IWM Options History — April 2024 In April 2024, IWM traded between $192.28 and $208.38. ATM implied volatility averaged 21.2%, placing in the 64.8% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 2.0% (HV 20d: 19.2%). Max pain ranged from $200.00 to $204.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.00.
Notable Days 2024-04-10 : Highest Volume — 2,124,973 contracts2024-04-15 : Largest IV spike — 6.7% change2024-04-15 : Highest IV Rank — 87.1%2024-04-15 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $199.64 $192.28 $208.38 $208.38 $196.44 Max Pain $201.50 $200.00 $204.00 $200.00 $200.00 ATM IV 21.2% 19.2% 23.2% 19.2% 20.1% Expected Move 6.1% 5.5% 6.6% 5.5% 6.3% HV 20d 19.2% 16.6% 20.9% 16.6% 19.3% HV 60d 21.2% 20.3% 21.9% 20.3% 21.5% IV Rank 64.8% 42.8% 87.1% 42.8% 52.3% IV Percentile 74.7% 40.9% 95.2% 40.9% 58.7% Term Structure -0.3% -0.7% 0.2% -0.1% 0.0% VWIV 22.4% 20.1% 24.4% 20.1% 21.9% Skew 25d 2.7% 1.6% 3.9% 1.6% 2.4% Skew 10d 6.1% 4.4% 8.5% 4.4% 4.5% Call IV 25d 20.1% 18.5% 21.5% 18.9% 18.9% Put IV 25d 22.8% 20.5% 25.3% 20.5% 21.2% Bid-Ask Spread % 1.53 1.27 1.84 1.46 1.43 Gamma HHI 0.04 0.03 0.09 0.04 0.04 Net GEX -1.84B -4.25B 128.9M 128.9M -2.32B Net DEX 6.55B -18.78B 30.41B -18.78B 11.57B Net VEX -306.4M -321.2M -284.0M -284.0M -308.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.00 0.94 3.12 1.81 2.18 Total Volume 1,219,314.773 693,394 2,124,973 1,019,744 955,750 Total OI 12,083,454.091 11,349,301 13,258,289 11,378,951 12,028,332
Daily Data (22 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 2024-04-01 $208.38 $200.00 19.2% 5.5% 16.6% 42.8% 20.1% 1.6% -0.1% 128.9M -18.78B -284.0M 1.81 1.46 362,582 657,162 4,067,774 7,311,177 2024-04-02 $204.31 $201.00 20.3% 5.9% 18.1% 55.0% 20.7% 2.1% -0.2% -803.2M -5.85B -300.0M 1.26 1.67 546,347 690,209 4,043,270 7,348,254 2024-04-03 $205.94 $201.00 20.3% 5.8% 17.8% 54.6% 20.5% 1.8% -0.3% -104.9M -11.26B -294.0M 0.94 1.53 426,699 402,002 4,128,520 7,532,354 2024-04-04 $203.66 $204.00 21.6% 6.1% 18.0% 68.8% 22.4% 2.3% -0.3% -902.0M -4.02B -302.7M 1.95 1.84 406,405 792,027 4,132,913 7,589,566 2024-04-05 $204.51 $204.00 21.0% 6.0% 17.8% 62.9% 21.7% 2.6% -0.3% -807.3M -5.60B -305.0M 1.48 1.27 358,602 530,221 4,203,841 7,741,549 2024-04-08 $205.74 $204.00 20.6% 5.9% 18.0% 57.9% 21.8% 2.4% 0.0% -315.8M -10.73B -288.9M 1.58 1.49 269,158 424,236 4,117,521 7,725,225 2024-04-09 $206.03 $204.00 20.9% 5.9% 17.7% 60.9% 21.4% 2.5% -0.1% -295.7M -11.01B -295.3M 1.01 1.42 346,944 350,305 4,121,189 7,791,601 2024-04-10 $200.26 $204.00 21.8% 6.2% 20.4% 70.9% 22.9% 3.2% 0.1% -2.20B 8.17B -303.0M 2.24 1.62 656,581 1,468,392 4,263,188 7,884,906 2024-04-11 $202.44 $203.00 20.4% 5.9% 20.9% 56.0% 21.8% 3.0% 0.2% -1.38B -666.8M -301.0M 2.20 1.49 453,050 997,927 4,335,925 7,985,426 2024-04-12 $198.57 $203.00 21.8% 6.3% 20.3% 70.8% 23.5% 3.9% 0.2% -3.24B 14.30B -319.1M 2.42 1.64 526,462 1,274,704 4,417,188 8,174,559 2024-04-15 $195.61 $202.00 23.2% 6.6% 20.6% 87.1% 24.3% 3.9% -0.4% -3.21B 23.07B -311.7M 1.92 1.45 517,463 992,102 4,326,906 8,216,603 2024-04-16 $195.39 $202.00 23.1% 6.6% 20.6% 85.4% 24.0% 3.7% -0.5% -2.97B 21.81B -312.5M 2.32 1.60 433,989 1,007,787 4,418,608 8,206,086 2024-04-17 $193.63 $201.00 22.9% 6.6% 20.7% 83.3% 24.2% 3.5% -0.5% -3.53B 27.67B -313.9M 2.82 1.57 438,537 1,237,043 4,519,719 8,449,079 2024-04-18 $193.07 $200.00 22.6% 6.5% 19.0% 80.5% 22.9% 3.3% -0.5% -3.74B 28.16B -315.5M 2.20 1.49 434,042 954,310 4,559,545 8,452,768 2024-04-19 $192.28 $200.00 22.9% 6.6% 18.4% 83.1% 24.1% 3.4% -0.4% -4.25B 30.41B -321.2M 3.12 1.43 408,875 1,276,684 4,669,885 8,588,404 2024-04-22 $195.38 $200.00 21.9% 6.4% 19.3% 72.6% 24.4% 2.6% -0.5% -1.96B 14.62B -311.6M 2.39 1.62 342,338 817,302 3,667,189 7,682,112 2024-04-23 $198.53 $200.00 20.7% 6.0% 20.3% 59.4% 22.6% 2.3% -0.5% -1.46B 5.38B -311.9M 1.98 1.69 429,934 851,762 3,744,173 7,731,633 2024-04-24 $197.56 $200.00 20.8% 6.0% 20.3% 60.4% 21.6% 2.6% -0.5% -2.04B 8.68B -311.3M 1.54 1.52 313,632 483,948 3,818,041 7,977,143 2024-04-25 $196.24 $200.00 21.3% 6.3% 19.1% 65.6% 22.9% 2.5% -0.7% -2.28B 12.64B -312.1M 2.68 1.50 353,826 947,264 3,866,014 7,977,885 2024-04-26 $198.45 $200.00 19.9% 5.8% 19.5% 50.4% 21.3% 2.1% -0.5% -1.63B 4.70B -314.5M 1.74 1.41 336,707 584,680 3,981,852 8,090,388 2024-04-29 $199.66 $200.00 19.5% 5.9% 19.7% 45.9% 21.5% 2.2% 0.1% -1.24B 919.0M -302.6M 2.17 1.47 242,303 524,632 3,883,482 8,064,197 2024-04-30 $196.44 $200.00 20.1% 6.3% 19.3% 52.3% 21.9% 2.4% 0.0% -2.32B 11.57B -308.1M 2.18 1.43 300,875 654,875 3,923,518 8,104,814
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