IPOS Options History — December 2024 In December 2024, IPOS traded between $12.16 and $12.90. ATM implied volatility averaged 71.7%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 46.9% (HV 20d: 24.9%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-03 : Largest IV spike — 83.5% change2024-12-03 : Highest IV Rank — 39.0%2024-12-03 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.43 $12.16 $12.90 $12.19 $12.22 Max Pain $13.00 $13.00 $13.00 $13.00 $13.00 ATM IV 71.7% 51.7% 150.4% 82.0% 83.0% Expected Move 19.7% 14.8% 43.1% 23.5% 23.8% HV 20d 24.9% 21.1% 28.1% 21.5% 23.7% HV 60d 24.1% 21.3% 26.9% 24.1% 21.3% IV Rank 12.5% 3.2% 39.0% 13.2% 24.9% IV Percentile 46.9% 4.8% 95.2% 71.0% 78.6% Term Structure -19.3% -53.5% -8.4% -25.6% -29.9% Skew 25d 1.5% -1.5% 9.8% 5.9% -0.3% Skew 10d 15.3% -33.1% 50.7% 29.0% 16.6% Call IV 25d 79.6% 41.7% 182.5% 96.1% 100.1% Put IV 25d 81.1% 40.5% 187.9% 102.0% 99.8% Bid-Ask Spread % 178.17 169.92 195.50 177.95 176.27 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 18 0 33 23 0 Net DEX -376 -670 0 -517 0 Net VEX -1 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.714 0 1 1 0
Daily Data (21 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 2024-12-02 $12.19 $13.00 82.0% 23.5% 21.5% 13.2% 0.0% 5.9% -25.6% 23 -517 -1 0.00 177.95 N/A N/A 0 0 1 0 2024-12-03 $12.16 $13.00 150.4% 43.1% 21.4% 39.0% 0.0% 5.5% -53.5% 15 -596 -1 0.00 195.50 N/A N/A 0 0 1 0 2024-12-04 $12.25 $13.00 89.2% 25.6% 21.3% 15.9% 0.0% -0.2% -34.1% 24 -521 -1 0.00 177.95 N/A N/A 0 0 1 0 2024-12-05 $12.25 $0.00 90.8% 17.1% 21.1% 16.5% 0.0% 0.8% -13.0% 24 -518 -1 0.00 182.50 N/A N/A 0 0 1 0 2024-12-06 $12.90 $0.00 61.9% 15.0% 27.9% 5.6% 0.0% 1.4% -8.4% 31 -670 -1 0.00 177.47 N/A N/A 0 0 1 0 2024-12-09 $12.79 $0.00 61.5% 15.2% 26.9% 5.4% 0.0% 2.2% -10.8% 33 -629 -1 0.00 176.46 N/A N/A 0 0 1 0 2024-12-10 $12.57 $0.00 67.4% 16.2% 27.0% 7.7% 0.0% 1.7% -11.8% 29 -576 -1 0.00 178.42 N/A N/A 0 0 1 0 2024-12-11 $12.71 $0.00 56.1% 16.1% 27.2% 3.4% 0.0% 2.4% -9.6% 30 -613 -1 0.00 178.53 N/A N/A 0 0 1 0 2024-12-12 $12.43 $0.00 64.7% 18.6% 28.1% 6.6% 0.0% 1.1% -13.7% 26 -554 -1 0.00 177.44 N/A N/A 0 0 1 0 2024-12-13 $12.57 $0.00 59.5% 17.1% 25.4% 8.6% 0.0% 1.8% -11.9% 28 -584 -1 0.00 178.07 N/A N/A 0 0 1 0 2024-12-16 $12.52 $0.00 62.3% 17.9% 25.3% 10.5% 0.0% -0.0% -11.6% 27 -574 -1 0.00 178.78 N/A N/A 0 0 1 0 2024-12-17 $12.46 $0.00 66.9% 19.2% 25.4% 13.7% 0.0% -0.3% -16.5% 28 -551 0 0.00 177.72 N/A N/A 0 0 1 0 2024-12-18 $12.30 $0.00 65.0% 18.6% 25.9% 12.4% 0.0% 0.6% -14.1% 29 -493 0 0.00 175.64 N/A N/A 0 0 1 0 2024-12-19 $12.38 $0.00 68.6% 19.7% 25.8% 14.9% 0.0% 0.8% -16.8% 30 -507 0 0.00 178.57 N/A N/A 0 0 1 0 2024-12-20 $12.41 $0.00 68.7% 19.7% 25.8% 15.0% 0.0% 0.9% -16.8% 0 0 0 0.00 177.75 N/A N/A 0 0 1 0 2024-12-23 $12.40 $0.00 70.8% 20.3% 24.7% 16.4% 0.0% 1.4% -19.0% 0 0 0 0.00 177.93 N/A N/A 0 0 0 0 2024-12-24 $12.38 $0.00 51.7% 14.8% 24.8% 3.2% 0.0% 9.8% -18.8% 0 0 0 0.00 177.56 N/A N/A 0 0 0 0 2024-12-26 $12.42 $0.00 52.9% 15.2% 24.5% 4.0% 0.0% -1.2% -20.2% 0 0 0 0.00 173.75 N/A N/A 0 0 0 0 2024-12-27 $12.33 $0.00 53.5% 15.3% 24.6% 4.4% 0.0% -1.5% -22.9% 0 0 0 0.00 169.92 N/A N/A 0 0 0 0 2024-12-30 $12.31 $0.00 79.1% 22.7% 23.5% 22.2% 0.0% -0.5% -26.9% 0 0 0 0.00 177.37 N/A N/A 0 0 0 0 2024-12-31 $12.22 $0.00 83.0% 23.8% 23.7% 24.9% 0.0% -0.3% -29.9% 0 0 0 0.00 176.27 N/A N/A 0 0 0 0
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