IWM Options History — August 2024 In August 2024, IWM traded between $201.55 and $220.65. ATM implied volatility averaged 24.4%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 6.8% (HV 20d: 31.1%). Max pain ranged from $210.00 to $212.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.24.
Notable Days 2024-08-01 : Highest Volume — 3,172,543 contracts2024-08-05 : Largest IV spike — 28.3% change2024-08-01 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $211.94 $201.55 $220.65 $216.24 $219.50 Max Pain $210.82 $210.00 $212.00 $211.00 $211.00 ATM IV 24.4% 20.3% 37.2% 26.8% 20.7% Expected Move 7.0% 5.8% 10.2% 8.4% 6.1% HV 20d 31.1% 24.4% 35.5% 29.2% 24.4% HV 60d 23.2% 19.9% 24.2% 19.9% 23.9% IV Rank 45.0% 22.4% 100.0% 100.0% 24.1% IV Percentile 84.8% 59.5% 100.0% 100.0% 61.9% Term Structure -0.3% -1.0% 0.4% -0.9% 0.4% VWIV 25.6% 21.0% 37.4% 29.6% 22.1% Skew 25d 3.5% 1.5% 9.7% 2.2% 2.2% Skew 10d 7.2% 3.0% 18.0% 4.0% 6.3% Call IV 25d 22.8% 19.5% 32.6% 25.9% 19.7% Put IV 25d 26.3% 21.4% 42.2% 28.0% 21.9% Bid-Ask Spread % 1.88 1.49 3.81 1.49 1.73 Gamma HHI 0.03 0.03 0.07 0.03 0.04 Net GEX -1.14B -2.68B 1.15B -1.17B 196.4M Net DEX 3.22B -23.43B 40.32B -6.15B -16.75B Net VEX -348.3M -403.8M -321.7M -360.6M -327.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.76 2.15 1.46 0.91 Total Volume 1,359,019.909 743,717 3,172,543 3,172,543 913,139 Total OI 14,098,078.5 12,694,169 15,172,403 14,434,992 13,824,793
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 2024-08-01 $216.24 $211.00 26.8% 8.4% 29.2% 100.0% 29.6% 2.2% -0.9% -1.17B -6.15B -360.6M 1.46 1.49 1,288,827 1,883,716 5,190,349 9,244,643 2024-08-02 $209.13 $211.00 29.0% 9.1% 31.9% 100.0% 32.4% 4.4% -1.0% -2.51B 19.39B -383.6M 1.72 3.81 900,112 1,548,756 5,347,862 9,375,871 2024-08-05 $201.55 $212.00 37.2% 10.2% 34.7% 100.0% 37.4% 9.7% -0.8% -2.30B 40.32B -403.8M 2.10 2.58 573,326 1,201,974 5,191,770 9,316,595 2024-08-06 $205.28 $212.00 29.7% 8.3% 35.2% 65.4% 30.1% 6.1% -0.4% -2.25B 27.31B -383.8M 1.13 1.70 575,371 651,871 5,252,035 9,387,516 2024-08-07 $202.51 $212.00 30.1% 8.4% 35.5% 67.6% 30.6% 6.2% -0.5% -2.67B 35.32B -384.3M 2.15 2.16 532,240 1,146,552 5,262,213 9,421,139 2024-08-08 $206.49 $212.00 27.3% 7.7% 33.2% 54.7% 28.9% 4.7% -0.2% -2.18B 19.57B -376.6M 1.33 1.66 466,489 618,659 5,305,999 9,453,238 2024-08-09 $206.16 $211.00 25.3% 7.3% 32.8% 45.1% 26.1% 4.1% -0.1% -2.37B 20.98B -367.9M 1.34 1.63 318,429 425,288 5,344,098 9,485,985 2024-08-12 $204.36 $211.00 25.7% 7.3% 32.1% 47.4% 26.5% 4.5% -0.2% -2.68B 27.03B -355.0M 1.52 1.77 353,998 537,640 5,204,860 9,359,002 2024-08-13 $207.68 $211.00 24.5% 7.0% 30.3% 41.8% 25.2% 4.3% -0.2% -2.04B 14.61B -349.2M 0.77 1.50 579,532 447,432 5,254,719 9,441,977 2024-08-14 $206.72 $210.00 22.4% 6.5% 30.2% 32.2% 23.9% 3.4% 0.1% -2.35B 18.14B -344.6M 1.10 1.68 633,381 698,064 5,440,389 9,509,471 2024-08-15 $211.84 $210.00 21.4% 6.2% 31.2% 27.4% 22.7% 1.5% 0.1% -1.33B -5.36B -333.4M 1.06 1.76 940,101 994,855 5,408,320 9,586,105 2024-08-16 $212.43 $210.00 20.4% 5.9% 31.2% 22.9% 21.0% 1.9% 0.4% -1.38B -7.96B -330.6M 1.00 1.65 539,676 538,112 5,506,423 9,665,980 2024-08-19 $214.61 $210.00 20.3% 5.8% 30.7% 22.4% 21.8% 1.7% 0.0% -188.5M -8.53B -326.8M 1.28 1.81 434,143 554,202 4,515,207 8,178,962 2024-08-20 $212.99 $210.00 21.1% 6.0% 30.4% 26.1% 22.6% 2.1% -0.1% -827.8M -2.89B -329.2M 1.36 1.68 445,942 607,360 4,583,410 8,280,180 2024-08-21 $215.31 $210.00 22.0% 6.3% 30.0% 30.1% 22.9% 2.5% -0.3% -60.6M -9.78B -330.2M 0.90 1.59 572,470 513,141 4,634,396 8,364,600 2024-08-22 $213.56 $210.00 22.7% 6.5% 29.7% 33.5% 23.7% 2.9% -0.3% -815.7M -3.67B -343.1M 1.08 1.94 503,819 546,129 4,728,318 8,467,711 2024-08-23 $219.97 $210.00 21.7% 6.2% 31.4% 29.0% 23.6% 1.9% -0.1% 1.15B -22.47B -322.1M 1.03 1.75 1,096,709 1,125,082 4,764,532 8,548,025 2024-08-26 $220.65 $211.00 22.0% 6.4% 31.2% 30.3% 22.9% 2.2% -0.6% 878.5M -23.43B -321.7M 0.99 1.69 612,340 605,049 4,755,996 8,645,747 2024-08-27 $219.01 $211.00 21.8% 6.3% 31.3% 29.5% 22.9% 2.4% -0.7% -74.6M -16.05B -333.2M 1.18 1.85 458,221 538,757 4,797,412 8,804,312 2024-08-28 $217.70 $211.00 22.3% 6.5% 31.0% 31.4% 23.5% 2.8% -0.7% -347.3M -12.51B -331.1M 1.11 2.24 412,246 458,243 4,794,794 8,841,638 2024-08-29 $219.00 $211.00 21.6% 6.3% 27.5% 28.4% 22.7% 2.6% -0.7% 129.6M -16.19B -325.4M 0.76 1.73 628,316 478,729 4,823,317 8,847,818 2024-08-30 $219.50 $211.00 20.7% 6.1% 24.4% 24.1% 22.1% 2.2% 0.4% 196.4M -16.75B -327.1M 0.91 1.73 478,137 435,002 4,860,318 8,964,475
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