IPOS Options History — March 2022 In March 2022, IPOS traded between $16.88 and $20.75. ATM implied volatility averaged 68.2%. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 3.1% (HV 20d: 65.1%). Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2022-03-29 : Highest Volume — 8 contracts2022-03-04 : Largest IV spike — 45.7% change2022-03-07 : Largest Expected Move — 29.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.09 $16.88 $20.75 $20.75 $19.76 ATM IV 68.2% 53.2% 102.9% 65.9% 62.9% Expected Move 19.0% 12.6% 29.5% 18.9% 14.5% HV 20d 65.1% 43.1% 71.3% 43.1% 68.1% Term Structure -11.2% -26.1% 0.5% -16.8% -15.9% Skew 25d 4.5% -40.9% 27.5% 15.0% 5.7% Skew 10d 4.3% -37.1% 16.8% 5.0% -37.1% Call IV 25d 63.0% 43.2% 83.0% 58.8% 67.6% Put IV 25d 67.5% 40.1% 100.9% 73.8% 73.3% Bid-Ask Spread % 140.58 129.55 152.71 132.53 135.32 Gamma HHI 0.97 0.78 1.00 1.00 0.81 Net GEX -1 -47 223 0 205 Net DEX -158 -7.2K 2.3K 0 -7.0K Net VEX -4 -41 0 0 -40 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.217 0 8 0 8 Total OI 1.522 0 9 0 9
Daily Data (23 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 2022-03-01 $20.75 $0.00 65.9% 18.9% 0.0% 0.0% 0.0% 15.0% -16.8% 0 0 0 0.00 132.53 N/A N/A 0 0 0 0 2022-03-02 $20.40 $0.00 78.8% 22.6% 0.0% 0.0% 0.0% 27.2% -4.3% 0 0 0 0.00 137.34 N/A N/A 0 0 0 0 2022-03-03 $19.63 $0.00 68.9% 19.8% 0.0% 0.0% 0.0% 20.6% -9.1% 0 0 0 0.00 145.90 N/A N/A 0 0 0 0 2022-03-04 $18.69 $0.00 100.4% 28.8% 0.0% 0.0% 0.0% 9.8% -15.5% 0 0 0 0.00 145.57 N/A N/A 0 0 0 0 2022-03-07 $17.91 $0.00 102.9% 29.5% 0.0% 0.0% 0.0% 2.1% -11.2% 0 0 0 0.00 152.71 N/A N/A 0 0 0 0 2022-03-08 $17.95 $0.00 73.6% 24.7% 0.0% 0.0% 0.0% 23.5% -13.1% 0 0 0 0.00 135.08 N/A N/A 0 1 0 0 2022-03-09 $18.72 $0.00 61.5% 25.8% 0.0% 0.0% 0.0% -5.3% -4.4% -29 503 -2 0.00 149.41 N/A N/A 0 0 0 1 2022-03-10 $18.08 $0.00 67.4% 28.2% 0.0% 0.0% 0.0% 18.6% -4.8% -30 564 -2 0.00 138.97 N/A N/A 0 0 0 1 2022-03-11 $17.84 $0.00 70.4% 26.3% 0.0% 0.0% 0.0% 3.9% -15.4% -28 522 -2 0.00 138.70 N/A N/A 0 0 0 1 2022-03-14 $17.15 $0.00 65.5% 20.9% 0.0% 0.0% 0.0% 26.2% -6.4% -31 709 -2 0.00 129.55 N/A N/A 0 0 0 1 2022-03-15 $16.88 $0.00 63.8% 18.7% 43.1% 0.0% 0.0% 27.5% -8.2% -32 750 -2 0.00 140.33 N/A N/A 0 0 0 1 2022-03-16 $19.22 $0.00 53.7% 14.6% 71.3% 0.0% 0.0% -2.6% 0.5% -47 373 -1 0.00 142.85 N/A N/A 0 1 0 1 2022-03-17 $19.23 $0.00 62.4% 13.0% 69.1% 0.0% 0.0% 11.9% -20.2% -32 2.3K -1 0.00 134.75 N/A N/A 0 1 0 2 2022-03-18 $19.77 $0.00 62.4% 13.4% 68.2% 0.0% 0.0% 22.4% -8.7% -29 2.3K -1 0.00 132.49 N/A N/A 0 1 0 2 2022-03-21 $19.39 $0.00 61.2% 13.5% 66.5% 0.0% 0.0% -15.5% -12.9% -31 382 -1 0.00 151.81 N/A N/A 0 0 0 1 2022-03-22 $19.79 $0.00 56.3% 13.2% 65.4% 0.0% 0.0% 17.8% -6.3% -28 322 -1 0.00 134.46 N/A N/A 0 0 0 1 2022-03-23 $19.51 $0.00 71.6% 16.1% 65.5% 0.0% 0.0% -34.3% -15.8% -29 447 -1 0.00 144.98 N/A N/A 0 0 0 1 2022-03-24 $19.68 $0.00 61.3% 16.1% 64.1% 0.0% 0.0% -11.0% -2.2% -29 373 -1 0.00 145.08 N/A N/A 0 0 0 1 2022-03-25 $19.06 $0.00 75.8% 15.6% 63.7% 0.0% 0.0% -27.0% -26.1% -31 427 -1 0.00 143.16 N/A N/A 0 0 0 1 2022-03-28 $19.00 $0.00 66.7% 16.7% 63.7% 0.0% 0.0% -40.9% -13.1% -33 455 -1 0.00 144.93 N/A N/A 0 0 0 1 2022-03-29 $20.41 $0.00 53.2% 12.6% 68.9% 0.0% 0.0% 5.3% -12.6% -21 147 -1 0.00 140.29 N/A N/A 8 0 0 1 2022-03-30 $20.36 $0.00 61.1% 13.5% 68.6% 0.0% 0.0% 3.7% -14.5% 223 -7.2K -41 0.00 137.16 N/A N/A 8 0 8 1 2022-03-31 $19.76 $0.00 62.9% 14.5% 68.1% 0.0% 0.0% 5.7% -15.9% 205 -7.0K -40 0.00 135.32 N/A N/A 8 0 8 1
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