IBRN Options History — January 2025

In January 2025, IBRN traded between $24.70 and $26.18. ATM implied volatility averaged 42.5%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 18.0% (HV 20d: 24.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 61.9% change
  • 2025-01-14: Highest IV Rank — 47.6%
  • 2025-01-03: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.65$24.70$26.18$25.81$25.98
ATM IV42.5%29.1%83.0%40.5%34.7%
Expected Move9.4%7.9%11.9%11.6%9.9%
HV 20d24.5%21.1%28.9%24.3%21.1%
HV 60d25.1%24.3%25.4%25.1%25.3%
IV Rank12.2%0.5%47.6%10.5%5.4%
IV Percentile47.0%2.4%97.2%65.5%39.7%
Term Structure-5.2%-15.2%27.1%-12.6%-7.9%
Skew 25d1.6%0.5%2.6%1.6%1.4%
Skew 10d2.7%1.7%6.9%2.2%1.7%
Call IV 25d37.4%31.0%49.1%48.2%41.5%
Put IV 25d39.0%31.9%51.1%49.8%42.9%
Bid-Ask Spread %161.44149.68174.50149.68162.35
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$25.81$0.0040.5%11.6%24.3%10.5%0.0%1.6%-12.6%0000.00149.68N/AN/A0000
2025-01-03$26.18$0.0041.6%11.9%24.8%11.5%0.0%2.0%-15.2%0000.00149.70N/AN/A0000
2025-01-06$25.94$0.0045.2%7.9%24.1%14.6%0.0%0.9%-4.0%0000.00161.76N/AN/A0000
2025-01-07$25.59$0.0067.4%10.5%24.6%34.0%0.0%0.5%-6.9%0000.00174.50N/AN/A0000
2025-01-08$25.54$0.0052.4%8.1%24.6%20.8%0.0%2.4%-5.1%0000.00161.57N/AN/A0000
2025-01-10$24.70$0.0060.8%8.6%27.1%28.2%0.0%0.9%-4.9%0000.00160.35N/AN/A0000
2025-01-13$25.09$0.0072.8%9.0%27.9%38.7%0.0%2.4%-6.9%0000.00163.61N/AN/A0000
2025-01-14$24.82$0.0083.0%8.8%27.9%47.6%0.0%1.4%-6.1%0000.00160.41N/AN/A0000
2025-01-15$25.31$0.0031.6%9.1%28.9%2.7%0.0%2.3%-6.7%0000.00162.26N/AN/A0000
2025-01-16$25.21$0.0030.9%8.9%27.3%2.1%0.0%1.8%27.1%0000.00161.94N/AN/A0000
2025-01-17$25.11$0.0030.3%8.7%27.2%1.6%0.0%1.0%-4.8%0000.00161.72N/AN/A0000
2025-01-21$25.63$0.0029.1%8.3%23.3%0.5%0.0%1.6%-4.2%0000.00162.30N/AN/A0000
2025-01-22$25.81$0.0029.5%8.5%22.7%0.9%0.0%2.1%-4.0%0000.00162.30N/AN/A0000
2025-01-23$26.14$0.0031.1%8.9%23.1%2.3%0.0%2.6%-5.6%0000.00162.61N/AN/A0000
2025-01-24$26.05$0.0031.7%9.1%22.9%2.8%0.0%2.3%-6.1%0000.00162.76N/AN/A0000
2025-01-27$25.95$0.0032.3%9.3%23.0%3.3%0.0%0.7%-6.1%0000.00161.84N/AN/A0000
2025-01-28$26.02$0.0033.4%9.6%22.2%4.3%0.0%1.9%-6.9%0000.00162.57N/AN/A0000
2025-01-29$26.08$0.0035.0%10.0%21.7%5.7%0.0%1.1%-8.8%0000.00162.06N/AN/A0000
2025-01-30$26.12$0.0035.7%10.2%21.2%6.3%0.0%1.2%-9.2%0000.00162.59N/AN/A0000
2025-01-31$25.98$0.0034.7%9.9%21.1%5.4%0.0%1.4%-7.9%0000.00162.35N/AN/A0000