IBKR Options History — July 2024

In July 2024, IBKR traded between $29.59 and $31.91. ATM implied volatility averaged 28.0%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 4.3% (HV 20d: 23.7%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.72.

Notable Days

2024-07-16: Highest Volume — 45,108 contracts
2024-07-10: Largest IV drop — 22.5% change
2024-07-09: Highest IV Rank — 82.5%
2024-07-16: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.58	$29.59	$31.91	$31.75	$29.91
Max Pain	$29.43	$27.50	$30.00	$30.00	$28.75
ATM IV	28.0%	23.7%	36.8%	30.4%	25.1%
Expected Move	7.8%	6.8%	9.3%	8.7%	7.2%
HV 20d	23.7%	20.3%	27.9%	21.8%	24.0%
HV 60d	20.8%	19.7%	21.9%	21.3%	21.2%
IV Rank	38.4%	16.1%	82.5%	49.3%	23.7%
IV Percentile	57.3%	20.2%	98.4%	82.5%	34.9%
Term Structure	-1.0%	-3.9%	1.3%	-3.2%	-0.0%
VWIV	27.7%	24.3%	32.9%	30.1%	25.3%
Skew 25d	1.3%	0.6%	2.5%	2.3%	0.8%
Skew 10d	2.9%	1.0%	6.4%	3.9%	2.1%
Call IV 25d	26.8%	23.4%	32.5%	28.8%	24.8%
Put IV 25d	28.1%	25.0%	33.0%	31.1%	25.5%
Bid-Ask Spread %	63.73	48.19	79.13	56.18	79.13
Gamma HHI	0.16	0.13	0.25	0.20	0.14
Net GEX	2.4M	-912.9K	4.0M	3.3M	2.6M
Net DEX	-70.0M	-91.4M	-35.5M	-90.0M	-69.8M
Net VEX	-393.8K	-414.7K	-367.7K	-391.6K	-377.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.21	2.31	0.55	0.67
Total Volume	9,316.545	1,488	45,108	5,048	2,432
Total OI	130,263.273	116,856	176,176	116,856	127,068

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-07-01	$31.75	$30.00	30.4%	8.7%	21.8%	49.3%	30.1%	2.3%	-3.2%	3.3M	-90.0M	-391.6K	0.55	56.18	N/A	N/A	3,248	1,800	69,236	47,620
2024-07-02	$31.91	$30.00	29.2%	8.4%	21.5%	43.2%	31.2%	1.9%	-2.6%	3.4M	-91.4M	-414.7K	2.31	53.77	N/A	N/A	1,784	4,116	69,888	48,132
2024-07-03	$31.36	$30.00	30.8%	8.8%	21.9%	51.6%	31.8%	1.8%	-3.6%	2.8M	-78.6M	-407.5K	0.98	48.19	N/A	N/A	1,276	1,256	70,372	50,736
2024-07-05	$30.99	$30.00	32.2%	7.9%	22.0%	59.0%	28.2%	1.9%	-0.9%	2.4M	-68.6M	-400.0K	0.72	62.60	N/A	N/A	1,384	996	70,320	51,608
2024-07-08	$30.91	$30.00	35.5%	8.1%	20.3%	75.9%	28.4%	2.1%	-1.8%	2.4M	-67.5M	-378.5K	0.81	57.17	N/A	N/A	1,252	1,020	70,488	51,868
2024-07-09	$31.38	$30.00	36.8%	8.1%	20.8%	82.5%	28.3%	1.4%	-1.8%	2.9M	-79.1M	-395.0K	0.55	54.60	N/A	N/A	1,592	880	70,864	52,364
2024-07-10	$31.23	$30.00	28.5%	8.2%	20.3%	39.8%	29.9%	1.3%	-1.6%	2.7M	-75.9M	-390.0K	0.88	63.24	N/A	N/A	792	696	71,468	52,284
2024-07-11	$30.36	$30.00	28.1%	8.1%	22.1%	37.7%	29.5%	1.3%	-1.3%	1.5M	-53.5M	-367.7K	1.56	58.57	N/A	N/A	2,648	4,120	71,592	52,780
2024-07-12	$30.44	$30.00	27.8%	8.0%	21.4%	38.8%	28.5%	1.5%	-1.1%	1.4M	-53.6M	-387.0K	0.32	66.59	N/A	N/A	3,500	1,124	72,380	55,912
2024-07-15	$31.14	$30.00	29.4%	8.4%	22.9%	47.3%	30.1%	1.0%	-1.9%	2.5M	-71.0M	-380.9K	0.43	58.79	N/A	N/A	6,752	2,920	72,912	56,176
2024-07-16	$30.84	$30.00	32.3%	9.3%	22.6%	63.4%	32.9%	0.6%	-3.9%	2.3M	-67.2M	-399.9K	0.80	59.91	N/A	N/A	25,080	20,028	76,740	56,856
2024-07-17	$30.81	$30.00	27.1%	7.8%	22.5%	34.8%	27.6%	1.3%	-0.8%	4.0M	-70.5M	-410.1K	0.49	61.85	N/A	N/A	30,184	14,824	98,768	70,560
2024-07-18	$29.84	$30.00	23.8%	6.8%	25.0%	16.6%	24.7%	2.5%	1.3%	-912.9K	-35.5M	-369.6K	0.34	71.69	N/A	N/A	19,460	6,704	93,524	68,692
2024-07-19	$30.18	$27.50	25.6%	7.3%	25.2%	26.4%	25.7%	1.0%	-0.1%	242.1K	-75.1M	-387.7K	0.74	69.54	N/A	N/A	6,568	4,872	104,592	71,584
2024-07-22	$30.72	$28.75	23.7%	6.8%	25.9%	16.1%	24.3%	1.3%	-0.1%	3.2M	-86.9M	-403.5K	0.68	57.21	N/A	N/A	2,328	1,584	81,396	37,352
2024-07-23	$30.50	$28.75	24.3%	7.0%	25.9%	19.3%	25.1%	1.5%	-0.4%	3.1M	-81.8M	-404.8K	0.22	65.78	N/A	N/A	1,592	352	81,368	37,812
2024-07-24	$29.61	$28.75	24.8%	7.1%	27.9%	22.1%	25.1%	0.7%	0.4%	2.4M	-61.6M	-393.6K	1.09	63.95	N/A	N/A	3,808	4,132	82,348	38,028
2024-07-25	$29.59	$28.75	25.1%	7.2%	27.8%	23.7%	26.0%	1.2%	0.4%	2.4M	-60.4M	-403.4K	0.55	70.92	N/A	N/A	3,768	2,056	83,688	41,140
2024-07-26	$29.62	$28.75	24.6%	7.1%	27.8%	21.1%	25.0%	0.8%	0.8%	2.7M	-63.7M	-410.4K	0.79	74.13	N/A	N/A	1,204	952	85,496	42,188
2024-07-29	$29.83	$28.75	25.7%	7.4%	27.9%	26.9%	25.5%	0.7%	-0.3%	2.8M	-69.6M	-396.2K	0.23	69.36	N/A	N/A	2,148	504	85,856	42,308
2024-07-30	$29.79	$28.75	25.4%	7.3%	24.1%	25.4%	25.7%	0.6%	0.2%	2.9M	-69.2M	-393.4K	0.21	78.87	N/A	N/A	5,956	1,272	86,824	42,604
2024-07-31	$29.91	$28.75	25.1%	7.2%	24.0%	23.7%	25.3%	0.8%	-0.0%	2.6M	-69.8M	-377.2K	0.67	79.13	N/A	N/A	1,460	972	84,584	42,484