IBKR Options History — April 2022

In April 2022, IBKR traded between $14.97 and $16.78. ATM implied volatility averaged 37.4%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 4.0% (HV 20d: 33.4%). Max pain ranged from $16.25 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2022-04-21: Highest Volume — 13,420 contracts
  • 2022-04-11: Largest IV spike — 19.8% change
  • 2022-04-12: Highest IV Rank — 50.8%
  • 2022-04-26: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.02$14.97$16.78$16.57$14.97
Max Pain$16.88$16.25$17.50$17.50$16.25
ATM IV37.4%32.9%42.2%36.3%39.6%
Expected Move10.6%9.4%11.9%10.4%11.4%
HV 20d33.4%25.9%39.6%39.6%34.1%
HV 60d40.8%39.9%42.0%40.7%40.9%
IV Rank37.5%25.1%50.8%34.6%43.8%
IV Percentile84.2%66.7%95.2%84.9%89.7%
Term Structure-0.7%-2.1%0.2%-0.4%0.2%
VWIV36.8%33.8%43.9%35.5%43.9%
Skew 25d6.5%4.7%8.2%6.7%6.5%
Skew 10d13.2%10.9%17.2%17.2%11.5%
Call IV 25d34.2%31.2%38.6%32.1%38.6%
Put IV 25d40.7%36.0%45.1%38.8%45.1%
Bid-Ask Spread %56.3718.4468.1363.4856.21
Gamma HHI0.210.150.310.200.15
Net GEX626.3K189.4K1.1M790.0K189.4K
Net DEX-9.3M-16.7M-654.8K-14.6M-654.8K
Net VEX-144.8K-164.4K-124.2K-160.8K-124.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.311.430.501.06
Total Volume5,402.21,24813,4203,9324,236
Total OI58,515.449,76864,42453,91664,424

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$16.57$17.5036.3%10.4%39.6%34.6%35.5%6.7%-0.4%790.0K-14.6M-160.8K0.5063.48N/AN/A2,6201,31239,16814,748
2022-04-04$16.78$17.5038.1%10.3%37.6%39.5%35.5%6.3%-0.6%927.1K-16.7M-160.2K0.8162.78N/AN/A1,6081,29639,64014,780
2022-04-05$16.42$17.5037.5%10.2%37.4%38.0%35.9%5.7%-0.1%771.2K-13.3M-156.4K0.8262.45N/AN/A1,6721,36439,68814,772
2022-04-06$16.11$17.5035.4%10.4%35.9%32.2%38.2%6.9%-0.6%651.5K-11.0M-149.0K0.7265.29N/AN/A2,2641,63639,83214,796
2022-04-07$16.05$17.5033.0%10.3%36.0%25.3%35.7%8.2%-0.2%603.5K-9.0M-137.7K0.5863.98N/AN/A4,7802,75240,01615,016
2022-04-08$16.31$17.5034.0%10.3%36.2%28.1%35.2%6.5%-0.8%917.9K-12.2M-143.3K0.5266.38N/AN/A3,1481,63241,90815,996
2022-04-11$16.24$17.5040.7%10.4%36.2%46.8%34.4%6.2%-0.1%905.8K-12.6M-146.2K0.3161.93N/AN/A5,3001,62441,63216,120
2022-04-12$16.23$17.5042.2%10.5%36.2%50.8%34.7%6.1%-0.8%812.9K-12.1M-147.4K0.7568.13N/AN/A2,2321,67242,44416,460
2022-04-13$16.47$17.5036.0%10.3%30.0%33.6%34.3%5.9%-0.7%927.2K-14.7M-150.0K0.8067.13N/AN/A2,0841,67643,00816,500
2022-04-14$16.38$17.5034.9%10.0%29.4%30.6%33.8%6.7%0.2%1.1M-13.9M-147.7K0.5868.05N/AN/A3,2321,87243,08816,560
2022-04-18$15.96$16.2536.5%10.5%28.6%35.0%37.5%6.3%-0.6%467.4K-7.9M-138.9K0.5959.39N/AN/A3,5682,10036,40813,360
2022-04-19$16.36$16.2537.5%10.7%29.2%37.8%37.5%5.4%-1.9%515.4K-10.1M-153.0K0.5718.44N/AN/A6,1603,50037,40015,008
2022-04-20$16.71$16.2533.8%9.7%25.9%27.6%34.3%4.7%0.1%806.3K-14.1M-164.4K0.9838.72N/AN/A4,3364,24042,04816,532
2022-04-21$15.88$16.2532.9%9.4%29.9%25.1%34.7%6.8%-0.1%507.5K-6.6M-141.6K0.5456.41N/AN/A8,7004,72042,57216,508
2022-04-22$15.28$16.2537.1%10.6%32.5%36.8%39.2%6.4%-0.4%303.3K-2.2M-131.9K1.4347.54N/AN/A2,7203,88044,78818,448
2022-04-25$15.60$16.2539.7%11.4%33.7%43.9%38.9%7.4%-1.7%396.6K-4.7M-139.4K0.5856.61N/AN/A2,5121,45245,08019,300
2022-04-26$15.32$16.2541.5%11.9%33.7%49.1%41.0%7.5%-2.1%289.5K-2.5M-134.5K0.5349.72N/AN/A2,3281,22444,92419,004
2022-04-27$15.36$16.2540.2%11.5%32.7%45.3%37.9%6.3%-0.6%314.8K-3.1M-133.7K0.4850.87N/AN/A84440444,92019,088
2022-04-28$15.47$16.2540.3%11.6%33.0%45.7%38.5%7.4%-1.9%340.9K-3.8M-135.8K0.5643.89N/AN/A3,4361,90845,22019,104
2022-04-29$14.97$16.2539.6%11.4%34.1%43.8%43.9%6.5%0.2%189.4K-654.8K-124.2K1.0656.21N/AN/A2,0562,18045,57618,848