IPOS Options History — May 2024 In May 2024, IPOS traded between $14.02 and $14.80. ATM implied volatility averaged 73.6%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 51.9% (HV 20d: 21.7%). 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.
Notable Days 2024-05-15 : Largest IV drop — 68.9% change2024-05-14 : Highest IV Rank — 41.2%2024-05-03 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $14.55 $14.02 $14.80 $14.02 $14.04 Max Pain $14.00 $14.00 $14.00 $14.00 $14.00 ATM IV 73.6% 47.1% 153.7% 69.7% 61.7% Expected Move 15.7% 12.8% 21.4% 20.0% 17.7% HV 20d 21.7% 16.6% 25.2% 21.1% 16.6% HV 60d 18.9% 18.3% 20.1% 18.7% 18.3% IV Rank 11.4% 1.6% 41.2% 10.0% 7.0% IV Percentile 24.9% 0.4% 90.9% 22.2% 16.3% Term Structure -10.3% -27.1% 54.2% -25.3% -19.0% Skew 25d 1.4% 0.2% 2.9% 0.2% 1.4% Skew 10d 15.8% 8.6% 52.9% 9.6% 8.6% Call IV 25d 66.5% 54.3% 90.2% 89.4% 78.0% Put IV 25d 67.9% 56.5% 92.6% 89.6% 79.4% Bid-Ask Spread % 168.46 141.81 174.98 141.81 169.86 Gamma HHI 0.46 0.41 0.51 0.45 0.50 Net GEX -44 -86 -2 -78 -2 Net DEX 497 -353 1.6K 1.6K -125 Net VEX -9 -12 -7 -12 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.955 2 7 7 2
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 2024-05-01 $14.02 $14.00 69.7% 20.0% 21.1% 10.0% 0.0% 0.2% -25.3% -78 1.6K -12 0.00 141.81 N/A N/A 0 0 3 4 2024-05-02 $14.57 $14.00 72.1% 20.7% 24.9% 10.9% 0.0% 0.3% -23.9% -73 1.1K -12 0.00 142.44 N/A N/A 0 0 3 4 2024-05-03 $14.65 $14.00 74.5% 21.4% 24.7% 11.8% 0.0% 2.4% -27.1% -72 1.0K -12 0.00 142.73 N/A N/A 0 0 3 4 2024-05-06 $14.71 $0.00 81.4% 12.8% 24.3% 14.3% 0.0% 1.7% -10.0% -74 978 -11 0.00 173.37 N/A N/A 0 0 3 4 2024-05-07 $14.73 $0.00 85.4% 13.1% 24.2% 15.8% 0.0% 2.9% -8.6% -73 958 -11 0.00 173.64 N/A N/A 0 0 3 4 2024-05-08 $14.42 $0.00 88.2% 13.7% 25.2% 16.8% 0.0% 2.1% -4.6% -81 1.3K -11 0.00 174.98 N/A N/A 0 0 3 4 2024-05-09 $14.54 $0.00 97.2% 13.7% 25.2% 20.2% 0.0% 1.2% -8.9% -76 1.2K -11 0.00 174.47 N/A N/A 0 0 3 4 2024-05-10 $14.50 $0.00 109.1% 14.3% 22.7% 24.6% 0.0% 1.0% -9.3% -81 1.2K -10 0.00 172.99 N/A N/A 0 0 3 4 2024-05-13 $14.49 $0.00 140.1% 15.2% 22.2% 36.1% 0.0% 1.0% -13.0% -79 1.2K -10 0.00 173.75 N/A N/A 0 0 3 4 2024-05-14 $14.54 $0.00 153.7% 14.7% 20.7% 41.2% 0.0% 1.1% -12.6% -80 1.2K -9 0.00 174.44 N/A N/A 0 0 3 4 2024-05-15 $14.78 $0.00 47.7% 13.7% 21.1% 1.8% 0.0% 1.8% -10.6% -78 939 -9 0.00 171.73 N/A N/A 0 0 3 4 2024-05-16 $14.69 $0.00 47.1% 13.5% 21.2% 1.6% 0.0% 1.8% 54.2% -86 1.0K -8 0.00 172.05 N/A N/A 0 0 3 4 2024-05-17 $14.77 $0.00 47.7% 13.7% 20.2% 1.8% 0.0% 2.0% -8.4% -5 -346 -7 0.00 171.66 N/A N/A 0 0 3 4 2024-05-20 $14.80 $0.00 49.9% 14.3% 20.2% 2.6% 0.0% 2.1% -8.9% -5 -353 -7 0.00 172.31 N/A N/A 0 0 1 1 2024-05-21 $14.70 $0.00 49.3% 14.1% 20.6% 2.4% 0.0% 0.8% -8.5% -5 -324 -7 0.00 172.35 N/A N/A 0 0 1 1 2024-05-22 $14.61 $0.00 53.2% 15.3% 20.9% 3.9% 0.0% 1.7% -9.8% -4 -297 -7 0.00 172.50 N/A N/A 0 0 1 1 2024-05-23 $14.51 $0.00 52.7% 15.1% 21.1% 3.7% 0.0% 1.1% -9.8% -4 -267 -7 0.00 170.14 N/A N/A 0 0 1 1 2024-05-24 $14.53 $0.00 56.0% 16.0% 19.3% 4.9% 0.0% 1.5% -10.3% -4 -273 -7 0.00 173.42 N/A N/A 0 0 1 1 2024-05-28 $14.72 $0.00 54.3% 15.6% 19.0% 4.3% 0.0% 0.5% -15.3% -5 -325 -7 0.00 171.23 N/A N/A 0 0 1 1 2024-05-29 $14.39 $0.00 62.4% 17.9% 20.6% 7.3% 0.0% 1.4% -16.4% -4 -228 -7 0.00 171.93 N/A N/A 0 0 1 1 2024-05-30 $14.32 $0.00 64.9% 18.6% 20.7% 8.2% 0.0% 1.3% -20.3% -3 -208 -7 0.00 172.37 N/A N/A 0 0 1 1 2024-05-31 $14.04 $0.00 61.7% 17.7% 16.6% 7.0% 0.0% 1.4% -19.0% -2 -125 -7 0.00 169.86 N/A N/A 0 0 1 1
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