IBKR Options History — June 2024

In June 2024, IBKR traded between $29.91 and $31.56. ATM implied volatility averaged 26.7%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 7.1% (HV 20d: 19.7%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.17.

Notable Days

  • 2024-06-18: Highest Volume — 6,920 contracts
  • 2024-06-12: Largest IV spike — 11.3% change
  • 2024-06-28: Highest IV Rank — 46.8%
  • 2024-06-28: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.62$29.91$31.56$31.56$30.61
Max Pain$28.29$27.50$30.00$27.50$28.75
ATM IV26.7%23.5%29.9%25.6%29.9%
Expected Move7.8%7.0%8.6%7.4%8.6%
HV 20d19.7%17.4%21.5%17.4%18.3%
HV 60d21.2%20.3%21.7%20.3%21.3%
IV Rank30.5%14.1%46.8%24.9%46.8%
IV Percentile50.7%17.5%81.3%37.7%81.3%
Term Structure-0.4%-2.5%2.4%1.3%-2.2%
VWIV27.7%24.8%31.2%27.3%31.2%
Skew 25d2.0%0.8%2.5%2.2%1.9%
Skew 10d4.6%2.9%7.4%4.5%4.0%
Call IV 25d26.5%23.8%28.5%25.4%28.5%
Put IV 25d28.5%25.7%30.4%27.5%30.4%
Bid-Ask Spread %58.0450.6273.9271.0955.14
Gamma HHI0.160.140.200.170.16
Net GEX2.6M1.8M3.5M3.5M2.2M
Net DEX-79.3M-106.5M-59.4M-106.5M-66.4M
Net VEX-411.5K-446.4K-386.4K-446.4K-393.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.244.780.784.78
Total Volume3,407.1581,2126,9203,8886,108
Total OI136,347.789109,380152,900138,420115,180

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$31.56$27.5025.6%7.4%17.4%24.9%27.3%2.2%1.3%3.5M-106.5M-446.4K0.7871.09N/AN/A2,1801,70875,32463,096
2024-06-04$31.13$27.5024.9%7.1%18.0%21.0%26.0%0.8%1.8%3.1M-96.1M-443.4K1.0672.78N/AN/A75279675,26063,984
2024-06-05$31.41$27.5024.5%7.0%18.2%19.2%24.8%2.5%2.4%3.4M-104.6M-427.8K0.9373.92N/AN/A62858475,57264,028
2024-06-06$30.67$27.5023.8%7.4%19.5%15.5%26.5%2.0%-0.5%2.8M-85.7M-425.2K0.6662.25N/AN/A1,15275675,74464,256
2024-06-07$30.89$27.5023.5%7.5%19.5%14.1%27.0%2.4%-0.6%2.9M-88.5M-428.9K1.9862.54N/AN/A1,7923,54475,77264,216
2024-06-10$31.32$27.5024.1%7.5%19.6%16.8%26.9%1.8%0.0%3.3M-98.4M-419.9K0.3258.03N/AN/A2,15668075,43666,844
2024-06-11$30.84$27.5024.5%7.6%20.5%19.2%28.0%2.0%0.1%2.9M-89.3M-416.4K1.4857.67N/AN/A1,9762,92476,53667,004
2024-06-12$30.37$27.5027.3%7.8%21.1%33.6%27.0%2.4%-0.4%2.5M-79.6M-422.7K0.4453.54N/AN/A2,2761,01277,50869,444
2024-06-13$30.40$27.5027.4%7.8%21.1%33.9%27.0%1.9%-0.6%2.6M-80.5M-410.1K0.6153.68N/AN/A2,1121,28077,85269,804
2024-06-14$30.00$28.7527.7%7.9%21.5%35.3%28.2%2.2%-0.5%2.1M-70.8M-412.9K1.0755.19N/AN/A1,1161,19678,02870,176
2024-06-17$30.26$28.7528.1%8.1%21.3%37.9%29.0%2.3%-0.8%2.4M-75.0M-415.0K1.1350.62N/AN/A1,3961,58078,33270,892
2024-06-18$29.91$28.7528.1%8.0%20.7%37.3%28.4%1.5%-1.0%1.9M-67.1M-396.6K1.0352.13N/AN/A3,4123,50878,78871,568
2024-06-20$30.12$28.7528.4%8.1%20.7%39.2%28.2%2.4%-2.5%1.9M-70.9M-397.0K0.5353.25N/AN/A1,26867678,98473,808
2024-06-21$30.06$28.7527.1%7.8%20.5%32.4%28.6%1.6%0.6%3.0M-73.0M-396.8K1.4351.91N/AN/A2,4163,44879,26473,636
2024-06-24$30.33$28.7527.5%7.9%20.8%34.4%26.9%1.5%-1.0%1.8M-59.4M-386.4K0.2453.83N/AN/A2,09650866,60042,780
2024-06-25$30.53$28.7528.4%8.1%18.2%39.1%28.1%2.3%-1.0%2.0M-62.3M-389.7K0.5656.04N/AN/A1,37277267,45643,036
2024-06-26$30.65$30.0028.3%8.1%18.2%38.7%29.3%2.1%-1.4%2.2M-64.6M-396.1K1.7856.52N/AN/A8161,45267,98443,592
2024-06-27$30.72$30.0028.6%8.2%18.3%40.0%28.8%1.9%-1.4%2.3M-67.9M-393.5K1.4752.62N/AN/A1,3321,95668,50044,324
2024-06-28$30.61$28.7529.9%8.6%18.3%46.8%31.2%1.9%-2.2%2.2M-66.4M-393.4K4.7855.14N/AN/A1,0565,05269,14046,040