IPOS Options History — August 2022

In August 2022, IPOS traded between $16.14 and $17.93. ATM implied volatility averaged 62.3%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 41.4% (HV 20d: 20.9%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2022-08-01: Highest Volume — 8 contracts
2022-08-17: Largest IV spike — 96.5% change
2022-08-31: Highest IV Rank — 38.3%
2022-08-31: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.27	$16.14	$17.93	$17.72	$16.64
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	62.3%	30.0%	81.8%	68.0%	79.2%
Expected Move	17.0%	8.6%	22.7%	19.5%	22.7%
HV 20d	20.9%	13.8%	26.6%	25.7%	26.6%
HV 60d	32.2%	30.5%	35.6%	35.6%	31.6%
IV Rank	28.4%	11.2%	38.3%	11.2%	38.3%
IV Percentile	51.0%	2.4%	82.4%	2.4%	82.4%
Term Structure	-8.1%	-31.5%	35.0%	-17.5%	-31.5%
VWIV	101.4%	96.5%	104.7%	96.5%	104.7%
Skew 25d	3.0%	-2.0%	20.1%	2.1%	2.2%
Skew 10d	7.0%	-14.2%	12.8%	10.1%	10.5%
Call IV 25d	68.8%	45.6%	91.3%	82.9%	91.3%
Put IV 25d	71.8%	49.1%	93.7%	85.0%	93.5%
Bid-Ask Spread %	143.73	136.53	151.33	151.33	142.29
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	84	-34	172	169	-20
Net DEX	-728	-1.8K	452	-1.8K	439
Net VEX	-2	-6	0	-6	-3
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	1.818	0	8	8	0
Total OI	5.182	0	8	8	1

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2022-08-01	$17.72	$22.00	68.0%	19.5%	25.7%	0.0%	96.5%	2.1%	-17.5%	169	-1.8K	-6	151.33	N/A	N/A	8	8	0
2022-08-02	$17.45	$22.00	71.6%	20.5%	25.0%	0.0%	102.9%	4.6%	-19.9%	149	-1.5K	-5	145.60	N/A	N/A	8	8	0
2022-08-03	$17.55	$22.00	71.5%	20.5%	24.4%	0.0%	104.7%	-1.5%	-14.9%	134	-1.1K	-4	147.35	N/A	N/A	8	8	0
2022-08-04	$17.70	$0.00	73.7%	15.3%	23.9%	0.0%	0.0%	3.7%	-7.5%	158	-1.5K	-5	142.39	N/A	N/A	8	8	0
2022-08-05	$17.74	$0.00	72.6%	15.9%	23.9%	0.0%	0.0%	2.8%	-5.0%	165	-1.6K	-6	141.60	N/A	N/A	8	8	0
2022-08-09	$17.61	$0.00	81.8%	14.7%	18.3%	0.0%	0.0%	2.8%	-10.4%	153	-1.4K	-4	145.84	N/A	N/A	0	8	0
2022-08-10	$17.69	$0.00	51.4%	14.7%	18.2%	0.0%	0.0%	3.0%	-9.9%	158	-1.5K	-4	146.50	N/A	N/A	0	8	0
2022-08-11	$17.92	$0.00	54.3%	15.6%	18.7%	0.0%	0.0%	2.8%	-14.8%	169	-1.5K	-4	143.63	N/A	N/A	0	8	0
2022-08-12	$17.93	$0.00	51.5%	14.8%	16.7%	0.0%	0.0%	3.4%	-10.9%	170	-1.5K	-4	142.79	N/A	N/A	0	8	0
2022-08-15	$17.93	$0.00	53.8%	15.4%	16.6%	0.0%	0.0%	2.7%	-11.3%	172	-1.6K	-3	142.43	N/A	N/A	0	8	0
2022-08-16	$17.86	$0.00	30.0%	8.6%	13.8%	0.0%	0.0%	-2.0%	14.2%	81	-361	-1	145.01	N/A	N/A	0	8	0
2022-08-17	$17.25	$0.00	58.9%	16.9%	18.6%	0.0%	0.0%	2.2%	-14.4%	113	-876	-1	144.32	N/A	N/A	0	8	0
2022-08-18	$17.30	$0.00	57.1%	16.4%	18.6%	0.0%	0.0%	2.5%	25.4%	105	-731	-1	144.97	N/A	N/A	0	8	0
2022-08-19	$17.08	$0.00	49.3%	14.1%	18.4%	0.0%	0.0%	2.2%	35.0%	0	0	0	138.72	N/A	N/A	0	8	0
2022-08-22	$16.78	$0.00	62.6%	17.9%	19.1%	0.0%	0.0%	1.6%	-13.6%	0	0	0	143.77	N/A	N/A	0	0	0
2022-08-23	$16.86	$0.00	63.0%	18.1%	19.0%	0.0%	0.0%	1.9%	3.4%	0	0	0	146.07	N/A	N/A	0	0	0
2022-08-24	$16.57	$0.00	44.4%	12.7%	19.6%	11.2%	0.0%	20.1%	5.5%	0	0	0	136.53	N/A	N/A	0	0	0
2022-08-25	$17.10	$0.00	64.6%	18.5%	23.1%	26.9%	0.0%	1.4%	-18.1%	0	0	0	145.26	N/A	N/A	0	0	0
2022-08-26	$16.73	$0.00	62.8%	18.0%	24.1%	25.5%	0.0%	0.8%	-17.9%	0	0	0	141.46	N/A	N/A	0	0	0
2022-08-29	$16.49	$0.00	72.9%	20.9%	23.8%	33.4%	0.0%	3.7%	-20.5%	0	0	0	143.61	N/A	N/A	0	0	0
2022-08-30	$16.14	$0.00	75.2%	21.6%	23.9%	35.2%	0.0%	2.7%	-23.6%	-34	452	-3	140.59	N/A	N/A	0	0	1
2022-08-31	$16.64	$0.00	79.2%	22.7%	26.6%	38.3%	0.0%	2.2%	-31.5%	-20	439	-3	142.29	N/A	N/A	0	0	1