IWM Options History — July 2024 In July 2024, IWM traded between $200.88 and $225.17. ATM implied volatility averaged 20.8%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 1.9% (HV 20d: 18.9%). Max pain ranged from $201.00 to $211.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.94.
Notable Days 2024-07-16 : Highest Volume — 4,000,956 contracts2024-07-16 : Largest IV spike — 13.3% change2024-07-24 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $214.24 $200.88 $225.17 $201.28 $225.17 Max Pain $205.91 $201.00 $211.00 $201.00 $211.00 ATM IV 20.8% 16.5% 25.1% 17.1% 24.2% Expected Move 6.1% 4.6% 7.8% 4.9% 7.4% HV 20d 18.9% 12.0% 24.3% 13.9% 24.2% HV 60d 16.7% 14.1% 18.3% 15.8% 18.1% IV Rank 59.3% 12.2% 100.0% 19.3% 90.6% IV Percentile 60.8% 3.2% 100.0% 7.5% 97.6% Term Structure -0.3% -0.8% 0.3% -0.2% -0.8% VWIV 21.7% 16.4% 27.1% 17.2% 26.2% Skew 25d 0.6% -0.3% 1.7% 1.6% -0.2% Skew 10d 1.9% 0.1% 3.8% 3.8% 0.3% Call IV 25d 20.8% 16.0% 25.2% 16.6% 24.6% Put IV 25d 21.4% 17.2% 25.7% 18.2% 24.4% Bid-Ask Spread % 1.56 1.18 2.13 1.39 2.08 Gamma HHI 0.04 0.03 0.06 0.03 0.04 Net GEX 508.3M -1.62B 2.45B -1.15B 1.20B Net DEX -23.22B -54.45B 4.98B 4.14B -38.84B Net VEX -298.1M -334.1M -258.6M -285.5M -324.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.39 1.43 1.12 0.81 Total Volume 1,905,016.091 581,822 4,000,956 857,849 2,088,040 Total OI 12,659,035.091 10,688,383 14,641,582 10,688,383 14,337,541
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 2024-07-01 $201.28 $201.00 17.1% 4.9% 13.9% 19.3% 17.2% 1.6% -0.2% -1.15B 4.14B -285.5M 1.12 1.39 403,955 453,894 3,643,091 7,045,292 2024-07-02 $201.78 $202.00 16.5% 4.6% 14.0% 12.9% 16.6% 1.7% -0.1% -685.4M 1.53B -275.9M 1.14 1.33 364,818 416,385 3,710,238 7,070,984 2024-07-03 $201.74 $201.00 16.7% 4.7% 13.3% 14.5% 16.4% 1.5% -0.1% -659.1M 1.99B -277.3M 0.99 1.32 291,739 290,083 3,754,683 7,180,638 2024-07-05 $200.88 $202.00 16.5% 4.8% 12.3% 12.2% 17.7% 1.1% -0.1% -1.62B 4.98B -277.2M 1.07 1.79 446,613 477,423 3,783,055 7,218,434 2024-07-08 $202.25 $201.00 16.6% 4.8% 12.4% 13.4% 17.4% 1.0% 0.3% -520.9M -23.8M -276.3M 1.05 1.54 534,131 558,736 3,763,983 7,244,517 2024-07-09 $201.25 $201.00 17.1% 5.0% 12.0% 19.0% 17.9% 1.2% 0.3% -1.46B 4.81B -281.9M 0.68 1.53 498,644 337,209 3,890,253 7,450,680 2024-07-10 $202.97 $201.00 17.3% 5.0% 12.3% 21.6% 17.9% 1.0% 0.2% 105.7M -2.56B -271.7M 0.39 1.54 794,930 310,096 3,982,736 7,401,901 2024-07-11 $211.12 $202.00 18.8% 5.4% 18.3% 39.0% 20.0% 0.1% 0.1% 1.97B -29.77B -270.6M 0.74 1.73 1,972,219 1,463,953 4,223,402 7,535,075 2024-07-12 $213.62 $204.00 18.8% 5.4% 18.1% 38.4% 19.4% -0.3% 0.3% 2.45B -36.77B -267.8M 0.66 1.61 1,323,486 875,025 4,476,264 7,961,347 2024-07-15 $217.25 $204.00 20.0% 5.7% 18.4% 52.5% 21.0% -0.2% -0.3% 2.01B -39.60B -267.5M 0.89 1.62 1,433,638 1,273,306 4,289,727 7,971,651 2024-07-16 $224.32 $205.00 22.7% 6.5% 19.2% 82.8% 23.1% -0.3% -0.5% 1.84B -54.45B -258.6M 0.72 2.13 2,325,706 1,675,250 4,452,351 8,247,464 2024-07-17 $222.49 $208.00 22.5% 6.5% 19.8% 81.0% 23.2% 0.0% -0.5% 1.60B -47.15B -300.2M 1.05 1.69 1,438,563 1,507,164 4,958,042 8,820,780 2024-07-18 $218.19 $209.00 22.6% 6.5% 21.7% 81.8% 23.5% 1.0% -0.6% 892.2M -33.36B -313.8M 1.34 1.65 1,153,907 1,544,992 5,152,010 9,210,139 2024-07-19 $216.63 $209.00 22.6% 6.5% 21.8% 81.4% 23.1% 1.2% -0.4% -86.7M -26.17B -323.4M 1.13 1.27 728,853 826,111 5,202,296 9,439,286 2024-07-22 $220.43 $209.00 21.8% 6.4% 22.3% 73.1% 22.9% 0.3% -0.3% 723.0M -29.06B -322.5M 0.71 1.57 1,043,328 737,394 4,611,161 8,132,723 2024-07-23 $222.94 $209.00 22.8% 6.7% 22.3% 83.7% 23.9% 0.3% -0.4% 1.00B -36.81B -313.3M 0.67 1.46 1,289,720 861,704 4,763,436 8,212,333 2024-07-24 $218.63 $210.00 24.2% 7.2% 23.7% 100.0% 25.6% 1.0% -0.5% 102.3M -22.54B -334.1M 1.16 1.52 1,128,725 1,307,763 4,881,939 8,362,625 2024-07-25 $221.28 $210.00 25.1% 7.4% 23.6% 100.0% 26.3% 0.6% -0.6% 700.1M -30.30B -332.3M 1.00 1.59 1,096,981 1,098,301 5,046,333 8,696,407 2024-07-26 $224.22 $210.00 24.2% 7.2% 23.8% 91.2% 25.3% 0.4% -0.5% 1.79B -39.38B -325.6M 0.93 1.53 1,117,482 1,041,023 5,168,358 8,936,067 2024-07-29 $222.05 $210.00 24.6% 7.5% 24.3% 95.7% 26.4% 0.4% -0.8% 452.3M -29.91B -329.1M 0.95 1.19 913,555 869,429 5,051,961 8,969,788 2024-07-30 $222.70 $211.00 25.1% 7.8% 24.1% 100.0% 27.1% 0.5% -0.8% 537.5M -31.64B -328.7M 1.43 1.18 656,755 939,325 5,119,664 9,128,117 2024-07-31 $225.17 $211.00 24.2% 7.4% 24.2% 90.6% 26.2% -0.2% -0.8% 1.20B -38.84B -324.6M 0.81 2.08 1,154,225 933,815 5,141,913 9,195,628
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