IWM Options History — August 2023 In August 2023, IWM traded between $183.55 and $197.55. ATM implied volatility averaged 18.5%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.4% (HV 20d: 14.1%). Max pain ranged from $186.00 to $190.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.93.
Notable Days 2023-08-17 : Highest Volume — 1,111,124 contracts2023-08-02 : Largest IV spike — 8.6% change2023-08-17 : Highest IV Rank — 17.7%2023-08-17 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $189.12 $183.55 $197.55 $197.55 $188.95 Max Pain $187.74 $186.00 $190.00 $190.00 $186.00 ATM IV 18.5% 16.0% 20.2% 17.6% 16.0% Expected Move 5.2% 4.2% 5.8% 4.9% 4.2% HV 20d 14.1% 11.7% 18.3% 17.9% 12.6% HV 60d 17.7% 15.3% 18.7% 18.7% 15.3% IV Rank 9.1% 0.0% 17.7% 4.4% 0.0% IV Percentile 12.8% 0.0% 26.2% 4.8% 0.0% Term Structure 0.1% -0.3% 0.3% -0.2% 0.0% VWIV 19.5% 16.1% 21.8% 18.5% 16.6% Skew 25d 3.9% 2.8% 4.6% 2.8% 3.1% Skew 10d 8.5% 6.8% 10.0% 7.1% 6.8% Call IV 25d 16.8% 14.7% 18.0% 16.5% 14.7% Put IV 25d 20.7% 17.9% 22.6% 19.3% 17.9% Bid-Ask Spread % 1.52 1.01 2.31 1.01 1.04 Gamma HHI 0.04 0.03 0.08 0.04 0.04 Net GEX -1.63B -2.54B -90.8M -90.8M -1.47B Net DEX 6.58B -14.47B 22.17B -14.47B 3.42B Net VEX -238.9M -250.2M -220.4M -224.2M -220.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.93 0.98 3.09 1.67 2.80 Total Volume 699,325.609 482,933 1,111,124 820,030 512,151 Total OI 10,774,071.348 10,204,275 11,502,902 10,204,275 10,865,718
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 2023-08-01 $197.55 $190.00 17.6% 4.9% 17.9% 4.4% 18.5% 2.8% -0.2% -90.8M -14.47B -224.2M 1.67 1.01 307,105 512,925 3,346,423 6,857,852 2023-08-02 $195.05 $190.00 19.2% 5.4% 18.3% 12.4% 20.6% 3.9% -0.2% -1.35B -6.72B -245.1M 2.69 1.35 235,076 633,241 3,469,373 7,023,185 2023-08-03 $194.68 $188.00 19.0% 5.4% 16.1% 11.6% 21.5% 4.0% -0.2% -720.9M -6.20B -245.9M 1.96 2.08 225,181 440,324 3,475,922 7,100,295 2023-08-04 $194.09 $188.00 19.6% 5.6% 15.6% 14.7% 21.8% 4.1% -0.3% -1.04B -4.03B -250.2M 2.12 2.31 270,977 575,161 3,555,246 7,227,001 2023-08-07 $194.16 $188.00 18.5% 5.3% 15.0% 8.9% 21.1% 4.1% 0.2% -745.8M -5.32B -239.0M 2.17 1.89 175,115 380,576 3,483,007 7,144,536 2023-08-08 $193.19 $189.00 18.6% 5.4% 14.8% 9.4% 21.3% 4.2% 0.2% -929.1M -2.38B -241.9M 1.82 2.14 234,663 428,017 3,481,535 7,139,601 2023-08-09 $191.70 $188.00 18.6% 5.4% 14.3% 9.6% 20.5% 4.1% 0.2% -1.17B 1.20B -240.5M 0.99 1.89 280,316 276,471 3,540,517 7,223,291 2023-08-10 $190.32 $189.00 18.8% 5.4% 14.3% 10.6% 20.5% 4.2% 0.1% -1.53B 4.81B -243.2M 1.92 1.98 297,855 570,742 3,557,834 7,276,197 2023-08-11 $190.99 $189.00 17.8% 5.2% 13.9% 5.5% 19.8% 3.7% 0.2% -2.25B 3.84B -245.2M 1.40 2.05 228,215 320,030 3,632,214 7,478,639 2023-08-14 $190.61 $189.00 17.7% 5.1% 13.1% 4.7% 18.4% 3.5% 0.3% -1.44B 3.21B -235.0M 0.98 1.89 344,682 339,333 3,532,611 7,345,233 2023-08-15 $188.09 $189.00 19.0% 5.4% 13.0% 11.3% 19.8% 4.0% 0.3% -1.90B 10.86B -242.3M 2.39 1.55 181,537 434,430 3,582,951 7,459,444 2023-08-16 $186.31 $189.00 19.2% 5.5% 13.1% 12.7% 19.1% 4.3% 0.3% -2.18B 15.68B -243.7M 2.00 1.60 337,783 676,273 3,647,524 7,498,740 2023-08-17 $183.70 $188.00 20.2% 5.8% 13.4% 17.7% 20.8% 4.6% 0.3% -2.54B 22.17B -246.5M 3.09 1.40 271,358 839,766 3,693,205 7,620,534 2023-08-18 $185.13 $187.00 19.7% 5.6% 14.0% 15.3% 20.5% 4.2% 0.3% -1.96B 16.72B -247.5M 2.11 1.27 320,818 677,437 3,817,707 7,685,195 2023-08-21 $184.63 $187.00 19.2% 5.4% 13.8% 12.5% 20.4% 4.5% 0.2% -2.21B 17.93B -243.3M 1.60 1.32 217,072 346,421 3,376,162 7,000,235 2023-08-22 $183.84 $187.00 19.5% 5.5% 13.8% 14.1% 19.5% 4.5% 0.2% -2.39B 19.74B -242.5M 1.18 1.18 221,345 261,588 3,405,684 7,062,229 2023-08-23 $185.84 $187.00 18.4% 5.1% 14.2% 8.1% 18.6% 4.1% 0.3% -1.85B 12.84B -240.2M 2.55 1.20 178,944 455,460 3,486,421 7,123,039 2023-08-24 $183.55 $186.00 19.1% 5.4% 13.6% 12.1% 19.5% 4.3% 0.2% -2.38B 20.01B -239.5M 2.10 1.25 177,271 373,063 3,493,924 7,130,833 2023-08-25 $184.41 $186.00 18.1% 5.0% 12.0% 6.9% 18.3% 3.7% 0.3% -2.36B 17.38B -237.9M 1.58 1.30 310,342 490,406 3,561,138 7,249,688 2023-08-28 $185.72 $186.00 17.9% 4.9% 11.7% 5.6% 18.2% 3.9% -0.1% -2.04B 12.05B -228.4M 1.99 1.06 184,621 368,163 3,447,697 7,227,317 2023-08-29 $188.16 $186.00 17.2% 4.6% 13.0% 1.9% 17.2% 3.5% -0.0% -1.67B 5.70B -227.4M 1.49 1.13 243,618 363,100 3,393,324 7,235,792 2023-08-30 $189.00 $186.00 16.6% 4.4% 12.6% 0.0% 16.1% 3.2% 0.0% -1.32B 3.00B -226.0M 1.71 1.10 208,541 356,976 3,470,040 7,378,588 2023-08-31 $188.95 $186.00 16.0% 4.2% 12.6% 0.0% 16.6% 3.1% 0.0% -1.47B 3.42B -220.4M 2.80 1.04 134,928 377,223 3,471,083 7,394,635
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