IWM Options History — June 2024

In June 2024, IWM traded between $198.49 and $204.61. ATM implied volatility averaged 18.0%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.4% (HV 20d: 14.7%). Max pain ranged from $200.00 to $205.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-06-14: Highest Volume — 1,951,282 contracts
  • 2024-06-12: Largest IV drop — 7.5% change
  • 2024-06-04: Highest IV Rank — 39.1%
  • 2024-06-04: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$201.49$198.49$204.61$204.34$202.09
Max Pain$202.58$200.00$205.00$200.00$201.00
ATM IV18.0%16.9%18.9%18.3%16.9%
Expected Move5.2%4.8%5.9%5.6%4.8%
HV 20d14.7%13.5%15.9%13.6%14.1%
HV 60d16.8%15.9%17.5%16.9%15.9%
IV Rank29.9%17.1%39.1%33.0%17.1%
IV Percentile23.5%6.3%38.9%28.6%6.3%
Term Structure0.1%-0.4%0.5%0.0%0.5%
VWIV18.7%17.0%21.2%19.8%17.0%
Skew 25d1.6%0.9%2.5%2.0%1.6%
Skew 10d3.7%2.3%5.6%3.9%3.5%
Call IV 25d17.4%16.1%18.5%17.2%16.1%
Put IV 25d19.0%17.6%20.2%19.2%17.6%
Bid-Ask Spread %1.561.281.891.361.70
Gamma HHI0.040.030.180.030.03
Net GEX-1.77B-3.71B158.8M-1.28B-125.1M
Net DEX5.74B-3.94B20.25B-1.34B1.23B
Net VEX-287.3M-298.9M-276.0M-288.4M-282.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.482.251.180.80
Total Volume1,106,858.632689,8681,951,282856,5621,299,389
Total OI12,543,528.05310,611,57414,108,41412,208,08811,332,081

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$204.34$200.0018.3%5.6%13.6%33.0%19.8%2.0%0.0%-1.28B-1.34B-288.4M1.181.36393,033463,5293,907,0778,301,011
2024-06-04$201.81$200.0018.9%5.9%13.5%39.1%20.9%1.8%-0.0%-2.10B6.86B-289.2M1.451.36421,405612,7973,991,6408,375,642
2024-06-05$204.61$200.0018.5%5.8%14.3%34.9%21.2%1.5%0.0%-869.8M-3.94B-278.7M1.031.28383,653396,9234,059,8338,372,780
2024-06-06$203.36$205.0018.6%5.3%14.3%36.5%18.7%1.5%0.0%-1.59B1.41B-290.4M1.191.61344,299409,8714,100,7178,473,026
2024-06-07$201.31$205.0018.1%5.2%14.3%31.0%18.5%1.2%0.1%-2.73B7.90B-285.3M1.081.66536,409580,8994,166,7638,594,062
2024-06-10$201.91$205.0018.6%5.3%14.2%36.7%19.4%1.3%-0.3%-1.93B4.59B-281.1M0.861.74747,811645,1214,149,1928,600,369
2024-06-11$200.51$205.0018.8%5.3%14.3%38.2%19.6%1.2%-0.4%-2.30B11.42B-290.3M1.051.54555,796582,3744,101,3798,700,658
2024-06-12$203.45$205.0017.4%4.9%14.8%22.1%17.5%0.9%-0.2%-700.6M-1.40B-276.0M0.981.68886,189870,6294,252,0668,818,186
2024-06-13$202.00$205.0017.4%4.9%14.3%23.1%17.5%1.3%-0.2%-2.09B6.20B-289.1M1.401.61535,933750,6744,336,5738,958,557
2024-06-14$198.49$205.0018.6%5.3%15.4%35.9%19.6%2.5%-0.4%-3.61B20.25B-298.9M2.251.58600,2731,351,0094,457,6819,058,428
2024-06-17$200.25$203.0018.6%5.3%15.9%35.9%19.2%2.1%-0.0%-2.26B9.43B-294.1M1.291.66622,559802,9814,463,6579,299,053
2024-06-18$200.74$202.0018.0%5.1%15.8%29.1%18.2%1.6%-0.0%-2.06B7.47B-293.9M0.891.60500,747445,8194,513,8529,370,735
2024-06-20$199.72$202.0018.1%5.2%15.8%30.1%18.5%1.9%-0.0%-2.80B10.76B-286.9M1.241.89473,143585,5274,604,1529,364,709
2024-06-21$199.99$202.0017.7%5.1%15.7%25.7%17.6%1.8%0.0%-3.71B7.85B-288.4M1.091.46440,450478,2694,740,8379,367,577
2024-06-24$201.84$201.0017.8%5.1%15.0%27.4%18.1%1.9%0.5%-792.3M2.94B-287.3M1.111.41403,570446,5103,550,2257,061,349
2024-06-25$200.49$201.0017.7%5.1%14.5%26.5%18.4%1.7%0.4%-1.40B6.96B-285.0M1.001.49363,114363,9953,620,7057,129,530
2024-06-26$199.78$201.0017.5%5.1%14.5%24.2%18.3%1.6%0.4%-1.51B8.85B-287.3M0.481.47707,614338,1323,723,0547,201,558
2024-06-27$201.64$201.0017.2%5.0%14.3%20.5%17.8%1.5%0.5%158.8M1.68B-286.4M0.591.44433,023256,8453,962,4877,245,832
2024-06-28$202.09$201.0016.9%4.8%14.1%17.1%17.0%1.6%0.5%-125.1M1.23B-282.1M0.801.70722,740576,6494,021,2747,310,807