IBKR Options History — April 2019

In April 2019, IBKR traded between $13.22 and $13.78. ATM implied volatility averaged 29.2%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 5.8% (HV 20d: 23.4%). Max pain ranged from $12.50 to $13.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.26.

Notable Days

  • 2019-04-17: Highest Volume — 6,924 contracts
  • 2019-04-10: Largest IV drop — 17.1% change
  • 2019-04-09: Highest IV Rank — 43.5%
  • 2019-04-15: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.54$13.22$13.78$13.40$13.56
Max Pain$12.98$12.50$13.75$12.50$13.75
ATM IV29.2%26.4%36.1%29.7%27.0%
Expected Move8.1%7.6%8.8%8.0%7.7%
HV 20d23.4%15.9%28.3%27.1%15.9%
HV 60d25.2%21.9%28.0%28.0%21.9%
IV Rank16.7%5.9%43.5%18.8%8.2%
IV Percentile32.0%8.7%76.6%35.7%16.7%
Term Structure-0.8%-1.9%0.4%-1.8%-0.5%
VWIV28.8%26.2%32.6%28.3%27.1%
Skew 25d3.9%2.5%5.3%2.5%3.0%
Skew 10d9.0%3.7%14.8%7.8%4.0%
Call IV 25d28.0%25.3%30.7%30.7%27.4%
Put IV 25d31.9%29.2%34.4%33.2%30.5%
Bid-Ask Spread %33.3415.6649.8649.8628.52
Gamma HHI0.240.190.700.190.20
Net GEX299.9K-16.4K2.7M446194.1K
Net DEX-3.8M-9.3M-60.7K-1.2M-3.5M
Net VEX-170.5K-175.5K-162.5K-164.8K-171.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.175.650.641.33
Total Volume3,1684326,9241,972812
Total OI71,367.8166,25279,79266,25272,620

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$13.40$12.5029.7%8.0%27.1%18.8%28.3%2.5%-1.8%446-1.2M-164.8K0.6449.86N/AN/A1,20476827,06039,192
2019-04-02$13.54$12.5029.7%8.0%27.1%18.6%28.0%4.0%-1.9%73.9K-3.1M-167.2K0.5444.07N/AN/A97652827,67639,652
2019-04-03$13.27$12.5030.9%8.2%28.1%23.2%31.6%4.6%-0.8%-16.4K-60.7K-165.2K0.8745.79N/AN/A3,0442,66027,85639,880
2019-04-04$13.44$12.5030.9%8.1%28.3%23.2%29.5%4.3%-0.8%47.9K-1.9M-166.5K0.9543.86N/AN/A2,7842,65628,00039,836
2019-04-05$13.44$12.5029.8%8.1%26.5%19.1%28.7%4.0%-0.6%55.6K-2.2M-165.5K0.9327.04N/AN/A2,8002,60828,13239,996
2019-04-08$13.44$12.5032.5%8.1%24.9%29.4%27.8%4.8%-0.7%68.5K-2.0M-164.7K1.0427.90N/AN/A27628828,38839,992
2019-04-09$13.32$12.5036.1%8.7%24.9%43.5%30.1%4.3%-1.5%37.7K-1.2M-162.5K1.5830.39N/AN/A1,4602,30428,49639,864
2019-04-10$13.25$12.5029.9%8.6%24.9%19.6%32.6%3.7%-1.2%34.5K-176.5K-167.0K2.5539.02N/AN/A1,1322,89229,64841,632
2019-04-11$13.22$12.5030.1%8.6%24.8%20.4%32.5%4.2%-1.6%36.6K-563.9K-171.3K5.6537.61N/AN/A4842,73630,35642,112
2019-04-12$13.54$12.5029.7%8.5%26.4%18.7%31.5%3.8%-1.0%174.5K-4.3M-172.5K1.9842.87N/AN/A1,3922,76030,45242,160
2019-04-15$13.58$12.5030.5%8.8%25.9%22.0%31.5%3.3%-1.4%211.8K-4.9M-172.0K0.6423.50N/AN/A2,2001,41630,85242,160
2019-04-16$13.76$12.5030.4%8.7%25.9%21.6%30.7%5.3%-1.4%348.5K-7.4M-175.1K0.3017.56N/AN/A5,2481,57232,38443,268
2019-04-17$13.78$12.5027.5%7.9%24.6%10.2%28.1%3.6%0.1%1.2M-9.3M-175.5K0.3429.79N/AN/A5,1841,74035,70044,092
2019-04-18$13.77$13.7526.4%7.6%23.3%5.9%26.2%4.0%0.4%2.7M-8.5M-174.9K0.8328.36N/AN/A2,2641,88434,76444,068
2019-04-22$13.71$13.7527.4%7.8%19.2%9.7%27.4%4.0%-0.1%221.5K-5.9M-174.0K0.4915.66N/AN/A72035630,44839,472
2019-04-23$13.77$13.7526.7%7.7%18.4%7.3%26.8%4.4%-0.2%243.3K-6.3M-174.0K0.7538.87N/AN/A83662831,06039,664
2019-04-24$13.63$13.7526.9%7.7%18.9%7.9%26.9%3.1%-0.7%183.5K-4.1M-175.4K1.8029.18N/AN/A7161,28830,83640,384
2019-04-25$13.69$13.7526.7%7.6%18.9%7.0%26.4%4.1%0.1%194.8K-4.7M-174.2K2.2428.95N/AN/A5921,32430,97240,960
2019-04-26$13.55$13.7526.7%7.6%18.3%7.0%26.9%3.4%-0.2%147.1K-2.9M-174.7K0.8738.82N/AN/A83672831,08041,060
2019-04-29$13.66$13.7527.1%7.8%18.4%8.8%27.1%3.8%-0.6%212.5K-4.7M-172.8K0.1732.59N/AN/A3686431,39641,104
2019-04-30$13.56$13.7527.0%7.7%15.9%8.2%27.1%3.0%-0.5%194.1K-3.5M-171.6K1.3328.52N/AN/A34846431,44841,172