IBKR Options History — August 2021

In August 2021, IBKR traded between $15.16 and $16.32. ATM implied volatility averaged 27.7%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.5% (HV 20d: 22.2%). Max pain ranged from $16.25 to $17.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.44.

Notable Days

  • 2021-08-13: Highest Volume — 7,944 contracts
  • 2021-08-06: Largest IV drop — 11.5% change
  • 2021-08-04: Highest IV Rank — 14.0%
  • 2021-08-04: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.76$15.16$16.32$15.70$16.20
Max Pain$17.33$16.25$17.50$16.25$17.50
ATM IV27.7%25.4%30.2%27.8%26.8%
Expected Move7.9%7.3%8.7%8.0%7.7%
HV 20d22.2%19.1%26.1%24.5%19.1%
HV 60d21.8%20.9%22.5%22.1%21.7%
IV Rank6.5%0.0%14.0%6.9%4.1%
IV Percentile12.5%0.0%32.5%10.3%4.8%
Term Structure1.2%-1.1%2.6%-0.5%2.6%
VWIV27.9%25.6%32.6%29.0%30.9%
Skew 25d3.0%0.1%4.6%1.7%0.1%
Skew 10d5.8%0.1%9.6%4.9%0.1%
Call IV 25d26.8%23.9%29.5%28.3%29.5%
Put IV 25d29.7%28.0%31.9%30.0%29.6%
Bid-Ask Spread %54.5934.1175.6975.6970.07
Gamma HHI0.210.160.330.210.17
Net GEX-467.1K-1.2M300.6K-773.4K300.6K
Net DEX15.5M2.1M25.5M18.8M2.1M
Net VEX-246.3K-264.9K-232.0K-250.2K-264.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.0515.090.860.46
Total Volume2,306.5454807,944864480
Total OI121,967.091115,244132,984115,244125,252

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$15.70$16.2527.8%8.0%24.5%6.9%29.0%1.7%-0.5%-773.4K18.8M-250.2K0.8675.69N/AN/A46440050,61664,628
2021-08-03$15.34$16.2529.7%8.5%25.6%12.4%32.6%3.3%-0.7%-915.6K25.5M-239.0K0.9368.80N/AN/A96089650,85664,704
2021-08-04$15.53$16.2530.2%8.7%26.1%14.0%28.8%2.8%-1.1%-818.5K23.8M-243.9K0.8864.29N/AN/A1,2361,08850,99664,832
2021-08-05$15.62$17.5029.3%8.3%25.1%11.4%29.2%3.0%1.3%-786.4K20.9M-246.5K0.4069.63N/AN/A1,31652451,72865,196
2021-08-06$15.86$17.5026.0%7.7%22.8%1.4%27.9%2.4%1.6%-605.6K16.2M-245.6K0.9749.95N/AN/A89286852,10065,252
2021-08-09$15.96$17.5027.9%8.0%23.0%7.2%29.4%2.1%1.5%-573.3K13.6M-250.8K0.3235.52N/AN/A1,16837652,30865,288
2021-08-10$15.93$17.5027.7%7.9%22.8%6.6%27.9%2.9%1.5%-571.3K14.6M-245.9K1.0555.92N/AN/A51654053,17265,796
2021-08-11$15.95$17.5027.3%7.8%22.5%5.2%25.6%3.0%1.5%-509.1K13.6M-246.8K0.0554.87N/AN/A2,54013254,22865,752
2021-08-12$15.88$17.5026.5%7.6%22.5%3.0%27.7%2.9%2.2%-556.3K15.4M-237.9K0.2069.14N/AN/A1,41227654,49665,864
2021-08-13$15.81$17.5027.4%7.8%22.2%5.5%28.5%2.2%1.2%-509.6K16.1M-245.7K0.1669.04N/AN/A6,8521,09256,59265,880
2021-08-16$15.62$17.5028.5%8.2%21.7%9.0%27.1%2.2%1.2%-668.3K19.2M-232.0K1.2751.21N/AN/A1,1601,46857,35265,808
2021-08-17$15.38$17.5029.4%8.4%21.3%11.7%28.3%3.1%0.7%-839.9K22.8M-237.3K0.3234.11N/AN/A2,24872063,23666,264
2021-08-18$15.50$17.5028.8%8.3%21.5%9.9%26.6%3.0%1.0%-621.7K20.6M-241.8K0.4639.11N/AN/A2,06494064,19666,064
2021-08-19$15.16$17.5029.4%8.4%19.8%11.7%29.0%3.8%0.9%-1.2M25.2M-235.9K1.1440.63N/AN/A45251665,62465,936
2021-08-20$15.48$17.5028.1%8.1%21.1%7.8%26.6%3.5%1.1%-343.6K17.6M-246.8K1.8470.72N/AN/A7081,30067,19665,788
2021-08-23$15.56$17.5028.5%8.2%21.1%8.9%25.8%4.0%0.5%-293.8K16.1M-244.7K0.7151.32N/AN/A1,4841,05260,50859,452
2021-08-24$15.77$17.5025.5%7.3%21.4%0.0%25.7%3.0%1.5%-184.5K12.9M-248.4K1.0746.43N/AN/A36438860,62859,700
2021-08-25$16.00$17.5025.7%7.4%20.8%0.5%26.2%3.9%1.4%-47.9K9.5M-249.6K0.6234.19N/AN/A1,09268061,84059,924
2021-08-26$15.95$17.5026.0%7.5%20.6%1.5%27.5%3.8%1.8%-44.7K9.4M-249.0K2.3239.38N/AN/A5561,29262,04860,072
2021-08-27$16.32$17.5025.4%7.3%21.5%0.0%25.9%4.6%2.2%123.0K2.2M-257.5K0.5742.20N/AN/A2,5001,42062,69660,292
2021-08-30$16.15$17.5026.8%7.7%21.2%4.2%27.0%3.6%2.6%194.1K4.5M-257.7K15.0968.66N/AN/A2684,04463,11260,004
2021-08-31$16.20$17.5026.8%7.7%19.1%4.1%30.9%0.1%2.6%300.6K2.1M-264.9K0.4670.07N/AN/A32815265,04460,208