IBIT Options History — December 2024 In December 2024, IBIT traded between $52.80 and $60.80. ATM implied volatility averaged 60.3%. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 4.4% (HV 20d: 55.8%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.44.
Notable Days 2024-12-05 : Highest Volume — 586,773 contracts2024-12-04 : Largest IV spike — 5.1% change2024-12-05 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $55.94 $52.80 $60.80 $54.50 $53.12 Max Pain $53.86 $53.00 $54.00 $53.00 $54.00 ATM IV 60.3% 56.3% 62.9% 57.8% 58.7% Expected Move 17.3% 15.3% 18.6% 16.5% 16.2% HV 20d 55.8% 52.1% 59.3% 53.4% 55.4% Term Structure 1.0% -1.0% 2.2% 1.1% 1.3% VWIV 61.8% 55.5% 66.0% 59.6% 56.4% Skew 25d -2.3% -4.9% 0.7% -4.3% -2.2% Skew 10d -2.4% -11.9% 7.1% -7.6% 1.4% Call IV 25d 63.2% 59.0% 66.5% 62.1% 61.9% Put IV 25d 60.9% 56.4% 64.3% 57.8% 59.7% Bid-Ask Spread % 8.76 5.92 12.27 5.92 9.35 Gamma HHI 0.06 0.05 0.08 0.07 0.05 Net GEX 51.5M 15.5M 96.0M 42.4M 35.4M Net DEX -2.05B -3.64B -982.9M -1.49B -1.17B Net VEX -11.5M -13.3M -8.5M -8.5M -12.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.28 0.73 0.46 0.42 Total Volume 310,684.286 117,670 586,773 197,568 303,313 Total OI 1,771,963.19 1,201,462 2,126,347 1,201,462 2,022,223
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 Vol Put Vol Call OI Put OI 2024-12-02 $54.50 $53.00 57.8% 16.5% 0.0% 0.0% 59.6% -4.3% 1.1% 42.4M -1.49B -8.5M 0.46 5.92 135,197 62,371 844,970 356,492 2024-12-03 $54.40 $53.00 56.3% 15.3% 0.0% 0.0% 55.5% -2.6% 1.2% 43.6M -1.50B -8.8M 0.28 6.31 92,186 25,484 887,290 385,091 2024-12-04 $56.53 $53.00 59.2% 16.4% 0.0% 0.0% 58.1% -2.8% 2.1% 62.2M -2.11B -9.2M 0.28 8.02 159,152 45,282 916,565 396,422 2024-12-05 $56.41 $54.00 61.7% 18.6% 0.0% 0.0% 66.0% -4.8% 0.9% 69.2M -2.14B -9.4M 0.47 10.18 399,767 187,006 955,723 418,496 2024-12-06 $58.06 $54.00 61.4% 18.5% 0.0% 0.0% 65.8% -4.3% 1.3% 66.2M -2.70B -10.9M 0.45 10.16 242,643 109,922 1,067,756 511,288 2024-12-09 $54.95 $54.00 60.1% 17.8% 0.0% 0.0% 62.8% -4.9% 2.2% 42.7M -1.76B -10.8M 0.43 8.47 169,636 72,317 1,080,469 487,589 2024-12-10 $54.82 $54.00 60.7% 17.9% 0.0% 0.0% 63.6% -4.0% 2.1% 39.2M -1.70B -11.0M 0.29 7.75 189,677 55,311 1,124,089 522,785 2024-12-11 $57.95 $54.00 60.3% 17.7% 0.0% 0.0% 61.8% -2.7% 1.8% 75.9M -2.85B -11.5M 0.29 7.12 230,335 66,927 1,187,879 541,650 2024-12-12 $57.03 $54.00 61.6% 18.1% 0.0% 0.0% 63.8% -3.1% 1.7% 68.5M -2.56B -11.8M 0.57 7.41 124,250 70,954 1,219,215 565,862 2024-12-13 $58.03 $54.00 58.8% 17.0% 53.4% 0.0% 61.2% -0.4% 0.4% 84.7M -2.93B -11.8M 0.73 9.66 183,685 134,921 1,242,150 597,020 2024-12-16 $60.47 $54.00 61.0% 17.6% 53.8% 0.0% 63.2% -2.7% 0.8% 88.4M -3.64B -11.9M 0.44 9.29 331,459 145,610 1,196,966 633,182 2024-12-17 $60.80 $54.00 60.3% 17.3% 52.1% 0.0% 63.3% -2.1% 0.8% 96.0M -3.64B -12.4M 0.33 12.27 225,889 73,514 1,239,818 656,052 2024-12-18 $57.02 $54.00 60.2% 17.3% 56.8% 0.0% 61.2% 0.1% 0.5% 56.7M -2.28B -12.3M 0.56 9.63 263,034 147,826 1,271,582 664,461 2024-12-19 $55.09 $54.00 62.9% 18.1% 56.7% 0.0% 65.7% -2.2% -1.0% 22.4M -1.46B -12.3M 0.44 10.32 313,613 137,540 1,287,880 728,953 2024-12-20 $55.05 $54.00 61.1% 17.6% 55.2% 0.0% 62.8% 0.6% -0.3% 15.5M -1.58B -12.5M 0.67 10.63 248,055 166,736 1,378,453 747,894 2024-12-23 $52.80 $54.00 60.1% 17.3% 56.9% 0.0% 62.8% 0.7% 1.3% 24.7M -982.9M -12.2M 0.30 7.49 308,132 91,913 1,265,861 666,773 2024-12-24 $56.22 $54.00 61.5% 17.5% 59.3% 0.0% 61.9% -0.3% 0.6% 57.5M -2.35B -13.3M 0.30 7.91 142,289 42,143 1,331,225 694,981 2024-12-26 $54.33 $54.00 61.4% 17.3% 59.1% 0.0% 60.8% -1.5% 0.7% 33.0M -1.60B -12.6M 0.64 8.45 203,509 130,592 1,348,736 709,310 2024-12-27 $53.55 $54.00 60.2% 16.6% 55.7% 0.0% 61.7% -2.3% 1.0% 19.4M -1.15B -12.5M 0.44 8.98 167,038 73,040 1,364,102 742,147 2024-12-30 $53.63 $54.00 61.0% 16.5% 55.6% 0.0% 60.3% -2.4% 1.1% 37.9M -1.36B -12.5M 0.46 8.68 172,438 79,664 1,269,535 682,292 2024-12-31 $53.12 $54.00 58.7% 16.2% 55.4% 0.0% 56.4% -2.2% 1.3% 35.4M -1.17B -12.2M 0.42 9.35 213,095 90,218 1,306,378 715,845
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