IPOS Options History — September 2022 In September 2022, IPOS traded between $14.66 and $16.89. ATM implied volatility averaged 80.3%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 49.6% (HV 20d: 30.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-09-14 : Largest IV drop — 62.7% change2022-09-13 : Highest IV Rank — 100.0%2022-09-30 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $15.71 $14.66 $16.89 $16.25 $14.66 ATM IV 80.3% 51.1% 162.3% 78.7% 81.8% Expected Move 18.1% 14.6% 23.5% 22.6% 23.5% HV 20d 30.6% 27.1% 34.2% 27.5% 29.5% HV 60d 29.0% 26.5% 31.5% 31.5% 26.9% IV Rank 38.5% 16.0% 100.0% 37.9% 39.2% IV Percentile 55.6% 7.3% 100.0% 79.5% 82.9% Term Structure -19.7% -54.4% -3.5% -24.8% -54.4% Skew 25d 4.9% -1.3% 25.4% 2.9% 2.1% Skew 10d 9.0% -1.9% 24.3% 10.3% 7.4% Call IV 25d 69.9% 48.6% 100.3% 96.3% 94.3% Put IV 25d 74.9% 52.5% 101.8% 99.2% 96.4% Bid-Ask Spread % 140.67 131.65 145.27 143.00 136.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -38 -74 -21 -33 -48 Net DEX 559 376 852 440 852 Net VEX -2 -3 -2 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (21 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 2022-09-01 $16.25 $0.00 78.7% 22.6% 27.5% 37.9% 0.0% 2.9% -24.8% -33 440 -3 0.00 143.00 N/A N/A 0 0 0 1 2022-09-02 $16.07 $0.00 81.1% 23.2% 27.2% 39.7% 0.0% 1.4% -26.9% -35 467 -3 0.00 144.12 N/A N/A 0 0 0 1 2022-09-06 $15.93 $0.00 106.7% 18.9% 27.1% 59.6% 0.0% 3.6% -8.8% -21 548 -3 0.00 139.75 N/A N/A 0 0 0 1 2022-09-07 $15.87 $0.00 105.0% 16.3% 27.1% 58.3% 0.0% 25.4% -6.1% -27 499 -3 0.00 136.99 N/A N/A 0 0 0 1 2022-09-08 $16.10 $0.00 100.4% 15.9% 27.8% 54.7% 0.0% 3.9% -6.3% -31 489 -3 0.00 144.52 N/A N/A 0 0 0 1 2022-09-09 $16.55 $0.00 102.3% 15.0% 29.4% 56.2% 0.0% 3.7% -3.8% -33 441 -2 0.00 144.87 N/A N/A 0 0 0 1 2022-09-12 $16.89 $0.00 130.8% 15.2% 30.6% 78.4% 0.0% 2.9% -3.5% -35 376 -2 0.00 145.27 N/A N/A 0 0 0 1 2022-09-13 $16.13 $0.00 162.3% 19.5% 34.2% 100.0% 0.0% 5.6% -14.1% -21 495 -2 0.00 137.76 N/A N/A 0 0 0 1 2022-09-14 $16.03 $0.00 60.6% 17.4% 34.2% 23.2% 0.0% 3.7% -8.9% -33 489 -2 0.00 144.93 N/A N/A 0 0 0 1 2022-09-15 $16.08 $0.00 60.1% 17.2% 32.5% 22.7% 0.0% 4.0% -11.1% -29 447 -2 0.00 143.13 N/A N/A 0 0 0 1 2022-09-16 $16.18 $0.00 58.7% 16.8% 32.6% 21.7% 0.0% 4.4% -6.0% -39 490 -2 0.00 144.27 N/A N/A 0 0 0 1 2022-09-19 $15.98 $0.00 61.3% 17.6% 32.6% 23.6% 0.0% 3.8% -9.9% -37 474 -2 0.00 144.87 N/A N/A 0 0 0 1 2022-09-20 $15.84 $0.00 61.8% 17.7% 32.2% 24.0% 0.0% 2.1% -4.5% -74 483 -2 0.00 143.62 N/A N/A 0 0 0 1 2022-09-21 $15.45 $0.00 66.2% 19.0% 33.0% 27.4% 0.0% 6.4% -43.3% -45 572 -2 0.00 143.52 N/A N/A 0 0 0 1 2022-09-22 $15.34 $0.00 57.2% 16.4% 32.7% 20.6% 0.0% 2.2% -33.5% -42 607 -2 0.00 134.58 N/A N/A 0 0 0 1 2022-09-23 $14.85 $0.00 69.3% 19.9% 31.3% 29.8% 0.0% 3.3% -44.5% -38 715 -2 0.00 142.41 N/A N/A 0 0 0 1 2022-09-26 $14.78 $0.00 81.3% 23.3% 30.9% 38.8% 0.0% 5.1% -40.2% -39 719 -2 0.00 135.73 N/A N/A 0 0 0 1 2022-09-27 $14.83 $0.00 55.9% 16.0% 30.9% 19.5% 0.0% -1.3% -31.1% -42 703 -2 0.00 139.62 N/A N/A 0 0 0 1 2022-09-28 $15.06 $0.00 51.1% 14.6% 31.1% 16.0% 0.0% 8.5% -15.8% -48 706 -2 0.00 133.17 N/A N/A 0 0 0 1 2022-09-29 $15.14 $0.00 52.8% 15.1% 28.6% 17.2% 0.0% 9.9% -16.8% -48 723 -2 0.00 131.65 N/A N/A 0 0 0 1 2022-09-30 $14.66 $0.00 81.8% 23.5% 29.5% 39.2% 0.0% 2.1% -54.4% -48 852 -2 0.00 136.32 N/A N/A 0 0 0 1
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