IBKR Options History — November 2024 In November 2024, IBKR traded between $38.52 and $48.14. ATM implied volatility averaged 29.7%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 9.4% (HV 20d: 39.2%). Max pain ranged from $32.50 to $41.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.79.
Notable Days 2024-11-11 : Highest Volume — 37,144 contracts2024-11-11 : Largest IV spike — 37.4% change2024-11-11 : Highest IV Rank — 69.6%2024-11-01 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.64 $38.52 $48.14 $38.62 $47.88 Max Pain $37.00 $32.50 $41.25 $37.50 $41.25 ATM IV 29.7% 25.8% 35.5% 32.1% 27.4% Expected Move 8.2% 7.4% 9.2% 9.2% 7.9% HV 20d 39.2% 22.3% 45.8% 22.3% 40.8% HV 60d 28.5% 20.2% 30.4% 20.2% 30.1% IV Rank 42.4% 23.7% 69.6% 53.7% 31.4% IV Percentile 64.7% 36.5% 96.0% 84.9% 45.2% Term Structure 0.2% -3.1% 1.7% -3.1% 1.4% VWIV 29.4% 26.0% 32.6% 32.6% 27.2% Skew 25d 1.7% 0.4% 3.5% 1.8% 1.4% Skew 10d 4.7% 1.0% 9.1% 9.1% 3.8% Call IV 25d 28.3% 25.4% 32.1% 32.1% 27.1% Put IV 25d 30.0% 27.4% 33.9% 33.9% 28.5% Bid-Ask Spread % 58.69 41.59 72.49 60.93 69.71 Gamma HHI 0.17 0.11 0.77 0.14 0.12 Net GEX 5.2M 2.6M 22.5M 3.0M 3.1M Net DEX -264.2M -315.3M -139.3M -142.3M -308.6M Net VEX -573.4K -651.0K -481.1K -590.6K -548.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.16 2.07 0.81 0.47 Total Volume 9,617.6 3,276 37,144 3,276 5,588 Total OI 156,600 140,204 188,940 140,204 163,384
Daily Data (20 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 2024-11-01 $38.62 $37.50 32.1% 9.2% 22.3% 53.7% 32.6% 1.8% -3.1% 3.0M -142.3M -590.6K 0.81 60.93 N/A N/A 1,812 1,464 74,768 65,436 2024-11-04 $38.52 $32.50 33.9% 8.4% 22.4% 62.4% 30.1% 3.3% -0.9% 2.9M -139.5M -588.3K 1.54 51.48 N/A N/A 1,852 2,860 74,312 66,236 2024-11-05 $38.59 $32.50 33.6% 8.3% 22.3% 61.0% 30.0% 3.5% -0.6% 2.7M -139.3M -593.1K 0.83 53.07 N/A N/A 2,516 2,092 74,632 67,624 2024-11-06 $42.70 $32.50 31.1% 8.0% 41.7% 48.9% 29.1% 2.1% -0.4% 4.0M -228.3M -512.1K 0.28 49.16 N/A N/A 16,072 4,560 74,244 68,800 2024-11-07 $41.86 $32.50 28.6% 7.7% 42.7% 37.2% 26.0% 2.6% -0.3% 4.7M -213.8M -536.0K 0.73 60.51 N/A N/A 5,300 3,880 76,308 68,568 2024-11-08 $42.49 $32.50 25.8% 7.4% 42.7% 23.7% 26.8% 1.9% 0.2% 4.6M -227.0M -514.7K 0.22 54.15 N/A N/A 7,708 1,664 77,036 70,284 2024-11-11 $44.77 $33.75 35.5% 8.7% 45.8% 69.6% 31.2% 1.2% -0.3% 4.5M -282.8M -481.1K 0.21 50.54 N/A N/A 30,736 6,408 80,456 71,092 2024-11-12 $44.80 $33.75 32.9% 8.6% 45.8% 57.3% 30.4% 1.1% 0.1% 7.3M -310.6M -620.4K 0.61 55.97 N/A N/A 3,296 2,016 94,944 76,504 2024-11-13 $44.74 $33.75 29.3% 8.4% 42.1% 40.4% 30.1% 0.6% 0.1% 7.4M -315.3M -586.3K 0.16 57.58 N/A N/A 17,716 2,780 95,880 77,524 2024-11-14 $44.34 $35.00 28.7% 8.2% 42.4% 37.4% 29.9% 1.5% 0.1% 13.9M -305.2M -620.1K 1.81 54.73 N/A N/A 5,048 9,152 103,540 79,192 2024-11-15 $44.88 $40.00 28.8% 8.3% 42.3% 38.1% 29.8% 1.0% 0.2% 22.5M -315.2M -651.0K 0.18 58.19 N/A N/A 7,240 1,296 101,540 87,400 2024-11-18 $45.63 $40.00 27.8% 8.0% 42.3% 33.3% 29.0% 0.4% 0.3% 2.7M -260.1M -560.8K 1.91 41.59 N/A N/A 1,244 2,380 78,672 68,328 2024-11-19 $46.24 $40.00 29.0% 8.3% 41.9% 39.0% 29.6% 1.4% 0.0% 2.6M -271.4M -561.5K 0.82 63.62 N/A N/A 2,572 2,108 79,164 69,496 2024-11-20 $47.00 $40.00 29.5% 8.5% 41.3% 41.5% 30.1% 2.0% 0.7% 2.7M -282.4M -583.3K 0.26 64.88 N/A N/A 4,824 1,260 79,960 70,868 2024-11-21 $47.95 $40.00 29.3% 8.4% 41.3% 40.1% 30.0% 1.6% 0.7% 2.9M -306.2M -576.7K 0.43 54.56 N/A N/A 7,196 3,128 82,016 71,716 2024-11-22 $47.92 $40.00 28.7% 8.2% 40.7% 37.3% 29.2% 1.6% 1.3% 3.3M -306.5M -609.0K 0.80 69.84 N/A N/A 2,824 2,256 84,320 73,308 2024-11-25 $47.88 $40.00 28.4% 8.1% 40.6% 35.9% 29.4% 1.7% 1.1% 3.3M -311.5M -565.7K 2.07 61.35 N/A N/A 2,384 4,924 84,784 74,068 2024-11-26 $48.14 $41.25 27.1% 7.8% 40.7% 30.0% 28.0% 1.7% 1.6% 3.2M -309.9M -610.4K 0.59 69.43 N/A N/A 3,340 1,980 85,448 77,012 2024-11-27 $47.92 $41.25 27.2% 7.8% 41.0% 30.5% 28.5% 1.2% 1.7% 3.1M -308.5M -558.3K 1.11 72.49 N/A N/A 3,264 3,612 85,240 77,896 2024-11-29 $47.88 $41.25 27.4% 7.9% 40.8% 31.4% 27.2% 1.4% 1.4% 3.1M -308.6M -548.1K 0.47 69.71 N/A N/A 3,808 1,780 84,652 78,732
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