IPOS Options History — December 2022 In December 2022, IPOS traded between $16.46 and $17.52. ATM implied volatility averaged 129.5%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 100.0% (HV 20d: 29.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 66.3% change2022-12-08 : Highest IV Rank — 100.0%2022-12-02 : Largest Expected Move — 39.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.93 $16.46 $17.52 $16.63 $16.91 ATM IV 129.5% 85.6% 255.3% 124.9% 108.9% Expected Move 26.7% 20.8% 39.2% 35.8% 31.2% HV 20d 29.5% 26.1% 31.9% 31.0% 28.2% HV 60d 33.9% 33.1% 35.0% 34.9% 33.5% IV Rank 55.9% 24.7% 100.0% 71.7% 35.0% IV Percentile 87.7% 72.7% 100.0% 96.4% 88.8% Term Structure -5.9% -26.1% 15.5% -25.9% -15.6% Skew 25d 91.6% 23.8% 137.3% 137.3% 110.7% Skew 10d 127.1% -18.4% 231.2% 196.2% 149.4% Call IV 25d 79.7% 47.8% 134.7% 113.7% 95.8% Put IV 25d 171.2% 71.6% 265.9% 251.0% 206.5% Bid-Ask Spread % 145.96 142.77 151.77 145.60 147.07 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-12-01 $16.63 $0.00 124.9% 35.8% 31.0% 71.7% 0.0% 137.3% -25.9% 0 0 0 0.00 145.60 N/A N/A 0 0 0 0 2022-12-02 $16.94 $0.00 136.8% 39.2% 31.2% 80.7% 0.0% 131.2% -26.1% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0 2022-12-05 $16.77 $0.00 147.5% 22.2% 29.2% 88.8% 0.0% 72.3% -6.8% 0 0 0 0.00 147.04 N/A N/A 0 0 0 0 2022-12-06 $16.91 $0.00 155.4% 26.0% 28.8% 94.7% 0.0% 23.8% 5.4% 0 0 0 0.00 144.37 N/A N/A 0 0 0 0 2022-12-07 $16.74 $0.00 153.6% 21.5% 29.4% 93.4% 0.0% 82.6% -5.6% 0 0 0 0.00 144.10 N/A N/A 0 0 0 0 2022-12-08 $17.30 $0.00 175.4% 22.3% 30.8% 100.0% 0.0% 72.4% -6.7% 0 0 0 0.00 142.77 N/A N/A 0 0 0 0 2022-12-09 $17.25 $0.00 189.1% 20.8% 31.0% 100.0% 0.0% 79.8% 13.8% 0 0 0 0.00 145.86 N/A N/A 0 0 0 0 2022-12-12 $17.11 $0.00 244.1% 24.3% 26.1% 100.0% 0.0% 76.5% -0.1% 0 0 0 0.00 146.63 N/A N/A 0 0 0 0 2022-12-13 $17.52 $0.00 255.3% 22.2% 27.0% 100.0% 0.0% 76.5% -6.4% 0 0 0 0.00 146.02 N/A N/A 0 0 0 0 2022-12-14 $17.41 $0.00 86.1% 24.7% 27.0% 24.9% 0.0% 77.9% -4.9% 0 0 0 0.00 146.30 N/A N/A 0 0 0 0 2022-12-15 $16.90 $0.00 85.6% 24.5% 29.3% 24.7% 0.0% 95.6% -6.3% 0 0 0 0.00 146.75 N/A N/A 0 0 0 0 2022-12-16 $16.81 $0.00 94.5% 27.1% 29.4% 28.6% 0.0% 73.6% -10.7% 0 0 0 0.00 151.77 N/A N/A 0 0 0 0 2022-12-19 $16.72 $0.00 89.9% 25.8% 29.4% 26.6% 0.0% 89.3% -9.9% 0 0 0 0.00 148.13 N/A N/A 0 0 0 0 2022-12-20 $16.46 $0.00 99.2% 28.4% 29.7% 30.7% 0.0% 92.1% -6.4% 0 0 0 0.00 148.19 N/A N/A 0 0 0 0 2022-12-21 $16.80 $0.00 98.3% 28.2% 30.4% 30.3% 0.0% 82.2% -9.1% 0 0 0 0.00 147.58 N/A N/A 0 0 0 0 2022-12-22 $16.65 $0.00 87.8% 25.2% 30.3% 25.7% 0.0% 104.4% -7.2% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2022-12-23 $16.67 $0.00 89.3% 25.6% 30.3% 26.4% 0.0% 106.1% -7.7% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2022-12-27 $17.15 $0.00 101.1% 29.0% 31.3% 31.6% 0.0% 100.3% -11.6% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2022-12-28 $16.80 $0.00 103.5% 29.7% 31.9% 32.6% 0.0% 104.9% 9.1% 0 0 0 0.00 146.68 N/A N/A 0 0 0 0 2022-12-29 $17.17 $0.00 92.8% 26.6% 27.5% 27.9% 0.0% 133.8% 15.5% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2022-12-30 $16.91 $0.00 108.9% 31.2% 28.2% 35.0% 0.0% 110.7% -15.6% 0 0 0 0.00 147.07 N/A N/A 0 0 0 0
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