IBKR Options History — June 2019

In June 2019, IBKR traded between $12.59 and $13.82. ATM implied volatility averaged 29.6%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 5.4% (HV 20d: 24.2%). Max pain ranged from $12.50 to $13.75. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.87.

Notable Days

  • 2019-06-21: Highest Volume — 3,208 contracts
  • 2019-06-27: Largest IV drop — 11.5% change
  • 2019-06-03: Highest IV Rank — 30.5%
  • 2019-06-03: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.43$12.59$13.82$12.59$13.73
Max Pain$13.13$12.50$13.75$13.75$13.75
ATM IV29.6%27.7%32.7%32.7%29.0%
Expected Move8.5%7.9%9.4%9.4%8.3%
HV 20d24.2%22.4%27.0%22.4%27.0%
HV 60d22.7%21.6%23.8%22.9%22.5%
IV Rank18.3%10.8%30.5%30.5%15.8%
IV Percentile37.5%20.2%65.1%65.1%32.9%
Term Structure-0.5%-1.7%1.0%-1.2%-0.8%
VWIV30.1%26.6%32.8%32.8%29.2%
Skew 25d4.2%3.0%6.2%4.1%5.4%
Skew 10d12.0%6.6%19.0%7.1%9.8%
Call IV 25d28.6%26.1%32.3%32.3%27.7%
Put IV 25d32.7%31.6%36.4%36.4%33.1%
Bid-Ask Spread %30.9311.6643.5527.0519.48
Gamma HHI0.230.160.390.260.18
Net GEX144.6K-266.5K619.5K-266.5K157.5K
Net DEX-514.9K-6.0M9.4M9.4M-3.2M
Net VEX-137.9K-144.9K-129.2K-133.8K-134.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.112.431.770.69
Total Volume1,201.85203,208864800
Total OI65,881.449,23673,29269,54050,048

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$12.59$13.7532.7%9.4%22.4%30.5%32.8%4.1%-1.2%-266.5K9.4M-133.8K1.7727.05N/AN/A31255228,31641,224
2019-06-04$13.03$13.7532.6%9.3%23.2%29.9%31.9%3.0%-0.2%-126.4K4.9M-139.3K0.5329.95N/AN/A61632828,27241,344
2019-06-05$13.19$13.7529.5%8.5%23.2%17.9%31.3%3.1%-0.1%-72.7K3.4M-142.9K0.6122.60N/AN/A69642428,60041,464
2019-06-06$13.40$12.5028.4%8.2%24.1%13.8%29.9%4.3%-0.2%35.2K872.8K-144.7K0.3242.84N/AN/A1,10434828,73641,488
2019-06-07$13.55$12.5028.4%8.3%24.6%13.6%29.1%3.8%-0.2%115.7K-1.6M-144.9K0.1142.91N/AN/A1,53216829,13241,568
2019-06-10$13.66$12.5029.7%8.4%24.7%18.6%29.8%3.4%-0.6%180.1K-3.0M-143.2K0.5228.47N/AN/A55228829,42041,524
2019-06-11$13.61$12.5030.1%8.3%23.1%20.3%31.2%3.7%-0.4%181.5K-2.6M-142.6K0.2232.83N/AN/A62814029,77241,492
2019-06-12$13.29$12.5029.6%8.5%24.2%18.0%31.5%3.1%-1.0%46.5K1.4M-140.5K2.4343.55N/AN/A5081,23230,00841,540
2019-06-13$13.60$12.5029.2%8.4%25.4%16.5%29.7%4.6%-0.4%223.0K-2.2M-142.0K2.3024.72N/AN/A5081,16830,02041,440
2019-06-14$13.75$12.5029.4%8.4%24.4%17.3%26.6%5.0%-1.0%298.3K-4.7M-143.0K0.7736.47N/AN/A52040030,09241,440
2019-06-17$13.76$12.5029.7%8.5%24.0%18.6%28.9%4.2%-1.0%343.4K-4.9M-138.1K0.2939.56N/AN/A76022030,15241,452
2019-06-18$13.82$12.5029.3%8.4%23.1%16.9%30.5%4.5%-0.7%402.9K-6.0M-139.2K1.4439.77N/AN/A43262030,63241,480
2019-06-19$13.67$12.5028.8%8.3%23.4%15.0%30.2%4.1%-0.3%461.6K-3.2M-136.7K1.8441.38N/AN/A46485230,74841,640
2019-06-20$13.69$13.7527.7%7.9%23.4%10.8%28.3%3.9%1.0%619.5K-3.0M-136.7K0.6941.07N/AN/A92464030,78841,668
2019-06-21$13.49$13.7529.0%8.3%23.9%15.8%29.3%3.5%-0.5%91.6K1.4M-134.2K0.4828.89N/AN/A2,1681,04031,84441,448
2019-06-24$13.15$13.7529.0%8.3%25.5%15.6%29.9%4.3%-0.3%38.5K768.9K-131.4K0.5921.09N/AN/A60835622,84026,396
2019-06-25$13.21$13.7529.3%8.4%25.1%17.0%31.9%3.7%0.1%50.3K534.0K-131.0K0.7729.93N/AN/A58444823,12426,688
2019-06-26$13.12$13.7532.6%9.3%25.1%29.7%29.9%5.3%-1.7%43.0K1.1M-129.2K0.6311.66N/AN/A32020023,10426,732
2019-06-27$13.23$13.7528.8%8.3%25.2%15.2%29.5%6.2%-0.9%69.5K296.2K-129.4K0.4114.34N/AN/A40816823,18826,764
2019-06-28$13.73$13.7529.0%8.3%27.0%15.8%29.2%5.4%-0.8%157.5K-3.2M-134.5K0.6919.48N/AN/A47232823,23226,816