IPOS Options History — May 2023 In May 2023, IPOS traded between $15.11 and $16.19. ATM implied volatility averaged 107.4%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 84.8% (HV 20d: 22.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-05-02 : Largest IV spike — 85.4% change2023-05-09 : Highest IV Rank — 46.2%2023-05-31 : Largest Expected Move — 38.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.72 $15.11 $16.19 $16.16 $15.31 ATM IV 107.4% 64.2% 151.6% 64.2% 133.2% Expected Move 27.7% 18.4% 38.2% 18.4% 38.2% HV 20d 22.6% 20.7% 24.1% 21.5% 20.7% HV 60d 21.2% 20.6% 21.5% 21.5% 21.3% IV Rank 29.4% 13.0% 46.2% 13.0% 39.2% IV Percentile 69.1% 18.3% 95.2% 18.3% 90.9% Term Structure -11.7% -21.6% 15.1% -16.5% -20.1% Skew 25d 119.6% 89.9% 153.7% 126.6% 153.7% Skew 10d 160.5% 126.3% 208.7% 171.1% 208.7% Call IV 25d 78.5% 52.7% 107.0% 82.1% 107.0% Put IV 25d 198.1% 153.7% 260.7% 208.7% 260.7% Bid-Ask Spread % 144.47 141.89 147.28 145.25 144.02 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 (22 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 2023-05-01 $16.16 $0.00 64.2% 18.4% 21.5% 13.0% 0.0% 126.6% -16.5% 0 0 0 0.00 145.25 N/A N/A 0 0 0 0 2023-05-02 $15.80 $0.00 119.0% 34.1% 22.6% 33.8% 0.0% 146.6% -17.6% 0 0 0 0.00 143.75 N/A N/A 0 0 0 0 2023-05-03 $15.76 $0.00 121.8% 34.9% 22.5% 34.9% 0.0% 151.5% -17.4% 0 0 0 0.00 144.18 N/A N/A 0 0 0 0 2023-05-04 $15.92 $0.00 126.3% 22.6% 22.7% 36.6% 0.0% 90.6% -8.2% 0 0 0 0.00 145.12 N/A N/A 0 0 0 0 2023-05-05 $16.19 $0.00 131.7% 22.8% 23.1% 38.6% 0.0% 89.9% -7.0% 0 0 0 0.00 144.32 N/A N/A 0 0 0 0 2023-05-08 $16.04 $0.00 148.2% 23.8% 23.2% 44.9% 0.0% 104.8% -11.2% 0 0 0 0.00 142.40 N/A N/A 0 0 0 0 2023-05-09 $15.76 $0.00 151.6% 23.4% 23.3% 46.2% 0.0% 97.5% -8.3% 0 0 0 0.00 145.57 N/A N/A 0 0 0 0 2023-05-10 $15.96 $0.00 83.0% 23.8% 22.9% 20.1% 0.0% 97.4% -8.3% 0 0 0 0.00 144.41 N/A N/A 0 0 0 0 2023-05-11 $15.96 $0.00 84.1% 24.1% 21.2% 20.6% 0.0% 98.6% -8.7% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2023-05-12 $15.75 $0.00 84.4% 24.2% 21.1% 20.7% 0.0% 100.1% -8.4% 0 0 0 0.00 147.28 N/A N/A 0 0 0 0 2023-05-15 $16.15 $0.00 89.3% 25.6% 23.2% 22.5% 0.0% 119.9% -10.9% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-05-16 $15.88 $0.00 85.3% 24.5% 23.7% 21.0% 0.0% 123.1% -11.9% 0 0 0 0.00 144.77 N/A N/A 0 0 0 0 2023-05-17 $15.69 $0.00 90.6% 26.0% 24.0% 23.0% 0.0% 109.7% -12.6% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2023-05-18 $15.54 $0.00 85.3% 24.4% 23.7% 21.0% 0.0% 112.8% 15.1% 0 0 0 0.00 145.08 N/A N/A 0 0 0 0 2023-05-19 $15.69 $0.00 93.8% 26.9% 23.9% 24.2% 0.0% 113.5% -12.7% 0 0 0 0.00 144.99 N/A N/A 0 0 0 0 2023-05-22 $15.82 $0.00 92.8% 26.6% 24.1% 23.9% 0.0% 135.7% -10.7% 0 0 0 0.00 141.89 N/A N/A 0 0 0 0 2023-05-23 $15.62 $0.00 99.9% 28.6% 22.7% 26.5% 0.0% 123.0% -11.8% 0 0 0 0.00 144.15 N/A N/A 0 0 0 0 2023-05-24 $15.39 $0.00 114.2% 32.7% 22.5% 32.0% 0.0% 127.6% -15.0% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2023-05-25 $15.11 $0.00 115.3% 33.1% 21.3% 32.4% 0.0% 133.2% -16.0% 0 0 0 0.00 144.33 N/A N/A 0 0 0 0 2023-05-26 $15.21 $0.00 118.5% 34.0% 21.6% 33.6% 0.0% 135.0% -18.0% 0 0 0 0.00 144.46 N/A N/A 0 0 0 0 2023-05-30 $15.18 $0.00 130.8% 37.5% 21.6% 38.3% 0.0% 140.9% -21.6% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0 2023-05-31 $15.31 $0.00 133.2% 38.2% 20.7% 39.2% 0.0% 153.7% -20.1% 0 0 0 0.00 144.02 N/A N/A 0 0 0 0
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