IWM Options History — October 2024 In October 2024, IWM traded between $215.50 and $226.94. ATM implied volatility averaged 24.6%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 8.2% (HV 20d: 16.4%). Max pain ranged from $215.00 to $218.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.32.
Notable Days 2024-10-16 : Highest Volume — 1,637,512 contracts2024-10-07 : Largest IV spike — 14.9% change2024-10-31 : Highest IV Rank — 50.1%2024-10-31 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $220.51 $215.50 $226.94 $217.64 $218.81 Max Pain $215.91 $215.00 $218.00 $215.00 $217.00 ATM IV 24.6% 22.1% 26.8% 22.3% 26.8% Expected Move 7.4% 6.5% 9.2% 6.5% 9.2% HV 20d 16.4% 15.7% 17.2% 16.2% 17.1% HV 60d 22.6% 18.2% 25.4% 25.3% 18.2% IV Rank 39.8% 27.6% 50.1% 28.4% 50.1% IV Percentile 91.9% 76.2% 97.6% 77.8% 97.6% Term Structure -0.0% -1.5% 3.8% 3.2% -0.6% VWIV 27.5% 22.7% 33.1% 25.0% 33.1% Skew 25d 3.6% 2.6% 4.9% 4.2% 3.3% Skew 10d 7.6% 5.1% 9.5% 9.1% 7.8% Call IV 25d 23.1% 19.4% 25.5% 20.4% 25.5% Put IV 25d 26.7% 22.8% 28.8% 24.6% 28.8% Bid-Ask Spread % 1.65 1.27 2.18 2.18 1.78 Gamma HHI 0.04 0.03 0.11 0.03 0.03 Net GEX -279.8M -1.47B 2.10B -1.01B -1.30B Net DEX -8.32B -29.00B 4.42B -1.03B 391.2M Net VEX -298.4M -324.1M -282.3M -324.1M -290.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.80 1.80 1.80 1.71 Total Volume 1,065,713.739 723,111 1,637,512 1,432,771 1,220,285 Total OI 11,640,511.696 10,471,802 12,788,522 11,563,043 11,082,169
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 2024-10-01 $217.64 $215.00 22.3% 6.5% 16.2% 28.4% 25.0% 4.2% 3.2% -1.01B -1.03B -324.1M 1.80 2.18 511,623 921,148 3,901,728 7,661,315 2024-10-02 $217.68 $215.00 22.1% 6.5% 16.2% 27.6% 22.7% 3.9% 3.3% -921.4M -2.01B -316.6M 0.99 1.98 384,663 379,154 3,998,067 7,790,485 2024-10-03 $215.50 $215.00 23.8% 7.5% 16.4% 36.0% 27.7% 4.3% 3.2% -1.47B 4.42B -320.7M 1.56 1.53 466,122 725,496 4,022,388 7,820,845 2024-10-04 $219.11 $215.00 22.1% 6.9% 16.0% 27.7% 26.1% 3.4% 3.8% -283.2M -6.82B -308.9M 1.23 1.50 434,418 536,101 4,103,908 7,968,900 2024-10-07 $216.95 $216.00 25.4% 7.4% 16.6% 43.5% 27.7% 4.9% -0.5% -1.31B 388.3M -310.5M 1.37 1.70 384,856 528,706 3,984,863 7,909,134 2024-10-08 $217.81 $216.00 24.6% 7.0% 16.6% 39.9% 26.6% 4.7% -0.6% -762.2M -2.28B -309.0M 1.26 1.46 328,686 414,674 4,041,181 7,928,601 2024-10-09 $217.88 $215.00 25.2% 7.1% 16.6% 42.5% 26.0% 4.3% -0.6% -907.1M -3.15B -310.4M 1.06 1.74 444,922 472,957 4,099,208 7,980,082 2024-10-10 $216.37 $215.00 24.9% 7.0% 16.3% 41.1% 26.7% 4.4% -0.5% -1.41B -191.9M -296.2M 1.61 1.83 528,749 850,118 4,168,512 8,034,084 2024-10-11 $221.30 $215.00 24.3% 6.9% 16.2% 38.4% 27.1% 3.7% -0.4% 654.9M -15.16B -307.4M 1.60 1.70 508,802 814,422 4,196,879 8,151,552 2024-10-14 $222.91 $215.00 24.5% 7.0% 16.3% 39.1% 26.7% 3.4% -0.7% 1.32B -19.63B -291.6M 1.43 1.34 416,419 594,817 4,104,996 8,150,598 2024-10-15 $223.44 $215.00 25.1% 7.2% 16.2% 41.8% 27.3% 3.5% -0.8% 1.19B -20.48B -288.4M 1.03 1.88 659,827 678,763 4,119,598 8,212,829 2024-10-16 $226.94 $215.00 25.1% 7.2% 17.0% 42.0% 27.6% 3.0% -0.7% 1.98B -29.00B -286.2M 1.06 1.27 794,124 843,388 4,130,239 8,327,909 2024-10-17 $226.06 $215.00 24.3% 7.0% 15.9% 38.4% 26.2% 2.6% -0.7% 1.57B -26.60B -287.4M 0.80 1.62 556,555 446,555 4,228,480 8,470,901 2024-10-18 $225.80 $215.00 24.1% 7.0% 15.7% 37.2% 25.8% 2.7% -0.7% 2.10B -26.11B -287.1M 1.21 1.83 403,330 488,649 4,287,667 8,500,855 2024-10-21 $221.94 $217.00 25.3% 7.5% 16.8% 42.7% 27.7% 3.7% -1.3% -698.9M -7.37B -287.7M 1.38 1.45 483,989 667,173 3,456,228 7,015,574 2024-10-22 $221.34 $218.00 24.9% 7.4% 16.8% 41.3% 27.3% 3.2% -1.3% -972.1M -5.58B -294.0M 1.43 1.61 328,009 469,695 3,510,586 7,118,038 2024-10-23 $219.25 $217.00 25.5% 7.7% 16.2% 43.8% 28.2% 3.7% -1.3% -1.47B -41.4M -299.9M 1.49 1.50 441,099 658,177 3,509,768 7,189,120 2024-10-24 $219.81 $217.00 25.0% 7.6% 16.1% 41.4% 27.2% 3.6% -1.3% -941.6M -3.26B -290.8M 1.06 1.40 351,194 371,917 3,576,588 7,232,858 2024-10-25 $218.99 $217.00 25.5% 7.9% 16.0% 43.8% 28.9% 3.9% -1.5% -1.17B -351.5M -296.2M 1.33 1.57 463,928 617,884 3,636,935 7,262,213 2024-10-28 $222.81 $217.00 25.1% 8.2% 17.2% 42.2% 30.9% 3.3% -0.4% 117.1M -11.36B -282.3M 1.73 1.66 406,163 703,578 3,590,603 7,198,539 2024-10-29 $221.45 $217.00 25.2% 8.4% 16.7% 42.5% 29.9% 2.9% -0.4% -526.2M -6.91B -291.9M 1.25 1.67 374,038 465,725 3,659,177 7,322,080 2024-10-30 $221.95 $217.00 25.3% 8.5% 16.7% 42.8% 30.3% 2.7% -0.5% -198.7M -9.21B -284.2M 0.95 1.63 496,866 473,652 3,690,037 7,385,452 2024-10-31 $218.81 $217.00 26.8% 9.2% 17.1% 50.1% 33.1% 3.3% -0.6% -1.30B 391.2M -290.9M 1.71 1.78 450,065 770,220 3,674,027 7,408,142
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