IPOS Options History — August 2024 In August 2024, IPOS traded between $12.00 and $13.34. ATM implied volatility averaged 92.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 70.1% (HV 20d: 22.1%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 71.4% change2024-08-13 : Highest IV Rank — 54.4%2024-08-06 : Largest Expected Move — 30.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.77 $12.00 $13.34 $12.57 $13.34 ATM IV 92.2% 54.2% 191.1% 74.8% 70.5% Expected Move 19.2% 15.5% 30.0% 21.5% 20.2% HV 20d 22.1% 19.9% 24.0% 20.5% 20.5% HV 60d 20.1% 18.6% 20.9% 18.6% 20.5% IV Rank 17.0% 2.7% 54.4% 10.5% 8.8% IV Percentile 46.4% 6.7% 96.0% 42.9% 44.4% Term Structure -13.1% -36.0% 59.2% -28.7% -19.5% Skew 25d 7.3% 0.7% 82.5% 0.8% 1.5% Skew 10d 23.5% 10.0% 85.2% 10.0% 24.5% Call IV 25d 75.1% 47.7% 106.1% 101.9% 83.3% Put IV 25d 82.4% 69.8% 130.2% 102.7% 84.7% Bid-Ask Spread % 175.37 140.69 196.83 140.69 177.18 Gamma HHI 0.51 0.50 0.51 0.51 0.50 Net GEX 4 1 5 5 3 Net DEX 247 119 393 323 157 Net VEX -5 -5 -4 -5 -4 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 2024-08-01 $12.57 $0.00 74.8% 21.5% 20.5% 10.5% 0.0% 0.8% -28.7% 5 323 -5 0.00 140.69 N/A N/A 0 0 1 1 2024-08-02 $12.46 $0.00 91.5% 26.2% 19.9% 16.8% 0.0% 2.2% -36.0% 5 331 -5 0.00 143.19 N/A N/A 0 0 1 1 2024-08-05 $12.00 $0.00 141.3% 23.6% 21.7% 35.6% 0.0% 36.5% -15.2% 2 240 -5 0.00 191.20 N/A N/A 0 0 1 1 2024-08-06 $12.14 $0.00 183.0% 30.0% 22.4% 51.3% 0.0% 82.5% -25.1% 1 119 -5 0.00 196.83 N/A N/A 0 0 1 1 2024-08-07 $12.16 $0.00 107.7% 16.4% 22.1% 22.9% 0.0% 3.8% -11.1% 5 393 -4 0.00 176.06 N/A N/A 0 0 1 1 2024-08-08 $12.23 $0.00 163.7% 23.4% 21.0% 44.0% 0.0% 3.1% -18.3% 2 211 -5 0.00 189.65 N/A N/A 0 0 1 1 2024-08-09 $12.29 $0.00 123.1% 17.5% 21.1% 28.7% 0.0% 2.3% -13.4% 5 361 -4 0.00 177.65 N/A N/A 0 0 1 1 2024-08-12 $12.34 $0.00 159.8% 17.9% 20.6% 42.6% 0.0% 2.5% -14.7% 5 354 -4 0.00 178.50 N/A N/A 0 0 1 1 2024-08-13 $12.50 $0.00 191.1% 18.2% 21.4% 54.4% 0.0% 3.1% -17.0% 5 334 -4 0.00 177.44 N/A N/A 0 0 1 1 2024-08-14 $12.66 $0.00 54.6% 15.7% 22.0% 2.8% 0.0% 2.5% -11.2% 5 307 -4 0.00 175.99 N/A N/A 0 0 1 1 2024-08-15 $12.91 $0.00 55.0% 15.8% 23.3% 3.0% 0.0% 2.4% 59.2% 4 249 -5 0.00 177.53 N/A N/A 0 0 1 1 2024-08-16 $12.88 $0.00 54.2% 15.5% 23.2% 2.7% 0.0% 1.7% -9.6% 4 262 -5 0.00 176.23 N/A N/A 0 0 1 1 2024-08-19 $13.13 $0.00 56.1% 16.1% 24.0% 3.4% 0.0% 1.2% -9.9% 3 200 -5 0.00 176.53 N/A N/A 0 0 1 1 2024-08-20 $13.09 $0.00 56.3% 16.1% 23.2% 3.4% 0.0% 1.3% -10.2% 4 217 -5 0.00 175.53 N/A N/A 0 0 1 1 2024-08-21 $13.21 $0.00 61.1% 17.5% 23.0% 5.3% 0.0% 0.7% -12.5% 3 183 -5 0.00 175.40 N/A N/A 0 0 1 1 2024-08-22 $13.02 $0.00 58.4% 16.7% 23.0% 4.3% 0.0% 3.0% -13.0% 4 239 -4 0.00 175.28 N/A N/A 0 0 1 1 2024-08-23 $13.18 $0.00 59.8% 17.1% 23.2% 4.8% 0.0% 3.2% -11.4% 4 203 -4 0.00 174.90 N/A N/A 0 0 1 1 2024-08-26 $13.13 $0.00 63.5% 18.2% 23.3% 6.2% 0.0% 1.4% -18.9% 4 216 -4 0.00 175.56 N/A N/A 0 0 1 1 2024-08-27 $13.27 $0.00 67.1% 19.2% 23.2% 7.6% 0.0% 1.3% -18.1% 3 173 -5 0.00 175.77 N/A N/A 0 0 1 1 2024-08-28 $13.19 $0.00 67.9% 19.5% 22.5% 7.8% 0.0% 1.4% -17.7% 3 196 -4 0.00 175.23 N/A N/A 0 0 1 1 2024-08-29 $13.31 $0.00 68.0% 19.5% 21.0% 7.9% 0.0% 1.5% -16.6% 3 164 -4 0.00 175.81 N/A N/A 0 0 1 1 2024-08-30 $13.34 $0.00 70.5% 20.2% 20.5% 8.8% 0.0% 1.5% -19.5% 3 157 -4 0.00 177.18 N/A N/A 0 0 1 1
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