IWM Options History — June 2019

In June 2019, IWM traded between $146.15 and $155.44. ATM implied volatility averaged 17.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 0.7% (HV 20d: 17.0%). Max pain ranged from $153.00 to $155.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.54.

Notable Days

  • 2019-06-20: Highest Volume — 507,968 contracts
  • 2019-06-04: Largest IV drop — 10.8% change
  • 2019-06-03: Highest IV Rank — 46.1%
  • 2019-06-03: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$151.99$146.15$155.44$146.15$155.44
Max Pain$153.57$153.00$155.00$155.00$154.00
ATM IV17.7%16.1%20.9%20.9%17.0%
Expected Move5.1%4.6%6.3%6.3%4.9%
HV 20d17.0%13.8%21.5%18.8%14.1%
HV 60d16.5%15.6%17.4%16.6%16.3%
IV Rank31.5%24.2%46.1%46.1%28.5%
IV Percentile59.0%48.4%78.6%78.6%52.8%
Term Structure-0.1%-0.3%0.3%-0.3%0.2%
VWIV18.5%15.2%21.6%21.6%17.9%
Skew 25d4.5%3.7%5.2%5.2%4.2%
Skew 10d8.2%7.1%9.3%9.3%8.1%
Call IV 25d15.7%14.4%18.4%18.4%15.1%
Put IV 25d20.2%18.4%23.6%23.6%19.4%
Bid-Ask Spread %1.881.602.061.811.89
Gamma HHI0.050.040.070.060.07
Net GEX-634.7M-1.14B426.9M-1.14B426.9M
Net DEX5.35B-367.3M13.41B13.41B-367.3M
Net VEX-69.7M-71.9M-67.7M-69.4M-69.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.713.403.401.04
Total Volume298,693.25188,258507,968349,378436,151
Total OI4,218,409.853,573,1634,883,0184,001,2853,870,075

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$146.15$155.0020.9%6.3%18.8%46.1%21.6%5.2%-0.3%-1.14B13.41B-69.4M3.401.8179,489269,8891,195,7852,805,500
2019-06-04$149.92$154.5018.7%5.5%21.5%35.9%20.5%5.0%-0.2%-976.7M8.77B-71.8M1.731.7895,233164,5021,223,4052,906,332
2019-06-05$149.92$154.0018.5%5.4%20.2%35.1%19.7%5.0%-0.2%-1.00B8.74B-71.9M1.351.7198,774133,8051,258,0632,965,763
2019-06-06$149.97$153.0018.2%5.1%20.2%33.8%18.6%4.7%-0.2%-1.03B8.70B-71.3M1.371.8397,181132,8561,274,3852,993,788
2019-06-07$151.12$153.0017.7%5.0%20.5%31.3%18.2%4.6%-0.2%-904.9M6.92B-71.8M1.861.82169,250315,3921,316,8843,054,435
2019-06-10$151.72$153.0017.7%5.0%20.6%31.4%19.2%4.7%-0.3%-778.7M6.21B-69.8M1.291.9691,150117,3261,302,4812,936,437
2019-06-11$151.15$153.0018.2%5.2%17.4%33.9%19.0%4.8%-0.1%-805.7M7.06B-70.0M2.382.0397,760232,2781,329,0812,900,293
2019-06-12$151.33$153.0018.0%5.2%16.6%33.0%18.6%4.9%0.2%-880.5M7.26B-71.1M1.492.0391,612136,5611,356,1983,024,246
2019-06-13$152.72$153.0017.7%5.0%16.9%31.7%19.2%4.7%-0.3%-632.9M5.03B-71.3M2.171.8891,447198,4081,385,4743,055,732
2019-06-14$152.12$153.0017.3%5.0%16.9%29.8%18.9%4.4%-0.0%-732.3M6.20B-70.9M1.801.8677,113138,9091,423,1523,124,426
2019-06-17$152.36$153.0017.7%5.1%16.4%31.4%19.0%4.7%-0.3%-836.2M5.46B-68.8M1.311.6081,482106,7761,307,0393,065,972
2019-06-18$154.07$153.0017.0%4.9%16.6%28.1%17.4%4.2%-0.1%-499.6M2.46B-68.3M1.301.80166,041215,0631,349,6983,106,353
2019-06-19$154.65$153.0016.1%4.6%16.1%24.2%18.4%4.1%0.3%-336.5M1.22B-67.7M2.051.9989,469183,3991,423,8103,150,131
2019-06-20$155.36$154.0016.3%4.7%15.9%25.0%15.2%3.9%-0.2%-127.2M-246.2M-68.1M0.711.98297,486210,4821,456,6773,179,954
2019-06-21$154.03$154.0016.4%4.7%13.8%25.4%17.9%3.7%0.0%-495.6M1.76B-68.7M1.551.94130,652202,4211,665,5743,217,444
2019-06-24$152.11$154.0017.3%5.0%14.3%29.7%18.6%4.0%0.2%-447.0M4.36B-67.8M1.722.0682,792142,5291,224,7302,348,433
2019-06-25$151.24$154.0018.0%5.2%14.3%32.9%17.9%4.4%0.0%-609.5M5.53B-68.3M0.821.83178,650146,6921,269,4572,398,594
2019-06-26$150.99$154.0018.2%5.3%13.9%33.8%17.7%4.4%-0.0%-699.3M5.95B-68.7M0.741.94109,57581,2621,277,7992,453,476
2019-06-27$153.33$154.0017.1%5.0%14.7%29.0%17.3%4.3%0.1%-187.4M2.69B-68.2M0.801.86157,559126,4491,306,2412,464,880
2019-06-28$155.44$154.0017.0%4.9%14.1%28.5%17.9%4.2%0.2%426.9M-367.3M-69.4M1.041.89213,407222,7441,359,1242,510,951