IBKR Options History — November 2022

In November 2022, IBKR traded between $18.32 and $20.18. ATM implied volatility averaged 33.4%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 2.9% (HV 20d: 36.4%). Max pain ranged from $16.25 to $18.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.94.

Notable Days

2022-11-14: Highest Volume — 23,876 contracts
2022-11-22: Largest IV drop — 12.1% change
2022-11-08: Highest IV Rank — 32.3%
2022-11-15: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.44	$18.32	$20.18	$20.05	$20.07
Max Pain	$17.08	$16.25	$18.75	$18.75	$17.50
ATM IV	33.4%	29.3%	36.2%	35.0%	32.7%
Expected Move	9.5%	8.4%	10.1%	10.0%	9.4%
HV 20d	36.4%	32.7%	42.6%	34.7%	36.5%
HV 60d	35.3%	32.8%	37.0%	33.4%	35.6%
IV Rank	23.3%	9.8%	32.3%	29.0%	19.7%
IV Percentile	28.1%	6.0%	49.6%	40.5%	18.3%
Term Structure	0.1%	-0.9%	1.6%	-0.8%	-0.3%
VWIV	35.4%	31.3%	42.1%	40.4%	34.1%
Skew 25d	5.9%	4.6%	6.7%	5.3%	5.8%
Skew 10d	12.0%	9.0%	19.5%	13.9%	11.6%
Call IV 25d	31.2%	28.6%	33.3%	33.3%	30.5%
Put IV 25d	37.1%	34.6%	38.7%	38.6%	36.2%
Bid-Ask Spread %	57.46	37.74	66.61	59.91	66.52
Gamma HHI	0.26	0.17	0.68	0.24	0.24
Net GEX	436.8K	-3.5M	1.0M	718.5K	1.0M
Net DEX	-32.8M	-44.4M	-16.6M	-40.0M	-44.4M
Net VEX	-175.7K	-196.6K	-150.6K	-157.1K	-180.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.94	0.31	7.64	2.21	0.92
Total Volume	7,964.952	528	23,876	5,476	1,728
Total OI	90,100.762	71,328	103,872	71,328	101,312

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
2022-11-01	$20.05	$18.75	35.0%	10.0%	34.7%	29.0%	40.4%	5.3%	-0.8%	718.5K	-40.0M	-157.1K	2.21	59.91	N/A	N/A	1,704	3,772	41,860	29,468
2022-11-02	$20.12	$18.75	34.8%	10.0%	34.7%	28.3%	36.6%	6.7%	-0.5%	682.3K	-41.8M	-157.3K	1.08	47.45	N/A	N/A	1,340	1,448	42,408	30,768
2022-11-03	$20.18	$16.25	35.0%	9.8%	33.9%	28.9%	38.0%	6.2%	0.2%	697.3K	-41.8M	-159.6K	0.35	41.76	N/A	N/A	3,444	1,204	42,424	30,820
2022-11-04	$19.87	$16.25	33.3%	9.5%	34.4%	24.1%	32.6%	6.5%	0.7%	665.7K	-37.9M	-159.2K	0.44	54.73	N/A	N/A	2,604	1,156	42,608	30,968
2022-11-07	$20.00	$16.25	34.7%	9.5%	34.2%	28.0%	34.4%	5.4%	0.7%	788.3K	-40.7M	-150.6K	1.33	37.74	N/A	N/A	1,908	2,532	43,488	31,232
2022-11-08	$20.10	$16.25	36.2%	9.6%	32.7%	32.3%	34.7%	5.6%	0.8%	815.5K	-40.3M	-155.9K	4.06	59.10	N/A	N/A	1,980	8,048	43,696	32,588
2022-11-09	$19.53	$16.25	33.0%	9.5%	35.2%	23.3%	36.8%	6.3%	1.0%	498.6K	-30.9M	-170.4K	0.95	50.73	N/A	N/A	2,304	2,184	43,848	38,028
2022-11-10	$19.69	$16.25	32.5%	9.3%	34.5%	21.8%	33.5%	6.2%	0.0%	575.5K	-34.1M	-160.1K	0.60	56.47	N/A	N/A	8,268	5,000	43,464	37,208
2022-11-11	$18.32	$16.25	32.4%	9.3%	42.6%	21.6%	36.4%	6.0%	1.1%	325.7K	-16.6M	-185.1K	0.89	56.96	N/A	N/A	8,588	7,632	54,936	38,632
2022-11-14	$18.42	$16.25	33.3%	9.5%	42.6%	24.1%	34.2%	5.5%	0.3%	335.3K	-19.1M	-183.6K	1.02	59.55	N/A	N/A	11,828	12,048	55,896	42,196
2022-11-15	$19.08	$16.25	35.1%	10.1%	42.0%	27.6%	42.1%	6.0%	-0.9%	509.8K	-30.0M	-196.6K	1.11	66.06	N/A	N/A	7,612	8,460	55,876	47,524
2022-11-16	$18.69	$17.50	34.4%	9.9%	36.5%	25.5%	35.2%	5.3%	-0.1%	241.8K	-23.4M	-192.9K	3.64	66.61	N/A	N/A	2,180	7,944	55,904	47,684
2022-11-17	$18.73	$17.50	34.8%	10.0%	36.5%	26.3%	33.5%	6.3%	-0.5%	8.7K	-22.9M	-195.2K	2.48	64.78	N/A	N/A	1,992	4,932	56,028	47,452
2022-11-18	$18.74	$17.50	33.0%	9.5%	35.8%	21.1%	33.8%	5.5%	0.1%	-3.5M	-23.5M	-189.5K	3.11	54.96	N/A	N/A	1,792	5,572	56,112	47,760
2022-11-21	$18.73	$17.50	33.4%	9.6%	35.7%	22.2%	32.5%	6.0%	-0.1%	580.1K	-22.9M	-184.2K	2.45	54.00	N/A	N/A	1,760	4,316	49,776	43,412
2022-11-22	$19.46	$17.50	29.3%	8.4%	36.6%	9.8%	31.3%	6.0%	1.6%	830.7K	-33.2M	-184.3K	2.66	63.95	N/A	N/A	2,860	7,620	50,140	43,536
2022-11-23	$19.58	$17.50	31.3%	9.0%	36.7%	15.6%	36.7%	4.6%	-0.5%	945.9K	-37.2M	-188.6K	7.64	63.84	N/A	N/A	1,820	13,908	51,296	41,852
2022-11-25	$19.46	$17.50	31.3%	9.0%	35.7%	15.5%	34.4%	5.3%	-0.2%	703.9K	-32.8M	-182.2K	0.31	57.19	N/A	N/A	404	124	51,476	48,408
2022-11-28	$19.60	$17.50	33.2%	9.5%	35.8%	21.2%	35.5%	6.5%	-0.6%	771.6K	-34.9M	-179.5K	2.34	59.61	N/A	N/A	432	1,012	51,452	48,436
2022-11-29	$19.92	$17.50	33.6%	9.6%	36.4%	22.4%	36.5%	6.4%	-0.3%	940.8K	-40.2M	-178.6K	1.10	64.83	N/A	N/A	860	944	51,600	48,544
2022-11-30	$20.07	$17.50	32.7%	9.4%	36.5%	19.7%	34.1%	5.8%	-0.3%	1.0M	-44.4M	-180.1K	0.92	66.52	N/A	N/A	900	828	52,272	49,040