IBKR Options History — October 2018

In October 2018, IBKR traded between $11.69 and $14.02. ATM implied volatility averaged 36.8%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 0.4% (HV 20d: 36.3%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 0 of 13 trading days. Term structure was in contango for 0 of 13 days. Put/call ratio averaged 1.76.

Notable Days

2018-10-04: Highest Volume — 8,900 contracts
2018-10-26: Largest IV spike — 11.9% change
2018-10-29: Highest IV Rank — 78.9%
2018-10-29: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.87	$11.69	$14.02	$13.77	$12.49
Max Pain	$13.75	$12.50	$15.00	$15.00	$12.50
ATM IV	36.8%	33.8%	42.8%	33.8%	38.0%
Expected Move	10.3%	8.4%	12.3%	9.7%	10.9%
HV 20d	36.3%	24.9%	46.7%	28.4%	46.7%
HV 60d	28.9%	24.4%	33.2%	24.8%	33.2%
IV Rank	59.3%	49.5%	78.9%	49.5%	63.3%
IV Percentile	90.9%	87.3%	98.4%	87.3%	90.9%
Term Structure	-3.1%	-5.1%	-1.5%	-4.0%	-2.7%
VWIV	37.2%	31.1%	45.7%	34.6%	38.1%
Skew 25d	2.7%	0.5%	4.8%	0.5%	4.8%
Skew 10d	5.4%	-0.8%	10.4%	-0.8%	6.3%
Call IV 25d	36.4%	29.3%	42.0%	35.4%	38.3%
Put IV 25d	39.0%	31.1%	45.8%	35.9%	43.1%
Bid-Ask Spread %	20.83	11.87	44.73	11.87	19.71
Gamma HHI	0.23	0.18	0.29	0.18	0.23
Net GEX	-215.0K	-276.8K	-151.1K	-187.6K	-190.1K
Net DEX	18.7M	13.3M	24.5M	15.5M	17.8M
Net VEX	-122.7K	-153.2K	-95.0K	-141.8K	-118.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.76	0.58	3.45	3.45	0.90
Total Volume	6,473.846	3,656	8,900	8,740	5,364
Total OI	94,494.462	88,820	96,928	88,820	96,928

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
2018-10-01	$13.77	$15.00	33.8%	9.7%	28.4%	49.5%	34.6%	0.5%	-4.0%	-187.6K	15.5M	-141.8K	3.45	11.87	N/A	N/A	1,964	6,776	55,852	32,968
2018-10-02	$13.87	$15.00	34.0%	9.7%	27.8%	50.1%	33.7%	1.6%	-4.0%	-199.9K	14.8M	-147.9K	3.19	16.65	N/A	N/A	2,032	6,480	56,056	38,608
2018-10-03	$14.02	$15.00	34.7%	9.9%	27.9%	52.5%	33.9%	3.1%	-5.1%	-181.4K	13.4M	-150.7K	2.72	15.64	N/A	N/A	2,356	6,416	56,308	38,868
2018-10-04	$13.99	$13.75	35.6%	8.5%	26.0%	55.5%	31.2%	1.8%	-1.6%	-151.1K	13.3M	-153.2K	3.25	18.90	N/A	N/A	2,096	6,804	57,048	38,776
2018-10-05	$13.95	$13.75	34.3%	8.4%	24.9%	51.4%	31.1%	1.8%	-1.5%	-216.3K	16.0M	-140.3K	3.45	44.73	N/A	N/A	1,972	6,796	57,336	38,964
2018-10-22	$12.59	$13.75	35.0%	10.0%	41.1%	53.6%	35.1%	3.0%	-2.8%	-195.6K	18.9M	-117.1K	1.24	17.43	N/A	N/A	2,612	3,228	54,392	37,524
2018-10-23	$12.50	$13.75	35.9%	10.3%	41.1%	56.5%	36.8%	3.3%	-2.2%	-245.6K	20.1M	-108.5K	0.58	17.95	N/A	N/A	3,176	1,844	55,164	38,332
2018-10-24	$12.14	$13.75	37.6%	10.8%	41.6%	61.9%	38.9%	3.6%	-3.2%	-237.1K	22.4M	-102.8K	0.73	16.77	N/A	N/A	2,112	1,544	55,060	38,624
2018-10-25	$12.40	$13.75	35.8%	10.2%	40.9%	56.0%	39.9%	2.5%	-1.5%	-200.7K	19.2M	-119.3K	0.77	15.09	N/A	N/A	2,420	1,860	55,140	38,496
2018-10-26	$11.95	$13.75	40.0%	11.5%	41.7%	69.8%	45.7%	2.4%	-3.5%	-251.3K	23.2M	-100.7K	1.08	24.98	N/A	N/A	2,564	2,768	55,500	39,268
2018-10-29	$11.69	$12.50	42.8%	12.3%	41.7%	78.9%	42.7%	3.7%	-3.9%	-276.8K	24.5M	-95.0K	0.84	31.44	N/A	N/A	2,496	2,100	55,904	40,528
2018-10-30	$11.94	$12.50	40.8%	11.7%	42.6%	72.4%	41.9%	2.6%	-3.9%	-261.0K	23.2M	-99.6K	0.73	19.55	N/A	N/A	3,680	2,700	56,176	40,608
2018-10-31	$12.49	$12.50	38.0%	10.9%	46.7%	63.3%	38.1%	4.8%	-2.7%	-190.1K	17.8M	-118.4K	0.90	19.71	N/A	N/A	2,820	2,544	56,948	39,980