IBKR Options History — June 2023

In June 2023, IBKR traded between $19.31 and $20.86. ATM implied volatility averaged 28.3%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 4.5% (HV 20d: 23.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2023-06-15: Highest Volume — 7,544 contracts
  • 2023-06-12: Largest IV spike — 42.4% change
  • 2023-06-12: Highest IV Rank — 21.1%
  • 2023-06-12: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.04$19.31$20.86$19.66$20.86
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV28.3%25.6%36.4%29.5%26.7%
Expected Move8.0%7.6%8.7%8.5%7.6%
HV 20d23.8%20.9%32.9%32.7%23.7%
HV 60d31.9%27.6%40.1%39.7%28.3%
IV Rank5.1%0.0%21.1%6.9%2.1%
IV Percentile12.2%0.0%68.7%17.5%2.4%
Term Structure0.2%-1.3%1.9%1.5%-0.9%
VWIV29.2%27.5%31.4%30.7%27.5%
Skew 25d4.2%2.0%5.1%5.0%2.0%
Skew 10d9.6%5.7%13.4%11.5%5.7%
Call IV 25d26.7%25.5%27.8%27.8%26.7%
Put IV 25d30.9%28.7%32.8%32.8%28.7%
Bid-Ask Spread %55.3525.1875.7049.3264.75
Gamma HHI0.200.160.580.160.19
Net GEX573.1K-284.4K3.1M-24.3K799.6K
Net DEX-10.8M-24.7M3.4M-1.5M-24.7M
Net VEX-170.7K-176.8K-160.5K-173.5K-170.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.225.421.130.60
Total Volume2,566.6677487,5441,9203,416
Total OI76,293.33356,22494,29283,03267,048

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$19.66$20.0029.5%8.5%32.7%6.9%30.7%5.0%1.5%-24.3K-1.5M-173.5K1.1349.32N/AN/A9001,02038,71644,316
2023-06-02$20.13$20.0026.8%7.7%32.9%1.6%28.6%3.2%1.9%349.2K-9.7M-176.1K0.4626.00N/AN/A2,9441,35639,38445,092
2023-06-05$20.04$20.0027.5%8.3%22.5%3.0%31.4%4.6%0.4%406.6K-9.6M-176.8K0.9853.86N/AN/A81680041,42045,052
2023-06-06$20.25$20.0027.6%8.1%21.9%3.1%29.2%5.1%0.6%583.3K-13.2M-173.2K0.4225.18N/AN/A1,78475641,43245,340
2023-06-07$20.16$20.0027.2%8.0%22.0%2.4%28.5%4.2%1.2%579.2K-12.5M-175.1K1.8037.65N/AN/A40472842,51245,436
2023-06-08$19.91$20.0027.7%8.0%21.7%3.3%30.0%4.2%1.3%409.1K-8.0M-174.1K1.5261.76N/AN/A61293242,70445,672
2023-06-09$19.91$20.0025.6%7.7%20.9%0.0%29.4%4.7%1.4%415.9K-7.4M-170.0K1.9247.44N/AN/A25649242,72845,884
2023-06-12$19.31$20.0036.4%8.7%24.0%21.1%30.3%4.5%-0.0%-284.4K3.4M-160.5K0.9946.11N/AN/A2,3082,27642,70846,296
2023-06-13$19.71$20.0030.6%7.9%24.6%9.8%28.9%4.0%-0.2%192.1K-3.4M-161.6K0.4237.00N/AN/A1,37257642,76846,912
2023-06-14$20.03$20.0028.9%8.3%23.4%6.5%28.1%4.9%-1.3%645.6K-10.9M-162.3K0.3669.85N/AN/A1,75662843,00446,856
2023-06-15$20.23$20.0029.2%8.4%23.2%7.1%28.5%5.1%1.2%719.0K-15.0M-163.2K0.2449.58N/AN/A6,1041,44043,16047,116
2023-06-16$20.01$20.0028.1%8.0%23.2%4.8%28.4%4.3%0.0%3.1M-15.3M-176.2K0.7864.47N/AN/A1,5001,17247,23247,060
2023-06-20$20.06$20.0028.4%8.2%23.1%5.6%29.9%4.0%0.1%475.2K-11.1M-171.3K0.6556.51N/AN/A83254428,76427,460
2023-06-21$20.05$20.0028.2%8.1%23.1%5.1%28.6%3.9%-0.5%477.9K-11.2M-172.6K0.5065.99N/AN/A95647629,21227,768
2023-06-22$19.88$20.0027.8%8.0%23.1%4.2%30.5%4.9%-0.5%422.5K-9.2M-172.2K0.6764.79N/AN/A74450029,75628,364
2023-06-23$20.00$20.0027.8%8.0%22.9%4.3%27.8%4.1%-0.5%506.0K-11.0M-174.8K0.8366.35N/AN/A72460030,22828,520
2023-06-26$19.91$20.0028.1%8.0%22.4%4.9%29.0%3.7%-0.3%485.8K-10.5M-169.1K2.1575.70N/AN/A37680830,51628,936
2023-06-27$20.21$20.0027.5%7.9%22.1%3.8%27.9%4.3%-0.1%572.7K-13.2M-170.9K0.4169.49N/AN/A95239230,80829,484
2023-06-28$19.96$20.0027.9%8.0%22.5%4.5%30.8%3.1%-1.0%478.4K-10.5M-169.3K5.4261.99N/AN/A8684,70830,72829,724
2023-06-29$20.64$20.0026.8%7.7%23.9%2.4%28.7%3.4%-0.4%680.8K-21.4M-170.8K0.2268.56N/AN/A3,33274032,01234,032
2023-06-30$20.86$20.0026.7%7.6%23.7%2.1%27.5%2.0%-0.9%799.6K-24.7M-170.3K0.6064.75N/AN/A2,1401,27632,65234,396