IPOS Options History — January 2025

In January 2025, IPOS traded between $12.26 and $13.14. ATM implied volatility averaged 80.0%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 65.8% (HV 20d: 14.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 69.3% change
  • 2025-01-14: Highest IV Rank — 88.9%
  • 2025-01-02: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.76$12.26$13.14$12.27$13.03
ATM IV80.0%53.8%175.1%86.8%65.5%
Expected Move17.2%12.5%24.9%24.9%18.8%
HV 20d14.2%10.8%24.7%23.7%10.9%
HV 60d19.8%19.3%21.3%21.3%19.3%
IV Rank22.8%4.6%88.9%27.5%12.8%
IV Percentile52.3%7.9%98.8%81.7%47.2%
Term Structure-11.1%-35.2%64.0%-35.2%-13.7%
Skew 25d0.4%-2.1%2.1%-0.4%1.5%
Skew 10d9.8%1.4%21.2%17.2%10.6%
Call IV 25d66.6%30.5%105.7%105.7%84.2%
Put IV 25d67.0%29.8%105.3%105.3%85.7%
Bid-Ask Spread %170.93147.49176.58176.58170.96
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$12.27$0.0086.8%24.9%23.7%27.5%0.0%-0.4%-35.2%0000.00176.58N/AN/A0000
2025-01-03$12.26$0.0085.9%24.6%23.6%26.9%0.0%-0.5%-34.1%0000.00174.84N/AN/A0000
2025-01-06$12.52$0.0096.0%15.1%24.7%33.9%0.0%-0.0%-9.3%0000.00173.90N/AN/A0000
2025-01-07$12.59$0.0097.6%14.6%16.1%35.1%0.0%0.3%-11.3%0000.00174.49N/AN/A0000
2025-01-08$12.54$0.00104.5%15.7%15.9%39.9%0.0%1.4%-12.3%0000.00174.40N/AN/A0000
2025-01-10$12.54$0.00114.8%15.8%14.7%47.0%0.0%1.5%-13.2%0000.00173.65N/AN/A0000
2025-01-13$12.47$0.00125.9%12.5%14.2%54.7%0.0%-0.7%-17.0%0000.00147.49N/AN/A0000
2025-01-14$12.62$0.00175.1%16.6%12.5%88.9%0.0%-1.9%-15.5%0000.00172.73N/AN/A0000
2025-01-15$12.72$0.0053.8%15.4%12.1%4.6%0.0%-1.8%-13.1%0000.00172.96N/AN/A0000
2025-01-16$12.66$0.0054.6%15.7%12.2%5.2%0.0%2.1%64.0%0000.00172.87N/AN/A0000
2025-01-17$12.83$0.0054.3%15.6%12.8%5.0%0.0%-1.5%-7.0%0000.00156.18N/AN/A0000
2025-01-21$12.89$0.0056.7%16.3%11.7%6.7%0.0%0.9%-10.2%0000.00172.56N/AN/A0000
2025-01-22$12.91$0.0056.8%16.3%11.6%6.7%0.0%1.0%-10.2%0000.00171.91N/AN/A0000
2025-01-23$12.98$0.0058.5%16.8%11.6%7.9%0.0%1.6%-9.6%0000.00172.04N/AN/A0000
2025-01-24$13.02$0.0058.5%16.8%11.6%7.9%0.0%1.8%-11.3%0000.00172.68N/AN/A0000
2025-01-27$13.07$0.0060.9%17.4%11.5%9.5%0.0%1.3%-13.1%0000.00172.82N/AN/A0000
2025-01-28$13.07$0.0061.2%17.5%11.5%9.7%0.0%1.4%-13.3%0000.00171.25N/AN/A0000
2025-01-29$13.12$0.0063.3%18.1%10.9%11.2%0.0%-2.1%-13.1%0000.00171.78N/AN/A0000
2025-01-30$13.14$0.0069.6%19.9%10.8%15.6%0.0%1.3%-23.8%0000.00172.44N/AN/A0000
2025-01-31$13.03$0.0065.5%18.8%10.9%12.8%0.0%1.5%-13.7%0000.00170.96N/AN/A0000