IPOS Options History — February 2023 In February 2023, IPOS traded between $16.40 and $18.46. ATM implied volatility averaged 99.0%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 75.1% (HV 20d: 23.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2023-02-10 : Largest IV spike — 55.5% change2023-02-07 : Highest IV Rank — 46.0%2023-02-24 : Largest Expected Move — 32.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.26 $16.40 $18.46 $18.41 $16.52 ATM IV 99.0% 55.8% 133.5% 110.9% 111.6% Expected Move 25.3% 16.0% 32.3% 31.8% 32.0% HV 20d 23.9% 20.2% 25.6% 21.7% 24.3% HV 60d 26.4% 24.3% 27.6% 27.6% 24.3% IV Rank 30.6% 11.4% 46.0% 35.9% 36.2% IV Percentile 73.2% 9.9% 94.2% 87.7% 86.5% Term Structure -9.5% -19.9% 35.2% -13.8% -19.9% Skew 25d 94.3% 11.7% 137.2% 124.8% 137.2% Skew 10d 126.9% 36.1% 180.3% 160.6% 180.3% Call IV 25d 74.3% 55.6% 96.1% 88.6% 96.1% Put IV 25d 168.6% 67.3% 233.3% 213.4% 233.3% Bid-Ask Spread % 143.73 141.38 144.74 141.38 144.03 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 (19 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 2023-02-01 $18.41 $0.00 110.9% 31.8% 21.7% 35.9% 0.0% 124.8% -13.8% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2023-02-02 $18.46 $0.00 116.9% 20.8% 20.2% 38.6% 0.0% 74.8% -4.9% 0 0 0 0.00 144.71 N/A N/A 0 0 0 0 2023-02-03 $18.01 $0.00 117.3% 20.8% 22.3% 38.7% 0.0% 77.5% -8.2% 0 0 0 0.00 144.03 N/A N/A 0 0 0 0 2023-02-06 $17.59 $0.00 128.3% 20.7% 23.9% 43.6% 0.0% 83.0% -8.9% 0 0 0 0.00 143.31 N/A N/A 0 0 0 0 2023-02-07 $17.53 $0.00 133.5% 21.0% 22.8% 46.0% 0.0% 84.4% -9.6% 0 0 0 0.00 144.05 N/A N/A 0 0 0 0 2023-02-08 $17.38 $0.00 82.1% 23.5% 22.8% 23.1% 0.0% 86.2% -9.2% 0 0 0 0.00 143.96 N/A N/A 0 0 0 0 2023-02-09 $17.60 $0.00 55.8% 16.0% 23.3% 11.4% 0.0% 11.7% -9.9% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-02-10 $17.13 $0.00 86.7% 24.9% 24.9% 25.2% 0.0% 87.8% -11.2% 0 0 0 0.00 142.16 N/A N/A 0 0 0 0 2023-02-13 $17.46 $0.00 62.3% 17.8% 25.5% 14.3% 0.0% 24.3% -12.0% 0 0 0 0.00 144.18 N/A N/A 0 0 0 0 2023-02-14 $17.40 $0.00 90.5% 25.9% 24.6% 26.9% 0.0% 91.3% -10.1% 0 0 0 0.00 143.86 N/A N/A 0 0 0 0 2023-02-15 $17.20 $0.00 88.5% 25.4% 24.8% 26.0% 0.0% 98.1% -11.3% 0 0 0 0.00 143.76 N/A N/A 0 0 0 0 2023-02-16 $17.08 $0.00 89.7% 25.7% 24.8% 26.5% 0.0% 101.1% 35.2% 0 0 0 0.00 144.15 N/A N/A 0 0 0 0 2023-02-17 $16.97 $0.00 90.2% 25.9% 24.5% 26.7% 0.0% 103.7% -9.8% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2023-02-21 $16.70 $0.00 96.5% 27.7% 24.6% 29.5% 0.0% 114.1% -12.9% 0 0 0 0.00 144.31 N/A N/A 0 0 0 0 2023-02-22 $16.66 $0.00 98.7% 28.3% 24.6% 30.5% 0.0% 116.9% -14.0% 0 0 0 0.00 144.23 N/A N/A 0 0 0 0 2023-02-23 $16.74 $0.00 100.0% 28.7% 24.6% 31.1% 0.0% 118.9% -15.7% 0 0 0 0.00 143.40 N/A N/A 0 0 0 0 2023-02-24 $16.40 $0.00 112.6% 32.3% 25.0% 36.7% 0.0% 124.2% -15.6% 0 0 0 0.00 143.08 N/A N/A 0 0 0 0 2023-02-27 $16.63 $0.00 109.1% 31.3% 25.6% 35.1% 0.0% 132.5% -18.5% 0 0 0 0.00 144.74 N/A N/A 0 0 0 0 2023-02-28 $16.52 $0.00 111.6% 32.0% 24.3% 36.2% 0.0% 137.2% -19.9% 0 0 0 0.00 144.03 N/A N/A 0 0 0 0
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