IPOS Options History — January 2024 In January 2024, IPOS traded between $12.52 and $13.71. ATM implied volatility averaged 72.2%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 52.2% (HV 20d: 20.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2024-01-03 : Largest IV drop — 45.0% change2024-01-02 : Highest IV Rank — 34.7%2024-01-02 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.96 $12.52 $13.71 $13.71 $12.53 ATM IV 72.2% 54.5% 136.2% 136.2% 78.5% Expected Move 19.0% 9.6% 39.1% 39.1% 22.5% HV 20d 20.1% 17.7% 22.2% 18.8% 18.8% HV 60d 22.6% 21.5% 23.2% 22.7% 21.5% IV Rank 10.9% 4.3% 34.7% 34.7% 13.2% IV Percentile 10.1% 0.8% 78.2% 78.2% 11.1% Term Structure -16.1% -24.0% 4.7% -19.9% -23.4% Skew 25d 9.1% -5.2% 170.8% 170.8% 0.2% Skew 10d 23.0% 7.8% 290.4% 290.4% 10.9% Call IV 25d 79.1% 44.3% 115.2% 115.2% 100.2% Put IV 25d 88.2% 39.1% 286.0% 286.0% 100.4% Bid-Ask Spread % 143.06 140.18 146.31 146.31 141.36 Gamma HHI 0.63 0.54 0.68 0.54 0.68 Net GEX -37 -50 -18 -18 -42 Net DEX 1.7K 1.0K 2.0K 1.0K 2.0K Net VEX -12 -15 -10 -15 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 5 5 5 5 5
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $13.71 $0.00 136.2% 39.1% 18.8% 34.7% 0.0% 170.8% -19.9% -18 1.0K -15 0.00 146.31 N/A N/A 0 0 2 3 2024-01-03 $13.61 $0.00 74.9% 21.5% 17.7% 11.9% 0.0% 0.6% -22.0% -35 1.4K -14 0.00 141.46 N/A N/A 0 0 2 3 2024-01-04 $13.54 $0.00 59.1% 9.6% 17.8% 6.0% 0.0% -5.2% 4.7% -50 1.7K -13 0.00 143.74 N/A N/A 0 0 2 3 2024-01-05 $13.41 $0.00 83.5% 15.7% 17.9% 15.1% 0.0% 2.4% -15.1% -36 1.6K -13 0.00 144.12 N/A N/A 0 0 2 3 2024-01-08 $13.43 $0.00 91.4% 16.0% 17.8% 18.0% 0.0% 2.5% -14.5% -37 1.6K -13 0.00 144.19 N/A N/A 0 0 2 3 2024-01-09 $13.05 $0.00 88.9% 15.5% 20.3% 17.1% 0.0% 2.3% -16.6% -36 1.7K -13 0.00 144.22 N/A N/A 0 0 2 3 2024-01-10 $13.25 $0.00 57.2% 16.4% 21.1% 5.3% 0.0% 0.9% -15.7% -37 1.6K -13 0.00 144.53 N/A N/A 0 0 2 3 2024-01-11 $13.21 $0.00 56.5% 16.2% 21.0% 5.1% 0.0% 0.9% -18.5% -38 1.7K -12 0.00 142.93 N/A N/A 0 0 2 3 2024-01-12 $13.11 $0.00 54.5% 15.6% 20.8% 4.3% 0.0% 0.9% -14.6% -38 1.7K -12 0.00 143.91 N/A N/A 0 0 2 3 2024-01-16 $12.79 $0.00 58.6% 16.8% 20.7% 5.9% 0.0% 0.4% -18.6% -37 1.8K -11 0.00 143.19 N/A N/A 0 0 2 3 2024-01-17 $12.57 $0.00 64.3% 18.4% 21.1% 8.0% 0.0% 2.0% -20.5% -36 1.9K -11 0.00 143.51 N/A N/A 0 0 2 3 2024-01-18 $12.77 $0.00 60.6% 17.4% 22.2% 6.6% 0.0% 2.8% -9.8% -36 1.8K -12 0.00 143.86 N/A N/A 0 0 2 3 2024-01-19 $12.61 $0.00 64.7% 18.5% 21.3% 8.1% 0.0% 2.6% -12.0% -37 1.9K -11 0.00 142.73 N/A N/A 0 0 2 3 2024-01-22 $12.54 $0.00 68.6% 19.7% 21.0% 9.6% 0.0% 1.9% -14.0% -37 1.9K -11 0.00 143.74 N/A N/A 0 0 2 3 2024-01-23 $12.71 $0.00 66.7% 19.1% 20.7% 8.9% 0.0% 2.3% -14.4% -37 1.9K -11 0.00 143.55 N/A N/A 0 0 2 3 2024-01-24 $12.79 $0.00 64.1% 18.4% 20.9% 7.9% 0.0% 0.9% -14.8% -38 1.8K -11 0.00 142.96 N/A N/A 0 0 2 3 2024-01-25 $12.72 $0.00 65.6% 18.8% 20.8% 8.5% 0.0% 1.3% -16.2% -38 1.9K -11 0.00 141.74 N/A N/A 0 0 2 3 2024-01-26 $12.67 $0.00 67.3% 19.3% 20.4% 9.1% 0.0% 0.4% -15.6% -38 1.9K -11 0.00 140.61 N/A N/A 0 0 2 3 2024-01-29 $12.52 $0.00 77.4% 22.2% 20.2% 12.8% 0.0% 0.1% -24.0% -38 2.0K -10 0.00 141.34 N/A N/A 0 0 2 3 2024-01-30 $12.55 $0.00 78.4% 22.5% 20.0% 13.2% 0.0% -0.0% -22.5% -40 2.0K -10 0.00 140.18 N/A N/A 0 0 2 3 2024-01-31 $12.53 $0.00 78.5% 22.5% 18.8% 13.2% 0.0% 0.2% -23.4% -42 2.0K -10 0.00 141.36 N/A N/A 0 0 2 3
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