IPOS Options History — April 2022

In April 2022, IPOS traded between $17.40 and $20.63. ATM implied volatility averaged 71.2%. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 22.6% (HV 20d: 48.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-04-01: Highest Volume — 8 contracts
  • 2022-04-11: Largest IV spike — 90.7% change
  • 2022-04-29: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.83$17.40$20.63$20.21$18.12
ATM IV71.2%43.4%158.7%64.6%74.9%
Expected Move15.8%10.3%21.5%12.8%21.5%
HV 20d48.6%29.9%65.9%65.9%31.3%
HV 60d51.1%50.8%51.3%51.3%50.8%
Term Structure-10.0%-25.7%6.8%-20.7%-8.9%
Skew 25d11.8%1.5%25.1%16.6%6.7%
Skew 10d9.0%-24.5%14.5%-24.5%14.5%
Call IV 25d53.7%32.2%75.8%51.5%75.8%
Put IV 25d65.5%36.9%82.4%68.1%82.4%
Bid-Ask Spread %140.13122.81148.83136.82142.90
Gamma HHI0.910.721.000.851.00
Net GEX205159266225196
Net DEX-5.3K-8.1K-2.7K-7.3K-6.0K
Net VEX-32-40-21-40-32
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume7.60888
Total OI8.58998

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$20.21$0.0064.6%12.8%65.9%0.0%0.0%16.6%-20.7%225-7.3K-400.00136.82N/AN/A8081
2022-04-04$20.63$0.0078.9%13.8%63.8%0.0%0.0%18.6%-6.5%203-7.9K-400.00143.42N/AN/A8081
2022-04-05$20.60$0.0060.4%14.1%63.8%0.0%0.0%18.4%-7.1%219-8.1K-400.00146.57N/AN/A8081
2022-04-06$19.71$0.0091.1%15.2%64.8%0.0%0.0%9.6%-10.4%207-6.6K-380.00147.65N/AN/A8081
2022-04-07$19.45$0.0093.9%17.6%63.6%0.0%0.0%9.8%-4.6%191-6.2K-380.00137.45N/AN/A8081
2022-04-08$19.41$0.0063.0%10.3%63.4%0.0%0.0%2.7%-1.8%252-4.3K-330.00143.69N/AN/A8081
2022-04-11$18.94$0.00120.2%16.7%62.2%0.0%0.0%17.8%-18.0%169-4.8K-340.00146.36N/AN/A8081
2022-04-12$18.79$0.00158.7%17.6%61.9%0.0%0.0%12.8%-25.7%204-5.8K-350.00138.52N/AN/A8081
2022-04-13$18.39$0.0066.8%19.1%41.5%0.0%0.0%10.8%-23.4%159-4.6K-330.00141.89N/AN/A8081
2022-04-14$18.93$0.0050.8%14.6%43.0%0.0%0.0%7.5%-4.9%266-3.2K-250.00143.28N/AN/A8081
2022-04-18$18.78$0.0066.0%18.9%41.7%0.0%0.0%12.0%-12.6%204-6.8K-340.00142.69N/AN/A8080
2022-04-19$18.82$0.0050.1%14.4%41.2%0.0%0.0%18.8%-5.9%235-6.1K-330.00140.19N/AN/A8080
2022-04-20$18.79$0.0057.6%16.5%40.4%0.0%0.0%7.7%-15.3%222-5.2K-320.00136.16N/AN/A8080
2022-04-21$18.39$0.0043.4%12.4%40.8%0.0%0.0%1.5%6.8%214-4.5K-300.00134.45N/AN/A8080
2022-04-22$18.34$0.0056.8%16.3%40.5%0.0%0.0%6.8%3.6%232-5.4K-320.00137.18N/AN/A8080
2022-04-25$17.74$0.0045.6%13.1%40.6%0.0%0.0%18.9%-9.6%183-3.6K-260.00122.81N/AN/A8080
2022-04-26$17.40$0.0063.6%18.2%41.0%0.0%0.0%5.7%-11.8%169-3.6K-260.00135.87N/AN/A8080
2022-04-27$17.45$0.0049.8%14.3%29.9%0.0%0.0%25.1%-14.9%173-2.7K-210.00148.83N/AN/A0080
2022-04-28$17.76$0.0067.5%19.4%31.2%0.0%0.0%7.9%-8.6%169-3.7K-260.00135.79N/AN/A8080
2022-04-29$18.12$0.0074.9%21.5%31.3%0.0%0.0%6.7%-8.9%196-6.0K-320.00142.90N/AN/A8080