IPOS Options History — February 2024 In February 2024, IPOS traded between $12.65 and $13.52. ATM implied volatility averaged 67.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 48.0% (HV 20d: 19.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 36.3% change2024-02-06 : Highest IV Rank — 16.2%2024-02-28 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $13.09 $12.65 $13.52 $12.75 $13.51 ATM IV 67.9% 54.3% 86.3% 81.8% 78.6% Expected Move 17.8% 14.7% 22.8% 15.1% 22.5% HV 20d 19.9% 18.8% 22.1% 20.3% 19.8% HV 60d 20.0% 19.1% 21.4% 20.9% 19.5% IV Rank 9.3% 4.2% 16.2% 14.5% 13.3% IV Percentile 8.7% 0.8% 17.5% 12.3% 16.3% Term Structure -10.9% -30.0% 53.0% -11.5% -29.8% Skew 25d 1.0% -0.8% 2.8% 2.0% -0.2% Skew 10d 8.8% 7.4% 10.7% 9.1% 10.4% Call IV 25d 76.5% 64.2% 96.8% 64.2% 96.8% Put IV 25d 77.5% 66.2% 96.6% 66.2% 96.6% Bid-Ask Spread % 144.50 143.20 145.74 145.74 143.73 Gamma HHI 0.66 0.64 0.68 0.65 0.66 Net GEX -45 -50 -40 -41 -50 Net DEX 1.8K 1.7K 2.0K 1.9K 1.8K Net VEX -10 -11 -10 -10 -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 (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 2024-02-01 $12.75 $0.00 81.8% 15.1% 20.3% 14.5% 0.0% 2.0% -11.5% -41 1.9K -10 0.00 145.74 N/A N/A 0 0 2 3 2024-02-02 $12.69 $0.00 83.6% 14.7% 20.3% 15.1% 0.0% 2.1% -9.4% -40 1.9K -10 0.00 145.32 N/A N/A 0 0 2 3 2024-02-05 $12.65 $0.00 75.8% 16.1% 20.1% 12.3% 0.0% 1.9% -11.9% -41 2.0K -10 0.00 144.86 N/A N/A 0 0 2 3 2024-02-06 $12.94 $0.00 86.3% 15.1% 22.1% 16.2% 0.0% 2.3% -11.9% -43 1.9K -10 0.00 144.65 N/A N/A 0 0 2 3 2024-02-07 $12.95 $0.00 55.0% 15.8% 19.7% 4.5% 0.0% 2.2% -12.9% -42 1.9K -11 0.00 144.90 N/A N/A 0 0 2 3 2024-02-08 $12.89 $0.00 54.3% 15.6% 18.8% 4.2% 0.0% 1.3% -12.6% -42 1.9K -10 0.00 144.40 N/A N/A 0 0 2 3 2024-02-09 $12.88 $0.00 55.8% 16.0% 18.8% 4.8% 0.0% 1.2% -15.8% -43 1.9K -10 0.00 144.61 N/A N/A 0 0 2 3 2024-02-12 $13.05 $0.00 56.4% 16.2% 19.3% 5.0% 0.0% 0.9% -14.6% -44 1.9K -10 0.00 144.93 N/A N/A 0 0 2 3 2024-02-13 $12.68 $0.00 57.1% 16.4% 20.0% 5.3% 0.0% 0.5% -16.9% -44 2.0K -10 0.00 144.06 N/A N/A 0 0 2 3 2024-02-14 $13.00 $0.00 59.2% 17.0% 20.9% 6.1% 0.0% 2.5% -18.4% -44 1.9K -10 0.00 143.89 N/A N/A 0 0 2 3 2024-02-15 $13.11 $0.00 59.0% 16.9% 20.4% 6.0% 0.0% 2.8% 53.0% -44 1.8K -10 0.00 144.49 N/A N/A 0 0 2 3 2024-02-16 $13.21 $0.00 59.8% 17.1% 19.8% 6.3% 0.0% 0.7% 51.4% -46 1.8K -10 0.00 144.16 N/A N/A 0 0 2 3 2024-02-20 $13.13 $0.00 62.9% 18.0% 19.8% 7.5% 0.0% 1.3% -16.1% -47 1.9K -10 0.00 143.20 N/A N/A 0 0 2 3 2024-02-21 $13.18 $0.00 63.1% 18.1% 19.4% 7.5% 0.0% 1.4% -16.6% -46 1.8K -10 0.00 143.51 N/A N/A 0 0 2 3 2024-02-22 $13.40 $0.00 69.7% 20.0% 20.1% 10.0% 0.0% -0.8% -21.0% -47 1.8K -10 0.00 144.62 N/A N/A 0 0 2 3 2024-02-23 $13.40 $0.00 69.3% 19.9% 19.9% 9.9% 0.0% -0.8% -21.5% -46 1.7K -10 0.00 144.73 N/A N/A 0 0 2 3 2024-02-26 $13.40 $0.00 76.0% 21.8% 19.7% 12.3% 0.0% -0.8% -26.8% -47 1.8K -10 0.00 144.78 N/A N/A 0 0 2 3 2024-02-27 $13.52 $0.00 73.9% 21.2% 19.1% 11.5% 0.0% -0.1% -24.8% -47 1.7K -10 0.00 144.74 N/A N/A 0 0 2 3 2024-02-28 $13.38 $0.00 79.5% 22.8% 19.7% 13.6% 0.0% -0.7% -30.0% -48 1.8K -10 0.00 144.63 N/A N/A 0 0 2 3 2024-02-29 $13.51 $0.00 78.6% 22.5% 19.8% 13.3% 0.0% -0.2% -29.8% -50 1.8K -10 0.00 143.73 N/A N/A 0 0 2 3
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