IBKR Options History — October 2023

In October 2023, IBKR traded between $19.83 and $22.48. ATM implied volatility averaged 30.4%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 6.8% (HV 20d: 23.5%). Max pain ranged from $21.25 to $22.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.89.

Notable Days

  • 2023-10-17: Highest Volume — 29,104 contracts
  • 2023-10-11: Largest IV drop — 19.3% change
  • 2023-10-09: Highest IV Rank — 27.9%
  • 2023-10-03: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.00$19.83$22.48$21.41$20.00
Max Pain$21.76$21.25$22.50$22.50$21.25
ATM IV30.4%24.9%36.7%33.4%24.9%
Expected Move8.5%7.1%10.4%9.6%7.1%
HV 20d23.5%19.2%26.9%19.7%24.4%
HV 60d22.4%21.4%23.2%22.3%21.8%
IV Rank16.5%6.6%27.9%21.8%6.6%
IV Percentile44.4%9.9%81.7%63.5%9.9%
Term Structure-0.5%-3.9%1.6%-3.0%1.6%
VWIV30.0%25.3%38.4%33.4%25.3%
Skew 25d3.8%3.0%4.6%4.5%3.5%
Skew 10d7.6%5.5%9.7%8.3%6.2%
Call IV 25d28.5%24.5%34.9%32.1%24.5%
Put IV 25d32.3%28.0%38.7%36.6%28.0%
Bid-Ask Spread %53.7113.7466.7750.2513.74
Gamma HHI0.220.120.430.130.30
Net GEX-106.1K-1.0M503.2K28.0K-430.5K
Net DEX-359.4K-15.2M15.4M-3.1M6.3M
Net VEX-139.5K-147.6K-130.8K-139.8K-130.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.152.790.850.44
Total Volume4,669.81891629,1041,3001,036
Total OI78,787.27369,528102,10069,52875,936

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$21.41$22.5033.4%9.6%19.7%21.8%33.4%4.5%-3.0%28.0K-3.1M-139.8K0.8550.25N/AN/A70459647,89621,632
2023-10-03$21.68$22.5036.4%10.4%20.5%27.3%35.3%3.9%-3.9%114.9K-5.9M-145.8K0.2951.49N/AN/A71220848,18421,636
2023-10-04$21.61$22.5034.9%10.0%19.2%24.6%38.4%4.5%-3.2%76.2K-4.9M-143.2K0.9258.07N/AN/A80073248,59621,668
2023-10-05$21.98$21.2533.2%8.8%20.6%21.5%33.6%4.3%-0.5%180.9K-9.4M-140.9K1.5463.64N/AN/A36055648,73622,132
2023-10-06$22.48$22.5033.5%8.6%21.4%22.2%31.3%3.5%-0.7%401.8K-15.2M-147.6K2.7960.63N/AN/A1,3563,78848,82022,572
2023-10-09$22.00$21.2536.7%8.8%22.4%27.9%32.2%4.6%-0.6%167.0K-9.0M-144.9K0.3561.08N/AN/A1,98869249,18025,876
2023-10-10$22.14$21.2535.9%8.4%22.6%26.5%29.6%4.2%-0.6%384.1K-11.7M-141.2K0.9163.06N/AN/A1,4241,29650,31626,148
2023-10-11$21.88$22.5029.0%8.3%21.9%14.0%29.4%4.4%-0.2%272.3K-9.5M-144.5K0.9566.77N/AN/A51248451,47226,404
2023-10-12$21.37$22.5030.0%8.6%22.9%15.8%30.5%3.9%-0.2%-35.6K-2.4M-139.2K1.0855.62N/AN/A57662451,53226,580
2023-10-13$21.30$22.5032.2%9.2%22.6%19.7%32.9%3.7%-1.1%-61.5K-1.5M-139.0K0.3464.95N/AN/A5,1881,74051,75626,764
2023-10-16$21.50$22.5030.8%8.8%23.0%17.2%31.4%3.1%-1.2%448.6K-5.8M-141.1K1.6965.31N/AN/A1,2802,16456,10427,588
2023-10-17$21.62$22.5030.7%8.8%22.9%17.1%30.9%3.2%-0.7%503.2K-7.7M-135.2K0.4763.78N/AN/A19,8569,24856,69228,584
2023-10-18$20.71$21.2526.8%7.7%26.5%10.0%27.3%3.3%-0.0%-777.6K9.6M-134.6K1.1253.70N/AN/A9,57610,68865,70035,472
2023-10-19$20.22$21.2527.9%8.0%26.9%12.1%27.2%3.2%0.6%-904.7K15.4M-133.1K1.5338.79N/AN/A2,8164,31266,63235,468
2023-10-20$20.11$21.2528.3%8.1%26.8%12.8%27.7%3.9%0.0%-1.0M9.9M-142.8K1.1143.88N/AN/A2,0842,31267,90033,976
2023-10-23$20.09$21.2527.6%7.9%26.8%11.6%27.1%3.9%0.5%-234.4K5.7M-140.2K0.4563.17N/AN/A1,42863648,56024,684
2023-10-24$20.14$21.2526.6%7.6%26.5%9.7%26.3%3.8%0.6%-247.4K5.5M-138.1K0.3645.46N/AN/A97235248,71624,840
2023-10-25$19.96$21.2526.9%7.7%25.2%10.2%26.9%4.3%1.3%-304.6K6.9M-135.8K0.9261.61N/AN/A2,0721,91248,95224,576
2023-10-26$20.02$21.2528.1%8.0%25.3%12.3%27.8%3.5%0.4%-197.8K5.1M-140.7K0.1552.00N/AN/A2,53236849,74424,608
2023-10-27$19.83$21.2527.6%7.9%24.7%11.6%28.2%3.1%0.6%-321.4K7.8M-136.9K0.6723.62N/AN/A94062850,40424,720
2023-10-30$19.98$21.2526.8%7.7%25.0%10.1%26.8%3.0%0.3%-377.1K6.1M-134.5K0.6560.93N/AN/A72046850,53625,028
2023-10-31$20.00$21.2524.9%7.1%24.4%6.6%25.3%3.5%1.6%-430.5K6.3M-130.8K0.4413.74N/AN/A72031650,76825,168