IWM Options History — December 2024 In December 2024, IWM traded between $219.49 and $242.51. ATM implied volatility averaged 21.2%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 0.2% (HV 20d: 21.4%). Max pain ranged from $226.00 to $230.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.05.
Notable Days 2024-12-18 : Highest Volume — 2,442,411 contracts2024-12-18 : Largest IV spike — 27.2% change2024-12-18 : Highest IV Rank — 51.4%2024-12-18 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $230.63 $219.49 $242.51 $242.51 $220.96 Max Pain $228.95 $226.00 $230.00 $226.00 $228.00 ATM IV 21.2% 19.0% 27.1% 21.2% 21.7% Expected Move 6.2% 5.7% 7.8% 6.7% 6.2% HV 20d 21.4% 16.0% 28.2% 27.6% 22.3% HV 60d 21.6% 20.3% 23.3% 20.6% 23.0% IV Rank 23.2% 13.0% 51.4% 23.4% 25.9% IV Percentile 48.2% 21.8% 97.6% 54.8% 59.5% Term Structure 0.2% -0.7% 0.7% 0.0% 0.1% VWIV 22.7% 21.0% 27.4% 24.6% 21.8% Skew 25d 2.1% 0.5% 5.6% 1.5% 2.9% Skew 10d 5.2% 2.7% 12.5% 5.0% 6.1% Call IV 25d 20.6% 19.0% 24.9% 21.1% 20.6% Put IV 25d 22.7% 19.7% 30.4% 22.5% 23.5% Bid-Ask Spread % 1.95 1.50 6.22 1.62 1.95 Gamma HHI 0.04 0.03 0.05 0.04 0.04 Net GEX -1.27B -3.41B 545.5M 545.5M -2.17B Net DEX -2.62B -32.48B 37.66B -32.48B 17.86B Net VEX -274.8M -296.0M -259.9M -259.9M -283.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.69 1.99 0.80 0.74 Total Volume 1,364,964.667 739,609 2,442,411 963,229 1,114,326 Total OI 11,761,562.762 10,147,110 12,839,192 11,833,880 10,388,396
Daily Data (21 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 2024-12-02 $242.51 $226.00 21.2% 6.7% 27.6% 23.4% 24.6% 1.5% 0.0% 545.5M -32.48B -259.9M 0.80 1.62 534,380 428,849 3,824,514 8,009,366 2024-12-03 $239.82 $226.00 20.4% 6.5% 28.2% 19.5% 23.2% 1.6% 0.3% -344.2M -25.86B -262.0M 1.17 1.58 519,528 605,891 3,826,930 8,069,594 2024-12-04 $240.57 $227.00 19.9% 6.4% 27.9% 17.0% 22.5% 1.2% 0.3% 277.9M -27.50B -266.2M 0.72 1.60 513,130 367,818 3,847,957 8,171,828 2024-12-05 $238.43 $229.00 19.9% 5.9% 19.0% 16.9% 21.3% 1.2% 0.5% -488.9M -22.18B -267.8M 1.04 1.59 568,386 589,054 3,896,413 8,233,425 2024-12-06 $238.94 $229.00 19.0% 5.7% 19.0% 13.0% 21.2% 0.7% 0.6% -70.2M -25.11B -262.2M 1.05 1.77 511,218 538,346 3,975,860 8,296,941 2024-12-09 $238.04 $229.00 20.3% 6.0% 18.9% 19.2% 21.8% 1.1% 0.3% -539.5M -22.50B -260.6M 1.13 1.70 615,763 692,811 3,938,139 8,202,126 2024-12-10 $236.69 $229.00 20.2% 5.9% 18.0% 18.5% 21.6% 1.2% 0.3% -941.5M -18.69B -267.6M 1.16 1.72 609,123 704,359 3,963,090 8,290,435 2024-12-11 $238.62 $229.00 19.7% 5.8% 16.9% 16.0% 21.2% 0.5% 0.5% 73.5M -25.12B -260.0M 1.00 1.64 646,245 648,518 4,046,617 8,347,399 2024-12-12 $234.88 $230.00 19.7% 5.8% 17.8% 16.2% 21.0% 0.8% 0.5% -1.17B -14.58B -266.2M 1.05 1.53 665,192 695,530 4,118,698 8,381,654 2024-12-13 $233.01 $230.00 19.6% 5.7% 16.8% 15.6% 21.0% 0.8% 0.7% -2.10B -9.84B -272.8M 0.77 1.61 853,420 656,140 4,192,577 8,433,845 2024-12-16 $234.26 $230.00 20.9% 6.0% 16.0% 22.0% 22.1% 0.5% -0.2% -699.8M -15.31B -264.9M 0.69 1.64 932,346 646,960 4,211,451 8,441,191 2024-12-17 $230.99 $230.00 21.3% 6.1% 16.8% 23.7% 22.8% 1.2% -0.2% -1.78B 4.72B -283.0M 1.04 1.50 764,210 796,387 3,810,432 8,552,590 2024-12-18 $219.49 $230.00 27.1% 7.8% 24.7% 51.4% 27.4% 5.5% -0.7% -3.18B 37.66B -294.4M 1.34 6.22 1,044,340 1,398,071 3,943,408 8,565,293 2024-12-19 $220.69 $230.00 25.8% 7.4% 24.9% 45.2% 27.1% 5.6% -0.5% -3.41B 32.55B -296.0M 1.99 2.22 772,373 1,536,902 4,120,652 8,641,163 2024-12-20 $222.27 $230.00 23.4% 6.8% 23.6% 34.1% 24.9% 4.2% -0.4% -2.37B 21.82B -292.5M 1.24 2.22 808,690 1,005,073 4,261,919 8,577,273 2024-12-23 $221.24 $230.00 22.3% 6.5% 22.7% 28.4% 23.9% 3.2% 0.4% -1.88B 17.62B -285.5M 1.05 1.64 643,933 673,831 3,620,208 6,526,902 2024-12-24 $223.03 $229.00 20.2% 5.8% 21.4% 18.3% 22.0% 2.5% 0.5% -1.43B 11.83B -278.9M 1.02 1.85 366,656 372,953 3,660,695 6,566,365 2024-12-26 $225.83 $229.00 19.8% 5.7% 22.0% 16.8% 21.1% 2.3% 0.6% -830.5M 5.01B -277.6M 0.77 1.87 674,536 517,585 3,690,642 6,612,213 2024-12-27 $221.58 $229.00 20.9% 6.1% 22.6% 21.9% 22.3% 2.9% 0.5% -1.98B 17.20B -284.4M 1.13 1.69 645,970 727,662 3,753,097 6,696,842 2024-12-30 $221.35 $229.00 21.3% 6.2% 22.3% 23.9% 22.6% 2.8% 0.1% -2.13B 17.91B -284.3M 1.10 1.83 597,803 659,950 3,531,452 6,753,226 2024-12-31 $220.96 $228.00 21.7% 6.2% 22.3% 25.9% 21.8% 2.9% 0.1% -2.17B 17.86B -283.4M 0.74 1.95 640,950 473,376 3,591,302 6,797,094
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