IBKR Options History — January 2024

In January 2024, IBKR traded between $21.08 and $22.91. ATM implied volatility averaged 26.8%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 5.1% (HV 20d: 21.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2024-01-17: Highest Volume — 38,404 contracts
  • 2024-01-17: Largest IV drop — 18.2% change
  • 2024-01-09: Highest IV Rank — 22.1%
  • 2024-01-03: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.22$21.08$22.91$21.08$22.24
Max Pain$21.37$20.00$22.50$20.00$22.50
ATM IV26.8%22.1%33.5%31.4%24.6%
Expected Move7.4%6.3%9.5%9.0%7.0%
HV 20d21.6%18.9%25.9%23.7%20.6%
HV 60d25.1%23.8%26.6%26.0%23.8%
IV Rank10.0%1.6%22.1%18.2%6.0%
IV Percentile34.1%1.2%82.9%71.8%19.4%
Term Structure-0.8%-3.3%0.7%-2.7%-0.5%
VWIV26.2%21.8%33.4%32.0%24.7%
Skew 25d2.1%0.8%3.6%2.6%1.2%
Skew 10d5.1%1.4%7.5%5.4%5.1%
Call IV 25d25.3%21.4%31.3%31.0%24.6%
Put IV 25d27.4%22.9%34.5%33.6%25.8%
Bid-Ask Spread %33.869.8769.8436.7867.86
Gamma HHI0.280.190.570.190.22
Net GEX1.8M578.3K4.4M578.3K1.2M
Net DEX-35.6M-49.7M-18.5M-18.5M-25.1M
Net VEX-225.2K-233.4K-206.8K-223.0K-233.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.282.360.620.96
Total Volume8,552.9521,56838,4044,9881,568
Total OI111,814.66798,240143,48098,240109,284

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$21.08$20.0031.4%9.0%23.7%18.2%32.0%2.6%-2.7%578.3K-18.5M-223.0K0.6236.78N/AN/A3,0841,90452,18846,052
2024-01-03$21.86$20.0033.2%9.5%25.9%21.5%33.4%3.2%-3.3%1.0M-32.3M-226.6K0.4814.85N/AN/A6,7843,23253,64446,428
2024-01-04$21.79$21.2532.4%8.5%25.9%20.2%29.3%2.7%-1.2%1.1M-32.7M-230.9K0.3815.47N/AN/A6,5162,50854,92847,176
2024-01-05$21.98$21.2531.1%8.0%25.7%17.8%28.4%3.6%-1.0%1.2M-35.4M-231.6K0.4613.03N/AN/A7,7323,54456,54047,664
2024-01-08$21.91$21.2532.8%7.9%25.8%20.9%28.3%3.3%-1.0%1.5M-37.0M-227.9K0.7064.84N/AN/A2,2601,58460,44049,656
2024-01-09$21.95$21.2533.5%7.9%23.6%22.1%28.2%3.3%-1.3%1.5M-36.8M-233.0K0.7564.59N/AN/A2,0241,52861,22050,456
2024-01-10$21.77$21.2528.8%8.2%23.8%13.6%28.3%2.6%-1.7%1.4M-33.1M-231.6K0.6011.91N/AN/A2,2441,35261,28850,856
2024-01-11$21.95$21.2526.6%7.6%23.9%9.7%27.2%3.4%-1.1%1.6M-37.6M-227.4K0.6569.84N/AN/A2,9001,87661,96051,452
2024-01-12$22.14$21.2526.7%7.7%19.9%9.9%27.7%3.0%-1.2%1.8M-41.5M-225.8K0.4819.20N/AN/A5,9802,87661,74852,468
2024-01-16$21.81$21.2530.5%8.7%21.1%16.7%30.1%2.7%-2.3%1.5M-34.5M-217.0K0.6460.38N/AN/A23,10814,77662,73252,660
2024-01-17$22.32$21.2524.9%7.2%19.6%6.7%25.6%1.3%-0.5%3.4M-49.7M-230.6K0.7228.38N/AN/A22,31616,08877,96065,520
2024-01-18$22.23$21.2523.5%6.7%19.2%4.2%24.4%1.5%-0.2%2.4M-37.9M-220.3K0.6310.79N/AN/A4,4362,78073,49266,616
2024-01-19$22.39$21.2522.8%6.5%18.9%2.9%23.3%1.3%0.1%4.4M-38.9M-214.5K1.1010.00N/AN/A3,5483,89673,29666,644
2024-01-22$22.81$21.2522.7%6.5%18.9%2.7%23.0%1.6%0.4%1.7M-36.7M-208.8K0.599.87N/AN/A5,7203,34854,24044,552
2024-01-23$22.79$21.2522.1%6.3%19.0%1.6%22.5%1.1%0.7%1.9M-38.1M-206.8K0.2819.52N/AN/A5,0281,39256,15245,284
2024-01-24$22.91$21.2522.6%6.5%19.0%2.6%21.8%1.8%0.5%2.0M-41.0M-226.3K1.0242.93N/AN/A1,1401,16058,90445,792
2024-01-25$22.66$21.2522.6%6.5%19.7%2.5%22.9%1.8%0.4%1.8M-36.5M-227.3K2.3620.55N/AN/A1,0922,57259,12445,900
2024-01-26$22.89$22.5022.5%6.5%19.3%2.4%22.1%1.1%0.4%1.9M-39.9M-227.8K1.0543.42N/AN/A1,0281,08059,19247,980
2024-01-29$22.61$22.5023.4%6.7%20.2%3.9%23.7%1.0%-0.5%1.8M-34.9M-229.0K1.5255.69N/AN/A7681,16859,45648,508
2024-01-30$22.42$22.5023.4%6.7%20.6%4.1%23.6%0.8%0.2%1.5M-30.1M-230.1K1.1331.16N/AN/A78488859,52449,132
2024-01-31$22.24$22.5024.6%7.0%20.6%6.0%24.7%1.2%-0.5%1.2M-25.1M-233.4K0.9667.86N/AN/A80076859,69249,592