IBKRInteractive Brokers Group, Inc. Class A Common Stock
Options Analysis Report•SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
Market Cap $36.4B|NASDAQ
● 2026-04-17$81.71
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +112.9%YTD +21.5%7D +14.7%
Options Vol
5,009
30D
Implied Move
±12.9%
IV Rank
28%
IBKR Options Overview
IV is elevated. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 75.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.94x — IV ≤ HV
Sector Relative≤50%
Sector percentile 88% — above sector median
Term Structure
<1.1xFront/Back 1.34x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 44.4% — normal range
Spread-Adjusted Value
<80%Effective IV 65.9% (ATM 44.4% + spread 10.8% + bias) — fair
Execution Efficiency
<3.0%Total drag 15.62% (spread 10.76% + slippage 4.86%) — high friction
Vega Efficiency
≥5.0Vega efficiency 18.95 (vega 20.388 / spread 10.76%) — efficient
Sentiment
Bullish or bearish?
5.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -16%, Raw: -16%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -16% (bearish) — Raw: -16%
OI Skew Magnitude
≥15%|OI skew| 21.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +2.0%, OI skew +21.9% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 15%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -24%, ATM: -22%, OTM: -7% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 63% — bearish vs sector
Activity
Unusual activity?
3.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 3.6% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.8% (5d) — building
Sector Relative≥60%
Sector activity percentile 37% — below sector avg
Trade Quality
≥30%Large trade volume 4% — mostly retail
Execution Urgency
≥60%Aggressive execution 34% — patient
Flow Conviction
≥30Conviction -16 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 10.8% — wide
Adequate OI
≥10,000OI 140,231 — deep
Active Volume
≥500Volume 5,009/day — active
Reasonable Cost
≤$0.50$0.54 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 88% — much wider than sector
Order Book Depth
≥100 contractsDepth 226.0 contracts (bid:123.6 ask:102.4) — adequate
Execution Quality
<1.0%Avg slippage 4.86% — poor
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +34.4% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 75% — seller opportunity
Event Detection
≥10pts kinkIV kink 12.6pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 715.38 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 4d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -16% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 34 (ITM 20% + inst 4%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.0
bullishIV fair, mixed flow
Long Puts5.0
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.2
bullishIV fair, mixed flow
Covered Call5.2
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.