IPOS Options History — March 2024 In March 2024, IPOS traded between $13.21 and $13.89. ATM implied volatility averaged 76.6%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 57.7% (HV 20d: 18.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 67.1% change2024-03-12 : Highest IV Rank — 39.4%2024-03-01 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.68 $13.21 $13.89 $13.65 $13.70 ATM IV 76.6% 48.9% 148.8% 77.7% 63.7% Expected Move 15.8% 14.0% 22.3% 22.3% 18.3% HV 20d 18.9% 16.5% 22.0% 19.3% 16.5% HV 60d 19.9% 18.9% 20.7% 19.3% 18.9% IV Rank 12.6% 2.2% 39.4% 13.0% 7.8% IV Percentile 22.6% 0.4% 86.9% 15.5% 11.9% Term Structure -10.4% -26.9% -6.3% -26.9% -15.9% Skew 25d 1.9% -0.3% 8.8% 2.8% 0.4% Skew 10d 15.7% 9.0% 50.8% 9.0% 14.4% Call IV 25d 67.4% 55.1% 96.6% 96.6% 78.6% Put IV 25d 69.3% 59.3% 99.4% 99.4% 79.1% Bid-Ask Spread % 175.36 144.64 178.70 144.64 177.01 Gamma HHI 0.67 0.64 0.69 0.64 0.69 Net GEX -54 -59 -48 -48 -59 Net DEX 1.7K 1.6K 1.9K 1.7K 1.8K Net VEX -9 -10 -8 -10 -8 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 2024-03-01 $13.65 $0.00 77.7% 22.3% 19.3% 13.0% 0.0% 2.8% -26.9% -48 1.7K -10 0.00 144.64 N/A N/A 0 0 2 3 2024-03-04 $13.46 $0.00 94.1% 15.1% 20.1% 19.1% 0.0% -0.3% -8.0% -51 1.8K -9 0.00 178.64 N/A N/A 0 0 2 3 2024-03-05 $13.21 $0.00 97.1% 15.1% 21.4% 20.2% 0.0% 1.9% -6.8% -48 1.9K -9 0.00 178.06 N/A N/A 0 0 2 3 2024-03-06 $13.54 $0.00 97.1% 14.1% 21.7% 20.2% 0.0% 2.8% -7.2% -50 1.7K -9 0.00 178.63 N/A N/A 0 0 2 3 2024-03-07 $13.57 $0.00 103.0% 14.9% 21.7% 22.4% 0.0% 1.4% -6.3% -49 1.7K -9 0.00 178.70 N/A N/A 0 0 2 3 2024-03-08 $13.54 $0.00 108.5% 14.1% 21.6% 24.4% 0.0% 1.5% -8.8% -53 1.8K -9 0.00 177.27 N/A N/A 0 0 2 3 2024-03-11 $13.63 $0.00 140.6% 15.0% 21.6% 36.3% 0.0% 1.9% -7.0% -52 1.7K -9 0.00 177.46 N/A N/A 0 0 2 3 2024-03-12 $13.88 $0.00 148.8% 14.0% 22.0% 39.4% 0.0% 8.8% -6.5% -54 1.6K -9 0.00 175.15 N/A N/A 0 0 2 3 2024-03-13 $13.89 $0.00 48.9% 14.0% 18.5% 2.2% 0.0% 2.3% -7.1% -53 1.6K -9 0.00 176.97 N/A N/A 0 0 2 3 2024-03-14 $13.70 $0.00 49.1% 14.1% 18.0% 2.3% 0.0% 0.9% -7.4% -56 1.7K -9 0.00 176.21 N/A N/A 0 0 2 3 2024-03-15 $13.74 $0.00 50.5% 14.5% 17.8% 2.8% 0.0% 1.1% -9.1% -56 1.7K -9 0.00 177.05 N/A N/A 0 0 2 3 2024-03-18 $13.75 $0.00 52.0% 14.9% 17.7% 3.4% 0.0% 0.7% -7.7% -55 1.7K -9 0.00 176.35 N/A N/A 0 0 2 3 2024-03-19 $13.74 $0.00 54.4% 15.6% 17.5% 4.3% 0.0% 1.1% -11.0% -56 1.7K -8 0.00 176.40 N/A N/A 0 0 2 3 2024-03-20 $13.85 $0.00 53.5% 15.4% 17.6% 4.0% 0.0% 2.6% -11.0% -57 1.7K -8 0.00 175.66 N/A N/A 0 0 2 3 2024-03-21 $13.84 $0.00 55.3% 15.9% 16.8% 4.6% 0.0% 2.4% -10.9% -56 1.7K -8 0.00 176.94 N/A N/A 0 0 2 3 2024-03-22 $13.72 $0.00 58.1% 16.7% 17.2% 5.7% 0.0% 2.1% -11.1% -57 1.7K -8 0.00 176.73 N/A N/A 0 0 2 3 2024-03-25 $13.70 $0.00 59.8% 17.1% 17.3% 6.3% 0.0% 2.4% -11.0% -59 1.8K -8 0.00 176.48 N/A N/A 0 0 2 3 2024-03-26 $13.78 $0.00 58.2% 16.7% 17.1% 5.7% 0.0% 0.8% -13.6% -59 1.7K -8 0.00 176.44 N/A N/A 0 0 2 3 2024-03-27 $13.69 $0.00 62.3% 17.9% 16.8% 7.2% 0.0% 0.4% -13.8% -58 1.8K -8 0.00 176.51 N/A N/A 0 0 2 3 2024-03-28 $13.70 $0.00 63.7% 18.3% 16.5% 7.8% 0.0% 0.4% -15.9% -59 1.8K -8 0.00 177.01 N/A N/A 0 0 2 3
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