IBKR Options History — May 2022

In May 2022, IBKR traded between $13.17 and $15.38. ATM implied volatility averaged 42.1%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 1.6% (HV 20d: 40.6%). Max pain ranged from $15.00 to $16.25. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2022-05-09: Highest Volume — 7,904 contracts
2022-05-05: Largest IV spike — 17.2% change
2022-05-10: Highest IV Rank — 69.2%
2022-05-12: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.16	$13.17	$15.38	$14.92	$15.38
Max Pain	$15.30	$15.00	$16.25	$16.25	$15.00
ATM IV	42.1%	35.6%	48.8%	43.3%	38.8%
Expected Move	11.9%	10.2%	13.4%	12.4%	11.1%
HV 20d	40.6%	33.6%	44.4%	34.0%	43.5%
HV 60d	41.6%	39.3%	43.0%	40.8%	39.3%
IV Rank	50.8%	32.6%	69.2%	53.9%	41.4%
IV Percentile	90.1%	68.7%	99.6%	95.6%	81.3%
Term Structure	-2.2%	-4.6%	-0.2%	-3.1%	-1.9%
VWIV	42.0%	36.8%	46.9%	45.5%	39.8%
Skew 25d	6.9%	4.9%	9.3%	8.1%	6.7%
Skew 10d	13.9%	6.1%	21.0%	13.3%	12.1%
Call IV 25d	39.2%	33.0%	44.5%	40.5%	35.9%
Put IV 25d	46.1%	38.8%	53.8%	48.5%	42.6%
Bid-Ask Spread %	67.00	43.80	79.83	43.80	69.76
Gamma HHI	0.19	0.15	0.31	0.15	0.24
Net GEX	86.8K	-118.5K	552.2K	182.7K	552.2K
Net DEX	2.4M	-9.9M	8.5M	2.5K	-9.9M
Net VEX	-99.6K	-121.4K	-81.5K	-121.4K	-111.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.12	1.62	0.73	0.22
Total Volume	4,201.905	2,672	7,904	2,672	4,020
Total OI	64,938.476	55,176	71,628	64,200	58,496

Daily Data (21 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
2022-05-02	$14.92	$16.25	43.3%	12.4%	34.0%	53.9%	45.5%	8.1%	-3.1%	182.7K	2.5K	-121.4K	0.73	43.80	N/A	N/A	1,544	1,128	45,600	18,600
2022-05-03	$14.66	$16.25	41.6%	11.9%	33.6%	49.2%	45.1%	4.9%	-2.0%	72.7K	1.4M	-111.6K	0.46	48.75	N/A	N/A	2,148	984	45,732	18,736
2022-05-04	$14.93	$16.25	38.4%	11.0%	34.2%	40.2%	39.0%	5.2%	-1.0%	87.8K	72.9K	-115.7K	0.37	65.75	N/A	N/A	2,816	1,040	45,696	18,864
2022-05-05	$14.34	$16.25	44.9%	11.9%	36.2%	58.6%	40.5%	7.7%	-2.4%	-18.2K	4.0M	-106.4K	0.45	75.26	N/A	N/A	2,396	1,072	46,332	18,852
2022-05-06	$13.70	$16.25	43.0%	11.9%	38.8%	53.3%	39.8%	5.8%	-2.3%	-35.8K	6.1M	-92.6K	0.31	62.82	N/A	N/A	3,672	1,124	46,428	18,972
2022-05-09	$13.17	$15.00	48.7%	12.7%	39.2%	69.0%	44.7%	7.5%	-3.0%	-57.7K	8.5M	-81.5K	1.06	61.45	N/A	N/A	3,840	4,064	47,324	19,156
2022-05-10	$13.55	$15.00	48.8%	12.6%	41.6%	69.2%	43.3%	7.8%	-3.7%	-58.2K	7.3M	-95.8K	1.19	69.27	N/A	N/A	2,828	3,368	47,752	21,908
2022-05-11	$13.55	$15.00	44.4%	12.7%	41.7%	56.9%	40.8%	9.3%	-3.0%	-60.6K	7.3M	-94.8K	1.62	69.71	N/A	N/A	2,208	3,580	46,928	21,920
2022-05-12	$13.33	$15.00	46.9%	13.4%	40.8%	64.0%	46.9%	9.3%	-4.6%	-62.1K	8.0M	-92.9K	0.33	70.09	N/A	N/A	2,864	952	46,896	21,988
2022-05-13	$13.77	$15.00	42.5%	12.2%	43.6%	51.7%	42.7%	8.0%	-2.1%	-42.1K	6.1M	-95.6K	0.30	72.31	N/A	N/A	2,744	832	48,656	22,088
2022-05-16	$13.65	$15.00	42.6%	12.2%	43.1%	52.1%	41.3%	6.8%	-2.4%	-58.0K	6.6M	-92.2K	0.29	73.56	N/A	N/A	2,524	720	48,840	22,116
2022-05-17	$13.93	$15.00	39.6%	11.4%	42.7%	43.7%	41.5%	7.0%	-1.1%	-44.8K	5.5M	-93.5K	0.32	79.83	N/A	N/A	2,508	812	48,840	22,132
2022-05-18	$13.39	$15.00	42.7%	12.3%	42.6%	52.4%	44.5%	5.6%	-2.3%	-85.0K	8.2M	-86.5K	0.44	76.49	N/A	N/A	2,792	1,224	49,096	22,216
2022-05-19	$13.78	$15.00	40.8%	11.7%	42.0%	46.9%	43.1%	6.5%	-1.6%	-118.5K	6.0M	-95.5K	0.30	71.43	N/A	N/A	2,952	884	49,368	22,160
2022-05-20	$14.10	$15.00	43.5%	12.5%	41.5%	54.4%	41.6%	6.5%	-2.9%	142.6K	3.6M	-92.2K	0.37	76.45	N/A	N/A	3,416	1,248	49,588	22,040
2022-05-23	$14.38	$15.00	37.8%	10.8%	41.5%	38.6%	37.5%	6.0%	-2.1%	225.8K	-2.1M	-106.2K	0.25	60.30	N/A	N/A	2,636	656	38,948	16,228
2022-05-24	$14.16	$15.00	42.3%	12.1%	41.4%	51.3%	45.5%	7.7%	-1.8%	185.9K	-683.4K	-96.7K	0.28	64.69	N/A	N/A	2,420	676	39,260	16,216
2022-05-25	$14.38	$15.00	41.3%	11.8%	41.9%	48.3%	42.6%	7.2%	-1.9%	201.7K	-1.3M	-94.3K	0.27	62.09	N/A	N/A	2,216	592	39,284	16,348
2022-05-26	$14.94	$15.00	37.8%	10.8%	44.4%	38.7%	38.6%	5.8%	-1.0%	281.4K	-3.5M	-101.4K	0.12	68.08	N/A	N/A	5,796	724	39,300	16,388
2022-05-27	$15.27	$15.00	35.6%	10.2%	43.5%	32.6%	36.8%	5.7%	-0.2%	530.5K	-9.6M	-112.8K	0.19	65.12	N/A	N/A	3,544	676	42,012	16,404
2022-05-31	$15.38	$15.00	38.8%	11.1%	43.5%	41.4%	39.8%	6.7%	-1.9%	552.2K	-9.9M	-111.3K	0.22	69.76	N/A	N/A	3,304	716	42,112	16,384