IBKR Options History — April 2024

In April 2024, IBKR traded between $26.83 and $29.30. ATM implied volatility averaged 30.6%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 7.4% (HV 20d: 23.2%). Max pain ranged from $26.25 to $28.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-04-17: Highest Volume — 37,152 contracts
  • 2024-04-17: Largest IV drop — 18.7% change
  • 2024-04-09: Highest IV Rank — 88.9%
  • 2024-04-16: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.22$26.83$29.30$27.98$28.96
Max Pain$27.61$26.25$28.75$26.25$28.75
ATM IV30.6%24.3%38.9%34.1%25.9%
Expected Move8.5%7.0%10.1%9.8%7.4%
HV 20d23.2%14.0%27.3%14.0%27.0%
HV 60d24.0%21.7%25.1%21.7%22.4%
IV Rank48.3%16.5%88.9%64.6%25.0%
IV Percentile64.2%19.4%98.4%90.9%33.3%
Term Structure-1.6%-4.5%0.8%-4.5%-0.7%
VWIV30.0%24.4%35.4%35.2%27.1%
Skew 25d1.2%-3.0%2.5%2.4%1.0%
Skew 10d3.4%0.7%6.0%5.1%3.3%
Call IV 25d29.6%24.4%34.4%33.4%26.0%
Put IV 25d30.8%25.3%36.3%35.8%26.9%
Bid-Ask Spread %64.2351.9672.1966.4059.31
Gamma HHI0.250.160.370.270.36
Net GEX2.0M920.8K4.4M2.3M2.1M
Net DEX-58.3M-75.5M-34.2M-61.2M-66.3M
Net VEX-287.8K-311.2K-269.6K-277.3K-294.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.102.851.072.17
Total Volume7,229.2731,12437,1521,1243,420
Total OI105,543.63694,248133,15697,024102,532

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$27.98$26.2534.1%9.8%14.0%64.6%35.2%2.4%-4.5%2.3M-61.2M-277.3K1.0766.40N/AN/A54458049,93647,088
2024-04-02$28.43$26.2533.4%9.6%14.8%61.3%33.8%0.8%-4.0%2.5M-70.2M-269.6K0.9461.50N/AN/A2,5442,40050,23247,376
2024-04-03$28.70$26.2533.7%9.7%14.0%63.0%34.1%0.9%-3.8%2.5M-75.5M-272.3K0.1067.53N/AN/A10,4921,08051,15648,692
2024-04-04$27.76$27.5035.5%9.0%18.8%72.0%30.7%2.5%-2.5%1.3M-45.9M-269.9K0.3364.52N/AN/A6,7522,26045,19649,052
2024-04-05$28.20$27.5034.5%8.8%19.3%66.7%31.8%1.9%-2.4%1.8M-57.1M-293.2K0.3866.81N/AN/A90434450,79249,888
2024-04-08$28.59$27.5038.3%8.8%18.9%85.6%31.5%1.4%-2.2%1.9M-62.7M-293.5K0.8264.34N/AN/A1,3841,13651,17250,144
2024-04-09$27.73$27.5038.9%8.8%22.3%88.9%31.3%2.0%-2.3%1.5M-47.9M-288.4K0.5466.94N/AN/A1,62888451,76850,860
2024-04-10$28.34$27.5032.3%9.3%23.2%55.9%32.5%1.4%-2.6%1.8M-59.3M-294.3K0.6963.18N/AN/A2,9722,04052,23251,324
2024-04-11$28.09$27.5032.0%9.2%23.3%54.5%31.9%1.5%-1.5%1.6M-54.5M-296.7K1.0864.24N/AN/A71677652,06051,620
2024-04-12$27.59$28.7533.2%9.5%24.1%63.4%33.6%1.3%-2.8%1.3M-46.1M-290.4K0.1664.03N/AN/A3,31252452,36452,188
2024-04-15$27.27$27.5034.3%9.8%24.5%68.8%35.2%1.9%-3.2%1.2M-41.5M-284.4K0.3064.08N/AN/A7,5042,27653,47652,344
2024-04-16$26.83$27.5035.2%10.1%25.2%73.6%35.4%2.2%-3.9%920.8K-34.2M-273.1K0.5967.23N/AN/A19,99211,81658,47653,392
2024-04-17$27.53$27.5028.6%8.2%26.7%39.0%28.8%1.7%-0.0%4.4M-57.0M-274.8K0.5451.96N/AN/A24,08813,06472,14861,008
2024-04-18$27.68$27.5026.7%7.6%26.7%28.8%27.8%1.2%0.8%2.8M-50.9M-276.3K2.8571.43N/AN/A2,1966,26465,65261,584
2024-04-19$27.85$27.5026.3%7.5%26.4%26.7%26.3%1.3%0.2%1.2M-55.6M-275.6K0.3372.19N/AN/A5,9241,93265,08465,796
2024-04-22$28.30$27.5025.7%7.4%26.5%23.5%26.3%1.1%-0.1%1.7M-56.8M-311.2K0.7671.72N/AN/A2,9122,20452,05246,964
2024-04-23$28.72$27.5025.1%7.2%26.9%20.4%25.5%0.7%0.1%1.9M-63.3M-304.9K1.3063.96N/AN/A1,5442,00852,91247,620
2024-04-24$28.88$27.5024.9%7.1%26.8%19.6%25.2%0.3%-0.1%2.0M-66.6M-297.6K1.2053.51N/AN/A9001,08452,90447,996
2024-04-25$29.30$28.7525.5%7.3%27.0%22.7%27.0%-3.0%0.4%2.1M-72.7M-302.3K0.5762.20N/AN/A1,40880853,00448,448
2024-04-26$28.99$28.7524.3%7.0%27.3%16.5%24.4%1.0%0.6%2.0M-67.6M-299.4K0.5061.53N/AN/A1,48874853,32448,308
2024-04-29$29.15$28.7525.3%7.2%27.3%21.5%25.7%0.9%0.1%2.2M-69.9M-291.6K1.2664.37N/AN/A9721,22053,61248,184
2024-04-30$28.96$28.7525.9%7.4%27.0%25.0%27.1%1.0%-0.7%2.1M-66.3M-294.9K2.1759.31N/AN/A1,0802,34053,64448,888