IBKR Options History — April 2021

In April 2021, IBKR traded between $17.77 and $19.35. ATM implied volatility averaged 29.5%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 5.3% (HV 20d: 24.2%). Max pain ranged from $18.75 to $18.75. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.35.

Notable Days

  • 2021-04-20: Highest Volume — 17,840 contracts
  • 2021-04-06: Largest IV drop — 15.0% change
  • 2021-04-20: Highest IV Rank — 15.4%
  • 2021-04-20: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.49$17.77$19.35$18.36$17.86
Max Pain$18.75$18.75$18.75$18.75$18.75
ATM IV29.5%26.9%33.2%31.2%28.3%
Expected Move8.5%7.8%9.2%9.0%8.1%
HV 20d24.2%19.4%31.0%24.1%31.0%
HV 60d31.7%28.0%34.7%34.7%28.5%
IV Rank6.5%0.0%15.4%6.1%4.3%
IV Percentile7.2%0.0%27.8%13.5%2.0%
Term Structure-0.4%-3.0%1.2%0.1%0.5%
VWIV30.1%27.1%32.9%31.6%27.1%
Skew 25d1.8%-1.8%3.4%-1.8%3.1%
Skew 10d4.8%3.0%8.2%3.0%3.6%
Call IV 25d29.4%26.8%32.8%31.4%26.8%
Put IV 25d31.1%28.5%33.4%29.5%29.9%
Bid-Ask Spread %66.1641.9779.7679.7675.98
Gamma HHI0.200.160.250.180.25
Net GEX-443.2K-788.5K-94.4K-418.2K-772.6K
Net DEX-2.2M-12.0M6.7M313.2K5.1M
Net VEX-315.3K-337.2K-284.8K-326.9K-334.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.177.553.520.22
Total Volume3,505.52468417,8406,3282,144
Total OI146,740.19135,364158,184135,364158,184

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$18.36$18.7531.2%9.0%24.1%6.1%31.6%-1.8%0.1%-418.2K313.2K-326.9K3.5279.76N/AN/A1,4004,92840,17295,192
2021-04-05$18.70$18.7533.2%8.9%25.0%10.8%32.8%1.9%-2.8%-305.4K-3.3M-317.8K3.1464.41N/AN/A3881,22041,26099,536
2021-04-06$18.68$18.7528.2%8.7%23.9%0.0%31.1%2.0%-0.1%-361.9K-2.5M-319.3K0.8667.88N/AN/A50042841,120100,412
2021-04-07$18.55$18.7528.9%9.2%19.4%2.0%32.7%3.4%-3.0%-442.6K-1.7M-310.5K1.7571.45N/AN/A48885641,328100,580
2021-04-08$18.32$18.7530.4%8.7%19.5%6.2%31.3%2.1%-0.7%-556.5K1.2M-309.0K7.5560.85N/AN/A8060441,668100,728
2021-04-09$18.61$18.7526.9%8.6%20.4%0.0%30.5%1.7%-1.3%-376.5K-3.0M-301.0K0.9670.20N/AN/A1,1321,08841,704101,108
2021-04-12$18.54$18.7530.4%8.6%20.4%10.5%32.9%-0.7%0.0%-455.9K-1.1M-312.7K1.9075.30N/AN/A28854841,996101,552
2021-04-13$18.41$18.7530.4%8.5%20.5%10.6%31.2%2.3%-0.4%-556.9K414.6K-306.4K0.9961.15N/AN/A2,9482,90841,940101,916
2021-04-14$18.83$18.7530.0%8.6%20.8%9.5%30.1%1.4%-0.4%-231.9K-4.0M-310.2K0.2167.91N/AN/A2,27248442,196102,516
2021-04-15$19.19$18.7530.2%8.7%21.4%10.0%30.3%1.6%-0.5%-94.4K-12.0M-295.0K0.4967.63N/AN/A3,0361,48043,296102,732
2021-04-16$19.18$18.7529.8%8.5%21.4%8.8%29.4%2.3%-0.6%-275.4K-11.4M-300.8K0.5464.31N/AN/A1,50080843,880103,360
2021-04-19$19.35$18.7530.1%8.6%21.1%9.6%30.0%2.0%-1.0%-251.4K-10.6M-290.2K1.0262.33N/AN/A1,1721,19237,344101,272
2021-04-20$18.64$18.7532.0%9.2%24.6%15.4%32.2%0.6%-1.8%-578.2K-3.2M-284.8K0.1753.39N/AN/A15,1962,64438,072101,892
2021-04-21$18.40$18.7527.5%7.9%23.0%1.7%28.3%1.9%0.4%-305.6K-4.7M-324.5K0.4174.78N/AN/A3,7921,54847,904103,044
2021-04-22$17.77$18.7528.9%8.3%25.6%6.1%29.0%1.8%0.7%-788.5K6.7M-332.0K0.8463.17N/AN/A1,7481,46047,140103,592
2021-04-23$18.43$18.7527.8%8.0%28.8%2.5%27.8%1.8%0.7%-347.9K-5.2M-324.4K0.2471.47N/AN/A2,86470047,704104,236
2021-04-26$18.09$18.7529.5%8.5%29.2%8.0%28.3%2.8%-0.1%-581.1K1.6M-330.1K0.4841.97N/AN/A1,20458048,544104,484
2021-04-27$18.07$18.7529.4%8.4%29.1%7.6%28.6%2.5%-0.1%-589.8K1.2M-323.3K0.8850.87N/AN/A1,8801,65248,800104,844
2021-04-28$17.96$18.7528.6%8.2%29.2%5.1%28.3%2.6%-0.3%-687.3K3.8M-337.2K0.9369.24N/AN/A1,6441,53650,344106,044
2021-04-29$18.32$18.7527.2%7.8%29.6%0.9%28.4%1.7%1.2%-329.1K-4.1M-330.2K1.3575.24N/AN/A54473251,672106,236
2021-04-30$17.86$18.7528.3%8.1%31.0%4.3%27.1%3.1%0.5%-772.6K5.1M-334.2K0.2275.98N/AN/A1,76438051,768106,416