IPOS Options History — January 2023 In January 2023, IPOS traded between $17.24 and $18.41. ATM implied volatility averaged 98.8%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 74.1% (HV 20d: 24.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-01-31 : Largest IV spike — 79.7% change2023-01-10 : Highest IV Rank — 51.3%2023-01-03 : Largest Expected Move — 35.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.00 $17.24 $18.41 $17.24 $17.82 ATM IV 98.8% 59.9% 145.5% 122.4% 107.7% Expected Move 25.3% 17.2% 35.1% 35.1% 30.9% HV 20d 24.7% 18.9% 29.1% 28.2% 19.7% HV 60d 30.9% 27.0% 33.5% 33.5% 27.0% IV Rank 30.5% 13.3% 51.3% 41.0% 34.5% IV Percentile 74.4% 14.5% 95.5% 92.6% 86.4% Term Structure -13.4% -26.8% -5.3% -23.6% -16.3% Skew 25d 91.0% 8.3% 126.1% 120.2% 126.1% Skew 10d 119.6% 16.0% 162.8% 162.2% 162.2% Call IV 25d 73.6% 43.6% 104.9% 104.2% 88.9% Put IV 25d 164.6% 79.4% 225.3% 224.3% 215.0% Bid-Ask Spread % 145.13 140.69 148.75 146.13 143.24 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 (20 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 2023-01-03 $17.24 $0.00 122.4% 35.1% 28.2% 41.0% 0.0% 120.2% -23.6% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2023-01-04 $17.67 $0.00 114.7% 32.9% 29.1% 37.6% 0.0% 120.4% -20.3% 0 0 0 0.00 146.50 N/A N/A 0 0 0 0 2023-01-05 $17.67 $0.00 112.3% 20.5% 29.1% 36.5% 0.0% 78.5% -7.8% 0 0 0 0.00 144.09 N/A N/A 0 0 0 0 2023-01-06 $17.75 $0.00 116.1% 20.4% 28.7% 38.2% 0.0% 80.0% -6.9% 0 0 0 0.00 142.83 N/A N/A 0 0 0 0 2023-01-09 $18.09 $0.00 141.0% 22.7% 27.2% 49.3% 0.0% 73.4% -9.9% 0 0 0 0.00 148.75 N/A N/A 0 0 0 0 2023-01-10 $18.15 $0.00 145.5% 23.0% 27.1% 51.3% 0.0% 73.1% -10.1% 0 0 0 0.00 148.34 N/A N/A 0 0 0 0 2023-01-11 $18.25 $0.00 77.2% 22.1% 26.8% 20.9% 0.0% 96.7% -19.9% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0 2023-01-12 $18.17 $0.00 78.4% 22.5% 25.8% 21.5% 0.0% 80.2% -8.2% 0 0 0 0.00 147.88 N/A N/A 0 0 0 0 2023-01-13 $18.41 $0.00 71.6% 20.5% 25.9% 18.5% 0.0% 99.2% -5.3% 0 0 0 0.00 140.69 N/A N/A 0 0 0 0 2023-01-17 $18.02 $0.00 86.7% 24.9% 24.7% 25.2% 0.0% 85.7% -26.8% 0 0 0 0.00 144.02 N/A N/A 0 0 0 0 2023-01-18 $17.98 $0.00 87.6% 25.1% 24.5% 25.6% 0.0% 84.8% -14.2% 0 0 0 0.00 148.69 N/A N/A 0 0 0 0 2023-01-19 $17.87 $0.00 88.1% 25.2% 24.6% 25.8% 0.0% 86.8% -10.1% 0 0 0 0.00 148.26 N/A N/A 0 0 0 0 2023-01-20 $18.02 $0.00 89.3% 25.6% 23.6% 26.3% 0.0% 87.6% -9.2% 0 0 0 0.00 147.70 N/A N/A 0 0 0 0 2023-01-23 $18.16 $0.00 96.1% 27.6% 22.9% 29.4% 0.0% 91.8% -13.6% 0 0 0 0.00 147.12 N/A N/A 0 0 0 0 2023-01-24 $18.04 $0.00 93.0% 26.7% 22.7% 28.0% 0.0% 104.6% -10.6% 0 0 0 0.00 143.63 N/A N/A 0 0 0 0 2023-01-25 $18.14 $0.00 93.3% 26.7% 22.7% 28.1% 0.0% 106.1% -19.3% 0 0 0 0.00 142.70 N/A N/A 0 0 0 0 2023-01-26 $18.23 $0.00 96.5% 27.7% 20.8% 29.5% 0.0% 107.8% -11.1% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2023-01-27 $18.35 $0.00 98.4% 28.2% 18.9% 30.4% 0.0% 109.4% -10.3% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2023-01-30 $17.87 $0.00 59.9% 17.2% 20.7% 13.3% 0.0% 8.3% -14.8% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2023-01-31 $17.82 $0.00 107.7% 30.9% 19.7% 34.5% 0.0% 126.1% -16.3% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0
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