IPOS Options History — December 2023 In December 2023, IPOS traded between $13.57 and $14.05. ATM implied volatility averaged 141.1%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 121.1% (HV 20d: 20.1%). Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-28 : Highest Volume — 1 contracts2023-12-13 : Largest IV drop — 70.6% change2023-12-12 : Highest IV Rank — 100.0%2023-12-01 : Largest Expected Move — 42.4%Monthly Statistics Metric Avg Min Max Open Close Price $13.78 $13.57 $14.05 $13.94 $14.05 ATM IV 141.1% 88.5% 311.8% 148.0% 124.3% Expected Move 28.6% 17.5% 42.4% 42.4% 35.6% HV 20d 20.1% 15.5% 25.7% 25.7% 16.6% HV 60d 22.5% 22.2% 22.9% 22.6% 22.2% IV Rank 37.8% 17.0% 100.0% 42.0% 30.3% IV Percentile 61.5% 15.1% 100.0% 85.7% 69.8% Term Structure -10.1% -24.5% -6.3% -24.5% -14.5% Skew 25d 120.5% 49.9% 186.6% 186.6% 148.6% Skew 10d 224.3% 140.1% 327.6% 327.6% 278.9% Call IV 25d 89.0% 70.3% 122.4% 122.4% 101.5% Put IV 25d 209.5% 142.3% 309.0% 309.0% 250.1% Bid-Ask Spread % 147.46 144.24 154.49 144.24 145.72 Gamma HHI 0.54 0.51 0.56 0.54 0.55 Net GEX 8 -18 11 11 -18 Net DEX -153 -549 994 -260 994 Net VEX -10 -10 -8 -10 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 1 0 1 Total OI 3.05 3 4 3 4
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 2023-12-01 $13.94 $0.00 148.0% 42.4% 25.7% 42.0% 0.0% 186.6% -24.5% 11 -260 -10 0.00 144.24 N/A N/A 0 0 2 1 2023-12-04 $13.68 $0.00 112.7% 17.5% 24.6% 27.9% 0.0% 101.8% -6.8% 10 -161 -10 0.00 148.02 N/A N/A 0 0 2 1 2023-12-05 $13.68 $0.00 118.2% 17.7% 24.6% 30.1% 0.0% 104.1% -7.0% 10 -191 -10 0.00 148.77 N/A N/A 0 0 2 1 2023-12-06 $13.58 $0.00 183.3% 25.2% 24.7% 56.1% 0.0% 105.8% -8.4% 10 -166 -10 0.00 147.66 N/A N/A 0 0 2 1 2023-12-07 $13.67 $0.00 193.9% 25.4% 24.7% 60.3% 0.0% 102.6% -6.3% 10 -504 -10 0.00 154.49 N/A N/A 0 0 2 1 2023-12-08 $13.69 $0.00 207.2% 25.7% 24.1% 65.6% 0.0% 107.3% -6.5% 10 -185 -10 0.00 147.78 N/A N/A 0 0 2 1 2023-12-11 $13.57 $0.00 270.2% 26.1% 24.4% 90.8% 0.0% 112.5% -6.9% 10 -153 -10 0.00 146.89 N/A N/A 0 0 2 1 2023-12-12 $13.58 $0.00 311.8% 26.5% 23.9% 100.0% 0.0% 113.9% -7.2% 10 -152 -10 0.00 146.88 N/A N/A 0 0 2 1 2023-12-13 $13.69 $0.00 91.8% 26.3% 18.0% 18.2% 0.0% 114.3% -6.4% 9 -89 -9 0.00 144.91 N/A N/A 0 0 2 1 2023-12-14 $13.96 $0.00 96.0% 27.5% 19.3% 19.8% 0.0% 113.0% -7.5% 11 -236 -10 0.00 146.11 N/A N/A 0 0 2 1 2023-12-15 $13.81 $0.00 97.8% 28.0% 17.8% 20.4% 0.0% 116.2% -8.5% 10 -100 -9 0.00 146.67 N/A N/A 0 0 2 1 2023-12-18 $13.70 $0.00 100.2% 28.7% 17.7% 21.3% 0.0% 122.8% -7.9% 10 -170 -9 0.00 146.77 N/A N/A 0 0 2 1 2023-12-19 $13.91 $0.00 88.5% 25.4% 16.7% 17.0% 0.0% 49.9% -9.9% 10 -549 -10 0.00 154.06 N/A N/A 0 0 2 1 2023-12-20 $13.71 $0.00 103.4% 29.7% 15.5% 22.5% 0.0% 128.3% -8.9% 10 -172 -9 0.00 144.67 N/A N/A 0 0 2 1 2023-12-21 $13.93 $0.00 106.2% 30.5% 16.6% 23.6% 0.0% 127.9% -10.5% 11 -222 -9 0.00 145.72 N/A N/A 0 0 2 1 2023-12-22 $13.78 $0.00 108.5% 31.1% 16.5% 24.4% 0.0% 132.0% -11.8% 10 -187 -9 0.00 146.15 N/A N/A 0 0 2 1 2023-12-26 $13.82 $0.00 116.2% 33.3% 16.5% 27.3% 0.0% 138.3% -12.7% 10 -517 -10 0.00 153.55 N/A N/A 0 0 2 1 2023-12-27 $13.90 $0.00 123.2% 35.3% 16.6% 29.9% 0.0% 138.5% -14.3% 11 -207 -9 0.00 144.53 N/A N/A 0 0 2 1 2023-12-28 $13.97 $0.00 120.8% 34.6% 16.6% 29.0% 0.0% 146.3% -14.7% 4 161 -8 0.00 145.67 N/A N/A 0 1 2 1 2023-12-29 $14.05 $0.00 124.3% 35.6% 16.6% 30.3% 0.0% 148.6% -14.5% -18 994 -10 0.00 145.72 N/A N/A 0 1 2 2
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