IPOS Options History — November 2022 In November 2022, IPOS traded between $13.56 and $16.62. ATM implied volatility averaged 90.3%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 52.3% (HV 20d: 38.0%). 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 0 of 21 days.
Notable Days 2022-11-09 : Largest IV spike — 103.1% change2022-11-28 : Highest IV Rank — 80.3%2022-11-28 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.23 $13.56 $16.62 $13.56 $16.62 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 90.3% 33.1% 136.2% 88.6% 120.0% Expected Move 26.2% 17.7% 39.1% 25.4% 34.4% HV 20d 38.0% 30.4% 43.4% 37.5% 30.9% HV 60d 34.0% 32.2% 35.4% 32.2% 34.9% IV Rank 45.6% 2.4% 80.3% 44.3% 68.0% IV Percentile 70.8% 0.6% 98.4% 83.3% 95.9% Term Structure -18.4% -41.2% -4.2% -23.2% -22.2% Skew 25d 52.6% 0.4% 140.2% 12.1% 134.5% Skew 10d 71.4% 5.2% 216.5% 12.7% 207.6% Call IV 25d 83.4% 45.2% 113.8% 95.6% 113.8% Put IV 25d 136.1% 55.2% 253.4% 107.8% 248.3% Bid-Ask Spread % 140.77 132.22 146.95 137.79 141.90 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -31 -102 0 -26 0 Net DEX 447 0 897 897 0 Net VEX -1 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.667 0 1 1 0
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 2022-11-01 $13.56 $15.00 88.6% 25.4% 37.5% 44.3% 0.0% 12.1% -23.2% -26 897 -1 0.00 137.79 N/A N/A 0 0 0 1 2022-11-02 $13.64 $15.00 94.2% 27.0% 37.7% 48.5% 0.0% 4.2% -27.9% -26 815 -1 0.00 132.22 N/A N/A 0 0 0 1 2022-11-03 $13.73 $0.00 92.7% 18.6% 37.7% 47.4% 0.0% 4.1% -13.1% -27 879 -1 0.00 144.94 N/A N/A 0 0 0 1 2022-11-04 $14.36 $0.00 96.0% 18.4% 40.9% 49.9% 0.0% 17.2% -4.2% -45 877 -1 0.00 135.74 N/A N/A 0 0 0 1 2022-11-07 $14.66 $0.00 33.1% 21.7% 40.5% 2.4% 0.0% 4.9% -13.7% -93 845 -1 0.00 140.66 N/A N/A 0 0 0 1 2022-11-08 $14.69 $0.00 34.7% 21.4% 39.9% 3.6% 0.0% 4.7% -11.1% -93 851 -1 0.00 138.91 N/A N/A 0 0 0 1 2022-11-09 $14.72 $0.00 70.5% 20.2% 39.7% 30.6% 0.0% 6.7% -20.0% -50 855 -1 0.00 139.54 N/A N/A 0 0 0 1 2022-11-10 $14.88 $0.00 65.7% 18.8% 39.6% 27.0% 0.0% 7.3% -13.7% -102 761 -1 0.00 142.95 N/A N/A 0 0 0 1 2022-11-11 $15.70 $0.00 61.6% 17.7% 43.4% 23.9% 0.0% 4.6% -13.5% -41 544 -1 0.00 133.65 N/A N/A 0 0 0 1 2022-11-14 $15.77 $0.00 72.0% 20.6% 42.9% 31.8% 0.0% 5.9% -16.6% -37 544 -1 0.00 140.03 N/A N/A 0 0 0 1 2022-11-15 $16.01 $0.00 68.7% 19.7% 42.9% 29.3% 0.0% 0.4% -13.1% -33 513 -1 0.00 140.67 N/A N/A 0 0 0 1 2022-11-16 $15.86 $0.00 71.5% 20.5% 41.1% 31.4% 0.0% 5.1% -12.8% -34 541 0 0.00 140.24 N/A N/A 0 0 0 1 2022-11-17 $15.97 $0.00 99.3% 28.5% 40.9% 52.4% 0.0% 90.1% -15.7% -53 457 0 0.00 137.84 N/A N/A 0 0 0 1 2022-11-18 $15.87 $0.00 110.4% 31.6% 40.3% 60.7% 0.0% 95.4% -15.2% 0 0 0 0.00 141.98 N/A N/A 0 0 0 1 2022-11-21 $15.71 $0.00 115.7% 33.2% 36.0% 64.7% 0.0% 94.8% -22.4% 0 0 0 0.00 142.98 N/A N/A 0 0 0 0 2022-11-22 $15.68 $0.00 107.7% 30.9% 35.8% 58.8% 0.0% 100.5% -41.2% 0 0 0 0.00 141.37 N/A N/A 0 0 0 0 2022-11-23 $15.52 $0.00 116.6% 33.4% 34.4% 65.5% 0.0% 112.8% -18.3% 0 0 0 0.00 143.28 N/A N/A 0 0 0 0 2022-11-25 $15.55 $0.00 114.1% 32.7% 33.5% 63.5% 0.0% 120.3% -20.5% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2022-11-28 $15.45 $0.00 136.2% 39.1% 32.1% 80.3% 0.0% 139.8% -24.2% 0 0 0 0.00 146.95 N/A N/A 0 0 0 0 2022-11-29 $15.80 $0.00 127.3% 36.5% 30.4% 73.5% 0.0% 140.2% -24.5% 0 0 0 0.00 146.45 N/A N/A 0 0 0 0 2022-11-30 $16.62 $0.00 120.0% 34.4% 30.9% 68.0% 0.0% 134.5% -22.2% 0 0 0 0.00 141.90 N/A N/A 0 0 0 0
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