IBKR Options History — June 2022

In June 2022, IBKR traded between $13.58 and $15.20. ATM implied volatility averaged 39.2%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 2.8% (HV 20d: 36.4%). Max pain ranged from $13.75 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-06-17: Highest Volume — 5,296 contracts
  • 2022-06-24: Largest IV drop — 14.7% change
  • 2022-06-14: Highest IV Rank — 57.5%
  • 2022-06-14: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.40$13.58$15.20$15.06$13.74
Max Pain$13.81$13.75$15.00$15.00$13.75
ATM IV39.2%34.1%44.6%40.2%37.9%
Expected Move11.1%9.8%12.8%11.5%10.9%
HV 20d36.4%32.8%43.7%43.7%34.4%
HV 60d37.1%35.9%39.1%39.1%37.3%
IV Rank42.5%28.3%57.5%45.4%39.1%
IV Percentile78.8%56.3%94.4%84.9%73.8%
Term Structure-0.4%-3.1%2.2%-3.1%1.6%
VWIV39.9%35.4%44.5%40.7%38.4%
Skew 25d6.3%4.4%7.8%5.7%5.1%
Skew 10d14.1%8.5%21.1%18.4%11.4%
Call IV 25d36.3%32.0%42.0%37.9%38.4%
Put IV 25d42.6%38.1%48.4%43.7%43.5%
Bid-Ask Spread %57.5431.5771.8843.5050.50
Gamma HHI0.190.140.260.240.14
Net GEX334.9K83.9K582.5K503.8K187.1K
Net DEX-3.8M-8.9M1.3M-8.0M-169.3K
Net VEX-88.1K-111.4K-68.6K-107.0K-68.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.160.420.240.23
Total Volume4,0162,9245,2962,9844,380
Total OI55,108.1947,50060,66858,42049,004

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$15.06$15.0040.2%11.5%43.7%45.4%40.7%5.7%-3.1%503.8K-8.0M-107.0K0.2443.50N/AN/A2,40458042,19616,224
2022-06-02$15.20$13.7536.9%10.1%43.4%36.2%38.5%6.2%0.7%544.9K-8.9M-108.6K0.3264.80N/AN/A2,37675242,12816,084
2022-06-03$15.03$13.7537.4%10.1%40.8%37.5%37.7%4.4%0.8%525.7K-8.0M-111.4K0.2761.01N/AN/A2,30462042,21216,168
2022-06-06$15.08$13.7537.5%10.0%36.7%37.9%35.9%6.0%0.8%550.0K-8.5M-100.5K0.1765.41N/AN/A3,96468842,22416,168
2022-06-07$15.12$13.7538.6%10.4%32.8%40.8%38.5%6.3%-0.9%582.5K-8.9M-102.1K0.2371.88N/AN/A3,29674442,79216,164
2022-06-08$14.73$13.7535.4%10.1%33.6%31.9%38.3%6.7%0.4%504.5K-5.8M-95.1K0.4271.03N/AN/A3,0921,30442,88016,172
2022-06-09$14.52$13.7536.2%10.4%34.3%34.3%38.7%7.4%-0.1%420.2K-4.1M-91.8K0.2565.50N/AN/A2,77268842,83616,440
2022-06-10$14.11$13.7540.1%11.5%35.4%44.9%38.3%6.8%-0.3%282.4K-1.2M-86.7K0.1868.14N/AN/A3,96072042,85616,416
2022-06-13$13.58$13.7544.2%12.7%36.4%56.5%43.7%5.3%-3.1%160.1K1.3M-74.9K0.2357.32N/AN/A3,64083243,55216,380
2022-06-14$13.88$13.7544.6%12.8%37.2%57.5%43.7%7.8%-2.4%230.7K-272.1K-85.7K0.2564.13N/AN/A3,38085643,33216,592
2022-06-15$14.18$13.7541.7%12.0%37.2%49.6%40.4%6.5%-1.9%329.9K-3.1M-91.5K0.2665.96N/AN/A3,27284843,36016,660
2022-06-16$13.72$13.7544.1%12.6%36.3%56.2%44.5%7.6%-2.6%83.9K812.6K-79.8K0.2369.05N/AN/A3,52880843,38416,828
2022-06-17$13.97$13.7542.0%12.0%35.5%50.3%41.0%7.3%-1.5%228.2K-2.0M-81.9K0.3465.37N/AN/A3,9441,35243,78416,884
2022-06-21$14.46$13.7537.4%10.7%36.7%37.5%40.2%7.1%0.0%274.8K-4.1M-83.8K0.2539.74N/AN/A3,27283233,90813,592
2022-06-22$14.23$13.7540.6%11.6%36.4%46.6%39.7%6.7%-0.6%259.6K-3.1M-83.2K0.1649.33N/AN/A3,12049234,18813,624
2022-06-23$14.16$13.7539.9%11.4%36.0%44.5%38.6%6.4%0.0%240.0K-2.6M-77.0K0.1948.86N/AN/A3,09259634,25613,692
2022-06-24$14.55$13.7534.1%9.8%37.0%28.3%35.4%6.0%2.2%287.6K-4.1M-83.1K0.2646.24N/AN/A3,53292434,27213,852
2022-06-27$14.57$13.7535.9%10.3%34.1%33.3%41.9%5.3%0.5%302.5K-3.9M-82.1K0.2931.57N/AN/A2,94885234,62013,936
2022-06-28$14.37$13.7538.4%11.0%33.3%40.2%43.1%5.0%1.7%278.4K-3.2M-78.7K0.2845.22N/AN/A2,96482834,68814,020
2022-06-29$14.22$13.7539.5%11.3%33.2%43.5%41.0%7.5%-0.4%255.6K-2.3M-75.9K0.2963.76N/AN/A2,92086034,84814,056
2022-06-30$13.74$13.7537.9%10.9%34.4%39.1%38.4%5.1%1.6%187.1K-169.3K-68.6K0.2350.50N/AN/A3,55682434,90414,100