IPOS Options History — July 2024 In July 2024, IPOS traded between $12.59 and $13.57. ATM implied volatility averaged 67.3%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 47.3% (HV 20d: 20.1%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 40.9% change2024-07-09 : Highest IV Rank — 18.6%2024-07-30 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $13.10 $12.59 $13.57 $13.12 $12.84 ATM IV 67.3% 54.8% 92.8% 70.4% 74.3% Expected Move 18.0% 14.5% 22.5% 20.2% 21.3% HV 20d 20.1% 15.8% 22.4% 15.9% 22.4% HV 60d 19.9% 17.8% 21.0% 19.7% 18.3% IV Rank 8.5% 4.5% 18.6% 10.3% 10.3% IV Percentile 28.9% 8.7% 52.0% 33.7% 42.1% Term Structure -18.9% -28.3% -12.3% -25.9% -25.8% Skew 25d 0.9% -0.4% 5.8% 0.1% 0.3% Skew 10d 8.2% 3.5% 10.9% 10.5% 10.7% Call IV 25d 75.2% 52.1% 97.8% 89.7% 97.4% Put IV 25d 76.0% 54.6% 97.9% 89.8% 97.8% Bid-Ask Spread % 146.67 141.66 172.00 170.53 141.68 Gamma HHI 0.50 0.50 0.51 0.50 0.51 Net GEX 3 1 4 2 4 Net DEX 166 42 302 143 249 Net VEX -6 -6 -5 -6 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 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 2024-07-01 $13.12 $0.00 70.4% 20.2% 15.9% 10.3% 0.0% 0.1% -25.9% 2 143 -6 0.00 170.53 N/A N/A 0 0 1 1 2024-07-02 $13.04 $0.00 69.4% 19.9% 15.8% 9.9% 0.0% 0.4% -20.7% 2 159 -6 0.00 170.91 N/A N/A 0 0 1 1 2024-07-03 $13.43 $0.00 76.6% 22.0% 19.8% 12.6% 0.0% -0.3% -25.3% 1 66 -6 0.00 172.00 N/A N/A 0 0 1 1 2024-07-05 $13.57 $0.00 77.7% 14.5% 20.2% 13.0% 0.0% 1.5% -12.8% 1 42 -6 0.00 143.46 N/A N/A 0 0 1 1 2024-07-08 $13.20 $0.00 84.1% 14.7% 22.2% 15.3% 0.0% 1.0% -12.3% 2 134 -6 0.00 142.99 N/A N/A 0 0 1 1 2024-07-09 $13.16 $0.00 92.8% 15.6% 20.6% 18.6% 0.0% 0.9% -16.8% 2 142 -6 0.00 143.13 N/A N/A 0 0 1 1 2024-07-10 $13.27 $0.00 54.8% 15.7% 20.7% 4.5% 0.0% 1.0% -15.6% 2 116 -6 0.00 143.04 N/A N/A 0 0 1 1 2024-07-11 $13.49 $0.00 57.2% 16.4% 21.6% 5.3% 0.0% -0.4% -18.2% 1 60 -6 0.00 144.14 N/A N/A 0 0 1 1 2024-07-12 $13.53 $0.00 55.3% 15.8% 21.3% 4.6% 0.0% -0.4% -15.1% 1 50 -6 0.00 144.12 N/A N/A 0 0 1 1 2024-07-15 $13.27 $0.00 59.0% 16.9% 19.9% 6.0% 0.0% -0.4% -20.1% 2 127 -6 0.00 142.74 N/A N/A 0 0 1 1 2024-07-16 $13.29 $0.00 59.0% 16.9% 18.9% 6.0% 0.0% -0.4% -19.9% 2 117 -6 0.00 143.79 N/A N/A 0 0 1 1 2024-07-17 $13.18 $0.00 59.5% 17.1% 19.2% 6.2% 0.0% 2.5% -21.0% 2 148 -6 0.00 142.67 N/A N/A 0 0 1 1 2024-07-18 $13.13 $0.00 59.8% 17.1% 19.2% 6.3% 0.0% 1.1% -14.4% 3 166 -6 0.00 142.01 N/A N/A 0 0 1 1 2024-07-19 $13.06 $0.00 60.2% 17.3% 18.9% 4.9% 0.0% 1.6% -15.1% 3 177 -5 0.00 143.05 N/A N/A 0 0 1 1 2024-07-22 $13.18 $0.00 61.4% 17.6% 19.2% 5.4% 0.0% 1.2% -14.8% 2 153 -5 0.00 143.04 N/A N/A 0 0 1 1 2024-07-23 $12.95 $0.00 62.4% 17.9% 20.2% 5.8% 0.0% 5.8% -16.0% 3 215 -5 0.00 141.98 N/A N/A 0 0 1 1 2024-07-24 $12.82 $0.00 65.0% 18.6% 20.5% 6.7% 0.0% 0.9% -20.4% 4 246 -5 0.00 142.43 N/A N/A 0 0 1 1 2024-07-25 $12.63 $0.00 67.8% 19.4% 21.1% 7.8% 0.0% 0.7% -16.3% 4 283 -5 0.00 142.72 N/A N/A 0 0 1 1 2024-07-26 $12.71 $0.00 65.1% 18.7% 21.3% 6.8% 0.0% 1.6% -18.0% 4 271 -5 0.00 142.58 N/A N/A 0 0 1 1 2024-07-29 $12.68 $0.00 70.4% 20.2% 21.2% 8.8% 0.0% 0.8% -23.1% 4 285 -5 0.00 141.66 N/A N/A 0 0 1 1 2024-07-30 $12.59 $0.00 78.4% 22.5% 21.1% 11.8% 0.0% 0.1% -28.3% 4 302 -5 0.00 142.04 N/A N/A 0 0 1 1 2024-07-31 $12.84 $0.00 74.3% 21.3% 22.4% 10.3% 0.0% 0.3% -25.8% 4 249 -5 0.00 141.68 N/A N/A 0 0 1 1
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