IPOS Options History — August 2023 In August 2023, IPOS traded between $14.24 and $16.18. ATM implied volatility averaged 118.0%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 90.9% (HV 20d: 27.1%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 38.5% change2023-08-08 : Highest IV Rank — 46.4%2023-08-28 : Largest Expected Move — 40.7%Monthly Statistics Metric Avg Min Max Open Close Price $14.99 $14.24 $16.18 $16.18 $14.63 ATM IV 118.0% 89.4% 152.2% 121.4% 123.4% Expected Move 30.9% 22.7% 40.7% 34.8% 35.4% HV 20d 27.1% 22.6% 29.3% 28.0% 22.6% HV 60d 23.8% 22.9% 24.3% 23.1% 24.3% IV Rank 33.1% 22.6% 46.4% 34.7% 34.7% IV Percentile 71.0% 36.9% 93.3% 81.0% 77.8% Term Structure -10.8% -24.5% 48.4% -16.4% -4.2% Skew 25d 125.3% 88.5% 175.0% 135.0% 170.7% Skew 10d 165.9% 40.9% 229.6% 40.9% 229.6% Call IV 25d 84.4% 58.0% 110.5% 95.9% 110.5% Put IV 25d 209.7% 153.6% 281.3% 230.9% 281.3% Bid-Ask Spread % 145.14 141.38 151.80 144.41 145.76 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 2023-08-01 $16.18 $0.00 121.4% 34.8% 28.0% 34.7% 0.0% 135.0% -16.4% 0 0 0 0.00 144.41 N/A N/A 0 0 0 0 2023-08-02 $15.75 $0.00 122.8% 35.2% 29.2% 35.2% 0.0% 175.0% -18.2% 0 0 0 0.00 144.60 N/A N/A 0 0 0 0 2023-08-03 $15.96 $0.00 127.2% 22.7% 27.5% 36.9% 0.0% 88.5% -8.5% 0 0 0 0.00 143.82 N/A N/A 0 0 0 0 2023-08-04 $15.97 $0.00 132.6% 23.2% 26.9% 39.0% 0.0% 89.4% -9.3% 0 0 0 0.00 143.70 N/A N/A 0 0 0 0 2023-08-07 $15.89 $0.00 147.6% 23.7% 27.1% 44.7% 0.0% 93.4% -10.0% 0 0 0 0.00 144.45 N/A N/A 0 0 0 0 2023-08-08 $15.56 $0.00 152.2% 23.5% 28.3% 46.4% 0.0% 96.9% -10.1% 0 0 0 0.00 145.00 N/A N/A 0 0 0 0 2023-08-09 $15.50 $0.00 93.7% 26.8% 27.0% 24.2% 0.0% 98.5% -11.7% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2023-08-10 $15.46 $0.00 95.1% 27.3% 25.7% 24.7% 0.0% 100.1% -12.5% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-08-11 $14.89 $0.00 93.5% 26.8% 28.7% 24.1% 0.0% 106.3% -11.8% 0 0 0 0.00 146.87 N/A N/A 0 0 0 0 2023-08-14 $15.03 $0.00 95.9% 27.5% 28.9% 25.0% 0.0% 109.8% -12.4% 0 0 0 0.00 144.41 N/A N/A 0 0 0 0 2023-08-15 $14.76 $0.00 89.4% 25.6% 29.1% 22.6% 0.0% 135.3% -11.6% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2023-08-16 $14.61 $0.00 89.7% 25.7% 28.6% 22.7% 0.0% 119.0% 1.9% 0 0 0 0.00 144.05 N/A N/A 0 0 0 0 2023-08-17 $14.60 $0.00 98.8% 28.3% 28.6% 26.1% 0.0% 121.1% 48.4% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2023-08-18 $14.28 $0.00 111.6% 32.0% 29.3% 30.2% 0.0% 125.9% -11.6% 0 0 0 0.00 144.02 N/A N/A 0 0 0 0 2023-08-21 $14.29 $0.00 120.7% 34.6% 29.0% 33.6% 0.0% 133.3% -16.7% 0 0 0 0.00 147.87 N/A N/A 0 0 0 0 2023-08-22 $14.24 $0.00 121.6% 34.9% 28.3% 34.0% 0.0% 123.6% -16.8% 0 0 0 0.00 146.31 N/A N/A 0 0 0 0 2023-08-23 $14.41 $0.00 124.3% 35.6% 28.7% 35.1% 0.0% 161.2% -16.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-08-24 $14.32 $0.00 128.5% 36.8% 28.4% 36.6% 0.0% 141.3% -20.8% 0 0 0 0.00 151.80 N/A N/A 0 0 0 0 2023-08-25 $14.34 $0.00 128.6% 36.9% 22.7% 36.7% 0.0% 145.0% -16.3% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2023-08-28 $14.50 $0.00 142.1% 40.7% 22.8% 41.9% 0.0% 155.0% -24.5% 0 0 0 0.00 145.18 N/A N/A 0 0 0 0 2023-08-29 $14.90 $0.00 125.1% 35.9% 24.5% 35.3% 0.0% 154.5% -17.3% 0 0 0 0.00 145.94 N/A N/A 0 0 0 0 2023-08-30 $14.67 $0.00 128.6% 36.9% 23.4% 36.7% 0.0% 102.9% -21.1% 0 0 0 0.00 145.89 N/A N/A 0 0 0 0 2023-08-31 $14.63 $0.00 123.4% 35.4% 22.6% 34.7% 0.0% 170.7% -4.2% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0
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