IPOS Options History — July 2022 In July 2022, IPOS traded between $16.98 and $18.24. ATM implied volatility averaged 78.0%. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 41.7% (HV 20d: 36.3%). Max pain ranged from $22.00 to $22.00. 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 2022-07-01 : Highest Volume — 8 contracts2022-07-13 : Largest IV drop — 54.1% change2022-07-18 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $17.69 $16.98 $18.24 $18.07 $17.50 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 78.0% 60.7% 132.3% 81.6% 65.8% Expected Move 18.3% 12.8% 25.5% 23.4% 18.9% HV 20d 36.3% 24.9% 43.9% 42.0% 25.3% HV 60d 36.7% 36.0% 37.4% 37.3% 36.0% Term Structure -9.3% -38.3% 20.7% -21.4% -38.3% VWIV 73.6% 44.9% 91.9% 44.9% 91.9% Skew 25d 3.6% -35.8% 28.7% 4.4% 3.1% Skew 10d 8.6% 4.2% 12.3% 9.6% 9.3% Call IV 25d 66.4% 41.7% 91.4% 88.5% 75.7% Put IV 25d 70.0% 55.5% 93.0% 93.0% 78.8% Bid-Ask Spread % 143.10 131.76 148.65 137.40 146.85 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 170 135 201 198 150 Net DEX -2.1K -3.2K -1.4K -3.2K -1.5K Net VEX -10 -15 -6 -15 -6 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 8 8 8 8 8 Total OI 8 8 8 8 8
Daily Data (20 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 2022-07-01 $18.07 $0.00 81.6% 23.4% 42.0% 0.0% 0.0% 4.4% -21.4% 198 -3.2K -15 0.00 137.40 N/A N/A 8 0 8 0 2022-07-05 $17.67 $22.00 86.0% 12.8% 42.0% 0.0% 44.9% 28.7% 20.7% 175 -2.8K -14 0.00 146.47 N/A N/A 8 0 8 0 2022-07-06 $17.94 $22.00 82.7% 16.4% 41.4% 0.0% 54.8% 7.1% -7.6% 196 -2.5K -13 0.00 137.13 N/A N/A 8 0 8 0 2022-07-07 $18.23 $22.00 95.9% 17.7% 41.9% 0.0% 62.3% 4.4% -9.6% 199 -3.0K -14 0.00 144.59 N/A N/A 8 0 8 0 2022-07-08 $18.24 $22.00 100.0% 17.6% 41.9% 0.0% 62.6% 6.1% -4.8% 201 -3.0K -14 0.00 143.27 N/A N/A 8 0 8 0 2022-07-11 $17.47 $22.00 112.2% 14.9% 43.9% 0.0% 59.0% 4.7% -3.1% 180 -2.1K -11 0.00 131.76 N/A N/A 8 0 8 0 2022-07-12 $17.36 $22.00 132.3% 14.4% 43.4% 0.0% 63.6% 5.8% -8.5% 143 -1.4K -8 0.00 145.37 N/A N/A 8 0 8 0 2022-07-13 $17.34 $22.00 60.7% 17.4% 38.7% 0.0% 66.8% 5.9% -24.0% 135 -1.4K -8 0.00 133.80 N/A N/A 8 0 8 0 2022-07-14 $16.98 $22.00 68.5% 19.7% 39.4% 0.0% 75.5% 6.5% 3.8% 150 -2.1K -10 0.00 142.56 N/A N/A 8 0 8 0 2022-07-15 $17.09 $22.00 74.2% 21.3% 38.7% 0.0% 86.7% 3.6% -10.6% 144 -2.1K -10 0.00 148.65 N/A N/A 8 0 8 0 2022-07-18 $17.57 $22.00 89.0% 25.5% 37.9% 0.0% 82.4% -35.8% -13.3% 169 -2.9K -12 0.00 143.38 N/A N/A 8 0 8 0 2022-07-19 $17.67 $22.00 64.9% 18.6% 37.9% 0.0% 76.2% 4.4% -7.8% 165 -1.9K -9 0.00 145.40 N/A N/A 8 0 8 0 2022-07-20 $17.67 $22.00 63.2% 18.1% 33.4% 0.0% 77.5% 3.8% -8.2% 162 -1.8K -8 0.00 147.02 N/A N/A 8 0 8 0 2022-07-21 $17.89 $22.00 64.0% 18.3% 33.6% 0.0% 76.0% 5.2% -9.1% 180 -2.1K -9 0.00 145.75 N/A N/A 8 0 8 0 2022-07-22 $17.93 $22.00 63.1% 18.1% 33.0% 0.0% 76.4% 3.0% -6.8% 185 -2.0K -9 0.00 143.71 N/A N/A 8 0 8 0 2022-07-25 $17.72 $22.00 63.6% 18.2% 29.4% 0.0% 82.8% 2.5% -10.4% 170 -1.8K -8 0.00 143.75 N/A N/A 8 0 8 0 2022-07-26 $17.74 $22.00 63.5% 18.2% 29.0% 0.0% 86.5% 2.6% -8.3% 152 -1.4K -6 0.00 141.80 N/A N/A 8 0 8 0 2022-07-27 $17.80 $22.00 64.3% 18.4% 27.7% 0.0% 85.9% 3.4% -3.2% 173 -1.8K -7 0.00 144.88 N/A N/A 8 0 8 0 2022-07-28 $17.83 $22.00 63.6% 18.2% 24.9% 0.0% 87.3% 3.1% -15.7% 169 -1.6K -6 0.00 148.39 N/A N/A 8 0 8 0 2022-07-29 $17.50 $22.00 65.8% 18.9% 25.3% 0.0% 91.9% 3.1% -38.3% 150 -1.5K -6 0.00 146.85 N/A N/A 8 0 8 0
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