IBKR Options History — December 2024

In December 2024, IBKR traded between $43.15 and $46.88. ATM implied volatility averaged 30.2%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.0% (HV 20d: 27.2%). Max pain ranged from $37.50 to $42.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.35.

Notable Days

  • 2024-12-19: Highest Volume — 18,580 contracts
  • 2024-12-11: Largest IV drop — 11.4% change
  • 2024-12-19: Highest IV Rank — 62.5%
  • 2024-12-19: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.05$43.15$46.88$46.58$44.12
Max Pain$38.57$37.50$42.50$41.25$38.75
ATM IV30.2%26.0%34.0%27.8%31.4%
Expected Move8.6%7.4%9.7%8.0%9.0%
HV 20d27.2%22.4%43.1%43.0%24.0%
HV 60d31.0%29.8%31.9%30.0%31.7%
IV Rank44.7%24.5%62.5%33.3%50.5%
IV Percentile68.0%33.3%92.5%46.8%79.4%
Term Structure1.3%-2.1%3.9%1.4%0.6%
VWIV30.3%26.6%34.1%28.6%31.7%
Skew 25d1.3%-0.5%2.3%0.9%1.7%
Skew 10d3.2%0.1%5.3%2.3%4.5%
Call IV 25d29.7%26.9%34.6%27.9%30.3%
Put IV 25d31.0%27.4%35.5%28.8%32.0%
Bid-Ask Spread %66.1851.8777.1169.9858.85
Gamma HHI0.120.070.260.100.08
Net GEX956.4K-3.4M2.6M2.5M1.5M
Net DEX-211.9M-280.5M-148.2M-269.1M-164.4M
Net VEX-664.9K-751.4K-567.5K-615.2K-745.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.215.110.740.21
Total Volume7,235.811,40818,5808,8327,596
Total OI170,694.095146,940197,400165,100156,700

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$46.58$41.2527.8%8.0%43.0%33.3%28.6%0.9%1.4%2.5M-269.1M-615.2K0.7469.98N/AN/A5,0643,76885,59679,504
2024-12-03$46.55$42.5027.7%7.9%43.0%32.6%27.7%1.7%1.1%2.4M-274.8M-567.5K0.8572.78N/AN/A2,1281,81686,83680,612
2024-12-04$46.44$42.5026.0%7.4%43.1%24.5%26.6%-0.3%2.6%2.4M-270.8M-608.0K0.8777.11N/AN/A2,6762,33287,57681,056
2024-12-05$46.88$37.5027.5%8.0%26.1%31.7%29.2%1.0%1.4%2.6M-280.5M-589.3K0.6862.30N/AN/A3,5242,38487,98882,192
2024-12-06$46.54$37.5027.9%8.2%24.9%33.7%29.1%1.0%1.5%2.2M-269.7M-593.3K0.6366.57N/AN/A2,6041,64487,89283,396
2024-12-09$44.92$37.5030.6%8.4%28.5%46.3%29.7%1.4%1.0%1.3M-220.9M-641.3K0.8667.95N/AN/A4,8564,18889,00084,024
2024-12-10$44.22$37.5033.5%8.6%22.4%60.1%29.4%1.2%-0.1%707.8K-196.5M-662.7K3.1467.44N/AN/A3,21610,10489,47685,024
2024-12-11$45.27$37.5029.6%8.5%24.0%42.0%29.1%1.3%1.0%-21.5K-224.9M-665.0K2.9470.52N/AN/A3,1769,34889,60490,808
2024-12-12$44.95$37.5030.2%8.6%24.2%44.5%30.0%1.2%1.3%-542.5K-210.9M-659.6K0.5566.79N/AN/A1,9961,10090,00892,536
2024-12-13$44.73$37.5029.2%8.4%24.0%39.9%29.6%0.8%1.8%-1.0M-206.5M-654.4K1.7666.84N/AN/A3,0645,38890,88892,984
2024-12-16$45.11$37.5031.1%8.9%23.8%48.7%30.8%0.7%0.5%943.6K-226.4M-641.4K1.0364.70N/AN/A2,5082,59291,86889,436
2024-12-17$44.54$37.5031.9%9.1%23.4%52.7%32.3%0.8%0.3%37.5K-200.8M-657.4K1.1666.67N/AN/A4,6405,37292,09291,140
2024-12-18$43.15$37.5033.7%9.7%25.1%61.1%34.1%-0.5%-0.9%-1.1M-148.2M-682.5K5.1168.99N/AN/A1,2806,53692,64092,080
2024-12-19$43.66$37.5034.0%9.7%24.7%62.5%33.7%1.4%2.0%-3.4M-168.7M-654.1K1.2765.55N/AN/A8,20010,38092,94896,936
2024-12-20$44.19$38.7530.8%8.8%23.8%47.4%30.8%2.2%2.5%1.0M-190.6M-695.6K0.4464.16N/AN/A6,5362,89298,25699,144
2024-12-23$44.43$38.7529.5%8.5%24.0%41.3%30.3%2.1%2.7%1.6M-174.4M-713.7K0.8462.46N/AN/A3,0322,53682,60864,332
2024-12-24$45.00$38.7527.8%8.0%24.7%33.0%28.0%2.1%3.9%1.8M-193.0M-713.3K0.7965.70N/AN/A78862084,46066,116
2024-12-26$45.33$38.7529.2%8.4%24.8%39.9%29.7%2.3%3.7%1.9M-200.6M-721.6K1.5151.87N/AN/A1,0881,64484,68466,340
2024-12-27$44.66$38.7531.6%9.1%25.2%51.4%31.7%1.9%1.0%1.8M-179.6M-751.4K2.4566.57N/AN/A9682,37685,04867,080
2024-12-30$44.74$38.7533.7%9.7%25.2%61.1%34.0%2.3%-2.1%1.5M-178.8M-731.3K0.5265.92N/AN/A3,9522,04085,05668,612
2024-12-31$44.12$38.7531.4%9.0%24.0%50.5%31.7%1.7%0.6%1.5M-164.4M-745.0K0.2158.85N/AN/A6,2681,32887,70868,992