IBRN Options History — September 2024 In September 2024, IBRN traded between $24.05 and $25.52. ATM implied volatility averaged 39.0%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 14.9% (HV 20d: 24.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 73.1% change2024-09-18 : Highest IV Rank — 39.3%2024-09-18 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.72 $24.05 $25.52 $24.70 $24.94 ATM IV 39.0% 31.2% 54.8% 39.1% 37.9% Expected Move 10.1% 8.1% 15.7% 11.2% 10.9% HV 20d 24.1% 22.1% 26.9% 26.9% 23.2% HV 60d 23.0% 22.5% 23.3% 23.1% 22.8% IV Rank 15.7% 4.0% 39.3% 15.8% 14.0% IV Percentile 48.1% 16.7% 92.1% 58.3% 53.2% Term Structure -8.5% -19.8% -3.8% -11.3% -8.9% Skew 25d 1.4% 0.0% 3.5% 0.0% 1.6% Skew 10d 3.1% 1.8% 7.2% 2.4% 2.0% Call IV 25d 41.2% 32.7% 69.9% 47.7% 45.2% Put IV 25d 42.6% 33.9% 70.4% 47.7% 46.8% Bid-Ask Spread % 145.20 141.51 162.26 162.26 141.87 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 (20 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 2024-09-03 $24.70 $0.00 39.1% 11.2% 26.9% 15.8% 0.0% 0.0% -11.3% 0 0 0 0.00 162.26 N/A N/A 0 0 0 0 2024-09-04 $24.87 $0.00 41.4% 11.9% 26.3% 19.3% 0.0% 1.5% -12.4% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-09-05 $24.57 $0.00 44.2% 8.1% 24.8% 23.5% 0.0% 1.2% -6.3% 0 0 0 0.00 141.71 N/A N/A 0 0 0 0 2024-09-06 $24.29 $0.00 47.6% 9.0% 24.6% 28.6% 0.0% 1.7% -8.0% 0 0 0 0.00 141.95 N/A N/A 0 0 0 0 2024-09-09 $24.28 $0.00 52.9% 9.3% 24.4% 36.6% 0.0% 2.0% -9.0% 0 0 0 0.00 141.56 N/A N/A 0 0 0 0 2024-09-10 $24.21 $0.00 52.5% 8.9% 24.4% 35.9% 0.0% 1.8% -8.3% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2024-09-11 $24.05 $0.00 31.2% 8.9% 23.6% 4.0% 0.0% 2.2% -7.7% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2024-09-12 $24.27 $0.00 32.6% 9.3% 23.8% 6.1% 0.0% 2.4% -9.5% 0 0 0 0.00 141.54 N/A N/A 0 0 0 0 2024-09-13 $24.66 $0.00 32.2% 9.2% 23.4% 5.5% 0.0% 3.5% -7.0% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2024-09-16 $24.59 $0.00 31.5% 9.0% 23.3% 4.6% 0.0% 0.5% -9.1% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0 2024-09-17 $24.56 $0.00 31.6% 9.1% 22.3% 4.7% 0.0% 0.3% -9.2% 0 0 0 0.00 142.70 N/A N/A 0 0 0 0 2024-09-18 $24.66 $0.00 54.8% 15.7% 22.1% 39.3% 0.0% 0.5% -19.8% 0 0 0 0.00 155.20 N/A N/A 0 0 0 0 2024-09-19 $25.48 $0.00 33.7% 9.7% 25.1% 7.8% 0.0% 1.5% -5.6% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2024-09-20 $25.52 $0.00 32.9% 9.4% 24.5% 6.5% 0.0% 1.6% -3.8% 0 0 0 0.00 142.68 N/A N/A 0 0 0 0 2024-09-23 $25.11 $0.00 33.4% 9.6% 24.4% 7.4% 0.0% 1.3% -5.8% 0 0 0 0.00 141.95 N/A N/A 0 0 0 0 2024-09-24 $24.99 $0.00 33.8% 9.7% 24.1% 7.9% 0.0% 0.9% -5.0% 0 0 0 0.00 141.51 N/A N/A 0 0 0 0 2024-09-25 $24.82 $0.00 34.6% 9.9% 24.0% 9.1% 0.0% 0.5% -6.4% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2024-09-26 $25.00 $0.00 47.1% 13.5% 23.5% 27.8% 0.0% 0.7% -10.0% 0 0 0 0.00 152.66 N/A N/A 0 0 0 0 2024-09-27 $24.89 $0.00 35.1% 10.1% 23.2% 9.9% 0.0% 1.3% -6.8% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2024-09-30 $24.94 $0.00 37.9% 10.9% 23.2% 14.0% 0.0% 1.6% -8.9% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0
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