IBKR Options History — October 2024 In October 2024, IBKR traded between $34.64 and $38.53. ATM implied volatility averaged 31.1%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 10.4% (HV 20d: 20.7%). Max pain ranged from $32.50 to $37.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2024-10-15 : Highest Volume — 38,204 contracts2024-10-09 : Largest IV drop — 20.5% change2024-10-07 : Highest IV Rank — 89.7%2024-10-02 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.16 $34.64 $38.53 $34.64 $38.29 Max Pain $35.92 $32.50 $37.50 $32.50 $37.50 ATM IV 31.1% 25.6% 39.7% 33.7% 32.8% Expected Move 8.7% 7.3% 10.1% 9.7% 9.4% HV 20d 20.7% 13.8% 24.7% 22.1% 23.3% HV 60d 24.5% 20.5% 26.2% 25.8% 20.5% IV Rank 49.1% 22.6% 89.7% 61.1% 56.9% IV Percentile 73.7% 36.1% 99.6% 92.5% 88.1% Term Structure -1.7% -3.7% 0.6% -3.1% -3.7% VWIV 31.2% 25.9% 35.6% 34.7% 34.5% Skew 25d 2.2% 1.3% 3.1% 2.4% 2.7% Skew 10d 5.3% -1.7% 14.0% 4.9% 14.0% Call IV 25d 29.8% 25.6% 33.8% 33.5% 32.4% Put IV 25d 32.0% 27.3% 36.9% 35.9% 35.1% Bid-Ask Spread % 52.37 45.34 60.20 54.81 53.36 Gamma HHI 0.13 0.10 0.17 0.12 0.14 Net GEX 2.4M 762.1K 3.3M 2.0M 2.7M Net DEX -121.6M -155.9M -82.1M -82.1M -133.8M Net VEX -511.6K -592.5K -363.1K -366.7K -592.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.31 2.50 0.38 0.45 Total Volume 9,841.217 2,384 38,204 5,148 2,736 Total OI 126,932.522 88,696 163,728 88,696 139,764
Daily Data (23 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 2024-10-01 $34.64 $32.50 33.7% 9.7% 22.1% 61.1% 34.7% 2.4% -3.1% 2.0M -82.1M -366.7K 0.38 54.81 N/A N/A 3,720 1,428 46,316 42,380 2024-10-02 $35.54 $32.50 35.3% 10.1% 22.6% 68.8% 35.6% 3.1% -3.6% 2.1M -95.2M -363.1K 0.54 48.27 N/A N/A 4,508 2,432 47,840 43,000 2024-10-03 $36.14 $33.75 36.8% 9.4% 22.8% 76.1% 34.7% 1.3% -2.2% 2.3M -103.4M -369.4K 0.31 53.35 N/A N/A 13,740 4,240 49,748 44,076 2024-10-04 $36.92 $33.75 34.9% 9.0% 19.0% 66.9% 32.5% 2.3% -1.8% 2.6M -123.1M -428.1K 0.47 46.82 N/A N/A 6,804 3,192 61,260 47,140 2024-10-07 $37.09 $33.75 39.7% 9.5% 19.0% 89.7% 34.5% 2.9% -3.3% 2.7M -126.4M -457.9K 0.75 47.46 N/A N/A 2,572 1,940 64,252 49,048 2024-10-08 $37.04 $33.75 39.3% 9.3% 17.4% 87.6% 33.9% 2.1% -2.2% 2.7M -126.6M -465.3K 1.59 45.34 N/A N/A 2,004 3,192 65,076 49,888 2024-10-09 $37.20 $33.75 31.2% 8.9% 17.4% 49.4% 31.9% 2.4% -1.8% 2.7M -129.1M -474.5K 0.60 47.80 N/A N/A 3,624 2,172 66,144 51,904 2024-10-10 $37.16 $33.75 31.1% 8.9% 17.8% 49.0% 31.8% 1.8% -1.6% 2.8M -129.9M -482.5K 1.33 49.52 N/A N/A 1,816 2,420 68,452 53,220 2024-10-11 $37.64 $33.75 30.8% 8.8% 15.4% 47.2% 31.0% 1.8% -1.6% 2.8M -140.1M -475.7K 0.91 48.71 N/A N/A 6,064 5,496 68,340 54,604 2024-10-14 $37.92 $37.50 31.3% 9.0% 15.3% 49.9% 31.6% 2.0% -2.1% 3.0M -147.6M -498.3K 0.72 55.10 N/A N/A 9,700 6,964 71,620 57,812 2024-10-15 $38.23 $37.50 32.1% 9.2% 13.8% 53.6% 32.8% 1.9% -3.2% 3.3M -155.9M -542.7K 0.59 53.79 N/A N/A 24,092 14,112 75,512 62,668 2024-10-16 $36.66 $37.50 27.2% 7.8% 21.6% 30.3% 27.0% 2.5% -0.3% 762.1K -110.9M -566.3K 1.37 46.32 N/A N/A 13,864 18,984 90,416 71,940 2024-10-17 $37.37 $37.50 26.6% 7.6% 22.0% 27.3% 26.9% 2.1% -0.3% 1.8M -138.1M -546.8K 1.23 60.20 N/A N/A 5,180 6,384 90,520 72,412 2024-10-18 $37.27 $37.50 25.6% 7.3% 22.2% 22.6% 25.9% 1.7% 0.6% 1.5M -131.4M -561.5K 1.11 59.52 N/A N/A 4,568 5,088 91,396 72,332 2024-10-21 $37.37 $37.50 26.6% 7.6% 22.0% 27.4% 27.1% 2.4% -0.2% 2.6M -113.0M -582.9K 0.62 48.03 N/A N/A 2,620 1,636 72,236 53,284 2024-10-22 $37.18 $37.50 26.8% 7.7% 22.1% 28.3% 28.5% 2.5% -0.0% 2.3M -110.3M -573.0K 1.04 57.66 N/A N/A 1,544 1,612 72,132 54,064 2024-10-23 $36.85 $37.50 28.7% 8.2% 22.4% 37.6% 29.2% 2.7% -0.8% 2.1M -100.2M -583.7K 1.63 57.72 N/A N/A 908 1,476 72,236 55,680 2024-10-24 $37.06 $37.50 27.4% 7.8% 22.4% 31.1% 27.7% 2.3% -0.1% 2.2M -105.6M -576.8K 1.62 55.90 N/A N/A 3,260 5,292 72,204 55,892 2024-10-25 $36.69 $37.50 28.2% 8.1% 23.0% 35.0% 29.2% 2.6% -0.4% 2.0M -96.5M -557.5K 1.68 55.68 N/A N/A 2,124 3,560 71,908 60,080 2024-10-28 $37.75 $37.50 29.8% 8.5% 24.6% 42.7% 30.4% 2.6% -1.7% 2.5M -121.2M -566.5K 2.50 55.87 N/A N/A 2,044 5,112 72,252 62,204 2024-10-29 $38.24 $37.50 30.0% 8.6% 24.7% 43.6% 31.3% 1.8% -2.3% 2.7M -133.5M -569.8K 0.41 49.88 N/A N/A 5,128 2,120 73,128 64,248 2024-10-30 $38.53 $37.50 30.8% 8.8% 23.5% 47.5% 34.0% 1.5% -2.6% 2.9M -142.2M -564.2K 1.46 53.41 N/A N/A 1,984 2,892 74,036 64,784 2024-10-31 $38.29 $37.50 32.8% 9.4% 23.3% 56.9% 34.5% 2.7% -3.7% 2.7M -133.8M -592.5K 0.45 53.36 N/A N/A 1,892 844 74,604 65,160
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