IPOS Options History — July 2023 In July 2023, IPOS traded between $14.73 and $16.62. ATM implied volatility averaged 105.9%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 82.8% (HV 20d: 23.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-07-19 : Largest IV spike — 114.4% change2023-07-11 : Highest IV Rank — 51.0%2023-07-05 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.62 $14.73 $16.62 $15.35 $16.62 ATM IV 105.9% 42.8% 164.4% 118.4% 107.3% Expected Move 26.9% 12.3% 37.6% 33.9% 30.8% HV 20d 23.2% 19.2% 26.2% 19.2% 25.7% HV 60d 21.6% 21.0% 22.5% 21.0% 22.5% IV Rank 28.8% 4.9% 51.0% 33.6% 29.4% IV Percentile 59.9% 1.2% 96.0% 81.0% 66.3% Term Structure -11.2% -18.4% 16.8% -14.5% -15.2% Skew 25d 103.0% -18.9% 156.3% 94.0% 154.8% Skew 10d 126.3% -17.5% 212.5% 2.7% 194.9% Call IV 25d 72.0% 48.9% 108.0% 65.4% 69.6% Put IV 25d 175.0% 41.7% 264.3% 159.4% 224.5% Bid-Ask Spread % 143.48 141.46 144.91 141.60 143.68 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 (20 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 2023-07-03 $15.35 $0.00 118.4% 33.9% 19.2% 33.6% 0.0% 94.0% -14.5% 0 0 0 0.00 141.60 N/A N/A 0 0 0 0 2023-07-05 $15.11 $0.00 131.1% 37.6% 19.8% 38.4% 0.0% 156.3% -18.4% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2023-07-06 $14.73 $0.00 134.7% 23.6% 21.4% 39.8% 0.0% 97.2% -10.2% 0 0 0 0.00 144.91 N/A N/A 0 0 0 0 2023-07-07 $15.02 $0.00 127.7% 24.0% 22.8% 37.1% 0.0% 96.0% -17.8% 0 0 0 0.00 141.46 N/A N/A 0 0 0 0 2023-07-10 $15.06 $0.00 157.1% 25.1% 22.7% 48.3% 0.0% 99.2% -11.0% 0 0 0 0.00 143.36 N/A N/A 0 0 0 0 2023-07-11 $15.13 $0.00 164.4% 25.3% 22.8% 51.0% 0.0% -18.1% -11.1% 0 0 0 0.00 144.79 N/A N/A 0 0 0 0 2023-07-12 $15.51 $0.00 81.3% 23.3% 24.7% 19.5% 0.0% 117.0% -11.1% 0 0 0 0.00 143.55 N/A N/A 0 0 0 0 2023-07-13 $15.85 $0.00 76.7% 22.0% 26.0% 17.8% 0.0% 115.7% 16.8% 0 0 0 0.00 142.58 N/A N/A 0 0 0 0 2023-07-14 $15.71 $0.00 78.7% 22.6% 26.0% 18.5% 0.0% 100.2% -0.5% 0 0 0 0.00 143.16 N/A N/A 0 0 0 0 2023-07-17 $15.79 $0.00 88.9% 25.5% 25.7% 22.4% 0.0% 103.8% -13.3% 0 0 0 0.00 143.28 N/A N/A 0 0 0 0 2023-07-18 $15.55 $0.00 42.8% 12.3% 26.2% 4.9% 0.0% -18.9% -16.3% 0 0 0 0.00 144.37 N/A N/A 0 0 0 0 2023-07-19 $15.75 $0.00 91.9% 26.3% 23.7% 23.5% 0.0% 109.0% -15.6% 0 0 0 0.00 144.09 N/A N/A 0 0 0 0 2023-07-20 $15.63 $0.00 93.0% 26.7% 23.3% 23.9% 0.0% 111.9% -11.5% 0 0 0 0.00 144.38 N/A N/A 0 0 0 0 2023-07-21 $15.66 $0.00 94.5% 27.1% 23.1% 24.5% 0.0% 113.5% -10.9% 0 0 0 0.00 144.75 N/A N/A 0 0 0 0 2023-07-24 $15.77 $0.00 98.3% 28.2% 20.8% 25.9% 0.0% 131.0% -11.3% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2023-07-25 $15.97 $0.00 110.0% 31.5% 20.9% 30.4% 0.0% 103.6% -10.1% 0 0 0 0.00 142.55 N/A N/A 0 0 0 0 2023-07-26 $16.05 $0.00 104.9% 30.1% 20.6% 28.4% 0.0% 121.8% -12.2% 0 0 0 0.00 144.46 N/A N/A 0 0 0 0 2023-07-27 $15.78 $0.00 106.3% 30.5% 21.8% 29.0% 0.0% 148.9% -15.7% 0 0 0 0.00 142.98 N/A N/A 0 0 0 0 2023-07-28 $16.45 $0.00 110.7% 31.7% 25.7% 30.7% 0.0% 124.0% -13.1% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2023-07-31 $16.62 $0.00 107.3% 30.8% 25.7% 29.4% 0.0% 154.8% -15.2% 0 0 0 0.00 143.68 N/A N/A 0 0 0 0
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