IPOS Options History — April 2024 In April 2024, IPOS traded between $13.35 and $14.32. ATM implied volatility averaged 65.2%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 49.4% (HV 20d: 15.8%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-11 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 42.9% change2024-04-09 : Highest IV Rank — 17.4%2024-04-02 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.80 $13.35 $14.32 $13.65 $13.98 Max Pain $14.00 $14.00 $14.00 $14.00 $14.00 ATM IV 65.2% 50.3% 89.5% 67.4% 66.6% Expected Move 17.2% 13.4% 20.1% 19.3% 19.1% HV 20d 15.8% 10.8% 21.1% 16.2% 21.1% HV 60d 18.2% 17.2% 18.9% 18.8% 18.7% IV Rank 8.3% 2.8% 17.4% 9.1% 8.9% IV Percentile 14.5% 1.2% 32.9% 15.1% 19.0% Term Structure -13.3% -22.9% 54.0% -18.0% -22.9% Skew 25d 1.5% 0.2% 3.3% 0.6% 0.2% Skew 10d 16.5% 6.7% 39.5% 13.8% 9.2% Call IV 25d 73.1% 58.2% 91.0% 86.4% 86.9% Put IV 25d 74.6% 60.1% 92.0% 86.9% 87.1% Bid-Ask Spread % 147.29 141.28 175.84 175.11 141.93 Gamma HHI 0.54 0.42 0.71 0.71 0.45 Net GEX -65 -78 -50 -63 -78 Net DEX 1.7K 817 2.0K 1.8K 1.6K Net VEX -10 -14 -7 -7 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 1 0 0 Total OI 6.136 5 7 5 7
Daily Data (22 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 2024-04-01 $13.65 $0.00 67.4% 19.3% 16.2% 9.1% 0.0% 0.6% -18.0% -63 1.8K -7 0.00 175.11 N/A N/A 0 0 2 3 2024-04-02 $13.73 $0.00 70.3% 20.1% 15.4% 10.2% 0.0% 0.8% -20.2% -61 1.8K -7 0.00 175.84 N/A N/A 0 0 2 3 2024-04-03 $13.75 $0.00 70.2% 20.1% 13.5% 10.2% 0.0% 1.0% -19.5% -63 1.8K -7 0.00 175.25 N/A N/A 0 0 2 3 2024-04-04 $13.85 $14.00 67.8% 13.4% 10.8% 9.3% 0.0% 1.9% -10.7% -65 1.8K -7 0.00 142.03 N/A N/A 0 0 2 3 2024-04-05 $14.00 $14.00 73.4% 14.3% 11.3% 11.4% 0.0% 2.5% -12.9% -60 1.6K -7 0.00 143.61 N/A N/A 0 0 2 3 2024-04-08 $14.21 $14.00 85.8% 15.1% 12.2% 16.0% 0.0% 2.2% -14.5% -59 1.5K -7 0.00 143.90 N/A N/A 0 0 2 3 2024-04-09 $14.32 $14.00 89.5% 15.0% 12.2% 17.4% 0.0% 2.4% -15.7% -61 1.5K -7 0.00 142.51 N/A N/A 0 0 2 3 2024-04-10 $14.18 $14.00 51.1% 14.7% 11.5% 3.1% 0.0% 0.8% -14.1% -63 1.6K -7 0.00 143.79 N/A N/A 0 0 2 3 2024-04-11 $14.29 $14.00 50.8% 14.6% 11.7% 3.0% 0.0% 1.0% -10.8% -64 1.5K -7 0.00 142.60 N/A N/A 1 0 2 3 2024-04-12 $13.88 $14.00 50.3% 14.4% 15.1% 2.8% 0.0% 1.3% -14.0% -50 817 -10 0.00 142.18 N/A N/A 0 1 3 3 2024-04-15 $13.73 $14.00 52.0% 14.9% 15.6% 3.4% 0.0% 0.5% -15.6% -71 1.8K -14 0.00 141.28 N/A N/A 0 0 3 4 2024-04-16 $13.47 $14.00 62.6% 17.9% 17.0% 7.3% 0.0% 1.2% -21.5% -63 1.9K -14 0.00 143.15 N/A N/A 0 0 3 4 2024-04-17 $13.58 $14.00 60.4% 17.3% 17.3% 6.5% 0.0% 3.3% -19.1% -63 1.9K -13 0.00 143.63 N/A N/A 0 0 3 4 2024-04-18 $13.52 $14.00 60.7% 17.4% 17.1% 6.6% 0.0% 1.4% 54.0% -64 1.9K -13 0.00 142.97 N/A N/A 0 0 3 4 2024-04-19 $13.35 $14.00 64.5% 18.5% 17.6% 8.1% 0.0% 2.5% -16.6% -63 2.0K -13 0.00 142.87 N/A N/A 0 0 3 4 2024-04-22 $13.39 $14.00 66.3% 19.0% 17.4% 8.7% 0.0% 1.2% -14.7% -65 2.0K -12 0.00 142.86 N/A N/A 0 0 3 4 2024-04-23 $13.50 $14.00 69.1% 19.8% 17.7% 9.8% 0.0% 1.7% -19.3% -66 2.0K -13 0.00 143.15 N/A N/A 0 0 3 4 2024-04-24 $13.60 $14.00 64.3% 18.4% 17.8% 8.0% 0.0% 1.9% -15.1% -68 1.9K -12 0.00 143.07 N/A N/A 0 0 3 4 2024-04-25 $13.54 $14.00 64.9% 18.6% 17.8% 8.2% 0.0% 2.0% -16.9% -68 1.9K -12 0.00 143.37 N/A N/A 0 0 3 4 2024-04-26 $13.90 $14.00 62.0% 17.8% 20.1% 7.1% 0.0% 0.9% -16.3% -73 1.7K -13 0.00 143.23 N/A N/A 0 0 3 4 2024-04-29 $14.12 $14.00 63.3% 18.2% 20.8% 7.6% 0.0% 1.7% -18.8% -78 1.5K -12 0.00 141.96 N/A N/A 0 0 3 4 2024-04-30 $13.98 $14.00 66.6% 19.1% 21.1% 8.9% 0.0% 0.2% -22.9% -78 1.6K -12 0.00 141.93 N/A N/A 0 0 3 4
« Mar 2024 | All History | May 2024 » Home IPOS History April 2024