IBKR Options History — March 2024

In March 2024, IBKR traded between $26.86 and $28.00. ATM implied volatility averaged 29.0%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 10.0% (HV 20d: 19.0%). Max pain ranged from $22.50 to $26.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.12.

Notable Days

  • 2024-03-08: Highest Volume — 5,876 contracts
  • 2024-03-11: Largest IV spike — 14.8% change
  • 2024-03-28: Highest IV Rank — 50.0%
  • 2024-03-28: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.30$26.86$28.00$27.55$28.00
Max Pain$26.06$22.50$26.25$22.50$26.25
ATM IV29.0%24.7%31.4%24.7%31.4%
Expected Move8.6%7.1%9.0%7.1%9.0%
HV 20d19.0%14.4%28.6%28.6%14.6%
HV 60d23.5%22.6%24.9%24.7%22.6%
IV Rank24.5%6.3%50.0%6.3%50.0%
IV Percentile60.5%22.2%80.6%22.2%80.6%
Term Structure-0.9%-2.9%5.1%4.0%-2.9%
VWIV30.7%25.7%32.7%25.7%32.7%
Skew 25d2.0%0.7%3.0%0.7%3.0%
Skew 10d5.5%1.4%7.3%1.4%5.6%
Call IV 25d29.5%25.5%30.5%25.5%29.9%
Put IV 25d31.6%26.2%32.9%26.2%32.9%
Bid-Ask Spread %59.8350.3168.1259.4855.38
Gamma HHI0.270.250.340.280.27
Net GEX2.6M1.8M3.4M3.4M2.3M
Net DEX-76.8M-110.3M-44.9M-104.8M-61.4M
Net VEX-289.2K-298.3K-278.2K-288.1K-280.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.292.930.620.95
Total Volume2,5446685,8765,1241,576
Total OI117,843.689,832142,184131,22496,876

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$27.55$22.5024.7%7.1%28.6%6.3%25.7%0.7%4.0%3.4M-104.8M-288.1K0.6259.48N/AN/A3,1641,96081,63649,588
2024-03-04$27.77$26.2526.3%8.5%23.2%9.1%30.1%1.7%-1.1%3.4M-110.3M-287.3K0.2954.46N/AN/A2,30866082,92450,752
2024-03-05$27.39$26.2528.2%8.6%24.0%12.6%30.4%1.6%-1.1%3.2M-101.2M-288.4K0.8758.20N/AN/A1,7761,54882,89251,184
2024-03-06$27.59$26.2528.4%8.7%20.6%13.0%31.1%1.8%-1.5%3.2M-104.3M-298.3K0.5358.19N/AN/A1,34871683,54051,708
2024-03-07$27.36$26.2527.3%8.8%21.3%10.9%31.7%2.4%-1.9%3.2M-99.4M-292.5K0.9557.51N/AN/A1,02496884,00852,036
2024-03-08$27.00$26.2525.7%8.6%22.5%8.1%30.3%2.2%-1.3%3.0M-91.0M-289.8K0.4664.04N/AN/A4,0121,86484,27652,768
2024-03-11$26.95$26.2529.5%8.8%21.3%14.9%31.5%2.4%-1.8%3.0M-90.0M-289.6K0.9159.05N/AN/A2,2682,07285,70853,436
2024-03-12$27.28$26.2528.1%8.5%21.4%12.4%30.4%1.9%-1.7%3.1M-97.5M-292.5K1.2762.98N/AN/A8721,10885,66855,232
2024-03-13$27.09$26.2529.4%8.4%20.2%14.8%31.3%1.9%-1.2%3.0M-92.7M-296.8K1.9265.82N/AN/A1,1762,25685,89655,564
2024-03-14$26.86$26.2530.5%8.7%20.7%23.5%29.6%2.3%5.1%2.5M-86.5M-294.1K0.3868.12N/AN/A1,80069285,58856,228
2024-03-15$27.02$26.2529.5%8.4%17.6%26.5%30.9%2.2%0.2%1.9M-90.2M-290.1K0.3366.83N/AN/A1,19640085,59656,588
2024-03-18$27.06$26.2529.9%8.6%17.6%32.2%31.6%1.8%-1.0%2.0M-48.2M-290.3K2.9350.31N/AN/A5921,73648,60441,228
2024-03-19$26.90$26.2529.1%8.3%16.6%29.2%30.9%2.3%-0.5%1.8M-44.9M-290.8K1.0960.16N/AN/A32034848,76042,660
2024-03-20$27.07$26.2529.3%8.4%15.8%32.2%31.0%2.5%-0.9%1.9M-47.7M-287.3K2.4957.46N/AN/A30876848,89642,936
2024-03-21$27.44$26.2529.8%8.6%14.8%34.5%30.0%1.4%-1.9%2.0M-53.8M-289.0K0.2961.07N/AN/A1,29238048,99643,268
2024-03-22$27.14$26.2529.5%8.5%15.4%33.2%30.3%2.0%-1.4%2.0M-48.5M-290.4K2.8660.74N/AN/A1,0402,97649,86043,424
2024-03-25$27.25$26.2530.4%8.7%14.7%36.9%31.5%2.3%-1.6%2.1M-50.1M-286.4K0.5562.45N/AN/A91650449,83246,272
2024-03-26$27.51$26.2531.2%8.9%14.6%40.0%30.5%1.8%-2.6%2.1M-54.9M-278.2K0.3757.69N/AN/A1,10440449,32846,520
2024-03-27$27.76$26.2531.3%9.0%14.4%49.5%32.7%2.5%-2.5%2.2M-58.8M-282.7K2.3756.73N/AN/A4241,00449,88846,708
2024-03-28$28.00$26.2531.4%9.0%14.6%50.0%32.7%3.0%-2.9%2.3M-61.4M-280.7K0.9555.38N/AN/A80876849,78447,092