6% 10.0% HV 20d 23.1% 21.6% 25.4% 21.6% 23.2% HV 60d 20.9% 20.1% 21.3% 20.1% 21.3% IV Rank 26.0% 1.4% 79.5% 23.1% 9.4% IV Percentile 50.0% 4.0% 98.4% 74.6% 36.1% Term Structure -6.4% -16.6% 4.2% -15.3% -8.5% Skew 25d 1.9% -0.2% 4.6% 0.2% 1.4% Skew 10d 3.4% 1.2% 11.3% 11.3% 1.9% Call IV 25d 38.3% 33.3% 51.3% 49.5% 40.9% Put IV 25d 40.2% 34.6% 54.0% 49.7% 42.2% Bid-Ask Spread % 163.08 159.23 174.49 160.72 161.97 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 2024-08-01 $25.43 $0.00 43.9% 12.6% 21.6% 23.1% 0.0% 0.2% -15.3% 0 0 0 0.00 160.72 N/A N/A 0 0 0 0 2024-08-02 $25.08 $0.00 45.4% 13.0% 22.5% 25.2% 0.0% 2.7% -16.6% 0 0 0 0.00 160.43 N/A N/A 0 0 0 0 2024-08-05 $24.50 $0.00 76.6% 12.7% 24.2% 71.9% 0.0% 3.3% -5.6% 0 0 0 0.00 174.49 N/A N/A 0 0 0 0 2024-08-06 $24.91 $0.00 77.5% 12.0% 23.6% 73.4% 0.0% 4.6% -4.9% 0 0 0 0.00 174.29 N/A N/A 0 0 0 0 2024-08-07 $24.24 $0.00 58.6% 9.1% 25.4% 45.1% 0.0% 1.7% -3.9% 0 0 0 0.00 159.23 N/A N/A 0 0 0 0 2024-08-08 $24.59 $0.00 63.0% 9.4% 22.8% 51.6% 0.0% 3.6% -3.9% 0 0 0 0.00 160.44 N/A N/A 0 0 0 0 2024-08-09 $24.40 $0.00 63.3% 9.3% 22.7% 52.1% 0.0% 1.5% -5.2% 0 0 0 0.00 160.21 N/A N/A 0 0 0 0 2024-08-12 $24.44 $0.00 81.0% 9.5% 22.5% 78.7% 0.0% 1.7% -5.8% 0 0 0 0.00 160.73 N/A N/A 0 0 0 0 2024-08-13 $24.87 $0.00 81.6% 8.7% 22.6% 79.5% 0.0% 2.9% -5.5% 0 0 0 0.00 161.16 N/A N/A 0 0 0 0 2024-08-14 $24.69 $0.00 30.9% 8.9% 22.1% 3.6% 0.0% 2.6% 4.2% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2024-08-15 $25.18 $0.00 31.0% 8.9% 22.7% 3.7% 0.0% 0.7% -5.7% 0 0 0 0.00 161.96 N/A N/A 0 0 0 0 2024-08-16 $25.26 $0.00 31.3% 9.0% 22.7% 4.2% 0.0% 1.4% -5.2% 0 0 0 0.00 163.82 N/A N/A 0 0 0 0 2024-08-19 $25.69 $0.00 29.4% 8.4% 22.7% 1.4% 0.0% 1.8% -4.9% 0 0 0 0.00 162.59 N/A N/A 0 0 0 0 2024-08-20 $25.90 $0.00 29.8% 8.6% 22.7% 2.0% 0.0% 2.6% -4.7% 0 0 0 0.00 162.27 N/A N/A 0 0 0 0 2024-08-21 $26.13 $0.00 31.0% 8.9% 22.9% 3.8% 0.0% 1.6% -5.8% 0 0 0 0.00 164.27 N/A N/A 0 0 0 0 2024-08-22 $25.71 $0.00 31.8% 9.1% 23.3% 4.9% 0.0% 1.1% -6.0% 0 0 0 0.00 162.99 N/A N/A 0 0 0 0 2024-08-23 $26.10 $0.00 31.7% 9.1% 24.0% 4.8% 0.0% 1.7% -6.0% 0 0 0 0.00 162.74 N/A N/A 0 0 0 0 2024-08-26 $26.33 $0.00 33.3% 9.5% 23.3% 7.2% 0.0% 2.2% -6.5% 0 0 0 0.00 162.98 N/A N/A 0 0 0 0 2024-08-27 $26.04 $0.00 34.3% 9.8% 23.4% 8.7% 0.0% 1.7% -7.8% 0 0 0 0.00 162.98 N/A N/A 0 0 0 0 2024-08-28 $25.58 $0.00 35.3% 10.1% 24.1% 10.1% 0.0% -0.2% -9.8% 0 0 0 0.00 162.98 N/A N/A 0 0 0 0 2024-08-29 $25.81 $0.00 33.5% 9.6% 23.8% 7.5% 0.0% 0.0% -8.0% 0 0 0 0.00 162.29 N/A N/A 0 0 0 0 2024-08-30 $25.80 $0.00 34.8% 10.0% 23.2% 9.4% 0.0% 1.4% -8.5% 0 0 0 0.00 161.97 N/A N/A 0 0 0 0
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