IBKR Options History — March 2023 In March 2023, IBKR traded between $18.89 and $22.33. ATM implied volatility averaged 41.1%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 3.1% (HV 20d: 38.0%). Max pain ranged from $16.25 to $21.25. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.94.
Notable Days 2023-03-15 : Highest Volume — 29,672 contracts2023-03-10 : Largest IV spike — 48.5% change2023-03-10 : Highest IV Rank — 100.0%2023-03-15 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.49 $18.89 $22.33 $21.90 $20.52 Max Pain $18.48 $16.25 $21.25 $20.00 $16.25 ATM IV 41.1% 26.2% 76.9% 28.0% 38.5% Expected Move 11.1% 7.5% 15.0% 8.0% 11.0% HV 20d 38.0% 11.1% 54.4% 25.0% 54.1% HV 60d 32.8% 25.7% 37.8% 26.6% 37.8% IV Rank 33.0% 0.7% 100.0% 5.9% 24.7% IV Percentile 64.0% 0.8% 100.0% 4.0% 68.7% Term Structure -1.5% -7.5% 2.6% 1.4% -1.6% VWIV 40.4% 27.0% 63.6% 27.2% 37.8% Skew 25d 7.2% 3.2% 11.9% 4.7% 7.5% Skew 10d 16.6% 8.0% 28.1% 8.3% 18.5% Call IV 25d 36.1% 25.2% 48.4% 27.3% 35.5% Put IV 25d 43.3% 28.8% 58.6% 32.0% 43.0% Bid-Ask Spread % 62.57 47.81 76.14 47.81 63.53 Gamma HHI 0.20 0.15 0.33 0.22 0.17 Net GEX 349.2K -1.0M 2.0M 1.3M 341.8K Net DEX -19.7M -38.8M 24.5M -25.4M -38.8M Net VEX -203.2K -280.4K -125.4K -133.5K -280.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.13 3.99 0.50 0.30 Total Volume 7,101.043 1,220 29,672 1,220 2,040 Total OI 98,951.13 80,204 135,536 80,204 111,532
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 2023-03-01 $21.90 $20.00 28.0% 8.0% 25.0% 5.9% 27.2% 4.7% 1.4% 1.3M -25.4M -133.5K 0.50 47.81 N/A N/A 816 404 34,844 45,360 2023-03-02 $22.29 $20.00 27.5% 7.9% 22.5% 4.4% 28.3% 3.2% 2.2% 1.6M -31.2M -134.8K 0.30 55.67 N/A N/A 1,568 464 35,148 45,648 2023-03-03 $22.27 $20.00 26.2% 7.5% 19.4% 0.7% 27.0% 3.6% 2.6% 1.7M -32.2M -130.6K 0.57 65.80 N/A N/A 1,132 644 35,440 45,940 2023-03-06 $22.09 $21.25 27.1% 8.4% 13.2% 3.4% 29.7% 4.2% -1.3% 1.7M -29.4M -126.3K 0.35 64.97 N/A N/A 1,412 496 35,628 46,232 2023-03-07 $22.23 $21.25 26.8% 8.3% 13.3% 2.5% 29.0% 4.1% -0.6% 1.8M -31.7M -125.4K 0.30 61.32 N/A N/A 1,528 460 36,080 46,548 2023-03-08 $22.33 $21.25 27.7% 8.6% 11.1% 5.1% 30.3% 4.4% -0.9% 2.0M -33.6M -129.7K 0.13 63.24 N/A N/A 2,820 360 37,152 46,860 2023-03-09 $21.34 $21.25 36.0% 9.7% 20.0% 44.0% 34.0% 5.0% -0.8% 834.8K -18.6M -143.1K 2.92 76.14 N/A N/A 2,708 7,896 39,040 47,300 2023-03-10 $20.08 $21.25 53.5% 11.8% 29.3% 100.0% 41.0% 7.5% -4.1% -511.8K 6.9M -165.0K 3.99 67.58 N/A N/A 3,472 13,852 38,924 51,680 2023-03-13 $19.20 $21.25 76.9% 13.9% 32.7% 100.0% 48.4% 10.6% -5.8% -892.7K 19.8M -178.9K 0.89 72.15 N/A N/A 13,624 12,156 40,132 57,212 2023-03-14 $19.99 $21.25 60.8% 12.8% 36.4% 68.3% 47.1% 9.1% -5.4% -365.5K 3.1M -204.5K 2.73 62.96 N/A N/A 3,208 8,756 46,808 59,340 2023-03-15 $18.89 $21.25 52.4% 15.0% 40.8% 52.0% 63.6% 10.1% -7.5% -1.0M 24.5M -210.4K 0.46 53.26 N/A N/A 20,320 9,352 47,284 64,980 2023-03-16 $19.54 $16.25 44.4% 12.7% 43.0% 36.3% 50.3% 11.9% -0.4% -686.1K -13.9M -239.1K 1.23 61.49 N/A N/A 2,996 3,676 66,068 68,916 2023-03-17 $18.98 $16.25 48.2% 13.8% 43.8% 43.6% 49.3% 11.0% -1.4% -542.5K -6.5M -229.4K 0.79 65.13 N/A N/A 3,200 2,532 67,056 68,480 2023-03-20 $19.62 $16.25 42.9% 12.3% 46.0% 33.2% 52.4% 7.9% -1.0% -53.8K -20.1M -237.4K 1.59 51.72 N/A N/A 2,488 3,956 47,108 47,372 2023-03-21 $20.70 $16.25 38.5% 11.0% 50.5% 24.5% 41.1% 8.0% -0.5% 198.1K -35.9M -231.1K 0.48 52.97 N/A N/A 2,440 1,176 47,468 47,072 2023-03-22 $19.95 $16.25 39.2% 11.3% 51.8% 26.1% 39.8% 8.1% -0.1% 25.4K -25.5M -224.2K 0.24 69.02 N/A N/A 3,616 876 47,848 47,012 2023-03-23 $19.85 $16.25 42.0% 12.1% 51.8% 31.6% 40.8% 8.8% -0.9% 46.2K -23.6M -240.9K 0.29 61.08 N/A N/A 4,320 1,244 49,580 47,492 2023-03-24 $19.22 $16.25 46.2% 13.2% 52.6% 39.7% 47.3% 9.4% -2.3% -49.0K -15.8M -251.1K 0.78 66.05 N/A N/A 2,884 2,248 52,192 48,440 2023-03-27 $19.86 $16.25 40.7% 11.7% 54.3% 29.0% 41.6% 7.6% -1.4% 93.7K -26.5M -256.5K 0.53 69.58 N/A N/A 2,716 1,428 53,412 50,088 2023-03-28 $19.97 $16.25 41.6% 11.9% 54.4% 30.6% 42.0% 5.6% -1.5% 75.5K -28.3M -249.5K 0.93 64.67 N/A N/A 4,016 3,716 53,968 50,528 2023-03-29 $20.24 $16.25 40.2% 11.5% 54.4% 28.0% 42.4% 8.3% -2.6% 168.6K -33.4M -273.8K 0.38 63.12 N/A N/A 1,876 708 57,512 51,980 2023-03-30 $20.27 $16.25 39.4% 11.3% 53.8% 26.4% 39.7% 5.0% -1.3% 199.0K -38.0M -277.7K 0.99 59.77 N/A N/A 868 856 58,712 52,460 2023-03-31 $20.52 $16.25 38.5% 11.0% 54.1% 24.7% 37.8% 7.5% -1.6% 341.8K -38.8M -280.4K 0.30 63.53 N/A N/A 1,572 468 58,532 53,000
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