IPOS Options History — September 2024 In September 2024, IPOS traded between $12.50 and $13.26. ATM implied volatility averaged 69.6%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 47.5% (HV 20d: 22.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 47.4% change2024-09-10 : Highest IV Rank — 19.5%2024-09-26 : Largest Expected Move — 27.5%Monthly Statistics Metric Avg Min Max Open Close Price $12.94 $12.50 $13.26 $12.98 $13.20 ATM IV 69.6% 54.9% 98.7% 70.7% 77.8% Expected Move 18.1% 15.0% 27.5% 20.3% 22.3% HV 20d 22.0% 16.6% 31.3% 18.0% 31.1% HV 60d 21.7% 19.8% 25.3% 21.2% 24.5% IV Rank 8.5% 2.9% 19.5% 8.9% 11.6% IV Percentile 37.7% 9.5% 69.0% 44.8% 57.5% Term Structure -12.8% -27.0% -5.4% -23.5% -27.0% Skew 25d 4.4% 0.4% 18.8% 0.6% 1.6% Skew 10d 29.4% 10.4% 60.3% 19.6% 24.3% Call IV 25d 75.1% 46.2% 112.4% 92.3% 90.4% Put IV 25d 79.5% 64.9% 119.1% 92.9% 92.0% Bid-Ask Spread % 180.94 173.65 192.97 173.65 179.75 Gamma HHI 0.51 0.50 0.52 0.51 0.51 Net GEX 5 1 8 5 5 Net DEX 286 106 415 273 243 Net VEX -4 -4 -3 -4 -3 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 (20 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 2024-09-03 $12.98 $0.00 70.7% 20.3% 18.0% 8.9% 0.0% 0.6% -23.5% 5 273 -4 0.00 173.65 N/A N/A 0 0 1 1 2024-09-04 $13.11 $0.00 74.7% 21.4% 17.9% 10.4% 0.0% 1.9% -19.6% 4 218 -4 0.00 175.92 N/A N/A 0 0 1 1 2024-09-05 $13.03 $0.00 76.3% 15.2% 18.2% 11.0% 0.0% 18.8% -5.4% 4 245 -4 0.00 181.61 N/A N/A 0 0 1 1 2024-09-06 $12.84 $0.00 79.5% 15.0% 19.3% 12.2% 0.0% 8.7% -8.2% 6 308 -4 0.00 179.84 N/A N/A 0 0 1 1 2024-09-09 $12.79 $0.00 88.3% 15.8% 19.4% 15.6% 0.0% 10.7% -6.5% 5 303 -4 0.00 182.14 N/A N/A 0 0 1 1 2024-09-10 $12.76 $0.00 98.7% 15.9% 19.5% 19.5% 0.0% 7.2% -6.6% 5 315 -4 0.00 181.71 N/A N/A 0 0 1 1 2024-09-11 $12.88 $0.00 55.0% 15.8% 19.2% 3.0% 0.0% 11.3% -6.5% 5 292 -4 0.00 181.04 N/A N/A 0 0 1 1 2024-09-12 $13.03 $0.00 55.5% 15.9% 19.1% 3.2% 0.0% 3.7% -5.5% 5 254 -4 0.00 181.49 N/A N/A 0 0 1 1 2024-09-13 $12.97 $0.00 54.9% 15.7% 18.0% 2.9% 0.0% 2.7% -7.7% 5 278 -4 0.00 181.18 N/A N/A 0 0 1 1 2024-09-16 $13.00 $0.00 56.5% 16.2% 18.0% 3.5% 0.0% 1.1% -8.5% 5 278 -4 0.00 181.00 N/A N/A 0 0 1 1 2024-09-17 $12.97 $0.00 57.4% 16.5% 16.6% 3.9% 0.0% 1.1% -7.9% 6 290 -4 0.00 181.00 N/A N/A 0 0 1 1 2024-09-18 $12.81 $0.00 56.1% 16.1% 17.1% 3.4% 0.0% 1.2% -9.0% 7 339 -4 0.00 180.02 N/A N/A 0 0 1 1 2024-09-19 $13.16 $0.00 57.1% 16.4% 19.5% 3.8% 0.0% 3.2% -8.0% 5 245 -4 0.00 181.01 N/A N/A 0 0 1 1 2024-09-20 $12.50 $0.00 69.3% 19.9% 26.3% 8.4% 0.0% 1.6% -17.2% 8 415 -3 0.00 181.37 N/A N/A 0 0 1 1 2024-09-23 $12.56 $0.00 67.6% 19.4% 25.9% 7.7% 0.0% 0.4% -15.2% 7 396 -3 0.00 182.10 N/A N/A 0 0 1 1 2024-09-24 $12.88 $0.00 63.5% 18.2% 27.7% 6.2% 0.0% 2.4% -15.3% 7 334 -3 0.00 179.77 N/A N/A 0 0 1 1 2024-09-25 $12.73 $0.00 65.2% 18.7% 27.6% 6.8% 0.0% 1.4% -15.8% 7 368 -3 0.00 180.64 N/A N/A 0 0 1 1 2024-09-26 $13.25 $0.00 96.0% 27.5% 31.3% 18.5% 0.0% 6.7% -27.0% 1 106 -4 0.00 192.97 N/A N/A 0 0 1 1 2024-09-27 $13.26 $0.00 71.8% 20.6% 31.1% 9.3% 0.0% 1.5% -15.4% 4 216 -3 0.00 180.56 N/A N/A 0 0 1 1 2024-09-30 $13.20 $0.00 77.8% 22.3% 31.1% 11.6% 0.0% 1.6% -27.0% 5 243 -3 0.00 179.75 N/A N/A 0 0 1 1
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