IBKR Options History — October 2022

In October 2022, IBKR traded between $15.93 and $20.09. ATM implied volatility averaged 39.2%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 2.4% (HV 20d: 36.8%). Max pain ranged from $16.25 to $18.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.83.

Notable Days

2022-10-18: Highest Volume — 29,676 contracts
2022-10-12: Largest IV drop — 12.9% change
2022-10-11: Highest IV Rank — 62.9%
2022-10-18: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.16	$15.93	$20.09	$15.93	$20.04
Max Pain	$17.02	$16.25	$18.75	$16.25	$18.75
ATM IV	39.2%	33.0%	46.9%	41.5%	36.1%
Expected Move	11.0%	9.5%	12.1%	11.9%	10.4%
HV 20d	36.8%	33.7%	41.6%	34.9%	37.7%
HV 60d	33.7%	32.2%	35.7%	33.0%	33.4%
IV Rank	41.1%	23.3%	62.9%	47.5%	32.2%
IV Percentile	69.1%	28.6%	96.8%	86.1%	49.6%
Term Structure	-1.7%	-4.1%	0.7%	-4.1%	-1.6%
VWIV	39.6%	32.9%	44.3%	41.6%	36.7%
Skew 25d	7.0%	5.3%	9.0%	7.1%	5.5%
Skew 10d	13.7%	8.1%	18.3%	14.4%	12.9%
Call IV 25d	35.5%	31.5%	39.3%	38.9%	33.9%
Put IV 25d	42.6%	37.2%	46.4%	46.0%	39.4%
Bid-Ask Spread %	60.15	41.41	72.38	63.65	41.41
Gamma HHI	0.21	0.15	0.34	0.15	0.23
Net GEX	661.9K	225.2K	1.3M	225.2K	710.1K
Net DEX	-28.0M	-44.0M	-7.9M	-7.9M	-41.8M
Net VEX	-118.9K	-149.7K	-97.9K	-97.9K	-149.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.31	2.83	0.31	0.92
Total Volume	6,141.714	2,788	29,676	3,484	5,060
Total OI	65,021.143	58,592	84,032	58,592	70,548

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
2022-10-03	$15.93	$16.25	41.5%	11.9%	34.9%	47.5%	41.6%	7.1%	-4.1%	225.2K	-7.9M	-97.9K	0.31	63.65	N/A	N/A	2,664	820	37,016	21,576
2022-10-04	$16.77	$16.25	41.3%	11.8%	35.8%	47.0%	41.5%	6.8%	-2.8%	427.7K	-15.3M	-106.3K	0.40	65.61	N/A	N/A	3,360	1,344	37,052	21,632
2022-10-05	$17.04	$16.25	37.4%	10.7%	34.8%	35.9%	37.9%	6.7%	-1.8%	504.2K	-17.9M	-107.5K	0.58	71.69	N/A	N/A	2,308	1,332	37,472	21,648
2022-10-06	$17.54	$16.25	40.4%	10.8%	36.1%	44.5%	38.7%	8.0%	-2.3%	644.8K	-23.9M	-117.3K	0.55	63.60	N/A	N/A	2,116	1,172	37,424	21,628
2022-10-07	$17.39	$16.25	41.6%	11.1%	34.8%	47.8%	39.4%	6.7%	-2.4%	577.0K	-20.9M	-107.7K	0.43	68.14	N/A	N/A	2,272	988	37,360	21,648
2022-10-10	$17.36	$16.25	45.6%	11.4%	34.5%	59.3%	41.9%	8.1%	-2.0%	531.9K	-19.8M	-105.5K	0.50	67.04	N/A	N/A	1,860	928	37,360	21,784
2022-10-11	$17.01	$16.25	46.9%	11.5%	34.5%	62.9%	43.8%	8.9%	-2.4%	492.4K	-17.3M	-104.9K	0.47	69.42	N/A	N/A	1,952	908	37,328	21,812
2022-10-12	$17.22	$16.25	40.8%	11.7%	33.7%	45.6%	44.3%	7.7%	-3.1%	514.5K	-18.5M	-106.7K	0.62	66.42	N/A	N/A	1,900	1,176	37,420	21,928
2022-10-13	$17.64	$16.25	41.0%	11.7%	34.8%	46.0%	40.1%	9.0%	-2.6%	648.7K	-23.3M	-107.0K	0.80	66.58	N/A	N/A	2,076	1,668	37,416	22,208
2022-10-14	$17.13	$16.25	40.1%	11.5%	34.3%	43.6%	40.8%	7.6%	-1.6%	527.5K	-18.4M	-103.7K	0.63	67.71	N/A	N/A	2,368	1,496	37,528	22,344
2022-10-17	$17.08	$16.25	40.3%	11.6%	33.8%	44.1%	41.3%	7.2%	-2.6%	529.8K	-17.4M	-100.3K	2.83	64.96	N/A	N/A	2,924	8,264	38,056	22,440
2022-10-18	$17.79	$16.25	42.2%	12.1%	36.2%	49.6%	41.7%	7.7%	-2.9%	763.7K	-25.0M	-103.8K	1.16	54.78	N/A	N/A	13,752	15,924	38,936	26,252
2022-10-19	$18.93	$17.50	38.6%	11.1%	41.6%	39.4%	40.0%	6.4%	-1.2%	1.3M	-42.4M	-131.0K	0.91	49.31	N/A	N/A	6,620	6,052	46,356	37,600
2022-10-20	$18.86	$17.50	37.1%	10.6%	41.4%	34.9%	39.6%	5.3%	0.0%	1.2M	-38.4M	-130.5K	0.58	61.13	N/A	N/A	3,316	1,936	45,568	38,464
2022-10-21	$19.22	$17.50	37.6%	10.8%	39.3%	36.2%	39.7%	6.2%	-1.0%	725.3K	-44.0M	-125.8K	1.05	49.46	N/A	N/A	2,804	2,948	45,480	38,424
2022-10-24	$19.05	$17.50	38.0%	10.9%	39.5%	37.6%	38.8%	6.2%	-0.4%	715.2K	-34.2M	-127.2K	0.96	46.47	N/A	N/A	2,236	2,144	38,780	22,164
2022-10-25	$19.65	$17.50	35.3%	10.1%	39.7%	29.8%	39.3%	7.7%	-1.2%	781.8K	-38.8M	-138.2K	1.89	72.38	N/A	N/A	2,168	4,092	39,800	23,540
2022-10-26	$19.61	$18.75	33.0%	9.5%	39.3%	23.3%	36.1%	6.7%	0.7%	638.8K	-37.8M	-137.3K	0.50	59.37	N/A	N/A	2,792	1,396	39,868	26,572
2022-10-27	$20.05	$18.75	35.0%	10.0%	38.2%	29.1%	34.9%	6.7%	-0.7%	725.4K	-42.1M	-144.5K	0.46	49.39	N/A	N/A	2,848	1,316	40,468	26,860
2022-10-28	$20.09	$18.75	34.2%	9.8%	38.1%	26.5%	32.9%	5.7%	-0.5%	723.1K	-42.0M	-144.2K	0.94	44.56	N/A	N/A	2,932	2,744	40,620	27,064
2022-10-31	$20.04	$18.75	36.1%	10.4%	37.7%	32.2%	36.7%	5.5%	-1.6%	710.1K	-41.8M	-149.7K	0.92	41.41	N/A	N/A	2,632	2,428	41,596	28,952