IBKR Options History — May 2024

In May 2024, IBKR traded between $29.22 and $32.13. ATM implied volatility averaged 23.4%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.7% (HV 20d: 18.8%). Max pain ranged from $25.00 to $28.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-05-29: Highest Volume — 44,820 contracts
  • 2024-05-13: Largest IV spike — 27.3% change
  • 2024-05-14: Highest IV Rank — 48.4%
  • 2024-05-01: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.75$29.22$32.13$29.22$31.23
Max Pain$26.36$25.00$28.75$28.75$27.50
ATM IV23.4%20.8%30.4%26.3%24.5%
Expected Move6.6%6.0%7.5%7.5%7.0%
HV 20d18.8%15.1%27.0%27.0%17.2%
HV 60d20.6%19.6%22.3%22.3%20.4%
IV Rank12.6%0.0%48.4%26.8%18.8%
IV Percentile16.2%0.0%79.4%36.1%27.4%
Term Structure1.4%-0.9%2.7%-0.7%1.9%
VWIV23.8%20.2%29.6%29.6%26.1%
Skew 25d1.1%0.5%1.7%0.8%1.6%
Skew 10d2.9%1.6%5.3%1.6%5.1%
Call IV 25d22.9%20.7%26.2%26.2%24.2%
Put IV 25d24.0%21.5%27.1%27.1%25.8%
Bid-Ask Spread %68.6055.6276.9469.9172.02
Gamma HHI0.260.160.410.360.16
Net GEX3.6M2.3M6.6M2.3M3.2M
Net DEX-100.5M-128.5M-71.3M-71.3M-97.5M
Net VEX-350.4K-450.6K-300.8K-300.8K-450.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.034.224.220.63
Total Volume7,914.3642,45644,8208,5565,228
Total OI124,921.091103,376146,388103,376137,168

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$29.22$28.7526.3%7.5%27.0%26.8%29.6%0.8%-0.7%2.3M-71.3M-300.8K4.2269.91N/AN/A1,6406,91653,91649,460
2024-05-02$29.95$28.7525.9%7.4%25.0%25.1%25.2%0.5%-0.9%2.6M-82.6M-306.6K0.5765.13N/AN/A2,9081,64454,32852,844
2024-05-03$29.98$28.7523.9%6.8%24.6%14.2%24.5%0.9%0.6%2.7M-84.1M-315.4K1.7975.09N/AN/A2,0003,58455,76853,604
2024-05-06$30.33$25.0024.3%7.0%24.5%16.3%24.8%1.3%1.6%2.9M-92.1M-317.7K0.9568.45N/AN/A4,1763,97256,75657,340
2024-05-07$30.27$25.0022.9%6.9%21.1%9.2%23.5%1.6%1.8%2.9M-90.9M-313.0K1.6556.99N/AN/A9441,56057,59258,472
2024-05-08$29.81$26.2522.4%6.6%21.1%6.1%22.7%1.2%0.6%2.7M-79.0M-317.0K0.7255.62N/AN/A9,1966,65657,34458,952
2024-05-09$29.74$25.0021.9%6.4%20.8%3.8%22.8%1.7%1.2%3.2M-81.3M-359.8K1.0365.34N/AN/A1,9001,95264,86863,544
2024-05-10$30.10$25.0021.3%6.3%19.5%0.8%21.9%1.1%1.1%3.7M-91.6M-354.1K1.0770.27N/AN/A1,3921,49264,87664,788
2024-05-13$30.07$25.0027.2%6.6%18.6%31.5%23.8%1.5%0.9%3.6M-90.4M-355.3K0.2268.57N/AN/A6,1681,36865,04866,316
2024-05-14$30.36$25.0030.4%6.7%17.0%48.4%24.2%1.1%1.2%4.7M-103.1M-373.7K0.1168.12N/AN/A12,6281,40470,56066,616
2024-05-15$30.44$26.2522.2%6.4%15.3%5.1%22.9%1.3%1.4%6.4M-108.1M-354.7K1.3968.58N/AN/A1,7842,47677,64867,384
2024-05-16$30.56$26.2521.9%6.3%15.4%3.8%22.4%0.9%1.4%6.6M-110.5M-350.8K0.2166.53N/AN/A2,70056077,43268,956
2024-05-17$30.91$26.2520.9%6.0%15.5%0.0%21.4%0.9%1.8%3.4M-115.7M-344.4K0.2571.86N/AN/A3,12076876,98069,196
2024-05-20$31.39$26.2520.8%6.0%15.5%0.0%20.2%0.8%1.7%3.7M-109.8M-334.4K0.7465.36N/AN/A2,9242,15261,44854,740
2024-05-21$31.63$26.2521.1%6.1%15.1%1.5%22.2%0.8%2.0%3.7M-108.6M-363.2K0.9666.52N/AN/A1,9401,85662,07256,064
2024-05-22$31.35$26.2521.6%6.2%15.9%4.0%22.0%0.6%2.4%3.4M-105.1M-346.4K0.6373.45N/AN/A1,50495262,86456,964
2024-05-23$31.17$26.2522.8%6.5%15.7%10.1%23.5%1.3%1.7%3.3M-101.5M-364.2K2.7976.94N/AN/A1,6204,52063,92057,188
2024-05-24$32.02$26.2521.7%6.2%17.0%4.7%23.4%1.1%2.7%3.7M-123.2M-343.1K0.7169.55N/AN/A4,6483,31664,29657,972
2024-05-28$32.13$26.2523.3%6.7%17.0%12.9%24.5%0.9%1.6%3.8M-128.5M-356.5K0.3770.59N/AN/A6,8602,53666,18458,480
2024-05-29$31.99$26.2523.8%6.8%16.9%15.4%26.3%0.8%2.5%3.6M-122.6M-344.0K0.0372.81N/AN/A43,7161,10463,95660,448
2024-05-30$31.80$27.5024.6%7.0%17.2%19.3%25.0%1.2%2.0%3.7M-113.2M-442.7K1.0771.50N/AN/A2,0962,23673,40060,512
2024-05-31$31.23$27.5024.5%7.0%17.2%18.8%26.1%1.6%1.9%3.2M-97.5M-450.6K0.6372.02N/AN/A3,2082,02074,72462,444