IPOS Options History — March 2023 In March 2023, IPOS traded between $15.79 and $17.02. ATM implied volatility averaged 124.8%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 102.8% (HV 20d: 22.0%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 71.0% change2023-03-14 : Highest IV Rank — 100.0%2023-03-03 : Largest Expected Move — 36.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.38 $15.79 $17.02 $16.80 $16.45 ATM IV 124.8% 70.8% 293.3% 115.3% 112.3% Expected Move 26.8% 20.3% 36.0% 33.0% 32.2% HV 20d 22.0% 18.7% 25.4% 25.4% 21.4% HV 60d 23.6% 21.4% 24.6% 24.5% 21.4% IV Rank 39.0% 15.5% 100.0% 37.9% 31.3% IV Percentile 79.0% 33.3% 100.0% 88.5% 83.7% Term Structure -10.0% -24.0% -4.4% -18.0% -13.2% Skew 25d 103.0% 30.4% 149.2% 139.1% 125.2% Skew 10d 141.3% 44.9% 196.0% 181.8% 169.4% Call IV 25d 75.8% 59.0% 100.6% 97.4% 86.6% Put IV 25d 178.8% 103.6% 249.8% 236.4% 211.8% Bid-Ask Spread % 144.36 142.07 149.20 143.77 143.98 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 (23 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 2023-03-01 $16.80 $0.00 115.3% 33.0% 25.4% 37.9% 0.0% 139.1% -18.0% 0 0 0 0.00 143.77 N/A N/A 0 0 0 0 2023-03-02 $16.97 $0.00 119.6% 34.3% 22.3% 39.8% 0.0% 141.9% -19.9% 0 0 0 0.00 143.76 N/A N/A 0 0 0 0 2023-03-03 $17.02 $0.00 125.5% 36.0% 22.3% 42.4% 0.0% 149.2% -24.0% 0 0 0 0.00 144.30 N/A N/A 0 0 0 0 2023-03-06 $16.98 $0.00 140.7% 20.8% 20.9% 49.1% 0.0% 80.3% -4.4% 0 0 0 0.00 145.12 N/A N/A 0 0 0 0 2023-03-07 $16.59 $0.00 144.2% 20.9% 20.9% 50.7% 0.0% 84.3% -5.0% 0 0 0 0.00 143.84 N/A N/A 0 0 0 0 2023-03-08 $16.55 $0.00 150.9% 20.8% 20.9% 53.7% 0.0% 85.5% -4.9% 0 0 0 0.00 145.13 N/A N/A 0 0 0 0 2023-03-09 $16.13 $0.00 111.3% 23.3% 22.3% 36.1% 0.0% 89.0% -4.8% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-03-10 $15.98 $0.00 186.5% 23.5% 21.6% 69.5% 0.0% 91.3% -5.9% 0 0 0 0.00 144.29 N/A N/A 0 0 0 0 2023-03-13 $15.98 $0.00 255.3% 25.3% 19.9% 100.0% 0.0% 85.6% -9.4% 0 0 0 0.00 144.36 N/A N/A 0 0 0 0 2023-03-14 $16.12 $0.00 293.3% 25.8% 18.7% 100.0% 0.0% 86.0% -8.9% 0 0 0 0.00 149.20 N/A N/A 0 0 0 0 2023-03-15 $15.79 $0.00 85.2% 24.4% 19.6% 21.0% 0.0% 98.7% -6.1% 0 0 0 0.00 144.34 N/A N/A 0 0 0 0 2023-03-16 $16.23 $0.00 86.5% 24.8% 22.5% 21.5% 0.0% 96.8% -6.6% 0 0 0 0.00 143.70 N/A N/A 0 0 0 0 2023-03-17 $16.06 $0.00 87.6% 25.1% 22.6% 21.9% 0.0% 99.5% -6.3% 0 0 0 0.00 144.83 N/A N/A 0 0 0 0 2023-03-20 $15.97 $0.00 91.8% 26.3% 22.6% 23.5% 0.0% 104.7% -8.8% 0 0 0 0.00 144.70 N/A N/A 0 0 0 0 2023-03-21 $16.36 $0.00 94.1% 27.0% 24.0% 24.4% 0.0% 102.7% -8.8% 0 0 0 0.00 143.70 N/A N/A 0 0 0 0 2023-03-22 $16.35 $0.00 95.0% 27.2% 24.0% 24.7% 0.0% 105.8% -8.0% 0 0 0 0.00 144.44 N/A N/A 0 0 0 0 2023-03-23 $16.35 $0.00 97.3% 27.9% 23.9% 25.6% 0.0% 107.7% -8.9% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2023-03-24 $16.32 $0.00 97.7% 28.0% 22.8% 25.7% 0.0% 109.7% -8.8% 0 0 0 0.00 144.08 N/A N/A 0 0 0 0 2023-03-27 $16.34 $0.00 103.3% 29.6% 22.2% 27.9% 0.0% 115.7% -10.6% 0 0 0 0.00 144.63 N/A N/A 0 0 0 0 2023-03-28 $16.37 $0.00 106.1% 30.4% 22.1% 28.9% 0.0% 117.6% -12.7% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2023-03-29 $16.48 $0.00 70.8% 20.3% 21.3% 15.5% 0.0% 30.4% -12.9% 0 0 0 0.00 144.63 N/A N/A 0 0 0 0 2023-03-30 $16.62 $0.00 99.4% 28.5% 21.2% 26.3% 0.0% 121.3% -13.1% 0 0 0 0.00 144.36 N/A N/A 0 0 0 0 2023-03-31 $16.45 $0.00 112.3% 32.2% 21.4% 31.3% 0.0% 125.2% -13.2% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0
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