IBKR Options History — April 2018

In April 2018, IBKR traded between $16.21 and $18.62. ATM implied volatility averaged 36.0%, placing in the 65.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 6.0% (HV 20d: 42.0%). Max pain ranged from $17.50 to $18.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2018-04-18: Highest Volume — 28,332 contracts
  • 2018-04-11: Largest IV drop — 19.3% change
  • 2018-04-02: Highest IV Rank — 100.0%
  • 2018-04-02: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.88$16.21$18.62$16.21$18.58
Max Pain$17.80$17.50$18.75$17.50$18.75
ATM IV36.0%26.3%49.3%43.4%28.4%
Expected Move9.9%7.5%12.4%12.4%8.1%
HV 20d42.0%32.4%47.5%41.0%32.4%
HV 60d37.9%35.9%38.9%35.9%37.9%
IV Rank65.6%33.6%100.0%100.0%39.8%
IV Percentile89.8%69.8%100.0%100.0%79.8%
Term Structure-2.1%-5.7%2.5%-5.7%-0.2%
VWIV35.7%24.8%46.1%46.1%29.0%
Skew 25d5.7%3.3%8.2%8.2%4.4%
Skew 10d12.9%-2.9%20.4%16.3%11.1%
Call IV 25d33.3%25.4%43.1%43.1%28.4%
Put IV 25d39.0%30.6%51.3%51.3%32.8%
Bid-Ask Spread %39.3520.1169.0561.4720.23
Gamma HHI0.470.280.610.280.60
Net GEX1.9M482.2K3.8M482.2K2.3M
Net DEX-44.3M-72.0M-11.7M-11.7M-53.2M
Net VEX-234.9K-241.8K-223.7K-239.3K-230.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.351.310.670.92
Total Volume8,914.6674,58828,3325,3085,504
Total OI117,520.571106,228140,424106,228117,600

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$16.21$17.5043.4%12.4%41.0%100.0%46.1%8.2%-5.7%482.2K-11.7M-239.3K0.6761.47N/AN/A3,1762,13261,94844,280
2018-04-03$16.89$17.5040.9%11.7%43.0%91.3%43.9%6.5%-5.5%919.4K-19.9M-229.8K0.5069.05N/AN/A3,5801,78862,24444,480
2018-04-04$17.33$17.5040.9%11.7%43.1%91.5%41.4%6.8%-4.0%1.2M-29.4M-241.0K0.4838.48N/AN/A4,4802,17262,66844,564
2018-04-05$17.70$17.5042.0%10.5%43.8%95.2%39.6%7.1%-1.8%1.4M-37.3M-240.4K0.7551.50N/AN/A3,5042,64063,66445,440
2018-04-06$17.28$17.5044.4%10.7%44.4%100.0%41.1%7.2%-2.5%1.2M-28.9M-240.6K0.8552.23N/AN/A3,4442,93263,54846,328
2018-04-09$17.34$17.5049.2%10.8%42.6%100.0%39.7%6.8%-2.1%1.2M-29.9M-233.7K0.7938.69N/AN/A3,6122,86863,51646,376
2018-04-10$17.80$17.5049.3%10.9%43.8%100.0%39.6%6.7%-2.8%1.5M-39.8M-237.4K0.9329.41N/AN/A2,8322,62464,44846,536
2018-04-11$17.81$17.5039.8%11.4%43.6%72.5%41.4%5.6%-3.6%1.5M-40.4M-241.0K0.4057.27N/AN/A11,3924,60065,06446,532
2018-04-12$18.15$17.5036.8%10.6%44.1%64.1%37.6%5.5%-3.3%2.1M-58.6M-237.6K0.7823.59N/AN/A2,9402,30472,74047,180
2018-04-13$17.75$17.5038.0%10.9%44.4%67.5%44.0%5.6%-2.9%2.1M-48.3M-239.7K1.2728.49N/AN/A2,6883,41673,46847,484
2018-04-16$18.11$17.5036.3%10.4%44.9%62.6%37.1%5.1%-2.2%2.4M-58.4M-225.9K1.1329.55N/AN/A4,5605,13273,92049,376
2018-04-17$18.62$17.5034.4%9.9%45.6%57.2%34.7%5.1%-3.6%2.6M-72.0M-223.7K0.4151.30N/AN/A18,5367,66875,25250,444
2018-04-18$17.96$17.5027.9%8.0%47.3%38.2%24.8%6.6%2.5%3.8M-57.0M-228.8K0.3532.64N/AN/A21,0447,28886,48853,936
2018-04-19$18.20$17.5026.3%7.5%47.5%33.6%28.0%4.5%0.8%2.9M-54.3M-241.8K0.6442.27N/AN/A5,7163,64880,20056,264
2018-04-20$18.39$17.5026.9%7.7%42.3%35.5%27.4%3.3%0.0%2.3M-61.2M-227.6K0.5523.98N/AN/A5,1082,81280,34057,664
2018-04-23$18.41$17.5029.2%8.4%40.7%42.0%30.2%4.3%-1.2%2.3M-52.1M-230.1K0.6959.83N/AN/A5,5523,84066,62044,568
2018-04-24$18.07$18.7532.9%9.4%39.0%52.6%31.4%5.4%-1.5%2.2M-40.3M-239.9K1.3127.85N/AN/A2,8443,73667,82046,220
2018-04-25$17.94$18.7533.6%9.6%36.3%54.7%32.9%5.7%-3.1%1.8M-37.6M-235.3K1.2640.74N/AN/A2,5723,23267,65647,448
2018-04-26$18.43$18.7528.8%8.3%36.6%41.0%29.9%4.6%-0.7%2.1M-50.8M-229.7K0.8327.77N/AN/A2,5082,08067,74448,656
2018-04-27$18.48$18.7527.6%7.9%36.0%37.5%30.2%4.6%0.2%2.3M-49.2M-240.2K1.3020.11N/AN/A2,0442,66068,50048,708
2018-04-30$18.58$18.7528.4%8.1%32.4%39.8%29.0%4.4%-0.2%2.3M-53.2M-230.1K0.9220.23N/AN/A2,8642,64068,66448,936