IWM Options History — March 2023 In March 2023, IWM traded between $170.43 and $191.43. ATM implied volatility averaged 25.3%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 2.9% (HV 20d: 22.4%). Max pain ranged from $181.00 to $190.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 2.38.
Notable Days 2023-03-10 : Highest Volume — 2,295,164 contracts2023-03-10 : Largest IV spike — 15.1% change2023-03-17 : Highest IV Rank — 60.6%2023-03-17 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $178.23 $170.43 $191.43 $188.50 $177.75 Max Pain $186.57 $181.00 $190.00 $188.00 $181.00 ATM IV 25.3% 21.1% 30.0% 23.4% 22.4% Expected Move 7.2% 6.0% 8.4% 6.8% 6.3% HV 20d 22.4% 15.8% 27.5% 18.3% 27.5% HV 60d 20.6% 18.5% 22.2% 19.4% 21.8% IV Rank 33.0% 9.0% 60.6% 22.0% 16.2% IV Percentile 36.6% 4.0% 74.2% 17.1% 12.3% Term Structure -0.2% -0.9% 0.7% -0.6% 0.7% VWIV 26.8% 21.9% 30.9% 24.3% 24.2% Skew 25d 6.0% 3.6% 8.8% 5.0% 5.1% Skew 10d 11.7% 7.0% 17.2% 9.1% 10.0% Call IV 25d 22.4% 19.4% 26.2% 20.7% 19.9% Put IV 25d 28.4% 23.3% 34.5% 25.7% 25.0% Bid-Ask Spread % 1.72 1.23 2.71 1.40 1.47 Gamma HHI 0.05 0.04 0.08 0.04 0.05 Net GEX -1.83B -2.60B -643.0M -1.43B -1.31B Net DEX 24.91B 1.35B 44.88B 8.03B 16.14B Net VEX -230.3M -264.3M -205.0M -206.6M -264.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.38 1.22 3.98 1.64 2.23 Total Volume 1,110,972.043 430,948 2,295,164 430,948 1,133,248 Total OI 9,382,045.913 8,489,767 10,641,660 8,489,767 10,641,660
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 2023-03-01 $188.50 $188.00 23.4% 6.8% 18.3% 22.0% 24.3% 5.0% -0.6% -1.43B 8.03B -206.6M 1.64 1.40 163,068 267,880 2,430,876 6,058,891 2023-03-02 $189.09 $188.00 22.6% 6.5% 15.8% 17.4% 23.3% 4.7% -0.6% -1.22B 6.33B -206.8M 3.73 1.34 138,220 515,225 2,445,312 6,069,495 2023-03-03 $191.43 $188.00 21.3% 6.1% 16.1% 9.8% 21.9% 4.4% -0.4% -643.0M 1.35B -205.4M 3.10 1.82 171,651 532,418 2,492,904 6,200,438 2023-03-06 $188.53 $190.00 21.1% 6.0% 16.9% 9.0% 23.0% 3.8% 0.1% -1.50B 7.81B -205.0M 2.06 1.39 225,323 464,667 2,407,993 6,196,473 2023-03-07 $186.80 $190.00 21.8% 6.2% 16.5% 12.7% 23.4% 3.9% 0.1% -1.66B 11.65B -207.3M 1.76 1.26 293,703 516,276 2,464,340 6,153,073 2023-03-08 $186.47 $190.00 21.7% 6.1% 16.3% 12.0% 22.3% 3.6% 0.0% -1.71B 11.58B -211.5M 2.05 1.23 224,722 460,934 2,629,320 6,221,479 2023-03-09 $181.52 $190.00 24.8% 6.9% 18.2% 30.1% 25.5% 4.2% -0.0% -2.17B 22.81B -218.7M 2.81 1.67 316,139 887,901 2,664,591 6,283,700 2023-03-10 $175.31 $190.00 28.5% 7.9% 21.1% 51.9% 29.1% 6.5% -0.5% -2.31B 37.65B -221.8M 3.98 1.72 460,437 1,834,727 2,813,637 6,477,735 2023-03-13 $173.81 $190.00 29.4% 8.1% 21.1% 57.1% 30.3% 7.5% -0.9% -2.42B 40.13B -219.1M 1.99 2.71 418,371 831,493 2,834,109 6,648,136 2023-03-14 $175.75 $190.00 27.2% 7.6% 21.1% 44.2% 29.1% 6.5% -0.5% -2.43B 34.67B -225.2M 3.63 1.92 265,606 964,084 2,888,871 6,712,766 2023-03-15 $172.93 $190.00 29.3% 8.2% 21.3% 56.7% 30.5% 8.8% -0.8% -2.60B 42.15B -225.8M 2.46 2.21 454,600 1,120,287 2,968,149 6,903,249 2023-03-16 $176.36 $189.00 26.3% 7.4% 22.7% 39.0% 29.4% 7.2% -0.6% -2.56B 32.74B -233.1M 2.26 2.12 396,582 897,262 3,039,003 6,973,207 2023-03-17 $171.44 $188.00 30.0% 8.4% 24.2% 60.6% 30.9% 8.2% -0.8% -2.30B 44.88B -229.2M 1.97 2.03 465,824 916,274 3,200,074 7,154,981 2023-03-20 $173.47 $185.00 28.5% 8.1% 24.9% 52.2% 30.8% 8.1% -0.7% -1.59B 30.49B -233.0M 1.43 1.52 464,402 664,480 2,598,961 6,045,634 2023-03-21 $177.25 $185.00 26.0% 7.4% 25.3% 37.2% 28.6% 6.0% -0.5% -1.35B 22.59B -242.4M 1.64 1.82 325,927 534,924 2,716,051 6,241,948 2023-03-22 $173.06 $185.00 25.7% 7.4% 26.4% 35.6% 26.9% 5.8% -0.4% -1.92B 32.23B -235.7M 1.62 2.35 524,388 848,154 2,795,443 6,367,744 2023-03-23 $170.43 $184.00 28.0% 8.1% 26.1% 49.0% 30.1% 7.3% -0.5% -2.04B 36.93B -238.2M 3.57 2.02 392,695 1,403,698 2,932,080 6,459,802 2023-03-24 $171.62 $184.00 26.7% 7.7% 26.3% 41.3% 29.3% 7.2% -0.5% -1.89B 33.39B -248.1M 1.85 1.29 483,909 897,270 3,091,418 6,738,207 2023-03-27 $174.09 $182.00 25.2% 7.3% 26.9% 32.7% 28.6% 6.5% 0.3% -1.66B 26.22B -251.9M 1.81 1.49 316,047 571,376 3,010,425 6,685,555 2023-03-28 $173.19 $182.00 24.9% 7.2% 26.7% 31.2% 26.2% 6.1% 0.3% -1.87B 27.52B -252.3M 2.22 1.52 234,332 521,265 3,032,522 6,798,962 2023-03-29 $175.38 $181.00 23.7% 6.9% 27.4% 23.8% 25.1% 6.0% 0.6% -1.63B 21.99B -255.8M 3.69 1.80 240,843 887,585 3,091,099 6,944,451 2023-03-30 $175.01 $181.00 22.7% 6.5% 27.3% 18.2% 24.8% 5.8% 0.6% -1.91B 23.75B -259.7M 1.22 1.48 406,617 497,523 3,097,964 7,164,328 2023-03-31 $177.75 $181.00 22.4% 6.3% 27.5% 16.2% 24.2% 5.1% 0.7% -1.31B 16.14B -264.3M 2.23 1.47 350,677 782,571 3,245,707 7,395,953
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