IPOS Options History — November 2023

Name: IPOS Options Analytics - November 2023
Creator: Options Analysis Suite

In November 2023, IPOS traded between $12.72 and $14.29. ATM implied volatility averaged 118.8%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 92.6% (HV 20d: 26.2%). Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days.

Notable Days

2023-11-21: Highest Volume — 1 contracts
2023-11-07: Largest IV spike — 67.1% change
2023-11-07: Highest IV Rank — 48.7%
2023-11-01: Largest Expected Move — 43.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.73	$12.72	$14.29	$12.72	$13.87
ATM IV	118.8%	71.8%	159.9%	150.5%	144.4%
Expected Move	31.3%	20.6%	43.2%	43.2%	41.4%
HV 20d	26.2%	21.0%	29.9%	21.0%	27.5%
HV 60d	22.1%	20.0%	23.7%	20.0%	22.9%
IV Rank	31.1%	11.5%	48.7%	45.1%	40.5%
IV Percentile	58.0%	4.0%	91.7%	87.3%	82.9%
Term Structure	-6.7%	-28.0%	67.5%	-23.5%	-24.3%
Skew 25d	144.5%	80.9%	206.1%	192.6%	206.1%
Skew 10d	202.3%	31.5%	328.2%	281.0%	273.1%
Call IV 25d	82.6%	54.1%	128.2%	128.2%	92.3%
Put IV 25d	227.1%	135.0%	320.7%	320.7%	298.4%
Bid-Ask Spread %	144.74	139.57	147.80	146.39	143.89
Gamma HHI	0.87	0.51	1.00	1.00	0.53
Net GEX	19	-4	26	19	10
Net DEX	-540	-1.2K	392	-614	-169
Net VEX	-7	-11	-2	-6	-10
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.048	0	1	0	0
Total OI	2.286	2	3	2	3

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-11-01	$12.72	$0.00	150.5%	43.2%	21.0%	45.1%	0.0%	192.6%	-23.5%	19	-614	-6	146.39	N/A	N/A	0	2	0
2023-11-02	$13.12	$0.00	144.0%	25.5%	23.8%	42.6%	0.0%	80.9%	6.3%	14	-128	-2	145.83	N/A	N/A	0	2	0
2023-11-03	$13.53	$0.00	146.9%	25.4%	25.6%	43.7%	0.0%	109.0%	-10.4%	23	-753	-7	147.80	N/A	N/A	0	2	0
2023-11-06	$13.56	$0.00	95.7%	23.9%	25.4%	24.0%	0.0%	131.6%	-8.7%	24	-644	-6	144.51	N/A	N/A	0	2	0
2023-11-07	$13.57	$0.00	159.9%	24.0%	24.3%	48.7%	0.0%	133.2%	-7.5%	24	-691	-6	146.21	N/A	N/A	0	2	0
2023-11-08	$13.46	$0.00	98.9%	28.4%	24.4%	25.3%	0.0%	136.2%	-12.5%	23	-630	-6	143.18	N/A	N/A	0	2	0
2023-11-09	$13.29	$0.00	109.5%	31.4%	24.1%	28.9%	0.0%	119.6%	-15.1%	22	-710	-7	146.69	N/A	N/A	0	2	0
2023-11-10	$13.32	$0.00	99.2%	28.4%	23.6%	22.5%	0.0%	141.6%	-11.9%	23	-624	-6	142.47	N/A	N/A	0	2	0
2023-11-13	$13.51	$0.00	99.9%	28.6%	24.2%	22.8%	0.0%	124.9%	-15.5%	23	-753	-7	147.68	N/A	N/A	0	2	0
2023-11-14	$14.11	$0.00	103.7%	29.7%	28.6%	24.3%	0.0%	120.0%	-28.0%	22	-521	-5	145.62	N/A	N/A	0	2	0
2023-11-15	$14.20	$0.00	109.8%	31.5%	26.4%	26.7%	0.0%	122.4%	-17.6%	26	-871	-7	147.45	N/A	N/A	0	2	0
2023-11-16	$13.87	$0.00	98.3%	28.2%	28.2%	22.1%	0.0%	148.2%	67.5%	26	-723	-7	143.12	N/A	N/A	0	2	0
2023-11-17	$13.98	$0.00	71.8%	20.6%	27.6%	11.5%	0.0%	129.7%	49.8%	26	-774	-7	146.83	N/A	N/A	0	2	0
2023-11-20	$14.29	$0.00	115.5%	33.1%	28.3%	29.0%	0.0%	133.3%	-13.1%	20	-1.2K	-8	143.95	N/A	N/A	0	2	0
2023-11-21	$13.97	$0.00	116.6%	33.4%	29.9%	29.4%	0.0%	151.6%	-14.3%	25	-813	-6	144.35	N/A	N/A	1	2	0
2023-11-22	$13.96	$0.00	114.9%	33.0%	27.7%	28.8%	0.0%	160.1%	11.2%	11	-177	-10	143.75	N/A	N/A	0	2	1
2023-11-24	$14.12	$0.00	114.3%	32.8%	27.2%	28.5%	0.0%	169.4%	-12.2%	-4	392	-7	141.57	N/A	N/A	0	2	1
2023-11-27	$14.05	$0.00	124.1%	35.6%	27.4%	32.4%	0.0%	184.7%	-15.5%	11	-194	-10	139.57	N/A	N/A	0	2	1
2023-11-28	$14.00	$0.00	136.3%	39.1%	27.2%	37.3%	0.0%	166.0%	-20.6%	11	-534	-11	145.70	N/A	N/A	0	2	1
2023-11-29	$13.93	$0.00	140.7%	40.3%	27.4%	39.1%	0.0%	172.4%	-24.1%	11	-186	-10	143.06	N/A	N/A	0	2	1
2023-11-30	$13.87	$0.00	144.4%	41.4%	27.5%	40.5%	0.0%	206.1%	-24.3%	10	-169	-10	143.89	N/A	N/A	0	2	1