IPOS Options History — November 2024 In November 2024, IPOS traded between $11.84 and $12.55. ATM implied volatility averaged 91.3%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 73.0% (HV 20d: 18.3%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-19 : Highest Volume — 1 contracts2024-11-13 : Largest IV drop — 66.1% change2024-11-12 : Highest IV Rank — 54.3%2024-11-01 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $12.17 $11.84 $12.55 $12.32 $12.20 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 91.3% 62.7% 190.7% 94.8% 76.7% Expected Move 19.1% 16.4% 27.2% 27.2% 22.0% HV 20d 18.3% 14.7% 21.5% 19.2% 21.5% HV 60d 24.0% 23.5% 24.6% 23.7% 24.3% IV Rank 16.7% 5.9% 54.3% 18.0% 11.2% IV Percentile 62.9% 34.1% 98.0% 76.6% 64.3% Term Structure -17.6% -38.1% -11.5% -38.1% -20.6% VWIV 39.6% 39.6% 39.6% 39.6% 39.6% Skew 25d 2.3% -0.7% 9.3% 3.5% 2.1% Skew 10d 14.6% 10.6% 20.5% 14.7% 12.0% Call IV 25d 76.7% 66.8% 108.8% 108.8% 88.3% Put IV 25d 79.0% 69.1% 112.4% 112.4% 90.5% Bid-Ask Spread % 177.09 167.22 179.01 167.22 177.75 Gamma HHI 0.74 0.54 1.00 0.54 1.00 Net GEX 14 0 24 10 24 Net DEX 175 -510 1.2K 517 -510 Net VEX -1 -1 0 -1 -1 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 0.05 0 1 0 0 Total OI 1.45 0 2 2 1
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 2024-11-01 $12.32 $13.00 94.8% 27.2% 19.2% 18.0% 0.0% 3.5% -38.1% 10 517 -1 0.00 167.22 N/A N/A 0 0 1 1 2024-11-04 $12.27 $0.00 107.4% 17.4% 18.8% 22.8% 0.0% 3.5% -14.3% 11 542 -1 0.00 177.78 N/A N/A 0 0 1 1 2024-11-05 $12.39 $0.00 110.3% 17.5% 14.7% 23.9% 0.0% 3.9% -14.1% 11 512 -1 0.00 179.01 N/A N/A 0 0 1 1 2024-11-06 $12.28 $0.00 105.3% 17.6% 14.9% 22.0% 0.0% 2.4% -14.7% 13 573 -1 0.00 178.68 N/A N/A 0 0 1 1 2024-11-07 $12.24 $0.00 122.6% 17.8% 14.7% 28.5% 0.0% 2.0% -16.6% 12 572 -1 0.00 178.16 N/A N/A 0 0 1 1 2024-11-08 $12.55 $0.00 118.5% 16.4% 17.5% 27.0% 0.0% 1.6% -11.5% 12 500 -1 0.00 177.96 N/A N/A 0 0 1 1 2024-11-11 $12.36 $0.00 169.6% 18.6% 17.9% 46.3% 0.0% -0.7% -19.4% 14 566 -1 0.00 178.53 N/A N/A 0 0 1 1 2024-11-12 $12.29 $0.00 190.7% 18.4% 15.9% 54.3% 0.0% 0.9% -19.3% 14 595 -1 0.00 177.30 N/A N/A 0 0 1 1 2024-11-13 $12.45 $0.00 64.6% 18.5% 16.6% 6.6% 0.0% 0.9% -19.3% 13 548 -1 0.00 178.74 N/A N/A 0 0 1 1 2024-11-14 $12.04 $0.00 62.7% 18.0% 20.3% 5.9% 0.0% 0.1% -12.9% 16 672 0 0.00 176.93 N/A N/A 0 0 1 1 2024-11-15 $11.96 $0.00 63.8% 18.3% 19.3% 6.3% 0.0% 0.8% -13.0% 0 1.2K 0 0.00 177.83 N/A N/A 0 0 1 1 2024-11-18 $12.03 $0.00 65.6% 18.8% 19.3% 7.0% 0.0% 1.0% -17.1% 0 0 0 0.00 178.81 N/A N/A 0 0 0 0 2024-11-19 $12.04 $0.00 67.6% 19.4% 18.8% 7.7% 39.6% 1.6% -15.6% 0 0 0 0.00 178.19 N/A N/A 1 0 0 0 2024-11-20 $12.14 $13.00 65.5% 18.8% 18.6% 6.9% 0.0% 2.0% -17.3% 24 -501 -1 0.00 176.70 N/A N/A 0 0 1 0 2024-11-21 $12.15 $13.00 64.7% 18.6% 18.7% 6.6% 0.0% 1.8% -15.1% 23 -507 -1 0.00 176.59 N/A N/A 0 0 1 0 2024-11-22 $11.92 $13.00 65.6% 18.8% 19.7% 7.0% 0.0% 9.3% -15.3% 24 -434 -1 0.00 176.79 N/A N/A 0 0 1 0 2024-11-25 $11.94 $13.00 67.4% 19.3% 19.7% 7.6% 0.0% 0.9% -14.3% 23 -455 -1 0.00 176.37 N/A N/A 0 0 1 0 2024-11-26 $11.84 $13.00 69.0% 19.8% 19.8% 8.3% 0.0% 5.5% -17.3% 22 -433 -1 0.00 175.95 N/A N/A 0 0 1 0 2024-11-27 $11.95 $13.00 73.4% 21.0% 20.2% 9.9% 0.0% 2.1% -26.1% 23 -455 -1 0.00 176.48 N/A N/A 0 0 1 0 2024-11-29 $12.20 $13.00 76.7% 22.0% 21.5% 11.2% 0.0% 2.1% -20.6% 24 -510 -1 0.00 177.75 N/A N/A 0 0 1 0
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