IPOS Options History — September 2023 In September 2023, IPOS traded between $13.50 and $14.60. ATM implied volatility averaged 139.2%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 119.7% (HV 20d: 19.5%). Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-15 : Highest Volume — 2 contracts2023-09-12 : Largest IV drop — 41.8% change2023-09-11 : Highest IV Rank — 99.7%2023-09-01 : Largest Expected Move — 39.5%Monthly Statistics Metric Avg Min Max Open Close Price $14.07 $13.50 $14.60 $14.60 $13.66 ATM IV 139.2% 90.9% 292.6% 137.7% 111.3% Expected Move 29.9% 20.5% 39.5% 39.5% 31.9% HV 20d 19.5% 16.6% 22.5% 22.5% 17.2% HV 60d 23.9% 23.1% 24.8% 24.3% 23.2% IV Rank 40.8% 22.2% 99.7% 40.2% 30.0% IV Percentile 70.9% 31.3% 99.6% 87.3% 61.1% Term Structure -8.6% -27.8% 23.3% -27.8% 5.2% Skew 25d 111.2% -29.0% 179.8% 129.0% 179.8% Skew 10d 143.5% -9.3% 240.8% -9.3% 240.8% Call IV 25d 78.0% 18.2% 103.0% 102.3% 76.5% Put IV 25d 189.2% 17.0% 256.3% 231.2% 256.3% Bid-Ask Spread % 142.73 103.71 148.43 145.93 143.19 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 12 0 26 0 19 Net DEX -394 -908 0 0 -528 Net VEX -4 -8 0 0 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.1 0 2 0 0 Total OI 1 0 2 0 2
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 2023-09-01 $14.60 $0.00 137.7% 39.5% 22.5% 40.2% 0.0% 129.0% -27.8% 0 0 0 0.00 145.93 N/A N/A 0 0 0 0 2023-09-05 $14.52 $0.00 161.8% 20.5% 22.5% 49.4% 0.0% 96.7% -3.8% 0 0 0 0.00 144.54 N/A N/A 0 0 0 0 2023-09-06 $14.49 $0.00 198.0% 26.8% 21.7% 63.3% 0.0% 97.7% -7.2% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2023-09-07 $14.21 $0.00 204.5% 26.7% 22.4% 65.9% 0.0% 100.9% -6.2% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2023-09-08 $14.20 $0.00 217.1% 26.8% 22.4% 70.7% 0.0% 62.4% -9.4% 0 0 0 0.00 103.71 N/A N/A 0 0 0 0 2023-09-11 $14.47 $0.00 292.6% 28.1% 20.1% 99.7% 0.0% 24.3% -8.3% 0 0 0 0.00 148.32 N/A N/A 0 0 0 0 2023-09-12 $14.39 $0.00 170.3% 28.6% 19.8% 52.7% 0.0% 106.1% -8.9% 0 0 0 0.00 148.43 N/A N/A 0 0 0 0 2023-09-13 $14.30 $0.00 100.6% 28.9% 18.9% 25.9% 0.0% 108.1% -9.4% 0 0 0 0.00 148.21 N/A N/A 0 0 0 0 2023-09-14 $14.33 $0.00 99.8% 28.6% 18.7% 25.6% 0.0% 109.4% -6.4% 0 0 0 0.00 147.91 N/A N/A 0 0 0 0 2023-09-15 $14.24 $0.00 102.2% 29.3% 18.8% 26.6% 0.0% -29.0% -9.7% 0 0 0 0.00 118.97 N/A N/A 2 0 0 0 2023-09-18 $14.13 $0.00 102.8% 29.5% 17.3% 26.8% 0.0% 117.8% -8.2% 26 -908 -8 0.00 146.32 N/A N/A 0 0 2 0 2023-09-19 $13.97 $0.00 104.2% 29.9% 17.7% 27.3% 0.0% 121.6% -11.2% 25 -883 -8 0.00 146.82 N/A N/A 0 0 2 0 2023-09-20 $13.95 $0.00 106.0% 30.4% 17.7% 28.0% 0.0% 125.6% -11.9% 25 -869 -8 0.00 147.09 N/A N/A 0 0 2 0 2023-09-21 $13.66 $0.00 106.2% 30.4% 18.3% 28.1% 0.0% 131.2% -11.3% 23 -824 -7 0.00 147.78 N/A N/A 0 0 2 0 2023-09-22 $13.94 $0.00 90.9% 26.1% 20.0% 22.2% 0.0% 130.2% 23.3% 25 -872 -8 0.00 145.91 N/A N/A 0 0 2 0 2023-09-25 $13.77 $0.00 114.0% 32.7% 20.3% 31.1% 0.0% 139.9% -13.5% 24 -844 -8 0.00 145.20 N/A N/A 0 0 2 0 2023-09-26 $13.54 $0.00 108.0% 31.0% 20.4% 28.8% 0.0% 169.9% -12.3% 24 -706 -7 0.00 143.63 N/A N/A 0 0 2 0 2023-09-27 $13.50 $0.00 135.8% 38.9% 16.8% 39.5% 0.0% 149.3% -18.1% 23 -793 -7 0.00 147.03 N/A N/A 0 0 2 0 2023-09-28 $13.54 $0.00 120.3% 34.5% 16.6% 33.5% 0.0% 152.2% -16.3% 20 -643 -6 0.00 145.72 N/A N/A 0 0 2 0 2023-09-29 $13.66 $0.00 111.3% 31.9% 17.2% 30.0% 0.0% 179.8% 5.2% 19 -528 -6 0.00 143.19 N/A N/A 0 0 2 0
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