IBRN Options History — March 2025

In March 2025, IBRN traded between $22.45 and $24.27. ATM implied volatility averaged 41.0%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 20.4% (HV 20d: 20.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-03-11: Largest IV drop — 34.4% change
  • 2025-03-10: Highest IV Rank — 21.9%
  • 2025-03-13: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.68$22.45$24.27$24.16$22.45
ATM IV41.0%34.8%53.6%43.4%50.8%
Expected Move11.5%7.0%18.3%12.4%10.3%
HV 20d20.6%17.4%23.2%18.7%23.2%
HV 60d21.5%20.4%22.8%21.4%21.0%
IV Rank10.7%5.5%21.9%13.0%19.0%
IV Percentile61.3%38.9%89.3%72.2%85.7%
Term Structure-10.3%-14.6%-6.6%-10.4%-14.6%
Skew 25d1.7%-0.7%3.6%1.0%3.6%
Skew 10d3.2%-2.3%4.1%2.5%-2.3%
Call IV 25d42.4%35.0%53.8%50.0%53.8%
Put IV 25d44.2%37.2%57.4%51.0%57.4%
Bid-Ask Spread %158.68144.54163.39161.67160.08
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$24.16$0.0043.4%12.4%18.7%13.0%0.0%1.0%-10.4%0000.00161.67N/AN/A0000
2025-03-04$23.91$0.0044.9%12.9%18.8%14.4%0.0%2.4%-12.9%0000.00160.86N/AN/A0000
2025-03-05$24.26$0.0047.1%13.5%18.3%16.3%0.0%2.2%-8.7%0000.00161.70N/AN/A0000
2025-03-06$23.65$0.0047.3%13.6%17.4%16.5%0.0%-0.7%-6.6%0000.00161.46N/AN/A0000
2025-03-07$24.27$0.0047.7%13.7%20.8%16.7%0.0%2.0%-8.5%0000.00162.42N/AN/A0000
2025-03-10$23.80$0.0053.6%15.4%20.0%21.9%0.0%1.1%-9.4%0000.00161.60N/AN/A0000
2025-03-11$23.54$0.0035.2%15.9%20.1%5.8%0.0%1.2%-10.4%0000.00161.79N/AN/A0000
2025-03-12$23.69$0.0036.0%17.5%20.4%6.6%0.0%1.0%-10.3%0000.00161.87N/AN/A0000
2025-03-13$23.56$0.0034.9%18.3%20.2%5.6%0.0%2.2%-9.3%0000.00162.03N/AN/A0000
2025-03-14$23.82$0.0034.8%18.2%19.9%5.5%0.0%2.7%-9.3%0000.00162.15N/AN/A0000
2025-03-17$24.11$0.0035.8%7.0%20.8%6.4%0.0%2.4%-10.8%0000.00144.54N/AN/A0000
2025-03-18$23.73$0.0036.2%7.2%21.2%6.2%0.0%2.2%-11.2%0000.00146.32N/AN/A0000
2025-03-19$23.82$0.0036.3%7.1%21.2%6.3%0.0%1.6%-10.8%0000.00146.68N/AN/A0000
2025-03-20$23.67$0.0037.0%7.1%21.0%7.0%0.0%0.8%-12.1%0000.00145.98N/AN/A0000
2025-03-21$23.64$0.0036.7%8.4%20.8%6.7%0.0%1.7%-6.9%0000.00160.88N/AN/A0000
2025-03-24$23.98$0.0037.2%8.4%21.4%7.2%0.0%2.9%-7.5%0000.00162.31N/AN/A0000
2025-03-25$23.59$0.0038.2%8.3%22.0%8.0%0.0%1.5%-11.5%0000.00163.39N/AN/A0000
2025-03-26$23.28$0.0042.4%8.8%22.3%11.7%0.0%1.3%-12.6%0000.00161.98N/AN/A0000
2025-03-27$23.38$0.0043.3%9.3%22.4%12.4%0.0%1.8%-11.1%0000.00161.75N/AN/A0000
2025-03-28$23.02$0.0042.5%9.1%22.6%11.8%0.0%1.7%-11.0%0000.00160.86N/AN/A0000
2025-03-31$22.45$0.0050.8%10.3%23.2%19.0%0.0%3.6%-14.6%0000.00160.08N/AN/A0000