IBKR Options History — May 2019

In May 2019, IBKR traded between $12.79 and $14.54. ATM implied volatility averaged 30.2%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 9.1% (HV 20d: 21.2%). Max pain ranged from $13.75 to $13.75. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.77.

Notable Days

  • 2019-05-31: Highest Volume — 3,792 contracts
  • 2019-05-13: Largest IV spike — 29.8% change
  • 2019-05-13: Highest IV Rank — 57.6%
  • 2019-05-29: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.69$12.79$14.54$13.81$12.79
Max Pain$13.75$13.75$13.75$13.75$13.75
ATM IV30.2%25.9%39.7%26.4%31.9%
Expected Move8.3%7.2%9.4%7.6%9.1%
HV 20d21.2%14.7%23.9%16.7%23.1%
HV 60d22.8%21.9%23.3%22.2%22.7%
IV Rank20.8%4.0%57.6%6.1%27.2%
IV Percentile42.5%3.6%90.9%10.3%56.7%
Term Structure0.6%-1.2%1.9%0.0%0.4%
VWIV28.8%25.8%31.8%26.4%30.7%
Skew 25d3.8%2.4%4.9%4.6%4.3%
Skew 10d8.7%6.1%17.9%7.9%14.5%
Call IV 25d27.7%24.5%30.8%25.4%30.8%
Put IV 25d31.5%28.6%35.1%30.0%35.1%
Bid-Ask Spread %30.4921.5641.6233.8824.65
Gamma HHI0.220.200.410.200.22
Net GEX254.5K-135.5K964.4K251.7K-135.5K
Net DEX-4.7M-16.3M6.8M-6.3M6.8M
Net VEX-162.5K-174.1K-140.9K-174.1K-140.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.181.941.200.30
Total Volume1,464.1825403,7927563,792
Total OI72,52470,06874,10873,02070,128

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$13.81$13.7526.4%7.6%16.7%6.1%26.4%4.6%0.0%251.7K-6.3M-174.1K1.2033.88N/AN/A34441231,44041,580
2019-05-02$13.90$13.7526.4%7.6%14.7%5.8%26.3%4.9%-0.6%303.7K-7.7M-172.3K0.5837.50N/AN/A65238031,61641,596
2019-05-03$14.10$13.7527.3%7.8%14.9%9.4%27.5%4.3%-1.2%348.2K-10.2M-173.1K0.4627.03N/AN/A74434432,00041,640
2019-05-06$14.54$13.7525.9%7.2%18.0%4.0%25.8%4.0%1.8%454.8K-16.3M-167.5K0.2130.00N/AN/A2,33248432,01241,672
2019-05-07$14.23$13.7533.4%8.5%20.0%33.0%30.9%4.8%-1.1%363.8K-12.1M-173.3K1.9435.02N/AN/A9201,78432,08841,604
2019-05-08$14.08$13.7532.6%8.2%20.2%30.1%27.2%4.0%0.7%365.2K-10.6M-172.0K0.6938.17N/AN/A92863632,17641,572
2019-05-09$14.11$13.7534.0%8.4%20.0%35.2%29.2%4.0%0.9%368.9K-10.4M-172.2K0.9529.15N/AN/A80476032,26041,580
2019-05-10$13.99$13.7530.6%8.3%20.3%22.2%29.0%3.6%0.4%357.2K-9.2M-171.8K1.0241.01N/AN/A35236032,27241,836
2019-05-13$13.65$13.7539.7%9.0%20.9%57.6%31.8%4.3%-0.6%247.2K-4.3M-168.7K0.1841.62N/AN/A1,08420032,27241,836
2019-05-14$13.79$13.7536.4%8.7%21.2%44.5%29.8%3.5%0.1%314.7K-6.3M-167.7K1.2036.17N/AN/A9881,18831,94441,996
2019-05-15$13.63$13.7529.1%8.4%21.2%16.6%29.5%3.9%0.8%287.6K-3.8M-164.9K0.2326.24N/AN/A61614431,93242,000
2019-05-16$13.94$13.7528.0%8.0%22.6%12.1%28.2%4.3%1.3%383.1K-8.1M-165.3K0.3733.94N/AN/A72026831,96442,140
2019-05-17$13.77$13.7527.5%7.9%23.0%10.3%27.7%3.5%1.9%964.4K-6.0M-164.0K0.2430.75N/AN/A1,09626831,74042,004
2019-05-20$13.53$13.7528.5%8.2%23.9%14.1%28.6%2.7%1.3%142.0K-1.9M-158.0K0.8824.88N/AN/A28825230,11640,788
2019-05-21$13.50$13.7527.9%8.0%23.8%11.6%28.3%2.7%1.4%135.5K-1.6M-157.8K1.1721.56N/AN/A63274030,30840,968
2019-05-22$13.56$13.7527.8%8.0%23.7%11.3%27.3%3.5%1.6%171.8K-2.5M-158.7K0.3726.68N/AN/A49218430,43640,888
2019-05-23$13.47$13.7528.8%8.3%23.7%15.5%28.7%3.5%0.9%130.6K-1.4M-156.0K1.6130.26N/AN/A58894830,38040,912
2019-05-24$13.42$13.7528.4%8.1%23.5%13.6%28.4%2.4%1.1%128.5K-809.7K-155.5K1.4324.26N/AN/A9441,35230,42040,888
2019-05-28$13.23$13.7529.3%8.4%23.7%17.0%30.1%3.3%1.3%61.2K1.4M-149.0K0.3123.40N/AN/A76824029,78040,608
2019-05-29$13.13$13.7532.8%9.4%23.8%30.8%31.2%3.1%-0.2%-10.5K3.2M-146.9K0.5528.80N/AN/A70438429,40040,668
2019-05-30$13.05$13.7532.6%9.3%22.6%29.9%31.6%4.3%-0.0%-35.1K3.6M-144.4K1.0325.74N/AN/A54055629,27640,792
2019-05-31$12.79$13.7531.9%9.1%23.1%27.2%30.7%4.3%0.4%-135.5K6.8M-140.9K0.3024.65N/AN/A2,92087229,30840,820