IPOS Options History — October 2024 In October 2024, IPOS traded between $12.37 and $13.29. ATM implied volatility averaged 75.1%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 46.4% (HV 20d: 28.7%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 36.2% change2024-10-07 : Highest IV Rank — 18.0%2024-10-31 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $12.73 $12.37 $13.29 $13.28 $12.37 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 75.1% 59.0% 94.8% 76.3% 92.7% Expected Move 20.1% 16.2% 26.6% 21.9% 26.6% HV 20d 28.7% 20.6% 34.6% 29.5% 20.6% HV 60d 24.9% 23.6% 25.7% 23.9% 23.7% IV Rank 10.6% 4.5% 18.0% 11.0% 17.2% IV Percentile 51.6% 22.6% 75.4% 55.6% 75.4% Term Structure -22.1% -37.0% -15.5% -21.2% -37.0% Skew 25d 1.0% -11.8% 3.9% 1.8% -0.9% Skew 10d 11.7% 2.9% 32.3% 25.5% 12.9% Call IV 25d 80.3% 58.5% 106.0% 92.3% 106.0% Put IV 25d 81.3% 56.9% 105.1% 94.1% 105.1% Bid-Ask Spread % 169.18 166.38 181.29 177.92 167.72 Gamma HHI 0.53 0.51 0.55 0.51 0.54 Net GEX 8 5 13 5 11 Net DEX 396 220 511 220 511 Net VEX -2 -3 -2 -3 -2 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 (23 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 2024-10-01 $13.28 $0.00 76.3% 21.9% 29.5% 11.0% 0.0% 1.8% -21.2% 5 220 -3 0.00 177.92 N/A N/A 0 0 1 1 2024-10-02 $13.29 $0.00 82.1% 23.5% 29.4% 13.2% 0.0% -8.8% -26.5% 5 234 -3 0.00 181.29 N/A N/A 0 0 1 1 2024-10-03 $12.97 $13.00 80.1% 16.2% 30.6% 12.5% 0.0% 2.7% -17.7% 6 301 -3 0.00 168.92 N/A N/A 0 0 1 1 2024-10-04 $13.20 $13.00 82.0% 16.2% 30.7% 13.2% 0.0% 3.0% -16.5% 5 243 -3 0.00 169.22 N/A N/A 0 0 1 1 2024-10-07 $13.29 $13.00 94.8% 17.6% 30.7% 18.0% 0.0% 1.7% -21.8% 5 224 -3 0.00 168.31 N/A N/A 0 0 1 1 2024-10-08 $12.80 $13.00 92.6% 16.9% 33.8% 17.2% 0.0% -11.8% -18.3% 8 369 -3 0.00 166.38 N/A N/A 0 0 1 1 2024-10-09 $12.80 $13.00 59.0% 16.9% 33.6% 4.5% 0.0% 3.5% -18.4% 7 357 -3 0.00 168.11 N/A N/A 0 0 1 1 2024-10-10 $12.70 $13.00 59.2% 17.0% 33.4% 4.6% 0.0% 2.9% -16.7% 7 384 -3 0.00 167.74 N/A N/A 0 0 1 1 2024-10-11 $12.73 $13.00 60.0% 17.2% 33.4% 4.9% 0.0% 3.9% -17.9% 8 381 -3 0.00 168.71 N/A N/A 0 0 1 1 2024-10-14 $12.84 $13.00 62.5% 17.9% 33.5% 5.8% 0.0% 3.2% -19.2% 7 356 -3 0.00 169.24 N/A N/A 0 0 1 1 2024-10-15 $12.53 $13.00 60.7% 17.4% 34.6% 5.1% 0.0% 1.7% -22.0% 9 451 -2 0.00 167.86 N/A N/A 0 0 1 1 2024-10-16 $12.57 $13.00 62.5% 17.9% 34.4% 5.8% 0.0% 2.0% -21.6% 9 439 -2 0.00 168.03 N/A N/A 0 0 1 1 2024-10-17 $12.50 $13.00 69.9% 20.0% 32.8% 8.6% 0.0% 3.4% -16.6% 9 457 -2 0.00 168.66 N/A N/A 0 0 1 1 2024-10-18 $12.69 $13.00 62.7% 18.0% 27.8% 5.9% 0.0% 2.7% -15.5% 9 422 -2 0.00 167.60 N/A N/A 0 0 1 1 2024-10-21 $12.56 $13.00 64.7% 18.5% 28.0% 6.6% 0.0% -0.4% -16.4% 13 507 -2 0.00 167.86 N/A N/A 0 0 1 1 2024-10-22 $12.69 $13.00 67.7% 19.4% 26.7% 7.8% 0.0% 2.8% -17.8% 9 422 -2 0.00 168.29 N/A N/A 0 0 1 1 2024-10-23 $12.51 $13.00 72.4% 20.8% 26.8% 9.6% 0.0% 1.6% -18.7% 9 461 -2 0.00 168.38 N/A N/A 0 0 1 1 2024-10-24 $12.50 $13.00 79.1% 22.7% 22.1% 12.1% 0.0% 1.8% -24.0% 10 466 -2 0.00 168.35 N/A N/A 0 0 1 1 2024-10-25 $12.50 $13.00 79.9% 22.9% 22.1% 12.4% 0.0% 2.2% -26.7% 10 477 -2 0.00 166.77 N/A N/A 0 0 1 1 2024-10-28 $12.47 $13.00 86.5% 24.8% 22.0% 14.9% 0.0% 2.0% -30.9% 10 478 -2 0.00 168.69 N/A N/A 0 0 1 1 2024-10-29 $12.47 $13.00 87.8% 25.2% 21.8% 15.3% 0.0% -0.3% -32.0% 10 481 -2 0.00 168.75 N/A N/A 0 0 1 1 2024-10-30 $12.50 $13.00 91.5% 26.2% 21.9% 16.8% 0.0% 2.4% -34.9% 10 476 -2 0.00 168.32 N/A N/A 0 0 1 1 2024-10-31 $12.37 $13.00 92.7% 26.6% 20.6% 17.2% 0.0% -0.9% -37.0% 11 511 -2 0.00 167.72 N/A N/A 0 0 1 1
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