IBRN Options History — December 2024 In December 2024, IBRN traded between $25.01 and $26.42. ATM implied volatility averaged 39.7%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 16.6% (HV 20d: 23.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 40.1% change2024-12-02 : Highest IV Rank — 34.4%2024-12-02 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.76 $25.01 $26.42 $25.12 $25.35 ATM IV 39.7% 29.3% 67.9% 67.9% 43.1% Expected Move 10.4% 8.4% 19.5% 19.5% 12.4% HV 20d 23.1% 13.7% 30.8% 30.3% 24.3% HV 60d 24.0% 22.5% 25.2% 23.1% 25.1% IV Rank 9.8% 0.7% 34.4% 34.4% 12.8% IV Percentile 50.9% 3.6% 94.0% 94.0% 71.8% Term Structure -11.8% -35.3% -7.2% -35.3% -15.2% Skew 25d 0.8% -4.3% 8.6% -2.9% 1.3% Skew 10d 2.3% -13.0% 4.4% -13.0% 2.9% Call IV 25d 39.9% 31.9% 63.7% 63.7% 47.2% Put IV 25d 40.6% 31.8% 60.8% 60.8% 48.5% Bid-Ask Spread % 151.54 149.17 163.14 162.68 150.31 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 (21 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 2024-12-02 $25.12 $0.00 67.9% 19.5% 30.3% 34.4% 0.0% -2.9% -35.3% 0 0 0 0.00 162.68 N/A N/A 0 0 0 0 2024-12-03 $25.57 $0.00 42.1% 12.1% 30.8% 11.9% 0.0% -3.2% -17.2% 0 0 0 0.00 163.14 N/A N/A 0 0 0 0 2024-12-04 $25.57 $0.00 45.7% 13.1% 30.4% 15.0% 0.0% -4.3% -20.4% 0 0 0 0.00 162.28 N/A N/A 0 0 0 0 2024-12-05 $26.06 $0.00 42.8% 8.5% 22.9% 12.5% 0.0% 0.3% -8.3% 0 0 0 0.00 149.60 N/A N/A 0 0 0 0 2024-12-06 $26.06 $0.00 47.4% 9.0% 21.1% 16.5% 0.0% -1.0% -10.6% 0 0 0 0.00 149.42 N/A N/A 0 0 0 0 2024-12-09 $26.06 $0.00 51.3% 9.1% 21.1% 19.9% 0.0% -0.7% -8.6% 0 0 0 0.00 149.29 N/A N/A 0 0 0 0 2024-12-10 $26.06 $0.00 53.1% 9.0% 21.1% 21.5% 0.0% -1.1% -9.9% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2024-12-11 $26.06 $0.00 31.8% 9.1% 21.1% 2.9% 0.0% -0.0% -12.0% 0 0 0 0.00 149.53 N/A N/A 0 0 0 0 2024-12-12 $25.77 $0.00 30.1% 8.6% 21.4% 1.4% 0.0% 1.2% -8.8% 0 0 0 0.00 149.88 N/A N/A 0 0 0 0 2024-12-13 $25.79 $0.00 29.3% 8.4% 21.4% 0.7% 0.0% 1.5% -7.2% 0 0 0 0.00 149.75 N/A N/A 0 0 0 0 2024-12-16 $26.42 $0.00 33.0% 9.5% 23.3% 3.9% 0.0% 1.1% -9.6% 0 0 0 0.00 150.09 N/A N/A 0 0 0 0 2024-12-17 $26.14 $0.00 31.3% 9.0% 13.7% 2.5% 0.0% 1.1% -9.3% 0 0 0 0.00 149.34 N/A N/A 0 0 0 0 2024-12-18 $25.01 $0.00 33.7% 9.7% 21.4% 4.5% 0.0% 8.6% -11.1% 0 0 0 0.00 149.29 N/A N/A 0 0 0 0 2024-12-19 $25.41 $0.00 37.4% 10.7% 22.1% 7.8% 0.0% 3.0% -9.1% 0 0 0 0.00 149.50 N/A N/A 0 0 0 0 2024-12-20 $25.47 $0.00 36.2% 10.4% 22.1% 6.7% 0.0% 1.8% -9.3% 0 0 0 0.00 149.85 N/A N/A 0 0 0 0 2024-12-23 $25.73 $0.00 34.2% 9.8% 22.4% 5.0% 0.0% 2.9% -7.6% 0 0 0 0.00 149.38 N/A N/A 0 0 0 0 2024-12-24 $25.72 $0.00 33.4% 9.6% 22.4% 4.3% 0.0% 2.0% -8.0% 0 0 0 0.00 149.46 N/A N/A 0 0 0 0 2024-12-26 $26.16 $0.00 34.2% 9.8% 23.1% 5.0% 0.0% 1.8% -8.0% 0 0 0 0.00 149.66 N/A N/A 0 0 0 0 2024-12-27 $25.82 $0.00 35.3% 10.1% 23.7% 5.9% 0.0% 1.3% -9.4% 0 0 0 0.00 149.17 N/A N/A 0 0 0 0 2024-12-30 $25.52 $0.00 40.4% 11.6% 24.1% 10.4% 0.0% 1.6% -12.1% 0 0 0 0.00 150.74 N/A N/A 0 0 0 0 2024-12-31 $25.35 $0.00 43.1% 12.4% 24.3% 12.8% 0.0% 1.3% -15.2% 0 0 0 0.00 150.31 N/A N/A 0 0 0 0
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