IBKR Options History — May 2007

Name: IBKR Options Analytics - May 2007
Creator: Options Analysis Suite

In May 2007, IBKR traded between $6.38 and $7.07. ATM implied volatility averaged 36.7%. The 30-day expected move averaged 10.5%. Max pain ranged from $6.25 to $6.25. Net GEX was positive for 1 of 13 trading days. Term structure was in contango for 4 of 13 days. Put/call ratio averaged 0.62.

Notable Days

2007-05-21: Highest Volume — 41,880 contracts
2007-05-30: Largest IV drop — 33.7% change
2007-05-29: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.79	$6.38	$7.07	$6.91	$6.38
Max Pain	$6.25	$6.25	$6.25	$6.25	$6.25
ATM IV	36.7%	28.9%	47.2%	37.5%	28.9%
Expected Move	10.5%	8.3%	13.5%	10.8%	8.3%
Term Structure	-1.4%	-8.4%	2.4%	-2.2%	2.4%
VWIV	37.7%	28.9%	51.7%	38.1%	28.9%
Skew 25d	3.2%	-2.9%	14.3%	2.4%	1.9%
Skew 10d	2.3%	-7.6%	23.9%	-5.3%	0.3%
Call IV 25d	38.9%	23.9%	57.1%	37.6%	25.1%
Put IV 25d	42.1%	27.0%	71.4%	40.0%	27.0%
Bid-Ask Spread %	15.11	6.77	76.78	10.12	6.93
Gamma HHI	0.59	0.38	0.84	0.84	0.79
Net GEX	-163.4K	-674.2K	46.4K	0	-674.2K
Net DEX	2.8M	-694.6K	8.2M	0	8.2M
Net VEX	-31.9K	-52.7K	0	0	-52.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.06	3.14	0.08	1.34
Total Volume	9,477.538	1,992	41,880	5,292	7,144
Total OI	48,665.231	0	88,412	0	88,412

Daily Data (13 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
2007-05-14	$6.91	$0.00	37.5%	10.8%	0.0%	0.0%	38.1%	2.4%	-2.2%	0	0	0	0.08	10.12	N/A	N/A	4,888	404	0	0
2007-05-15	$7.00	$6.25	30.9%	8.9%	0.0%	0.0%	34.7%	6.5%	-1.7%	46.4K	-694.6K	-3.9K	3.14	8.83	N/A	N/A	3,396	10,680	3,168	400
2007-05-16	$7.07	$6.25	30.2%	8.7%	0.0%	0.0%	35.2%	-1.3%	-0.0%	-58.0K	4.1M	-15.6K	0.28	13.35	N/A	N/A	1,556	436	6,036	10,708
2007-05-17	$6.83	$6.25	37.4%	10.7%	0.0%	0.0%	37.3%	0.1%	-2.2%	-82.5K	3.1M	-22.0K	0.14	11.78	N/A	N/A	3,244	468	7,280	11,096
2007-05-18	$6.66	$6.25	36.4%	10.4%	0.0%	0.0%	36.4%	-0.5%	0.3%	-44.4K	3.1M	-24.4K	0.72	76.78	N/A	N/A	5,664	4,072	9,424	11,480
2007-05-21	$6.77	$6.25	39.0%	11.2%	0.0%	0.0%	0.0%	11.5%	0.5%	-54.9K	1.7M	-33.6K	0.81	12.03	N/A	N/A	23,132	18,748	13,192	15,312
2007-05-22	$6.89	$6.25	40.3%	11.6%	0.0%	0.0%	42.5%	4.3%	-3.3%	-169.6K	1.0M	-41.7K	0.54	10.60	N/A	N/A	5,640	3,024	35,572	33,636
2007-05-23	$6.78	$6.25	39.4%	11.3%	0.0%	0.0%	39.7%	-2.9%	-1.8%	-80.9K	2.1M	-42.6K	0.06	10.18	N/A	N/A	2,040	116	38,648	36,400
2007-05-24	$6.75	$6.25	36.4%	10.4%	0.0%	0.0%	34.5%	-1.3%	0.9%	-291.3K	3.2M	-45.0K	0.08	10.07	N/A	N/A	2,996	240	38,476	36,424
2007-05-25	$6.82	$6.25	42.1%	12.1%	0.0%	0.0%	42.1%	-0.5%	-2.6%	-72.6K	2.0M	-43.3K	0.12	10.24	N/A	N/A	2,256	276	39,884	36,556
2007-05-29	$6.89	$6.25	47.2%	13.5%	0.0%	0.0%	51.7%	14.3%	-8.4%	-75.3K	1.6M	-43.7K	0.27	6.77	N/A	N/A	5,424	1,488	41,480	36,772
2007-05-30	$6.48	$6.25	31.3%	9.0%	0.0%	0.0%	31.3%	7.1%	-0.4%	-566.4K	7.4M	-45.8K	0.43	8.72	N/A	N/A	11,064	4,812	44,548	37,744
2007-05-31	$6.38	$6.25	28.9%	8.3%	0.0%	0.0%	28.9%	1.9%	2.4%	-674.2K	8.2M	-52.7K	1.34	6.93	N/A	N/A	3,048	4,096	47,400	41,012