IPOS Options History — May 2022

In May 2022, IPOS traded between $16.23 and $18.60. ATM implied volatility averaged 77.2%. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 42.1% (HV 20d: 35.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-05-02: Highest Volume — 8 contracts
  • 2022-05-16: Largest IV spike — 57.6% change
  • 2022-05-09: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.46$16.23$18.60$17.87$18.60
ATM IV77.2%45.8%152.5%73.2%74.9%
Expected Move20.3%13.1%28.7%21.0%21.5%
HV 20d35.1%28.1%41.3%29.8%40.2%
HV 60d49.0%47.5%50.3%50.3%47.5%
Term Structure-13.6%-28.2%4.8%-13.6%-17.2%
Skew 25d5.9%-20.0%13.9%9.4%6.5%
Skew 10d13.2%-0.6%26.5%12.0%14.4%
Call IV 25d71.2%47.2%88.9%70.5%78.8%
Put IV 25d77.1%61.1%96.7%79.9%85.3%
Bid-Ask Spread %135.46104.33145.01138.25136.66
Gamma HHI1.001.001.001.001.00
Net GEX166113211184211
Net DEX-3.6K-4.4K-2.7K-3.0K-4.4K
Net VEX-23-27-20-22-25
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume88888
Total OI88888

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$17.87$0.0073.2%21.0%29.8%0.0%0.0%9.4%-13.6%184-3.0K-220.00138.25N/AN/A8080
2022-05-03$18.12$0.0071.2%20.4%29.1%0.0%0.0%6.0%-14.3%187-4.3K-270.00139.90N/AN/A8080
2022-05-04$17.58$0.0076.9%22.1%30.2%0.0%0.0%9.2%-13.5%170-4.2K-270.00145.01N/AN/A8080
2022-05-05$17.09$0.0092.5%19.8%28.1%0.0%0.0%7.5%-11.7%149-4.3K-270.00134.15N/AN/A8080
2022-05-06$16.72$0.00101.4%22.1%28.6%0.0%0.0%12.8%-14.0%133-3.6K-230.00134.99N/AN/A8080
2022-05-09$16.23$0.00152.5%28.7%29.5%0.0%0.0%-20.0%-28.2%113-4.1K-240.00137.95N/AN/A8080
2022-05-10$16.28$0.00106.7%19.9%29.2%0.0%0.0%11.7%-11.7%130-2.7K-200.00133.76N/AN/A8080
2022-05-11$16.58$0.0078.0%22.4%30.6%0.0%0.0%7.6%-10.2%127-3.3K-220.00134.01N/AN/A8080
2022-05-12$16.47$0.0069.3%19.9%30.1%0.0%0.0%5.0%-14.7%131-2.8K-210.00129.65N/AN/A8080
2022-05-13$17.41$0.0045.8%13.1%35.2%0.0%0.0%13.9%4.8%160-3.1K-210.00104.33N/AN/A8080
2022-05-16$17.28$0.0072.2%20.7%35.2%0.0%0.0%10.2%-12.8%154-3.4K-220.00138.49N/AN/A8080
2022-05-17$17.98$0.0057.6%16.5%38.4%0.0%0.0%4.8%-9.4%187-3.2K-220.00144.04N/AN/A8080
2022-05-18$17.37$0.0066.4%19.0%40.1%0.0%0.0%4.2%-11.5%165-3.7K-230.00138.44N/AN/A8080
2022-05-19$17.90$0.0065.2%18.7%41.3%0.0%0.0%3.2%-17.1%175-3.7K-240.00136.48N/AN/A8080
2022-05-20$17.85$0.0060.3%17.3%41.3%0.0%0.0%5.8%-17.4%204-3.4K-220.00131.59N/AN/A8080
2022-05-23$18.05$0.0065.8%18.9%39.7%0.0%0.0%5.9%-24.6%192-3.5K-220.00132.25N/AN/A8080
2022-05-24$17.59$0.0072.7%20.9%40.2%0.0%0.0%4.2%-11.4%169-3.7K-220.00137.57N/AN/A8080
2022-05-25$17.65$0.0073.0%20.9%40.2%0.0%0.0%5.3%-11.9%168-3.6K-210.00137.23N/AN/A8080
2022-05-26$17.91$0.0074.0%21.2%40.0%0.0%0.0%4.3%-14.7%177-3.5K-210.00139.42N/AN/A8080
2022-05-27$18.15$0.0071.9%20.6%39.7%0.0%0.0%5.7%-9.7%195-4.1K-240.00140.55N/AN/A8080
2022-05-31$18.60$0.0074.9%21.5%40.2%0.0%0.0%6.5%-17.2%211-4.4K-250.00136.66N/AN/A8080