IBKR Options History — August 2023

In August 2023, IBKR traded between $22.22 and $23.34. ATM implied volatility averaged 25.1%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 2.0% (HV 20d: 23.1%). Max pain ranged from $20.00 to $21.25. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 1.10.

Notable Days

  • 2023-08-25: Highest Volume — 11,600 contracts
  • 2023-08-25: Largest IV drop — 11.5% change
  • 2023-08-16: Highest IV Rank — 8.1%
  • 2023-08-16: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.77$22.22$23.34$22.22$22.74
Max Pain$20.60$20.00$21.25$21.25$21.25
ATM IV25.1%22.8%26.8%23.8%23.7%
Expected Move7.2%6.5%7.7%6.8%6.8%
HV 20d23.1%19.2%26.7%26.2%20.8%
HV 60d23.3%22.7%27.2%27.2%23.1%
IV Rank5.1%0.9%8.1%2.6%2.5%
IV Percentile5.6%1.2%11.5%2.4%3.6%
Term Structure2.7%0.2%4.6%0.5%3.4%
VWIV26.5%23.3%29.3%24.9%23.5%
Skew 25d2.2%0.7%3.8%1.5%3.8%
Skew 10d4.9%2.7%8.5%5.8%4.3%
Call IV 25d25.0%22.2%26.4%24.3%22.2%
Put IV 25d27.1%25.3%28.7%25.7%25.9%
Bid-Ask Spread %46.1010.7867.2057.5256.12
Gamma HHI0.230.190.290.210.25
Net GEX1.4M1.0M2.2M1.6M1.4M
Net DEX-44.0M-53.6M-37.3M-44.9M-40.2M
Net VEX-144.2K-160.6K-133.1K-156.6K-139.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.062.950.512.39
Total Volume3,784.1741,08411,6004,7681,652
Total OI83,230.95774,94091,94884,18890,896

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$22.22$21.2523.8%6.8%26.2%2.6%24.9%1.5%0.5%1.6M-44.9M-156.6K0.5157.52N/AN/A3,1521,61645,66038,528
2023-08-02$22.28$21.2525.2%7.2%26.2%5.2%26.0%0.7%0.2%1.4M-41.4M-160.6K0.2954.65N/AN/A2,48472443,92438,912
2023-08-03$22.67$20.0025.6%7.6%26.7%5.9%26.8%2.0%1.9%1.7M-47.7M-151.1K0.5052.14N/AN/A3,6921,86443,23239,312
2023-08-04$22.31$20.0023.9%7.3%26.2%2.9%25.7%2.4%2.2%1.3M-40.0M-156.3K0.3556.64N/AN/A1,94868843,78839,668
2023-08-07$22.50$20.0025.4%7.5%25.8%5.5%26.8%2.2%1.6%1.4M-42.3M-152.8K1.3363.85N/AN/A74498843,64839,696
2023-08-08$22.31$20.0026.4%7.5%26.0%7.5%26.5%2.0%2.2%1.4M-39.5M-151.9K2.1059.95N/AN/A1,1282,37243,68040,036
2023-08-09$22.54$20.0026.2%7.5%25.7%7.1%26.8%1.9%2.0%1.6M-43.6M-149.5K0.8661.10N/AN/A58450043,77639,940
2023-08-10$22.56$20.0026.2%7.5%25.6%7.0%26.8%2.4%2.3%1.6M-42.0M-150.1K1.1463.07N/AN/A82093643,60439,716
2023-08-11$22.88$20.0025.1%7.2%25.4%5.0%25.9%1.8%2.9%1.9M-49.1M-140.7K0.8265.13N/AN/A1,16895643,55239,736
2023-08-14$23.31$20.0024.4%7.0%25.4%3.8%25.4%2.7%2.9%2.2M-53.6M-137.5K0.5760.74N/AN/A2,6601,52443,34039,864
2023-08-15$22.91$20.0026.5%7.6%25.5%7.6%28.1%2.3%2.2%1.8M-48.1M-134.1K0.8213.29N/AN/A2,2921,87643,20441,000
2023-08-16$22.92$20.0026.8%7.7%19.2%8.1%27.6%2.0%2.0%1.9M-50.7M-133.9K0.4350.38N/AN/A2,21694844,53642,368
2023-08-17$22.66$20.0026.7%7.7%19.8%8.1%29.3%2.4%4.0%1.7M-46.2M-136.5K1.5311.52N/AN/A2,7204,16045,12042,540
2023-08-18$22.88$20.0026.5%7.6%19.8%7.6%28.1%2.2%2.9%1.1M-48.7M-141.4K0.6159.38N/AN/A3,7002,27246,25245,696
2023-08-21$23.31$21.2524.7%7.1%20.0%4.4%29.3%2.0%3.4%1.1M-43.6M-144.4K2.7057.36N/AN/A7321,97639,47235,468
2023-08-22$22.79$21.2526.1%7.5%22.3%6.9%28.3%2.0%3.0%1.0M-38.4M-136.9K2.9511.28N/AN/A4841,42839,56435,408
2023-08-23$22.98$21.2525.6%7.4%20.9%6.1%27.0%2.5%3.3%1.1M-40.8M-136.6K0.9613.96N/AN/A80476839,77635,868
2023-08-24$22.94$21.2525.9%7.4%20.7%6.5%26.4%2.5%3.4%1.1M-40.6M-141.7K1.3010.78N/AN/A53269239,90836,136
2023-08-25$23.22$21.2522.9%6.6%20.8%1.1%24.8%1.8%4.6%1.2M-45.3M-133.1K0.0661.53N/AN/A10,97662440,12436,384
2023-08-28$23.34$21.2522.8%6.5%20.7%0.9%26.6%2.1%4.0%1.4M-47.7M-148.1K0.7423.35N/AN/A1,7161,27248,28836,704
2023-08-29$22.94$21.2524.6%7.1%20.8%4.2%25.4%2.8%3.5%1.2M-40.6M-138.0K1.3929.43N/AN/A4,5326,29648,54436,728
2023-08-30$22.59$21.2523.3%6.7%21.6%1.8%23.3%2.5%4.2%1.4M-37.3M-144.9K0.9267.20N/AN/A94887251,23639,480
2023-08-31$22.74$21.2523.7%6.8%20.8%2.5%23.5%3.8%3.4%1.4M-40.2M-139.3K2.3956.12N/AN/A4881,16451,05239,844