IPOS Options History — June 2023 In June 2023, IPOS traded between $14.79 and $16.09. ATM implied volatility averaged 127.2%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 107.6% (HV 20d: 19.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-09 : Largest IV spike — 239.3% change2023-06-13 : Highest IV Rank — 92.6%2023-06-01 : Largest Expected Move — 40.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.51 $14.79 $16.09 $15.49 $15.25 ATM IV 127.2% 53.0% 273.9% 139.7% 116.5% Expected Move 27.2% 16.2% 40.1% 40.1% 33.4% HV 20d 19.6% 15.5% 22.1% 21.2% 20.5% HV 60d 20.4% 18.9% 21.4% 21.0% 21.1% IV Rank 36.9% 8.7% 92.6% 41.7% 32.9% IV Percentile 71.6% 4.0% 99.6% 92.1% 79.0% Term Structure -10.1% -23.8% -3.3% -23.8% -13.5% Skew 25d 111.7% 22.6% 161.4% 157.1% 134.7% Skew 10d 154.3% 116.3% 214.0% 209.1% 182.9% Call IV 25d 75.3% 57.4% 108.5% 108.5% 93.6% Put IV 25d 187.0% 84.1% 269.3% 265.6% 228.2% Bid-Ask Spread % 144.06 141.19 145.50 144.61 144.54 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 (21 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 2023-06-01 $15.49 $0.00 139.7% 40.1% 21.2% 41.7% 0.0% 157.1% -23.8% 0 0 0 0.00 144.61 N/A N/A 0 0 0 0 2023-06-02 $15.80 $0.00 129.1% 37.0% 22.1% 37.6% 0.0% 161.4% -21.8% 0 0 0 0.00 143.61 N/A N/A 0 0 0 0 2023-06-05 $15.77 $0.00 145.7% 21.6% 21.2% 43.9% 0.0% 85.5% -6.0% 0 0 0 0.00 145.50 N/A N/A 0 0 0 0 2023-06-06 $15.63 $0.00 150.8% 21.4% 21.2% 45.9% 0.0% 88.5% -5.8% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2023-06-07 $15.64 $0.00 158.9% 21.7% 20.3% 49.0% 0.0% 89.4% -3.3% 0 0 0 0.00 144.40 N/A N/A 0 0 0 0 2023-06-08 $15.73 $0.00 53.0% 22.0% 19.8% 8.7% 0.0% 90.0% -5.4% 0 0 0 0.00 144.98 N/A N/A 0 0 0 0 2023-06-09 $15.73 $0.00 179.8% 22.5% 19.8% 56.9% 0.0% 91.0% -5.9% 0 0 0 0.00 144.95 N/A N/A 0 0 0 0 2023-06-12 $15.74 $0.00 237.6% 16.2% 19.3% 78.8% 0.0% 22.6% -5.2% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2023-06-13 $15.79 $0.00 273.9% 23.6% 16.9% 92.6% 0.0% 87.5% -6.8% 0 0 0 0.00 143.10 N/A N/A 0 0 0 0 2023-06-14 $15.90 $0.00 83.1% 23.8% 16.0% 20.2% 0.0% 95.8% -6.8% 0 0 0 0.00 144.83 N/A N/A 0 0 0 0 2023-06-15 $16.09 $0.00 75.1% 21.5% 15.9% 17.1% 0.0% 95.7% -5.9% 0 0 0 0.00 144.86 N/A N/A 0 0 0 0 2023-06-16 $16.03 $0.00 86.4% 24.8% 15.5% 21.4% 0.0% 97.5% -6.7% 0 0 0 0.00 143.78 N/A N/A 0 0 0 0 2023-06-20 $15.50 $0.00 100.1% 28.7% 19.6% 26.6% 0.0% 126.2% -13.0% 0 0 0 0.00 141.19 N/A N/A 0 0 0 0 2023-06-21 $15.29 $0.00 99.6% 28.6% 19.8% 26.4% 0.0% 112.3% -8.7% 0 0 0 0.00 144.13 N/A N/A 0 0 0 0 2023-06-22 $15.17 $0.00 101.0% 29.0% 19.5% 27.0% 0.0% 115.3% -11.4% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2023-06-23 $14.79 $0.00 100.1% 28.7% 20.8% 26.6% 0.0% 133.2% -10.6% 0 0 0 0.00 143.41 N/A N/A 0 0 0 0 2023-06-26 $14.96 $0.00 107.1% 30.7% 20.4% 29.3% 0.0% 132.5% -12.6% 0 0 0 0.00 144.75 N/A N/A 0 0 0 0 2023-06-27 $15.14 $0.00 107.8% 30.9% 20.7% 29.6% 0.0% 127.2% -10.7% 0 0 0 0.00 142.80 N/A N/A 0 0 0 0 2023-06-28 $15.15 $0.00 111.8% 32.0% 20.7% 31.1% 0.0% 145.8% -14.7% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-06-29 $15.08 $0.00 113.7% 32.6% 20.5% 31.8% 0.0% 156.1% -13.2% 0 0 0 0.00 142.95 N/A N/A 0 0 0 0 2023-06-30 $15.25 $0.00 116.5% 33.4% 20.5% 32.9% 0.0% 134.7% -13.5% 0 0 0 0.00 144.54 N/A N/A 0 0 0 0
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