IBRN Options History — November 2024 In November 2024, IBRN traded between $25.12 and $27.45. ATM implied volatility averaged 60.0%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 32.5% (HV 20d: 27.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-06 : Largest IV spike — 86.9% change2024-11-08 : Highest IV Rank — 100.0%2024-11-29 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.94 $25.12 $27.45 $26.83 $25.12 ATM IV 60.0% 31.4% 143.1% 42.1% 60.5% Expected Move 11.9% 7.9% 17.3% 12.1% 17.3% HV 20d 27.4% 18.6% 30.8% 19.6% 30.3% HV 60d 23.7% 20.5% 25.6% 20.5% 23.3% IV Rank 34.9% 2.6% 100.0% 20.4% 27.9% IV Percentile 74.6% 19.4% 100.0% 70.2% 93.3% Term Structure -12.0% -28.0% -2.7% -15.0% -28.0% Skew 25d -2.1% -22.4% 3.5% 2.5% -9.6% Skew 10d -0.9% -22.3% 7.6% 7.6% -11.9% Call IV 25d 42.5% 29.1% 65.8% 48.5% 65.8% Put IV 25d 40.4% 21.9% 56.2% 51.0% 56.2% Bid-Ask Spread % 161.53 159.97 162.78 160.35 162.78 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 2024-11-01 $26.83 $0.00 42.1% 12.1% 19.6% 20.4% 0.0% 2.5% -15.0% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2024-11-04 $27.14 $0.00 46.6% 8.0% 19.0% 27.1% 0.0% 2.6% -4.3% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2024-11-05 $27.45 $0.00 48.4% 7.9% 18.6% 29.8% 0.0% 3.5% -2.7% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2024-11-06 $25.85 $0.00 90.4% 12.8% 28.7% 92.7% 0.0% -22.4% -12.2% 0 0 0 0.00 160.80 N/A N/A 0 0 0 0 2024-11-07 $26.48 $0.00 94.5% 12.7% 29.9% 98.8% 0.0% -0.4% -12.1% 0 0 0 0.00 159.97 N/A N/A 0 0 0 0 2024-11-08 $26.48 $0.00 102.0% 12.8% 27.9% 100.0% 0.0% -0.6% -11.9% 0 0 0 0.00 161.50 N/A N/A 0 0 0 0 2024-11-11 $26.48 $0.00 143.1% 14.0% 26.4% 100.0% 0.0% 1.1% -13.9% 0 0 0 0.00 161.77 N/A N/A 0 0 0 0 2024-11-12 $26.48 $0.00 124.7% 11.3% 26.4% 83.9% 0.0% -2.3% -9.9% 0 0 0 0.00 161.22 N/A N/A 0 0 0 0 2024-11-13 $26.48 $0.00 35.9% 10.3% 25.8% 6.5% 0.0% -3.5% -9.6% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-11-14 $26.48 $0.00 36.4% 10.4% 25.8% 6.9% 0.0% -3.4% -10.0% 0 0 0 0.00 161.86 N/A N/A 0 0 0 0 2024-11-15 $26.48 $0.00 31.4% 9.0% 25.5% 2.6% 0.0% 3.3% -4.7% 0 0 0 0.00 160.87 N/A N/A 0 0 0 0 2024-11-18 $25.14 $0.00 35.9% 10.3% 30.8% 6.5% 0.0% 0.2% -8.7% 0 0 0 0.00 162.36 N/A N/A 0 0 0 0 2024-11-19 $25.12 $0.00 36.9% 10.6% 30.8% 7.4% 0.0% 0.0% -9.4% 0 0 0 0.00 161.31 N/A N/A 0 0 0 0 2024-11-20 $25.12 $0.00 38.0% 10.9% 30.7% 8.3% 0.0% -0.9% -10.3% 0 0 0 0.00 161.06 N/A N/A 0 0 0 0 2024-11-21 $25.12 $0.00 40.0% 11.5% 30.7% 10.0% 0.0% -2.1% -10.5% 0 0 0 0.00 161.68 N/A N/A 0 0 0 0 2024-11-22 $25.12 $0.00 43.6% 12.5% 30.7% 13.2% 0.0% 2.6% -11.4% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-11-25 $25.12 $0.00 45.3% 13.0% 30.4% 14.7% 0.0% -2.6% -14.9% 0 0 0 0.00 161.91 N/A N/A 0 0 0 0 2024-11-26 $25.12 $0.00 48.8% 14.0% 30.4% 17.7% 0.0% -3.5% -17.3% 0 0 0 0.00 162.38 N/A N/A 0 0 0 0 2024-11-27 $25.12 $0.00 54.9% 15.7% 30.3% 23.1% 0.0% -7.2% -22.3% 0 0 0 0.00 161.82 N/A N/A 0 0 0 0 2024-11-29 $25.12 $0.00 60.5% 17.3% 30.3% 27.9% 0.0% -9.6% -28.0% 0 0 0 0.00 162.78 N/A N/A 0 0 0 0
« Oct 2024 | All History | Dec 2024 » Home IBRN History November 2024