IBKR Options History — August 2024

In August 2024, IBKR traded between $27.07 and $32.09. ATM implied volatility averaged 27.3%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 3.9% (HV 20d: 31.2%). Max pain ranged from $28.75 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.24.

Notable Days

  • 2024-08-02: Highest Volume — 16,884 contracts
  • 2024-08-02: Largest IV spike — 26.4% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.94$27.07$32.09$29.70$32.09
Max Pain$29.89$28.75$30.00$28.75$30.00
ATM IV27.3%21.4%41.9%27.1%21.4%
Expected Move7.5%6.1%10.9%7.8%6.1%
HV 20d31.2%20.8%34.6%23.5%20.8%
HV 60d25.5%21.1%26.1%21.1%25.6%
IV Rank31.5%2.8%100.0%34.6%2.8%
IV Percentile42.8%2.0%100.0%56.0%2.0%
Term Structure2.0%-2.1%4.3%-0.5%4.3%
VWIV27.2%21.9%47.0%28.0%22.3%
Skew 25d3.5%1.7%6.9%1.7%3.1%
Skew 10d7.4%4.0%14.2%4.6%6.5%
Call IV 25d25.0%20.8%34.7%26.5%21.3%
Put IV 25d28.5%23.4%41.6%28.2%24.5%
Bid-Ask Spread %60.7743.2177.7977.7958.01
Gamma HHI0.120.090.210.120.21
Net GEX1.1M30.7K2.6M2.6M2.6M
Net DEX-37.2M-62.6M8.4M-62.6M-61.6M
Net VEX-349.2K-409.1K-312.1K-402.7K-317.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.173.710.420.96
Total Volume3,872.5451,10016,8842,7561,720
Total OI120,418.364107,356130,368127,576113,008

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$29.70$28.7527.1%7.8%23.5%34.6%28.0%1.7%-0.5%2.6M-62.6M-402.7K0.4277.79N/AN/A1,93682084,80842,768
2024-08-02$28.04$28.7534.2%9.8%30.4%74.1%34.2%3.7%-1.0%1.5M-18.2M-401.4K0.8176.27N/AN/A9,3087,57683,92842,872
2024-08-05$27.07$30.0041.9%10.9%32.2%100.0%47.0%6.9%-2.1%124.1K8.4M-376.0K3.7163.10N/AN/A1,9407,18877,69645,192
2024-08-06$27.75$30.0034.9%9.4%33.2%67.1%32.1%4.5%-0.1%315.6K-5.2M-409.1K1.5764.63N/AN/A3,0804,82877,41649,788
2024-08-07$28.19$30.0037.3%9.8%34.1%78.3%35.6%4.5%-1.8%108.6K-8.5M-407.7K2.1259.86N/AN/A1,2042,55277,10052,636
2024-08-08$28.81$30.0032.9%8.8%34.3%57.2%30.2%4.5%0.3%133.4K-19.1M-391.3K0.4855.52N/AN/A2,2201,06877,04453,324
2024-08-09$29.14$30.0030.4%8.4%34.6%45.6%29.3%3.8%1.1%370.2K-26.7M-385.2K0.2160.66N/AN/A2,89260876,42052,960
2024-08-12$29.44$30.0032.9%8.0%33.6%57.6%27.6%4.2%1.4%382.2K-30.7M-360.8K1.1557.42N/AN/A9881,13676,39653,096
2024-08-13$29.48$30.0033.0%7.6%33.6%57.7%27.0%3.7%2.0%153.0K-29.0M-357.4K0.9162.94N/AN/A2,9482,66876,09653,468
2024-08-14$29.47$30.0024.5%7.0%33.6%17.6%27.1%3.3%2.5%30.7K-30.0M-336.3K0.9265.29N/AN/A1,3201,21276,26853,780
2024-08-15$29.97$30.0023.1%6.6%32.3%10.7%24.2%2.9%2.7%743.8K-39.9M-334.8K0.7560.82N/AN/A1,27294876,22054,068
2024-08-16$30.17$30.0022.4%6.4%32.1%7.6%22.9%2.7%3.3%1.0M-48.0M-327.0K2.6957.34N/AN/A1,4403,88076,02853,840
2024-08-19$30.37$30.0022.0%6.3%31.6%5.5%21.9%2.7%3.5%1.1M-40.5M-319.6K1.1052.06N/AN/A64070463,79643,560
2024-08-20$30.23$30.0022.5%6.4%31.5%7.9%23.4%3.0%3.7%957.8K-37.6M-318.0K1.5743.21N/AN/A47674864,12843,952
2024-08-21$30.71$30.0021.6%6.2%30.0%3.9%22.5%3.0%4.0%1.5M-44.9M-334.0K1.2662.22N/AN/A70088464,32844,220
2024-08-22$31.08$30.0023.0%6.6%30.2%10.5%23.9%3.4%3.6%1.7M-51.0M-322.8K0.7465.70N/AN/A63246864,42444,408
2024-08-23$30.76$30.0021.8%6.3%30.5%4.8%26.9%3.7%3.8%1.2M-43.6M-319.9K3.0968.05N/AN/A5881,81664,63644,560
2024-08-26$31.18$30.0022.5%6.5%30.8%8.1%23.5%2.7%3.4%1.6M-51.8M-312.1K1.2863.46N/AN/A54469664,83247,464
2024-08-27$31.65$30.0023.1%6.6%31.1%10.8%22.7%2.9%3.0%2.2M-59.5M-315.1K0.7149.85N/AN/A1,4161,00464,96447,528
2024-08-28$31.68$30.0024.3%7.0%31.1%16.4%23.5%3.4%3.1%2.3M-60.5M-316.0K0.1757.71N/AN/A4,92085665,61247,928
2024-08-29$31.80$30.0023.6%6.8%30.9%13.4%23.7%2.2%3.0%2.4M-59.0M-318.7K0.6355.04N/AN/A82852464,27248,372
2024-08-30$32.09$30.0021.4%6.1%20.8%2.8%22.3%3.1%4.3%2.6M-61.6M-317.4K0.9658.01N/AN/A87684464,41648,592