IBKR Options History — July 2022

In July 2022, IBKR traded between $13.29 and $14.75. ATM implied volatility averaged 36.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 2.0% (HV 20d: 34.6%). Max pain ranged from $13.75 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.37.

Notable Days

  • 2022-07-21: Highest Volume — 8,664 contracts
  • 2022-07-11: Largest IV spike — 20.0% change
  • 2022-07-12: Highest IV Rank — 52.4%
  • 2022-07-05: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.03$13.29$14.75$14.03$14.75
Max Pain$14.13$13.75$15.00$13.75$13.75
ATM IV36.6%27.9%42.7%37.7%27.9%
Expected Move10.4%8.0%11.7%10.8%8.0%
HV 20d34.6%32.0%37.5%35.3%32.0%
HV 60d37.4%36.7%38.4%37.4%36.8%
IV Rank35.2%11.3%52.4%38.5%11.3%
IV Percentile63.1%19.4%90.5%72.6%19.4%
Term Structure-1.0%-2.5%1.7%1.7%1.6%
VWIV36.1%29.1%41.7%36.4%29.1%
Skew 25d6.6%3.8%7.8%6.5%5.7%
Skew 10d12.6%7.5%20.4%7.5%13.2%
Call IV 25d33.3%27.5%36.7%36.1%27.5%
Put IV 25d39.9%33.1%44.0%42.5%33.1%
Bid-Ask Spread %43.9530.0859.9137.7332.78
Gamma HHI0.170.130.560.150.18
Net GEX200.7K65.3K901.7K219.0K195.2K
Net DEX-2.5M-5.4M1.5M-1.9M-5.4M
Net VEX-68.8K-84.2K-58.0K-72.0K-66.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.150.830.260.41
Total Volume5,025.43,0448,6643,0443,432
Total OI53,970.649,87257,63649,87255,064

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$14.03$13.7537.7%10.8%35.3%38.5%36.4%6.5%1.7%219.0K-1.9M-72.0K0.2637.73N/AN/A2,42462035,58814,284
2022-07-05$14.14$15.0042.0%11.7%35.4%50.4%41.7%7.8%-2.1%230.8K-2.5M-69.1K0.3833.10N/AN/A2,52895235,75214,324
2022-07-06$14.00$15.0039.9%11.4%35.4%44.6%33.9%7.5%-1.5%202.5K-1.8M-67.1K0.2554.06N/AN/A2,49262435,88414,456
2022-07-07$14.21$15.0040.4%11.1%36.0%45.8%39.2%7.6%-1.5%233.4K-2.9M-68.1K0.4150.57N/AN/A2,9281,19235,90414,476
2022-07-08$14.07$15.0034.1%10.5%35.1%28.3%37.6%7.1%-1.3%232.5K-2.5M-65.1K0.4159.91N/AN/A2,9201,18836,53215,020
2022-07-11$13.51$15.0040.8%10.7%37.5%47.2%38.5%6.6%-0.6%141.0K682.0K-58.0K0.1550.13N/AN/A5,32880036,52015,004
2022-07-12$13.57$15.0042.7%11.0%36.4%52.4%38.9%6.7%-1.5%221.1K-1.2M-62.8K0.8347.84N/AN/A3,8363,19639,02015,044
2022-07-13$13.62$13.7537.8%10.8%33.8%38.8%38.8%6.6%-1.8%174.6K-513.5K-69.5K0.1952.24N/AN/A3,74071639,08017,256
2022-07-14$13.29$13.7538.1%10.9%33.9%39.5%39.4%6.8%-1.6%84.7K1.5M-60.9K0.2454.31N/AN/A4,13698839,16017,324
2022-07-15$13.75$13.7536.5%10.5%35.4%35.0%36.3%7.0%-1.1%901.7K-2.1M-73.0K0.2954.03N/AN/A3,8361,10040,05217,584
2022-07-18$13.76$13.7538.4%11.0%33.4%40.5%37.8%6.8%-1.7%90.1K-1.9M-66.8K0.2031.24N/AN/A5,6001,10436,61216,204
2022-07-19$14.37$13.7539.3%11.3%36.2%42.8%39.6%7.0%-2.5%203.9K-5.2M-76.2K0.4743.93N/AN/A5,3962,54838,17616,432
2022-07-20$14.19$13.7534.7%9.9%34.4%30.0%35.5%6.4%-0.2%164.1K-4.4M-72.7K0.6032.05N/AN/A4,2202,52439,22818,224
2022-07-21$14.17$13.7535.4%10.1%33.9%31.9%34.8%6.9%-1.0%190.8K-5.2M-84.2K0.2530.08N/AN/A6,9281,73638,85217,668
2022-07-22$14.08$13.7534.1%9.8%34.0%28.3%34.1%6.2%-0.5%65.3K-2.0M-66.1K0.2933.73N/AN/A4,6881,34436,84018,100
2022-07-25$14.23$13.7535.4%10.1%32.6%32.0%34.0%6.0%-1.3%104.3K-3.0M-76.5K0.4741.14N/AN/A2,6881,27236,83618,236
2022-07-26$14.04$13.7536.6%10.5%32.9%35.2%33.3%7.1%-1.5%75.0K-2.0M-70.5K0.3734.76N/AN/A2,7361,01236,80418,108
2022-07-27$14.45$13.7530.1%8.6%34.3%17.4%33.4%6.4%-0.7%143.6K-4.3M-66.4K0.5557.69N/AN/A2,7881,52837,06817,812
2022-07-28$14.48$13.7529.1%8.4%34.1%14.6%29.9%3.8%0.0%139.3K-3.9M-65.0K0.4247.66N/AN/A2,4121,00837,09217,792
2022-07-29$14.75$13.7527.9%8.0%32.0%11.3%29.1%5.7%1.6%195.2K-5.4M-66.3K0.4132.78N/AN/A2,44099237,26817,796