IBKR Options History — May 2018

In May 2018, IBKR traded between $18.18 and $19.91. ATM implied volatility averaged 27.8%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 4.1% (HV 20d: 23.7%). Max pain ranged from $16.25 to $18.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.33.

Notable Days

2018-05-30: Highest Volume — 16,004 contracts
2018-05-29: Largest IV spike — 20.7% change
2018-05-07: Highest IV Rank — 50.8%
2018-05-29: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.25	$18.18	$19.91	$18.48	$18.18
Max Pain	$17.27	$16.25	$18.75	$18.75	$17.50
ATM IV	27.8%	24.9%	32.2%	28.7%	27.0%
Expected Move	7.9%	7.1%	8.6%	8.2%	7.7%
HV 20d	23.7%	15.9%	30.0%	30.0%	24.9%
HV 60d	34.2%	31.9%	37.6%	37.6%	32.8%
IV Rank	38.0%	29.5%	50.8%	40.6%	35.7%
IV Percentile	71.1%	52.4%	88.1%	80.2%	65.5%
Term Structure	1.2%	-0.3%	3.3%	0.1%	0.5%
VWIV	29.6%	26.9%	33.8%	29.4%	27.5%
Skew 25d	4.8%	2.7%	5.9%	5.2%	3.4%
Skew 10d	12.6%	7.2%	17.0%	14.0%	7.2%
Call IV 25d	27.0%	25.0%	29.9%	28.0%	27.3%
Put IV 25d	31.8%	29.2%	34.8%	33.2%	30.7%
Bid-Ask Spread %	32.21	15.45	69.15	49.24	24.83
Gamma HHI	0.48	0.37	0.60	0.58	0.48
Net GEX	2.4M	1.7M	2.9M	2.3M	1.7M
Net DEX	-68.6M	-92.6M	-18.5M	-49.8M	-18.5M
Net VEX	-200.9K	-232.8K	-160.1K	-231.7K	-160.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.40	3.40	0.79	0.63
Total Volume	7,698	4,244	16,004	4,692	7,680
Total OI	124,382.364	112,052	138,256	118,872	112,052

Daily Data (22 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
2018-05-01	$18.48	$18.75	28.7%	8.2%	30.0%	40.6%	29.4%	5.2%	0.1%	2.3M	-49.8M	-231.7K	0.79	49.24	N/A	N/A	2,620	2,072	69,268	49,604
2018-05-02	$18.48	$18.75	28.7%	8.2%	28.9%	40.6%	30.0%	4.7%	-0.3%	2.3M	-48.0M	-232.8K	1.38	47.84	N/A	N/A	1,780	2,464	69,228	49,960
2018-05-03	$18.33	$16.25	28.5%	8.3%	28.4%	40.2%	33.8%	5.7%	0.2%	2.1M	-45.4M	-228.2K	1.27	26.91	N/A	N/A	2,260	2,876	69,324	50,648
2018-05-04	$18.75	$16.25	28.6%	8.1%	27.6%	40.2%	32.8%	4.8%	0.5%	2.5M	-58.8M	-226.0K	1.25	26.75	N/A	N/A	2,452	3,072	69,540	51,612
2018-05-07	$19.18	$16.25	32.2%	8.4%	28.4%	50.8%	28.5%	5.9%	-0.1%	2.9M	-72.8M	-213.0K	0.58	25.83	N/A	N/A	5,312	3,080	70,140	51,996
2018-05-08	$19.44	$16.25	30.4%	8.0%	27.5%	45.6%	29.0%	5.4%	0.6%	2.8M	-82.9M	-202.9K	0.82	21.37	N/A	N/A	4,160	3,420	71,584	52,544
2018-05-09	$19.80	$16.25	27.7%	8.0%	27.9%	37.9%	30.7%	5.5%	0.7%	2.7M	-91.5M	-204.1K	1.27	61.62	N/A	N/A	4,688	5,956	72,240	53,856
2018-05-10	$19.91	$16.25	28.5%	8.2%	27.4%	40.2%	33.6%	5.3%	0.4%	2.5M	-92.6M	-205.0K	3.40	29.88	N/A	N/A	2,672	9,084	72,440	56,656
2018-05-11	$19.88	$17.50	28.2%	8.1%	25.7%	39.2%	30.9%	5.9%	0.5%	2.4M	-89.2M	-210.6K	1.98	66.76	N/A	N/A	3,540	6,996	72,668	58,200
2018-05-14	$19.63	$17.50	27.7%	7.9%	25.9%	37.7%	30.0%	5.8%	0.7%	2.5M	-82.2M	-204.8K	3.00	46.71	N/A	N/A	2,752	8,260	72,620	62,324
2018-05-15	$19.62	$17.50	27.6%	7.9%	24.4%	37.4%	29.3%	5.3%	1.2%	2.5M	-81.8M	-205.4K	2.04	69.15	N/A	N/A	1,900	3,880	72,388	63,868
2018-05-16	$19.53	$17.50	27.1%	7.8%	19.9%	36.1%	28.9%	4.8%	1.2%	2.6M	-81.0M	-201.0K	1.00	29.40	N/A	N/A	3,248	3,252	72,168	64,044
2018-05-17	$19.49	$17.50	26.9%	7.7%	19.7%	35.3%	28.4%	3.9%	1.8%	2.6M	-80.3M	-200.7K	0.76	22.96	N/A	N/A	4,368	3,340	73,564	64,168
2018-05-18	$19.50	$17.50	26.6%	7.6%	19.5%	34.4%	28.0%	4.1%	1.9%	2.3M	-83.5M	-192.8K	0.69	18.47	N/A	N/A	4,856	3,340	73,976	64,280
2018-05-21	$19.72	$17.50	27.0%	7.7%	19.8%	35.7%	28.3%	3.1%	1.1%	2.2M	-75.3M	-192.6K	0.85	15.45	N/A	N/A	3,236	2,752	65,388	50,300
2018-05-22	$19.71	$17.50	26.3%	7.5%	18.0%	33.6%	27.1%	2.7%	2.6%	2.4M	-78.6M	-183.0K	1.20	24.22	N/A	N/A	2,200	2,632	66,188	50,820
2018-05-23	$19.58	$17.50	26.2%	7.5%	17.9%	33.4%	30.2%	5.2%	2.3%	2.4M	-71.7M	-191.5K	1.69	16.13	N/A	N/A	2,100	3,540	66,664	51,204
2018-05-24	$19.59	$17.50	25.6%	7.3%	15.9%	31.7%	29.4%	4.6%	3.2%	2.5M	-73.4M	-191.2K	2.10	31.27	N/A	N/A	1,784	3,748	66,916	51,876
2018-05-25	$19.48	$17.50	24.9%	7.1%	16.2%	29.5%	28.1%	4.3%	3.3%	2.5M	-70.1M	-187.4K	1.31	17.25	N/A	N/A	1,904	2,496	67,132	52,820
2018-05-29	$18.59	$17.50	30.0%	8.6%	23.8%	44.4%	31.3%	4.9%	1.3%	2.7M	-43.5M	-184.2K	0.92	20.75	N/A	N/A	6,032	5,548	67,360	53,188
2018-05-30	$18.58	$17.50	27.1%	7.8%	23.7%	35.9%	26.9%	4.3%	2.2%	2.4M	-39.3M	-170.3K	0.40	15.72	N/A	N/A	11,424	4,580	63,984	55,612
2018-05-31	$18.18	$17.50	27.0%	7.7%	24.9%	35.7%	27.5%	3.4%	0.5%	1.7M	-18.5M	-160.1K	0.63	24.83	N/A	N/A	4,708	2,972	56,664	55,388