IPOS Options History — October 2022 In October 2022, IPOS traded between $12.86 and $15.21. ATM implied volatility averaged 86.6%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 56.3% (HV 20d: 30.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2022-10-12 : Largest IV drop — 30.7% change2022-10-11 : Highest IV Rank — 65.7%2022-10-31 : Largest Expected Move — 30.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.94 $12.86 $15.21 $14.71 $12.93 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 86.6% 66.6% 116.9% 86.7% 104.8% Expected Move 22.1% 8.5% 30.0% 24.9% 30.0% HV 20d 30.2% 25.9% 35.6% 29.6% 35.1% HV 60d 27.6% 26.2% 30.3% 26.6% 30.3% IV Rank 42.8% 27.7% 65.7% 42.9% 56.5% IV Percentile 79.8% 47.2% 96.2% 85.6% 93.1% Term Structure -9.5% -57.1% 51.4% -57.1% -24.1% Skew 25d 8.8% -0.4% 29.5% 5.2% 19.1% Skew 10d 12.4% -3.7% 47.2% 9.8% 16.3% Call IV 25d 76.3% 40.0% 101.0% 95.9% 96.2% Put IV 25d 85.0% 54.4% 115.4% 101.1% 115.4% Bid-Ask Spread % 133.18 110.52 139.93 137.35 133.88 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -30 -58 -18 -41 -20 Net DEX 831 670 977 771 880 Net VEX -2 -2 -1 -2 -1 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 2022-10-03 $14.71 $0.00 86.7% 24.9% 29.6% 42.9% 0.0% 5.2% -57.1% -41 771 -2 0.00 137.35 N/A N/A 0 0 0 1 2022-10-04 $15.21 $0.00 74.5% 21.3% 32.4% 33.6% 0.0% 1.6% -37.4% -45 670 -2 0.00 128.53 N/A N/A 0 0 0 1 2022-10-05 $15.15 $0.00 79.5% 22.8% 32.4% 37.4% 0.0% 7.9% -49.1% -57 676 -2 0.00 110.52 N/A N/A 0 0 0 1 2022-10-06 $14.90 $15.00 94.3% 8.5% 32.2% 48.6% 0.0% 6.1% 28.8% -58 725 -2 0.00 135.46 N/A N/A 0 0 0 1 2022-10-07 $14.59 $15.00 94.6% 8.8% 30.4% 48.8% 0.0% 0.8% 30.8% -42 796 -2 0.00 133.47 N/A N/A 0 0 0 1 2022-10-10 $14.23 $15.00 105.2% 19.8% 29.4% 56.8% 0.0% 18.9% -15.7% -46 914 -2 0.00 138.30 N/A N/A 0 0 0 1 2022-10-11 $13.98 $15.00 116.9% 22.7% 26.2% 65.7% 0.0% 21.2% -17.9% -31 908 -2 0.00 133.10 N/A N/A 0 0 0 1 2022-10-12 $13.85 $15.00 81.0% 23.2% 26.2% 38.5% 0.0% 4.5% -29.9% -21 806 -2 0.00 136.72 N/A N/A 0 0 0 1 2022-10-13 $13.77 $15.00 81.5% 23.4% 25.9% 38.9% 0.0% 4.7% -23.5% -21 832 -2 0.00 134.49 N/A N/A 0 0 0 1 2022-10-14 $13.86 $15.00 80.4% 23.0% 25.9% 38.1% 0.0% 5.5% -20.7% -22 798 -2 0.00 133.91 N/A N/A 0 0 0 1 2022-10-17 $14.18 $15.00 66.6% 19.1% 28.0% 27.7% 0.0% 2.4% -15.3% -28 857 -2 0.00 131.09 N/A N/A 0 0 0 1 2022-10-18 $14.14 $15.00 73.1% 20.9% 28.0% 32.6% 0.0% 5.1% -12.0% -27 804 -2 0.00 139.93 N/A N/A 0 0 0 1 2022-10-19 $13.71 $15.00 83.6% 24.0% 28.6% 40.5% 0.0% 4.6% -20.8% -22 804 -2 0.00 133.73 N/A N/A 0 0 0 1 2022-10-20 $13.65 $15.00 84.7% 24.3% 28.6% 41.4% 0.0% 4.2% 32.6% -22 821 -2 0.00 134.84 N/A N/A 0 0 0 1 2022-10-21 $13.44 $15.00 86.6% 24.8% 27.1% 42.8% 0.0% 4.7% 51.4% -21 846 -1 0.00 132.58 N/A N/A 0 0 0 1 2022-10-24 $12.86 $15.00 95.0% 27.2% 30.5% 49.1% 0.0% 29.5% 36.9% -18 907 -1 0.00 136.67 N/A N/A 0 0 0 1 2022-10-25 $13.19 $15.00 69.0% 19.8% 32.4% 29.5% 0.0% 22.8% -3.7% -25 977 -1 0.00 135.41 N/A N/A 0 0 0 1 2022-10-26 $13.73 $15.00 77.0% 22.1% 35.6% 35.6% 0.0% 11.2% -16.9% -26 901 -1 0.00 128.33 N/A N/A 0 0 0 1 2022-10-27 $13.52 $15.00 87.5% 25.1% 35.6% 43.5% 0.0% -0.4% -20.9% -24 865 -1 0.00 132.57 N/A N/A 0 0 0 1 2022-10-28 $13.23 $15.00 95.6% 27.4% 34.7% 49.6% 0.0% 4.9% -14.5% -21 889 -1 0.00 135.87 N/A N/A 0 0 0 1 2022-10-31 $12.93 $15.00 104.8% 30.0% 35.1% 56.5% 0.0% 19.1% -24.1% -20 880 -1 0.00 133.88 N/A N/A 0 0 0 1
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