IPOS Options History — April 2023 In April 2023, IPOS traded between $15.55 and $16.70. ATM implied volatility averaged 104.3%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 85.1% (HV 20d: 19.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2023-04-19 : Largest IV spike — 53.1% change2023-04-10 : Highest IV Rank — 48.8%2023-04-05 : Largest Expected Move — 36.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.29 $15.55 $16.70 $16.56 $16.16 ATM IV 104.3% 61.4% 158.4% 107.4% 110.1% Expected Move 27.2% 17.6% 36.4% 30.8% 31.6% HV 20d 19.2% 16.4% 22.0% 21.6% 21.7% HV 60d 21.7% 21.1% 22.6% 21.4% 21.5% IV Rank 28.2% 11.9% 48.8% 29.4% 30.4% IV Percentile 70.2% 14.7% 96.4% 79.4% 79.8% Term Structure -11.1% -18.8% 6.0% -13.4% -16.1% Skew 25d 104.6% -0.6% 143.6% 134.4% 128.4% Skew 10d 135.6% -32.9% 197.7% 180.1% 175.4% Call IV 25d 73.2% 24.4% 101.7% 92.6% 88.2% Put IV 25d 177.8% 23.9% 245.3% 226.9% 216.6% Bid-Ask Spread % 144.07 120.84 149.59 144.19 144.92 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 2023-04-03 $16.56 $0.00 107.4% 30.8% 21.6% 29.4% 0.0% 134.4% -13.4% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2023-04-04 $16.59 $0.00 111.3% 31.9% 20.0% 30.9% 0.0% 138.2% -16.2% 0 0 0 0.00 144.75 N/A N/A 0 0 0 0 2023-04-05 $16.40 $0.00 127.0% 36.4% 20.4% 36.8% 0.0% 143.6% -18.1% 0 0 0 0.00 139.64 N/A N/A 0 0 0 0 2023-04-06 $16.60 $0.00 116.6% 20.9% 18.5% 32.9% 0.0% 81.8% -8.8% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2023-04-10 $16.47 $0.00 158.4% 25.4% 18.4% 48.8% 0.0% 105.6% -14.2% 0 0 0 0.00 149.59 N/A N/A 0 0 0 0 2023-04-11 $16.68 $0.00 142.5% 22.0% 18.8% 42.7% 0.0% 91.4% -8.7% 0 0 0 0.00 145.11 N/A N/A 0 0 0 0 2023-04-12 $16.34 $0.00 86.9% 24.9% 20.3% 21.6% 0.0% 94.4% -11.6% 0 0 0 0.00 144.21 N/A N/A 0 0 0 0 2023-04-13 $16.70 $0.00 81.8% 23.5% 20.0% 19.7% 0.0% 91.1% -18.8% 0 0 0 0.00 146.86 N/A N/A 0 0 0 0 2023-04-14 $16.45 $0.00 88.3% 25.3% 18.6% 22.2% 0.0% 96.1% -9.3% 0 0 0 0.00 147.74 N/A N/A 0 0 0 0 2023-04-17 $16.49 $0.00 92.2% 26.4% 18.2% 23.6% 0.0% 118.2% -13.5% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2023-04-18 $16.34 $0.00 61.4% 17.6% 18.4% 11.9% 0.0% 67.9% -12.6% 0 0 0 0.00 147.91 N/A N/A 0 0 0 0 2023-04-19 $16.26 $0.00 94.0% 26.9% 16.4% 24.3% 0.0% 106.7% -13.9% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2023-04-20 $16.02 $0.00 94.2% 27.0% 17.2% 24.4% 0.0% 110.7% 5.2% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-04-21 $15.93 $0.00 93.9% 26.9% 17.2% 24.3% 0.0% 113.5% -7.9% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2023-04-24 $15.96 $0.00 100.8% 28.9% 17.3% 26.9% 0.0% -0.6% -12.5% 0 0 0 0.00 120.84 N/A N/A 0 0 0 0 2023-04-25 $15.55 $0.00 105.4% 30.2% 19.4% 28.7% 0.0% 113.8% -15.2% 0 0 0 0.00 147.64 N/A N/A 0 0 0 0 2023-04-26 $15.79 $0.00 103.1% 29.6% 20.3% 27.8% 0.0% 126.2% 6.0% 0 0 0 0.00 144.16 N/A N/A 0 0 0 0 2023-04-27 $16.16 $0.00 106.0% 30.4% 22.0% 28.9% 0.0% 125.4% -10.9% 0 0 0 0.00 147.68 N/A N/A 0 0 0 0 2023-04-28 $16.16 $0.00 110.1% 31.6% 21.7% 30.4% 0.0% 128.4% -16.1% 0 0 0 0.00 144.92 N/A N/A 0 0 0 0
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