IBKR Options History — December 2022

In December 2022, IBKR traded between $17.29 and $19.71. ATM implied volatility averaged 35.5%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 5.4% (HV 20d: 30.1%). Max pain ranged from $16.25 to $17.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.63.

Notable Days

  • 2022-12-13: Highest Volume — 8,716 contracts
  • 2022-12-14: Largest IV drop — 19.9% change
  • 2022-12-13: Highest IV Rank — 55.1%
  • 2022-12-13: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.41$17.29$19.71$19.68$18.04
Max Pain$17.44$16.25$17.50$17.50$17.50
ATM IV35.5%31.2%44.6%32.7%36.7%
Expected Move9.8%9.0%10.5%9.4%10.5%
HV 20d30.1%24.1%38.4%37.1%26.3%
HV 60d35.0%33.6%35.5%35.5%33.6%
IV Rank27.9%15.4%55.1%19.7%31.6%
IV Percentile41.6%11.9%93.7%19.0%53.6%
Term Structure-0.3%-1.8%1.0%-0.3%-0.8%
VWIV34.9%32.0%39.3%34.9%37.0%
Skew 25d6.1%4.3%7.2%4.3%6.8%
Skew 10d12.3%9.4%14.9%10.2%14.8%
Call IV 25d31.6%30.1%33.0%31.5%32.6%
Put IV 25d37.8%35.5%39.4%35.8%39.4%
Bid-Ask Spread %55.6141.9670.1667.8044.93
Gamma HHI0.230.150.580.230.15
Net GEX79.4K-1.7M949.5K880.9K58.8K
Net DEX-16.1M-38.7M4.1M-38.2M-9.8M
Net VEX-151.4K-173.8K-128.8K-173.8K-131.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.187.401.237.40
Total Volume2,313.5246008,7162,396672
Total OI98,253.52489,472109,568100,60491,500

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$19.68$17.5032.7%9.4%37.1%19.7%34.9%4.3%-0.3%880.9K-38.2M-173.8K1.2367.80N/AN/A1,0761,32052,10848,496
2022-12-02$19.71$17.5031.2%9.0%37.1%15.4%32.0%5.4%0.4%949.5K-38.7M-169.3K0.8870.16N/AN/A57250452,32448,392
2022-12-05$19.39$16.2533.6%9.2%37.2%22.5%33.1%5.7%-0.3%788.4K-33.8M-163.9K1.0761.37N/AN/A1,4121,50852,43248,512
2022-12-06$19.62$17.5035.0%9.5%37.4%26.5%34.5%7.0%0.0%888.5K-37.4M-163.1K2.1857.56N/AN/A5801,26452,61649,224
2022-12-07$19.10$17.5038.2%10.2%38.4%36.1%36.1%6.1%-1.3%506.1K-27.2M-169.5K0.8561.47N/AN/A61652452,71250,136
2022-12-08$18.97$17.5037.1%9.9%37.2%32.9%33.6%6.3%-1.0%395.0K-25.7M-167.3K3.0066.59N/AN/A22066053,08450,520
2022-12-09$18.85$17.5035.4%9.6%37.0%27.9%32.8%5.7%0.2%284.4K-23.8M-162.4K0.6158.43N/AN/A39624053,11650,696
2022-12-12$18.51$17.5041.6%9.8%27.1%46.2%35.7%6.3%-0.5%-43.0K-17.0M-153.3K0.4559.78N/AN/A3,1041,40453,36050,804
2022-12-13$18.01$17.5044.6%10.5%28.8%55.1%34.4%6.4%-1.8%-516.6K-8.6M-148.8K1.2654.40N/AN/A3,8644,85254,52050,420
2022-12-14$17.81$17.5035.8%10.2%25.6%28.8%39.3%6.4%-0.7%-885.6K-4.7M-155.3K1.9660.01N/AN/A7121,39654,09654,536
2022-12-15$17.45$17.5034.7%10.0%25.6%25.8%36.0%7.2%0.0%-1.7M4.1M-152.1K4.1357.76N/AN/A1,6886,96854,31255,256
2022-12-16$17.33$17.5035.0%10.0%25.5%26.7%36.2%6.7%-0.5%-884.7K2.7M-148.1K1.7553.15N/AN/A6361,11254,53251,088
2022-12-19$17.29$17.5035.0%10.0%25.5%26.5%36.0%6.4%-0.5%-36.8K53.2K-145.8K0.1851.97N/AN/A1,52427247,46842,004
2022-12-20$17.79$17.5034.5%9.9%28.0%25.1%33.1%5.7%0.1%70.8K-6.7M-146.9K0.4355.01N/AN/A1,32056847,40442,184
2022-12-21$18.04$17.5035.5%10.2%24.3%28.1%34.1%7.2%-0.3%144.7K-10.4M-145.1K0.2755.01N/AN/A1,18831647,91642,320
2022-12-22$17.87$17.5034.3%9.8%24.1%24.6%36.4%6.4%0.1%70.0K-8.1M-140.9K2.7741.96N/AN/A5841,62048,04042,316
2022-12-23$18.50$17.5032.2%9.2%27.8%18.2%33.9%6.4%1.0%280.9K-16.3M-142.0K0.7546.26N/AN/A73655248,00042,768
2022-12-27$18.22$17.5033.7%9.7%27.9%22.7%35.6%6.4%-0.6%192.7K-13.2M-136.7K1.2354.62N/AN/A33641248,32842,984
2022-12-28$18.14$17.5033.7%9.7%26.9%22.6%32.5%5.8%0.1%104.8K-11.0M-135.5K0.7042.32N/AN/A74051648,36842,992
2022-12-29$18.23$17.5033.7%9.7%26.8%22.8%34.8%4.4%-0.7%160.3K-14.0M-128.8K1.1147.20N/AN/A28431648,35643,084
2022-12-30$18.04$17.5036.7%10.5%26.3%31.6%37.0%6.8%-0.8%58.8K-9.8M-131.8K7.4044.93N/AN/A8059248,37643,124