How to access IE object's ReadyState in a VB application?

Question

I'm creating a small application in VB.NET that opens a URL using an 'invisible' instance of Internet Explorer and I need to monitor the progress of the page as it loads in the background and then parse its contents.

I have the follow code working so far:

Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
    Dim oIE As Object
    oIE = CreateObject("InternetExplorer.Application")
    oIE.navigate("https://www.example.com/fetch.jsp?ID=XXXX")
    oIE.Visible = False
End Sub

IE runs as intended but I'm struggling for example to capture the ReadyState of the page as it's loading and would also appreciate any pointers on how to capture the html contents of the page after it loads.