IPOS Options History — June 2022

In June 2022, IPOS traded between $17.05 and $19.24. ATM implied volatility averaged 68.6%. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 30.9% (HV 20d: 37.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-06-01: Highest Volume — 8 contracts
  • 2022-06-09: Largest IV spike — 60.4% change
  • 2022-06-16: Largest Expected Move — 23.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.20$17.05$19.24$18.33$18.00
ATM IV68.6%37.5%88.9%65.6%79.2%
Expected Move18.1%10.8%23.5%18.8%22.7%
HV 20d37.7%33.6%42.0%40.4%42.0%
HV 60d40.5%36.5%46.7%46.7%37.3%
Term Structure-11.4%-26.9%-0.7%-17.4%-22.7%
Skew 25d6.3%2.3%13.2%4.3%4.5%
Skew 10d11.8%1.6%26.0%11.6%11.3%
Call IV 25d65.3%34.7%85.7%70.5%85.7%
Put IV 25d71.6%42.1%91.0%74.8%90.1%
Bid-Ask Spread %137.93132.52148.34136.76134.40
Gamma HHI1.001.001.001.001.00
Net GEX207150342215198
Net DEX-3.4K-4.8K-1.9K-4.0K-3.2K
Net VEX-18-25-12-22-16
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
2022-06-01$18.33$0.0065.6%18.8%40.4%0.0%0.0%4.3%-17.4%215-4.0K-220.00136.76N/AN/A8080
2022-06-02$18.39$0.0079.0%17.0%38.7%0.0%0.0%11.7%-9.1%215-4.6K-240.00137.15N/AN/A8080
2022-06-03$18.73$0.0076.5%17.0%37.3%0.0%0.0%5.5%-4.5%215-4.4K-240.00138.97N/AN/A8080
2022-06-06$19.17$0.0084.6%17.4%36.5%0.0%0.0%13.2%-5.3%227-4.8K-250.00138.01N/AN/A8080
2022-06-07$19.22$0.0088.9%11.2%33.9%0.0%0.0%7.9%-0.7%294-2.7K-190.00136.35N/AN/A8080
2022-06-08$19.24$0.0037.5%10.8%34.0%0.0%0.0%7.4%-3.4%342-4.3K-240.00132.52N/AN/A8080
2022-06-09$18.85$0.0060.2%17.3%35.2%0.0%0.0%5.5%-6.3%224-4.6K-230.00137.04N/AN/A8080
2022-06-10$18.44$0.0067.6%19.4%36.4%0.0%0.0%4.1%-10.1%203-4.0K-210.00148.34N/AN/A8080
2022-06-13$17.44$0.0055.3%15.9%37.6%0.0%0.0%6.1%-9.6%157-1.9K-120.00138.96N/AN/A8080
2022-06-14$17.40$0.0073.0%20.9%37.5%0.0%0.0%11.0%-21.2%164-3.1K-170.00139.24N/AN/A8080
2022-06-15$17.75$0.0059.8%17.1%35.3%0.0%0.0%6.1%-4.5%179-2.7K-170.00132.73N/AN/A8080
2022-06-16$17.13$0.0082.1%23.5%35.5%0.0%0.0%8.1%-21.6%150-2.8K-170.00142.26N/AN/A8080
2022-06-17$17.05$0.0067.8%19.4%33.6%0.0%0.0%6.4%-5.8%163-2.8K-160.00140.79N/AN/A8080
2022-06-21$17.92$0.0073.7%21.1%38.3%0.0%0.0%6.2%-11.3%185-3.3K-180.00139.52N/AN/A8080
2022-06-22$17.80$0.0061.4%17.6%38.2%0.0%0.0%2.9%-7.5%162-2.2K-130.00135.06N/AN/A8080
2022-06-23$17.51$0.0067.7%19.4%37.5%0.0%0.0%6.2%-13.5%175-3.0K-170.00138.49N/AN/A8080
2022-06-24$18.27$0.0070.8%20.3%40.4%0.0%0.0%2.3%-11.5%204-3.5K-180.00139.58N/AN/A8080
2022-06-27$18.49$0.0065.3%18.7%40.3%0.0%0.0%4.4%-26.9%234-3.4K-160.00135.48N/AN/A8080
2022-06-28$18.91$0.0062.3%17.9%40.8%0.0%0.0%3.5%-9.9%234-3.1K-160.00135.98N/AN/A8080
2022-06-29$18.25$0.0061.1%17.5%42.0%0.0%0.0%5.1%-15.5%208-2.3K-130.00138.97N/AN/A8080
2022-06-30$18.00$0.0079.2%22.7%42.0%0.0%0.0%4.5%-22.7%198-3.2K-160.00134.40N/AN/A8080