IWM Options History — March 2021 In March 2021, IWM traded between $213.01 and $233.86. ATM implied volatility averaged 29.4%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 0.9% (HV 20d: 28.5%). Max pain ranged from $210.00 to $225.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 2.32.
Notable Days 2021-03-25 : Highest Volume — 1,249,928 contracts2021-03-23 : Largest IV spike — 16.5% change2021-03-04 : Highest IV Rank — 18.7%2021-03-04 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $223.10 $213.01 $233.86 $226.25 $221.54 Max Pain $221.87 $210.00 $225.00 $210.00 $222.00 ATM IV 29.4% 25.6% 35.2% 30.0% 27.2% Expected Move 8.5% 7.4% 9.8% 8.9% 8.0% HV 20d 28.5% 24.4% 32.7% 24.5% 30.5% HV 60d 24.2% 21.6% 26.4% 21.6% 26.3% IV Rank 10.1% 3.3% 18.7% 9.8% 7.5% IV Percentile 38.0% 5.2% 64.7% 43.7% 25.8% Term Structure -0.3% -0.9% 0.3% 0.1% -0.3% VWIV 32.0% 26.8% 36.9% 34.8% 28.9% Skew 25d 8.6% 7.0% 10.4% 10.0% 7.8% Skew 10d 15.7% 12.8% 19.0% 18.4% 14.4% Call IV 25d 25.8% 22.7% 30.6% 25.7% 24.0% Put IV 25d 34.4% 29.6% 41.0% 35.6% 31.7% Bid-Ask Spread % 1.94 1.55 3.12 1.99 2.12 Gamma HHI 0.04 0.03 0.05 0.04 0.04 Net GEX -727.5M -1.60B 147.9M -416.9M -549.7M Net DEX -7.59B -25.48B 12.95B -14.71B -2.51B Net VEX -154.9M -167.2M -143.1M -150.6M -160.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.32 1.32 3.39 3.17 1.53 Total Volume 628,249.565 324,530 1,249,928 571,862 445,354 Total OI 7,006,663.652 5,671,757 7,797,317 6,810,696 6,769,894
Daily Data (23 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 Vol Put Vol Call OI Put OI 2021-03-01 $226.25 $210.00 30.0% 8.9% 24.5% 9.8% 34.8% 10.0% 0.1% -416.9M -14.71B -150.6M 3.17 1.99 136,979 434,883 2,063,797 4,746,899 2021-03-02 $222.69 $210.00 31.3% 9.2% 24.5% 12.0% 34.0% 10.2% -0.5% -759.2M -9.72B -154.7M 1.97 2.03 128,190 252,671 2,087,847 4,847,313 2021-03-03 $220.72 $210.00 32.2% 9.6% 24.4% 13.6% 36.9% 10.1% -0.7% -934.4M -6.92B -158.4M 2.80 2.24 152,984 428,894 2,121,608 4,918,049 2021-03-04 $213.29 $223.00 35.2% 9.8% 27.5% 18.7% 36.6% 10.4% -0.9% -1.29B 3.63B -162.2M 3.36 3.12 246,974 830,287 2,148,757 4,982,237 2021-03-05 $216.98 $223.00 31.9% 8.9% 27.3% 13.1% 34.5% 10.0% -0.8% -1.17B -2.26B -161.3M 2.75 2.43 273,139 750,731 2,199,681 5,112,898 2021-03-08 $219.78 $222.00 32.1% 9.0% 27.2% 13.4% 33.7% 10.1% -0.3% -707.4M -7.72B -155.4M 1.94 2.21 166,872 324,427 2,134,222 4,982,411 2021-03-09 $223.79 $222.00 30.0% 8.6% 26.6% 9.8% 34.1% 9.8% -0.1% -439.6M -13.47B -153.0M 3.39 1.98 111,662 378,512 2,193,974 5,051,483 2021-03-10 $227.26 $222.00 28.4% 8.2% 27.1% 7.1% 30.8% 9.0% 0.2% -203.0M -18.02B -149.6M 1.89 1.98 204,053 384,659 2,217,844 5,133,455 2021-03-11 $231.97 $223.00 27.9% 8.0% 27.8% 6.2% 29.3% 7.9% 0.2% 121.2M -24.29B -145.8M 2.13 1.74 239,625 510,810 2,277,370 5,214,757 2021-03-12 $233.86 $224.00 27.3% 7.9% 27.9% 5.2% 31.3% 7.6% 0.3% 147.9M -25.48B -147.9M 2.56 1.67 104,768 268,490 2,315,045 5,389,003 2021-03-15 $233.83 $225.00 27.0% 7.7% 27.9% 4.6% 30.0% 8.0% -0.1% 51.6M -24.36B -143.1M 2.71 1.59 99,867 270,928 2,255,010 5,181,323 2021-03-16 $230.53 $225.00 26.7% 7.7% 28.4% 4.2% 30.0% 7.4% -0.0% -245.8M -20.02B -148.5M 3.20 1.89 127,677 408,013 2,273,943 5,270,049 2021-03-17 $231.61 $225.00 26.3% 7.5% 28.3% 3.5% 30.7% 7.0% 0.0% -256.6M -21.13B -146.6M 2.09 1.82 133,542 278,738 2,290,670 5,417,845 2021-03-18 $225.14 $225.00 28.7% 8.2% 29.7% 7.6% 30.3% 7.8% -0.1% -879.5M -10.16B -155.7M 2.03 1.93 138,083 280,597 2,273,359 5,463,992 2021-03-19 $227.71 $225.00 26.4% 7.6% 29.4% 4.6% 28.2% 7.6% 0.1% -935.0M -14.06B -148.6M 1.74 1.55 205,098 357,410 2,272,691 5,524,626 2021-03-22 $225.35 $225.00 25.6% 7.4% 29.6% 3.3% 26.8% 7.0% 0.1% -741.8M -3.93B -145.7M 1.88 1.64 112,497 212,033 1,648,479 4,023,278 2021-03-23 $216.67 $225.00 29.8% 8.8% 32.7% 13.6% 31.7% 8.4% -0.4% -1.17B 6.51B -153.5M 3.20 1.80 259,650 831,052 1,659,919 4,131,306 2021-03-24 $213.01 $225.00 31.2% 9.3% 32.1% 17.0% 32.2% 8.1% -0.6% -1.60B 12.95B -162.5M 1.32 1.93 364,018 481,144 1,739,096 4,500,073 2021-03-25 $217.08 $225.00 30.2% 9.0% 30.7% 14.6% 32.6% 8.5% -0.5% -1.36B 7.47B -167.1M 2.11 1.83 401,696 848,232 1,829,809 4,639,253 2021-03-26 $219.19 $223.00 29.3% 8.7% 30.8% 12.5% 32.4% 8.2% -0.5% -839.8M 2.86B -167.2M 1.74 1.55 262,491 457,377 1,950,720 4,755,873 2021-03-29 $215.15 $223.00 31.8% 9.8% 30.0% 18.5% 35.6% 8.4% -0.8% -1.36B 7.74B -164.8M 1.96 1.78 201,714 394,421 1,862,328 4,637,295 2021-03-30 $217.89 $221.00 29.0% 8.8% 30.0% 12.2% 31.6% 7.8% -0.5% -1.18B 2.94B -159.3M 1.76 1.80 198,913 349,585 1,939,091 4,704,692 2021-03-31 $221.54 $222.00 27.2% 8.0% 30.5% 7.5% 28.9% 7.8% -0.3% -549.7M -2.51B -160.8M 1.53 2.12 175,723 269,631 2,009,610 4,760,284
« Feb 2021 | All History | Apr 2021 » Home IWM History March 2021