IWM Options History — June 2022

In June 2022, IWM traded between $163.34 and $190.61. ATM implied volatility averaged 30.8%, placing in the 69.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 3.5% (HV 20d: 34.4%). Max pain ranged from $180.00 to $200.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 2.26.

Notable Days

2022-06-16: Highest Volume — 1,451,842 contracts
2022-06-13: Largest IV spike — 20.7% change
2022-06-13: Highest IV Rank — 100.0%
2022-06-16: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$176.09	$163.34	$190.61	$185.10	$168.97
Max Pain	$188.29	$180.00	$200.00	$200.00	$180.00
ATM IV	30.8%	26.4%	36.8%	28.8%	31.3%
Expected Move	8.9%	7.6%	10.6%	8.6%	9.0%
HV 20d	34.4%	28.4%	37.7%	37.6%	36.2%
HV 60d	31.6%	29.8%	33.3%	30.2%	33.2%
IV Rank	69.6%	46.6%	100.0%	59.1%	71.9%
IV Percentile	81.1%	65.5%	100.0%	75.0%	81.3%
Term Structure	-0.3%	-1.0%	0.7%	-1.0%	-0.9%
VWIV	33.0%	28.0%	37.9%	32.3%	31.1%
Skew 25d	6.8%	6.2%	8.7%	6.9%	6.7%
Skew 10d	13.4%	11.5%	17.8%	12.8%	13.1%
Call IV 25d	27.7%	23.4%	33.1%	25.6%	28.3%
Put IV 25d	34.5%	29.8%	41.8%	32.6%	35.0%
Bid-Ask Spread %	1.95	1.50	2.52	1.50	1.72
Gamma HHI	0.07	0.06	0.15	0.06	0.06
Net GEX	-1.38B	-2.16B	-815.9M	-1.05B	-1.50B
Net DEX	30.60B	16.51B	52.31B	23.56B	30.70B
Net VEX	-167.4M	-185.5M	-146.0M	-182.0M	-161.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.26	1.07	4.07	2.27	1.56
Total Volume	781,329.476	390,514	1,451,842	728,131	874,210
Total OI	7,826,043.524	6,791,447	8,966,421	7,736,867	7,390,951

Daily Data (21 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
2022-06-01	$185.10	$200.00	28.8%	8.6%	37.6%	59.1%	32.3%	6.9%	-1.0%	-1.05B	23.56B	-182.0M	2.27	1.50	223,006	505,125	2,346,847	5,390,020
2022-06-02	$188.26	$192.00	27.8%	8.0%	36.6%	54.3%	30.6%	6.9%	-0.9%	-815.9M	19.16B	-185.5M	2.31	2.04	197,750	457,428	2,382,868	5,504,092
2022-06-03	$186.78	$192.00	27.7%	8.0%	32.5%	53.4%	31.5%	6.3%	-1.0%	-1.10B	21.95B	-184.1M	2.16	2.03	169,768	367,315	2,426,057	5,690,725
2022-06-06	$187.69	$192.00	27.5%	8.0%	32.1%	52.7%	30.2%	6.7%	0.6%	-1.04B	21.21B	-181.7M	1.47	1.96	158,021	232,493	2,380,283	5,615,472
2022-06-07	$190.61	$192.00	26.4%	7.6%	28.4%	46.6%	31.1%	6.4%	0.4%	-860.6M	16.51B	-182.0M	2.73	1.81	156,543	427,535	2,394,349	5,669,825
2022-06-08	$187.93	$192.00	26.8%	7.7%	29.1%	48.7%	28.0%	6.4%	-0.6%	-1.22B	21.10B	-181.1M	1.07	2.12	248,479	266,300	2,449,584	5,805,458
2022-06-09	$184.02	$192.00	28.5%	8.3%	29.1%	57.9%	30.2%	6.7%	-0.7%	-1.50B	28.37B	-181.2M	1.23	1.83	246,515	303,053	2,455,297	5,863,768
2022-06-10	$178.95	$192.00	30.4%	8.9%	31.2%	67.7%	31.8%	7.0%	0.5%	-1.80B	36.00B	-174.7M	2.69	2.10	326,013	877,937	2,568,803	5,857,278
2022-06-13	$169.83	$192.00	36.8%	10.6%	33.9%	100.0%	37.8%	8.6%	0.2%	-1.83B	46.35B	-159.7M	3.76	2.27	266,224	1,001,139	2,591,691	5,788,342
2022-06-14	$169.40	$192.00	34.4%	9.9%	33.9%	87.6%	36.0%	7.1%	0.3%	-1.83B	46.22B	-158.0M	3.30	1.67	235,758	777,124	2,578,594	5,919,745
2022-06-15	$172.39	$192.00	32.3%	9.3%	32.7%	77.2%	34.0%	6.2%	-0.9%	-1.73B	41.37B	-160.8M	1.47	2.46	331,054	485,598	2,663,263	6,024,465
2022-06-16	$163.34	$190.00	36.6%	10.6%	35.8%	99.4%	37.9%	8.7%	-1.0%	-1.86B	52.31B	-146.0M	4.07	1.96	286,457	1,165,385	2,694,530	6,027,057
2022-06-17	$165.05	$190.00	33.8%	9.9%	35.8%	85.0%	36.7%	6.6%	0.3%	-2.16B	49.46B	-151.0M	1.99	1.89	332,572	663,391	2,814,252	6,152,169
2022-06-21	$168.59	$187.00	33.0%	9.6%	36.7%	80.7%	35.1%	6.4%	0.2%	-1.31B	30.73B	-155.7M	1.51	2.16	226,507	341,173	1,950,494	4,840,953
2022-06-22	$167.62	$185.00	32.9%	9.5%	36.4%	80.2%	35.1%	6.7%	-1.0%	-1.40B	31.67B	-154.8M	2.80	1.91	210,214	588,648	2,002,439	4,878,461
2022-06-23	$169.62	$181.00	31.9%	9.3%	36.7%	75.0%	33.7%	6.9%	-0.8%	-1.25B	28.69B	-159.3M	1.58	1.76	153,571	242,574	2,045,772	4,862,763
2022-06-24	$174.61	$181.00	29.4%	8.5%	37.7%	62.3%	32.7%	6.5%	0.7%	-1.04B	22.33B	-165.1M	2.59	2.22	239,402	619,653	2,075,744	4,907,253
2022-06-27	$176.18	$180.00	29.3%	8.5%	36.8%	61.8%	31.2%	6.6%	0.4%	-1.06B	20.51B	-165.8M	1.85	2.52	218,222	403,377	2,073,140	4,897,811
2022-06-28	$172.80	$180.00	30.5%	8.7%	36.1%	67.8%	31.8%	6.7%	0.4%	-1.26B	25.16B	-163.3M	2.44	1.63	221,726	540,589	2,113,945	4,961,724
2022-06-29	$170.25	$180.00	31.2%	8.9%	36.2%	71.5%	33.6%	6.5%	-0.8%	-1.47B	29.17B	-161.9M	2.55	1.50	231,198	588,872	2,159,397	5,131,233
2022-06-30	$168.97	$180.00	31.3%	9.0%	36.2%	71.9%	31.1%	6.7%	-0.9%	-1.50B	30.70B	-161.3M	1.56	1.72	341,976	532,234	2,184,286	5,206,665