IBKR Options History — February 2022

In February 2022, IBKR traded between $16.44 and $18.68. ATM implied volatility averaged 36.0%, placing in the 62.7% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 0.7% (HV 20d: 36.7%). Max pain ranged from $16.25 to $17.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 2.51.

Notable Days

2022-02-07: Highest Volume — 15,104 contracts
2022-02-28: Largest IV spike — 22.4% change
2022-02-28: Highest IV Rank — 100.0%
2022-02-28: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.75	$16.44	$18.68	$17.55	$16.46
Max Pain	$16.84	$16.25	$17.50	$17.50	$16.25
ATM IV	36.0%	31.1%	43.4%	36.2%	43.4%
Expected Move	10.2%	8.9%	12.5%	10.4%	12.5%
HV 20d	36.7%	33.8%	42.1%	36.2%	42.1%
HV 60d	31.0%	29.0%	33.6%	29.0%	33.6%
IV Rank	62.7%	37.5%	100.0%	63.5%	100.0%
IV Percentile	82.7%	65.1%	100.0%	82.9%	100.0%
Term Structure	-0.7%	-3.5%	1.5%	-2.8%	-2.5%
VWIV	38.2%	33.2%	49.4%	49.4%	43.8%
Skew 25d	7.6%	4.9%	10.5%	10.3%	8.6%
Skew 10d	15.7%	11.1%	26.1%	26.1%	15.5%
Call IV 25d	33.7%	29.8%	40.3%	33.9%	40.3%
Put IV 25d	41.2%	35.8%	48.9%	44.2%	48.9%
Bid-Ask Spread %	58.86	37.43	69.72	55.72	68.41
Gamma HHI	0.15	0.13	0.22	0.19	0.16
Net GEX	315.6K	-294.8K	716.0K	-245.8K	90.9K
Net DEX	-15.8M	-26.9M	-4.0M	-10.5M	-4.7M
Net VEX	-175.9K	-202.9K	-149.2K	-193.4K	-150.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.51	0.33	11.22	4.70	0.51
Total Volume	6,649.895	2,632	15,104	9,788	2,892
Total OI	110,105.263	57,388	131,544	115,552	60,036

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$17.55	$17.50	36.2%	10.4%	36.2%	63.5%	49.4%	10.3%	-2.8%	-245.8K	-10.5M	-193.4K	4.70	55.72	N/A	N/A	1,716	8,072	35,576	79,976
2022-02-02	$17.76	$17.50	35.2%	10.1%	35.3%	58.5%	42.7%	10.5%	-1.6%	-74.5K	-14.1M	-193.5K	1.19	56.48	N/A	N/A	5,804	6,928	35,664	92,960
2022-02-03	$17.55	$16.25	38.9%	10.2%	33.8%	77.6%	36.9%	7.1%	-0.8%	-294.8K	-10.6M	-202.9K	1.07	59.31	N/A	N/A	4,200	4,488	37,148	94,188
2022-02-04	$18.27	$16.25	32.5%	9.2%	37.1%	44.3%	36.5%	8.3%	1.1%	219.9K	-19.8M	-196.1K	2.51	48.42	N/A	N/A	1,780	4,468	37,120	94,164
2022-02-07	$18.23	$16.25	33.8%	9.3%	37.1%	51.0%	35.3%	7.1%	1.2%	482.7K	-20.7M	-188.3K	11.22	61.26	N/A	N/A	1,236	13,868	37,184	94,360
2022-02-08	$18.35	$16.25	33.4%	9.1%	36.8%	49.2%	34.5%	7.2%	1.4%	604.4K	-22.9M	-184.0K	3.08	59.36	N/A	N/A	1,292	3,976	37,172	90,144
2022-02-09	$18.56	$16.25	31.1%	8.9%	36.5%	37.5%	33.2%	6.6%	1.5%	706.3K	-24.7M	-181.4K	2.44	37.43	N/A	N/A	1,496	3,652	37,260	89,944
2022-02-10	$18.52	$16.25	33.2%	9.5%	36.3%	47.9%	37.5%	7.8%	-0.2%	675.1K	-24.9M	-182.8K	3.98	46.78	N/A	N/A	1,864	7,424	37,284	90,212
2022-02-11	$18.23	$17.50	36.2%	10.4%	36.1%	63.4%	38.6%	7.2%	-1.6%	438.4K	-20.5M	-190.0K	2.45	57.47	N/A	N/A	1,672	4,100	37,388	92,096
2022-02-14	$18.04	$17.50	39.5%	11.3%	35.7%	80.9%	38.2%	8.0%	-3.5%	377.4K	-18.2M	-179.6K	2.38	52.20	N/A	N/A	1,620	3,860	37,400	92,484
2022-02-15	$18.42	$17.50	33.0%	9.4%	33.9%	46.8%	34.8%	6.7%	0.7%	592.3K	-22.9M	-179.5K	1.43	64.47	N/A	N/A	2,412	3,448	37,436	92,492
2022-02-16	$18.68	$17.50	32.6%	9.4%	34.2%	45.1%	33.5%	4.9%	0.3%	716.0K	-26.9M	-172.6K	2.26	61.31	N/A	N/A	1,584	3,572	37,492	92,604
2022-02-17	$17.79	$17.50	36.0%	10.3%	38.6%	62.4%	39.1%	6.9%	-1.2%	427.7K	-15.8M	-170.4K	2.80	69.72	N/A	N/A	1,528	4,280	37,592	92,492
2022-02-18	$17.58	$17.50	34.9%	10.0%	36.1%	57.2%	35.5%	7.0%	-0.4%	664.9K	-14.2M	-166.1K	2.10	64.29	N/A	N/A	2,296	4,824	37,592	92,696
2022-02-22	$17.09	$17.50	37.0%	10.6%	36.1%	67.9%	38.0%	6.7%	-0.6%	217.6K	-9.5M	-159.1K	1.36	59.71	N/A	N/A	1,960	2,656	33,968	23,632
2022-02-23	$16.44	$16.25	40.5%	11.6%	38.0%	85.8%	40.4%	7.4%	-1.8%	69.0K	-4.0M	-149.8K	1.05	62.20	N/A	N/A	2,360	2,468	34,140	23,248
2022-02-24	$16.63	$16.25	41.7%	12.0%	38.3%	92.0%	40.4%	8.1%	-2.8%	81.0K	-5.3M	-149.2K	0.82	67.39	N/A	N/A	1,448	1,184	34,296	24,072
2022-02-25	$17.13	$16.25	35.5%	10.2%	39.3%	60.0%	38.4%	6.9%	0.1%	248.8K	-9.9M	-152.5K	0.33	66.36	N/A	N/A	2,956	964	34,436	24,052
2022-02-28	$16.46	$16.25	43.4%	12.5%	42.1%	100.0%	43.8%	8.6%	-2.5%	90.9K	-4.7M	-150.7K	0.51	68.41	N/A	N/A	1,920	972	35,836	24,200