IBRN Options History — October 2024 In October 2024, IBRN traded between $24.63 and $27.64. ATM implied volatility averaged 36.6%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 16.9% (HV 20d: 19.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 33.0% change2024-10-08 : Highest IV Rank — 27.2%2024-10-02 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.39 $24.63 $27.64 $24.87 $26.83 ATM IV 36.6% 29.8% 46.7% 38.4% 40.7% Expected Move 9.8% 8.5% 11.7% 11.0% 11.7% HV 20d 19.7% 17.0% 22.5% 17.2% 19.8% HV 60d 22.2% 20.6% 22.8% 22.8% 20.6% IV Rank 12.2% 2.0% 27.2% 14.9% 18.3% IV Percentile 44.2% 5.6% 79.8% 57.5% 66.7% Term Structure -9.5% -14.2% -6.6% -9.3% -14.2% Skew 25d 2.7% 1.4% 5.3% 1.4% 1.4% Skew 10d 6.6% 1.9% 10.5% 1.9% 7.6% Call IV 25d 38.0% 32.6% 48.1% 46.7% 48.0% Put IV 25d 40.8% 35.7% 50.3% 48.1% 49.4% Bid-Ask Spread % 158.29 141.53 161.42 141.93 159.59 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 (23 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 2024-10-01 $24.87 $0.00 38.4% 11.0% 17.2% 14.9% 0.0% 1.4% -9.3% 0 0 0 0.00 141.93 N/A N/A 0 0 0 0 2024-10-02 $24.94 $0.00 40.8% 11.7% 17.0% 18.4% 0.0% 2.2% -11.7% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2024-10-03 $24.63 $0.00 42.9% 8.7% 17.1% 21.5% 0.0% 2.2% -7.5% 0 0 0 0.00 160.88 N/A N/A 0 0 0 0 2024-10-04 $24.95 $0.00 41.6% 8.8% 17.1% 19.7% 0.0% 3.4% -7.3% 0 0 0 0.00 161.42 N/A N/A 0 0 0 0 2024-10-07 $25.43 $0.00 46.2% 9.0% 18.2% 26.5% 0.0% 5.3% -6.6% 0 0 0 0.00 161.42 N/A N/A 0 0 0 0 2024-10-08 $25.85 $0.00 46.7% 8.8% 18.7% 27.2% 0.0% 3.5% -8.4% 0 0 0 0.00 160.09 N/A N/A 0 0 0 0 2024-10-09 $25.52 $0.00 31.3% 9.0% 19.3% 4.2% 0.0% 2.5% -8.2% 0 0 0 0.00 160.30 N/A N/A 0 0 0 0 2024-10-10 $25.49 $0.00 35.0% 10.0% 19.2% 9.8% 0.0% 3.2% -11.2% 0 0 0 0.00 161.24 N/A N/A 0 0 0 0 2024-10-11 $26.28 $0.00 32.0% 9.2% 21.1% 5.3% 0.0% 3.0% -9.1% 0 0 0 0.00 160.15 N/A N/A 0 0 0 0 2024-10-14 $26.93 $0.00 29.8% 8.5% 22.3% 2.0% 0.0% 3.9% -8.2% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2024-10-15 $26.98 $0.00 30.7% 8.8% 22.2% 3.3% 0.0% 1.8% -9.5% 0 0 0 0.00 159.46 N/A N/A 0 0 0 0 2024-10-16 $27.37 $0.00 32.4% 9.3% 22.5% 5.9% 0.0% 3.4% -9.6% 0 0 0 0.00 158.77 N/A N/A 0 0 0 0 2024-10-17 $27.42 $0.00 33.3% 9.6% 20.0% 7.3% 0.0% 3.3% -8.2% 0 0 0 0.00 159.15 N/A N/A 0 0 0 0 2024-10-18 $27.64 $0.00 30.4% 8.7% 20.1% 2.9% 0.0% 3.1% -6.9% 0 0 0 0.00 157.63 N/A N/A 0 0 0 0 2024-10-21 $27.22 $0.00 33.9% 9.7% 19.9% 8.1% 0.0% 1.4% -8.8% 0 0 0 0.00 159.44 N/A N/A 0 0 0 0 2024-10-22 $27.17 $0.00 32.9% 9.4% 19.8% 6.5% 0.0% 3.2% -7.3% 0 0 0 0.00 159.43 N/A N/A 0 0 0 0 2024-10-23 $26.85 $0.00 34.7% 10.0% 20.2% 9.3% 0.0% 2.8% -9.1% 0 0 0 0.00 159.56 N/A N/A 0 0 0 0 2024-10-24 $26.77 $0.00 35.1% 10.1% 20.3% 9.8% 0.0% 2.2% -8.4% 0 0 0 0.00 160.21 N/A N/A 0 0 0 0 2024-10-25 $26.82 $0.00 35.9% 10.3% 20.1% 11.0% 0.0% 1.4% -10.4% 0 0 0 0.00 160.12 N/A N/A 0 0 0 0 2024-10-28 $27.05 $0.00 38.6% 11.1% 20.2% 15.1% 0.0% 2.6% -13.5% 0 0 0 0.00 159.13 N/A N/A 0 0 0 0 2024-10-29 $26.93 $0.00 39.3% 11.3% 20.3% 16.1% 0.0% 2.2% -12.4% 0 0 0 0.00 159.58 N/A N/A 0 0 0 0 2024-10-30 $27.03 $0.00 39.9% 11.4% 20.3% 17.0% 0.0% 3.4% -13.3% 0 0 0 0.00 159.22 N/A N/A 0 0 0 0 2024-10-31 $26.83 $0.00 40.7% 11.7% 19.8% 18.3% 0.0% 1.4% -14.2% 0 0 0 0.00 159.59 N/A N/A 0 0 0 0
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