IBKR Options History — February 2019

In February 2019, IBKR traded between $12.39 and $14.27. ATM implied volatility averaged 28.3%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 0.2% (HV 20d: 28.1%). Max pain ranged from $13.75 to $15.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.26.

Notable Days

  • 2019-02-05: Highest Volume — 3,396 contracts
  • 2019-02-13: Largest IV drop — 9.6% change
  • 2019-02-05: Highest IV Rank — 32.3%
  • 2019-02-07: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.28$12.39$14.27$12.39$13.85
Max Pain$14.34$13.75$15.00$15.00$13.75
ATM IV28.3%25.6%32.0%30.5%28.2%
Expected Move8.0%7.3%8.7%8.4%8.1%
HV 20d28.1%20.9%34.0%34.0%21.8%
HV 60d35.9%33.9%37.0%37.0%33.9%
IV Rank19.1%9.1%32.3%27.1%18.6%
IV Percentile25.4%2.4%52.4%44.8%25.4%
Term Structure1.0%-0.4%2.5%0.5%0.7%
VWIV28.6%25.6%31.9%30.1%28.3%
Skew 25d4.1%2.5%5.4%4.1%5.3%
Skew 10d9.2%5.4%14.0%10.5%9.3%
Call IV 25d27.2%24.4%29.6%29.4%27.0%
Put IV 25d31.3%27.3%34.1%33.5%32.3%
Bid-Ask Spread %20.9012.5429.8522.2916.22
Gamma HHI0.220.170.320.180.23
Net GEX185.9K-20.2K352.9K124.4K274.0K
Net DEX1.2M-7.8M10.4M10.4M-2.8M
Net VEX-141.4K-144.3K-137.1K-143.4K-140.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.314.701.461.01
Total Volume1,938.3165403,3963,0921,920
Total OI96,325.68483,492106,552101,91687,228

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$12.39$15.0030.5%8.4%34.0%27.1%30.1%4.1%0.5%124.4K10.4M-143.4K1.4622.29N/AN/A1,2561,83651,91650,000
2019-02-04$12.49$15.0031.7%8.4%32.4%31.5%31.9%3.2%0.9%178.2K8.9M-144.3K2.5515.85N/AN/A15238852,22450,276
2019-02-05$12.73$15.0032.0%8.2%32.1%32.3%28.8%4.6%1.1%247.9K6.0M-141.3K4.7022.92N/AN/A5962,80052,31650,336
2019-02-06$12.71$15.0029.7%8.5%32.1%24.2%29.5%5.0%0.2%150.3K6.9M-143.2K0.6829.85N/AN/A53636452,59251,468
2019-02-07$12.57$15.0030.2%8.7%30.7%25.7%30.8%4.5%-0.0%95.6K9.2M-139.5K0.8827.06N/AN/A54848052,73251,492
2019-02-08$12.63$15.0030.0%8.6%30.5%24.9%30.2%4.4%-0.4%169.4K6.9M-143.1K0.4123.86N/AN/A58023653,20451,348
2019-02-11$12.80$15.0030.1%8.6%30.9%25.5%28.6%5.4%-0.0%182.1K5.1M-137.8K0.3125.54N/AN/A97630453,40051,296
2019-02-12$12.84$15.0029.2%8.4%30.6%22.3%30.6%4.9%0.7%182.8K3.9M-137.1K0.7225.90N/AN/A43631654,07651,320
2019-02-13$13.23$15.0026.4%7.6%32.1%12.1%27.9%3.4%1.8%38.2K-2.5M-141.5K0.5727.73N/AN/A1,62892454,12051,464
2019-02-14$13.29$13.7526.5%7.6%31.9%12.4%30.7%4.0%1.7%243.6K-3.0M-144.3K1.2022.84N/AN/A71686054,91651,636
2019-02-15$13.37$13.7526.1%7.5%30.7%10.8%27.1%2.5%2.1%-20.2K-3.5M-141.7K0.6814.95N/AN/A1,5801,07254,83651,596
2019-02-19$13.68$13.7525.9%7.4%31.3%10.3%26.9%3.5%1.8%74.2K146.1K-140.1K0.4615.59N/AN/A95644043,73239,760
2019-02-20$13.65$13.7526.4%7.6%25.2%12.1%26.5%4.0%1.6%103.4K555.8K-140.1K3.2928.07N/AN/A5881,93644,18439,620
2019-02-21$13.84$13.7526.7%7.6%22.5%12.9%26.7%3.9%1.5%185.0K-1.9M-140.9K1.5725.14N/AN/A8081,27244,38039,800
2019-02-22$14.03$13.7525.6%7.3%21.3%9.1%25.6%4.0%2.5%286.4K-4.1M-141.8K1.3212.97N/AN/A54872445,02039,732
2019-02-25$14.27$13.7526.9%7.7%20.9%13.7%26.2%2.9%1.3%352.9K-7.8M-137.6K0.3314.28N/AN/A2,22874045,07639,696
2019-02-26$14.04$13.7527.9%8.0%21.6%17.6%28.4%4.3%0.6%348.8K-5.3M-143.8K1.0212.54N/AN/A1,4481,48046,69239,916
2019-02-27$13.96$13.7528.4%8.2%21.6%19.4%28.1%4.7%0.6%314.4K-3.8M-143.6K0.6913.50N/AN/A1,8641,29246,69640,092
2019-02-28$13.85$13.7528.2%8.1%21.8%18.6%28.3%5.3%0.7%274.0K-2.8M-140.6K1.0116.22N/AN/A95696446,71640,512