IPOS Options History — February 2022

Name: IPOS Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, IPOS traded between $20.58 and $21.46. ATM implied volatility averaged 57.3%. The 30-day expected move averaged 16.4%. Net GEX was positive for 0 of 5 trading days. Term structure was in contango for 0 of 5 days.

Notable Days

2022-02-25: Largest IV spike — 21.3% change
2022-02-28: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.19	$20.58	$21.46	$21.46	$21.20
ATM IV	57.3%	50.9%	68.1%	53.3%	68.1%
Expected Move	16.4%	14.6%	19.5%	15.3%	19.5%
Term Structure	-13.3%	-23.5%	-6.8%	-6.8%	-15.4%
Skew 25d	10.6%	3.5%	18.2%	18.1%	7.3%
Skew 10d	4.5%	-0.4%	11.1%	11.1%	4.8%
Call IV 25d	51.3%	32.6%	61.8%	51.3%	61.8%
Put IV 25d	62.0%	50.8%	69.4%	69.4%	69.1%
Bid-Ask Spread %	140.55	136.74	144.72	142.85	137.03
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 (5 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-02-22	$21.46	$0.00	53.3%	15.3%	0.0%	0.0%	0.0%	18.1%	-6.8%	142.85	N/A	N/A
2022-02-23	$21.46	$0.00	52.6%	15.1%	0.0%	0.0%	0.0%	3.5%	-9.2%	141.41	N/A	N/A
2022-02-24	$20.58	$0.00	50.9%	14.6%	0.0%	0.0%	0.0%	6.0%	-11.3%	144.72	N/A	N/A
2022-02-25	$21.24	$0.00	61.8%	17.7%	0.0%	0.0%	0.0%	18.2%	-23.5%	136.74	N/A	N/A
2022-02-28	$21.20	$0.00	68.1%	19.5%	0.0%	0.0%	0.0%	7.3%	-15.4%	137.03	N/A	N/A