IPOS Options History — October 2023 In October 2023, IPOS traded between $12.50 and $13.78. ATM implied volatility averaged 134.3%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 114.7% (HV 20d: 19.6%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2023-10-25 : Largest IV spike — 52.1% change2023-10-04 : Highest IV Rank — 74.6%2023-10-04 : Largest Expected Move — 65.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.16 $12.50 $13.78 $13.43 $12.72 ATM IV 134.3% 73.7% 227.2% 152.8% 144.9% Expected Move 34.8% 21.1% 65.1% 43.8% 41.5% HV 20d 19.6% 17.4% 21.8% 17.8% 21.0% HV 60d 21.9% 19.8% 23.1% 23.0% 20.3% IV Rank 38.9% 15.6% 74.6% 46.0% 43.0% IV Percentile 70.1% 7.1% 97.2% 91.3% 84.5% Term Structure -17.9% -88.0% 8.6% -24.6% -19.6% Skew 25d 143.5% 101.7% 198.4% 169.9% 186.8% Skew 10d 194.3% 50.4% 378.5% 238.7% 272.9% Call IV 25d 96.2% 63.1% 198.7% 114.1% 124.6% Put IV 25d 239.7% 186.2% 315.2% 284.0% 311.4% Bid-Ask Spread % 146.41 141.61 155.32 146.03 145.64 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 20 12 24 22 15 Net DEX -670 -998 -292 -774 -487 Net VEX -6 -8 -3 -7 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2023-10-02 $13.43 $0.00 152.8% 43.8% 17.8% 46.0% 0.0% 169.9% -24.6% 22 -774 -7 0.00 146.03 N/A N/A 0 0 2 0 2023-10-03 $13.29 $0.00 150.2% 43.1% 18.0% 45.0% 0.0% 177.1% -20.3% 22 -696 -7 0.00 144.94 N/A N/A 0 0 2 0 2023-10-04 $13.25 $0.00 227.2% 65.1% 18.0% 74.6% 0.0% 116.5% -88.0% 19 -956 -8 0.00 154.21 N/A N/A 0 0 2 0 2023-10-05 $13.36 $0.00 164.2% 29.1% 17.6% 50.4% 0.0% 115.9% -19.9% 22 -800 -7 0.00 147.02 N/A N/A 0 0 2 0 2023-10-06 $13.59 $0.00 145.8% 26.4% 19.0% 43.3% 0.0% 107.8% 5.4% 22 -852 -8 0.00 144.98 N/A N/A 0 0 2 0 2023-10-09 $13.47 $0.00 192.3% 30.4% 17.4% 61.2% 0.0% 113.3% -16.4% 22 -790 -7 0.00 148.20 N/A N/A 0 0 2 0 2023-10-10 $13.75 $0.00 174.5% 26.9% 19.4% 54.3% 0.0% 112.1% -13.1% 24 -829 -7 0.00 147.94 N/A N/A 0 0 2 0 2023-10-11 $13.78 $0.00 98.3% 28.2% 19.4% 25.0% 0.0% 113.2% -12.7% 24 -843 -8 0.00 146.00 N/A N/A 0 0 2 0 2023-10-12 $13.56 $0.00 95.5% 27.4% 19.9% 24.0% 0.0% 117.0% -14.2% 24 -683 -7 0.00 147.38 N/A N/A 0 0 2 0 2023-10-13 $13.37 $0.00 110.7% 31.7% 20.3% 29.8% 0.0% 140.8% -17.6% 22 -776 -7 0.00 147.45 N/A N/A 0 0 2 0 2023-10-16 $13.34 $0.00 115.0% 33.0% 20.2% 31.5% 0.0% 147.4% -19.4% 17 -471 -5 0.00 144.00 N/A N/A 0 0 2 0 2023-10-17 $13.38 $0.00 115.9% 33.2% 20.1% 31.8% 0.0% 141.9% -17.4% 22 -721 -7 0.00 145.55 N/A N/A 0 0 2 0 2023-10-18 $13.03 $0.00 114.3% 32.8% 21.8% 31.2% 0.0% 135.9% -17.3% 21 -696 -6 0.00 146.34 N/A N/A 0 0 2 0 2023-10-19 $13.03 $0.00 117.1% 33.6% 20.9% 32.3% 0.0% 138.2% -12.2% 21 -646 -6 0.00 145.60 N/A N/A 0 0 2 0 2023-10-20 $12.86 $0.00 118.0% 33.8% 19.4% 32.6% 0.0% 143.3% -12.7% 20 -660 -6 0.00 145.87 N/A N/A 0 0 2 0 2023-10-23 $12.90 $0.00 73.7% 21.1% 19.3% 15.6% 0.0% 173.1% -10.4% 14 -352 -4 0.00 141.61 N/A N/A 0 0 2 0 2023-10-24 $12.97 $0.00 83.5% 23.9% 18.8% 19.4% 0.0% 151.6% 5.6% 17 -998 -7 0.00 155.32 N/A N/A 0 0 2 0 2023-10-25 $12.62 $0.00 127.0% 36.4% 20.8% 36.1% 0.0% 101.7% -15.9% 19 -480 -5 0.00 144.94 N/A N/A 0 0 2 0 2023-10-26 $12.50 $0.00 137.0% 39.3% 20.8% 39.9% 0.0% 170.9% 8.6% 19 -535 -6 0.00 144.85 N/A N/A 0 0 2 0 2023-10-27 $12.50 $0.00 155.6% 44.6% 20.3% 47.0% 0.0% 184.0% -42.8% 12 -292 -3 0.00 142.58 N/A N/A 0 0 2 0 2023-10-30 $12.72 $0.00 142.0% 40.7% 21.1% 41.8% 0.0% 198.4% -18.9% 15 -412 -4 0.00 144.52 N/A N/A 0 0 2 0 2023-10-31 $12.72 $0.00 144.9% 41.5% 21.0% 43.0% 0.0% 186.8% -19.6% 15 -487 -5 0.00 145.64 N/A N/A 0 0 2 0
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