IBKR Options History — August 2022 In August 2022, IBKR traded between $14.03 and $16.42. ATM implied volatility averaged 31.1%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 2.5% (HV 20d: 33.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 4.55.
Notable Days 2022-08-23 : Highest Volume — 10,280 contracts2022-08-26 : Largest IV spike — 16.5% change2022-08-31 : Highest IV Rank — 30.4%2022-08-31 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.50 $14.03 $16.42 $14.03 $15.50 Max Pain $14.40 $12.50 $15.00 $13.75 $15.00 ATM IV 31.1% 28.1% 34.8% 33.6% 34.8% Expected Move 8.9% 8.1% 10.0% 9.6% 10.0% HV 20d 33.6% 26.1% 39.2% 36.5% 26.1% HV 60d 34.7% 32.9% 38.0% 38.0% 33.5% IV Rank 20.0% 11.8% 30.4% 27.0% 30.4% IV Percentile 33.6% 18.3% 50.4% 45.2% 50.4% Term Structure 1.6% -0.6% 3.4% -0.5% 0.7% VWIV 32.1% 28.3% 40.6% 32.8% 30.5% Skew 25d 5.3% 3.6% 6.7% 6.7% 6.4% Skew 10d 11.1% 5.6% 16.3% 8.7% 16.3% Call IV 25d 29.0% 26.5% 31.1% 31.0% 30.2% Put IV 25d 34.3% 31.6% 37.6% 37.6% 36.7% Bid-Ask Spread % 59.93 29.88 80.86 44.02 80.86 Gamma HHI 0.23 0.17 0.30 0.17 0.19 Net GEX 324.2K 73.0K 573.4K 73.0K 158.2K Net DEX -10.5M -18.3M -2.2M -2.2M -7.7M Net VEX -82.1K -97.3K -59.3K -59.3K -87.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.55 0.13 44.94 0.50 0.96 Total Volume 3,043.826 200 10,280 5,200 4,736 Total OI 61,778.609 55,120 66,400 55,120 66,400
Daily Data (23 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 2022-08-01 $14.03 $13.75 33.6% 9.6% 36.5% 27.0% 32.8% 6.7% -0.5% 73.0K -2.2M -59.3K 0.50 44.02 N/A N/A 3,456 1,744 37,256 17,864 2022-08-02 $14.46 $13.75 30.5% 8.7% 37.9% 18.3% 31.0% 4.1% -0.6% 137.1K -4.1M -62.5K 0.35 47.42 N/A N/A 4,176 1,476 37,632 18,720 2022-08-03 $14.79 $13.75 29.9% 8.6% 38.4% 16.7% 31.3% 5.0% 1.1% 260.7K -6.3M -67.1K 0.38 63.95 N/A N/A 3,416 1,292 38,212 18,768 2022-08-04 $15.21 $12.50 32.1% 8.9% 39.2% 22.8% 32.8% 5.5% 1.3% 322.5K -8.7M -71.0K 0.17 63.25 N/A N/A 6,204 1,068 38,224 18,828 2022-08-05 $15.34 $12.50 31.1% 8.9% 39.0% 20.2% 33.3% 6.1% 1.3% 442.8K -10.6M -76.5K 0.35 69.09 N/A N/A 3,644 1,288 40,120 18,816 2022-08-08 $15.32 $13.75 31.9% 9.0% 35.2% 22.4% 33.1% 6.5% 0.9% 396.7K -10.1M -76.7K 0.32 62.35 N/A N/A 3,180 1,008 39,932 19,100 2022-08-09 $15.18 $13.75 33.3% 9.4% 35.6% 26.2% 34.5% 5.6% 0.1% 422.8K -9.9M -75.3K 1.09 46.53 N/A N/A 792 860 39,988 19,140 2022-08-10 $15.54 $13.75 31.4% 9.0% 36.2% 20.8% 30.7% 5.0% 1.7% 471.8K -12.3M -81.7K 0.13 57.71 N/A N/A 1,728 216 40,256 19,852 2022-08-11 $15.92 $13.75 28.6% 8.2% 34.6% 13.2% 30.1% 4.2% 2.9% 547.7K -15.0M -87.3K 5.26 38.71 N/A N/A 492 2,588 41,712 19,944 2022-08-12 $16.25 $15.00 29.5% 8.4% 33.6% 15.5% 29.6% 4.5% 1.7% 532.1K -16.9M -93.5K 0.73 56.45 N/A N/A 364 264 41,936 22,124 2022-08-15 $16.38 $15.00 30.3% 8.7% 33.5% 17.8% 31.6% 6.0% 1.4% 573.4K -18.1M -97.3K 0.40 63.90 N/A N/A 616 244 41,980 22,080 2022-08-16 $16.42 $15.00 29.4% 8.4% 31.0% 15.3% 33.1% 5.7% 1.6% 542.1K -18.3M -94.5K 5.07 29.88 N/A N/A 276 1,400 42,356 22,172 2022-08-17 $16.06 $15.00 28.9% 8.3% 31.9% 13.8% 31.1% 6.1% 2.6% 565.4K -17.5M -90.5K 0.39 78.30 N/A N/A 408 160 42,380 21,912 2022-08-18 $15.98 $15.00 28.2% 8.1% 32.1% 12.1% 28.8% 3.6% 3.4% 399.8K -14.2M -86.3K 0.84 61.46 N/A N/A 300 252 42,360 21,920 2022-08-19 $15.65 $15.00 29.0% 8.3% 33.2% 14.1% 31.6% 5.1% 2.4% 278.1K -12.5M -90.5K 0.53 60.41 N/A N/A 460 244 42,392 21,960 2022-08-22 $15.58 $15.00 32.6% 9.4% 33.3% 24.3% 29.3% 5.0% 1.8% 250.5K -8.9M -79.2K 7.88 65.21 N/A N/A 164 1,292 39,940 19,592 2022-08-23 $15.46 $15.00 33.1% 9.5% 32.9% 25.6% 38.4% 5.8% 1.2% 263.5K -8.9M -78.4K 27.56 66.20 N/A N/A 360 9,920 39,988 18,860 2022-08-24 $15.63 $15.00 29.0% 8.3% 31.8% 14.3% 31.4% 5.7% 2.3% 186.4K -8.8M -89.0K 0.85 68.89 N/A N/A 108 92 40,056 23,896 2022-08-25 $15.86 $15.00 28.1% 8.1% 32.0% 11.8% 28.3% 4.4% 3.2% 228.7K -10.2M -88.1K 0.15 73.82 N/A N/A 2,556 384 40,124 23,936 2022-08-26 $15.41 $15.00 32.8% 9.4% 33.6% 24.6% 33.0% 4.5% 3.0% 164.0K -7.8M -89.0K 1.19 41.92 N/A N/A 212 252 41,832 24,144 2022-08-29 $15.33 $15.00 32.9% 9.4% 27.7% 25.1% 32.5% 5.2% 1.9% 143.1K -7.2M -84.5K 4.73 68.81 N/A N/A 44 208 41,820 24,212 2022-08-30 $15.19 $15.00 33.7% 9.7% 26.3% 27.3% 40.6% 6.2% 1.8% 96.1K -6.0M -82.4K 44.94 69.30 N/A N/A 132 5,932 41,852 24,320 2022-08-31 $15.50 $15.00 34.8% 10.0% 26.1% 30.4% 30.5% 6.4% 0.7% 158.2K -7.7M -87.5K 0.96 80.86 N/A N/A 2,420 2,316 41,800 24,600
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