IPOS Options History — June 2024 In June 2024, IPOS traded between $13.00 and $14.06. ATM implied volatility averaged 64.7%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 47.5% (HV 20d: 17.3%). Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-21 : Highest Volume — 1 contracts2024-06-12 : Largest IV drop — 44.1% change2024-06-11 : Highest IV Rank — 17.2%2024-06-04 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $13.40 $13.00 $14.06 $14.06 $13.03 ATM IV 64.7% 49.8% 89.0% 65.6% 65.5% Expected Move 16.6% 13.5% 19.7% 18.8% 18.8% HV 20d 17.3% 14.8% 18.7% 16.5% 16.4% HV 60d 19.2% 18.0% 19.8% 18.3% 19.7% IV Rank 8.1% 2.6% 17.2% 8.4% 8.4% IV Percentile 21.2% 2.8% 43.3% 22.6% 26.6% Term Structure -12.1% -21.6% -6.0% -19.2% -17.1% Skew 25d 2.0% 0.1% 14.2% 0.2% 1.5% Skew 10d 7.3% 0.8% 9.8% 9.1% 9.7% Call IV 25d 71.8% 58.3% 88.9% 83.9% 84.3% Put IV 25d 73.8% 60.8% 90.8% 84.1% 85.8% Bid-Ask Spread % 172.90 169.80 176.70 170.72 171.29 Gamma HHI 0.50 0.50 0.50 0.50 0.50 Net GEX 1 -2 2 -2 2 Net DEX 51 -132 167 -132 153 Net VEX -6 -7 -6 -7 -6 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 0.053 0 1 0 0 Total OI 2 2 2 2 2
Daily Data (19 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 2024-06-03 $14.06 $0.00 65.6% 18.8% 16.5% 8.4% 0.0% 0.2% -19.2% -2 -132 -7 0.00 170.72 N/A N/A 0 0 1 1 2024-06-04 $14.04 $0.00 68.6% 19.7% 16.3% 9.6% 0.0% 0.1% -20.9% -2 -124 -7 0.00 171.92 N/A N/A 0 0 1 1 2024-06-05 $13.95 $0.00 67.7% 19.4% 16.3% 9.2% 0.0% 1.9% -21.6% -2 -96 -7 0.00 169.80 N/A N/A 0 0 1 1 2024-06-06 $13.87 $0.00 72.3% 13.8% 14.8% 10.9% 0.0% 2.5% -6.0% -1 -75 -7 0.00 176.69 N/A N/A 0 0 1 1 2024-06-07 $13.53 $0.00 77.7% 13.5% 16.4% 13.0% 0.0% 1.5% -6.1% 0 12 -7 0.00 175.53 N/A N/A 0 0 1 1 2024-06-10 $13.61 $0.00 88.9% 15.0% 16.7% 17.1% 0.0% 2.1% -6.7% 0 -9 -7 0.00 176.70 N/A N/A 0 0 1 1 2024-06-11 $13.62 $0.00 89.0% 14.8% 16.8% 17.2% 0.0% 2.0% -7.0% 0 -12 -7 0.00 176.35 N/A N/A 0 0 1 1 2024-06-12 $13.77 $0.00 49.8% 14.3% 17.4% 2.6% 0.0% 1.1% -7.5% -1 -47 -7 0.00 176.39 N/A N/A 0 0 1 1 2024-06-13 $13.38 $0.00 56.0% 16.1% 18.1% 4.9% 0.0% 1.3% -8.2% 1 56 -6 0.00 175.81 N/A N/A 0 0 1 1 2024-06-14 $13.16 $0.00 55.9% 16.0% 18.6% 4.9% 0.0% 1.1% -10.8% 1 106 -6 0.00 172.31 N/A N/A 0 0 1 1 2024-06-17 $13.16 $0.00 55.2% 15.8% 18.3% 4.6% 0.0% 1.2% -9.4% 1 110 -6 0.00 172.76 N/A N/A 0 0 1 1 2024-06-18 $13.16 $0.00 56.1% 16.1% 18.2% 4.9% 0.0% 1.3% -8.2% 1 112 -6 0.00 171.06 N/A N/A 0 0 1 1 2024-06-20 $13.02 $0.00 57.5% 16.5% 18.3% 5.5% 0.0% 1.8% -13.7% 2 149 -6 0.00 171.66 N/A N/A 0 0 1 1 2024-06-21 $13.06 $0.00 58.4% 16.7% 18.5% 5.8% 0.0% 1.2% -11.7% 2 141 -6 0.00 171.43 N/A N/A 1 0 1 1 2024-06-24 $13.07 $0.00 59.9% 17.2% 18.7% 6.4% 0.0% 1.4% -11.9% 2 146 -6 0.00 171.50 N/A N/A 0 0 1 1 2024-06-25 $13.03 $0.00 60.3% 17.3% 18.5% 6.5% 0.0% 1.5% -11.0% 2 157 -6 0.00 171.28 N/A N/A 0 0 1 1 2024-06-26 $13.02 $0.00 62.6% 18.0% 17.3% 7.4% 0.0% 14.2% -16.5% 2 159 -6 0.00 171.66 N/A N/A 0 0 1 1 2024-06-27 $13.00 $0.00 63.1% 18.1% 16.2% 7.5% 0.0% 0.2% -15.7% 2 167 -6 0.00 170.16 N/A N/A 0 0 1 1 2024-06-28 $13.03 $0.00 65.5% 18.8% 16.4% 8.4% 0.0% 1.5% -17.1% 2 153 -6 0.00 171.29 N/A N/A 0 0 1 1
« May 2024 | All History | Jul 2024 » Home IPOS History June 2024