What is IWM's IV rank?

At the last close, IWM's IV rank was 15 with 30-day implied volatility of 18.8%. IV sits 15% of the way from its one-year low to its one-year high. Its IV percentile was 27: IV is higher than 27% of the past year's readings.

What is the expected move for IWM?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $14.41 (5.2%), a range of $263.13 to $291.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on IWM?

At the last close, these OptionClaws preset screens had passing trades on IWM: Bear Put Spreads Below the 200-Day (364), Long Call Butterflies for Pinning (84), Married Put Protection (54), Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is IWM option volume above average?

At the last close, IWM option volume was 0.7x its average, quieter than usual.

IWM options: IV rank, expected move and trade screens

ETFETF

In the app, stock prices are live and options data is refreshed intraday.

IWM last closed at $277.54 with 30-day implied volatility of 18.8%. That is near the bottom of its one-year range (IV rank 15), so options on IWM are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 27% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $14.41, or 5.2%.

The price is below both its 50-day (-1.1%) and 200-day (-0.6%) moving averages. It is 9.0% below its 52-week high and 21.1% above its 52-week low. The 14-day RSI of 47.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $4.88, about 1.8% of the price, a measure of a typical day's range.

Option volume at the close (945K contracts) was 0.7x its average, quieter than usual. A beta of 1.14 means IWM has tended to move about 1.1 times as much as the broad market. 4 of our preset screens found trades on IWM at the close, led by Bear Put Spreads Below the 200-Day with 364 trades.

IWM stats at the close

Price: $277.54
Implied volatility: 18.8%; 30-day, at the money
IV rank: 15; IV sits 15% of the way from its one-year low to its one-year high.
IV percentile: 27; IV is higher than 27% of the past year's readings.
ATR (14-day): $4.88; 1.8% of the price on a typical day
RSI (14-day): 47.8; Between 30 and 70, neutral
52-week range: -9.0% from high; +21.1% from the 52-week low
Moving averages: -1.1% vs 50-day; -0.6% vs the 200-day
Beta: 1.14; Sensitivity to the broad market
Option volume: 0.7x avg; 945K contracts vs 1.34M average

IWM expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 16, 20263 days	15.2%	±$3.83 (1.4%)	$273.71 to $281.37	$3.08
Dec 11, 202628 days	18.7%	±$14.41 (5.2%)	$263.13 to $291.95	$11.51
Jan 15, 202763 days	18.8%	±$21.72 (7.8%)	$255.82 to $299.26	$17.34
Feb 19, 202798 days	19.4%	±$27.86 (10.0%)	$249.68 to $305.40	$22.20

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for IWM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

364 trades pass on IWM

Return on risk: 22.7% to 259.3%
Probability of profit: 33.2% to 76.4%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

84 trades pass on IWM

Return on risk: 143.9% to 1,000%+
Probability of profit: 3.1% to 63.9%

Butterfly spread screener

Married Put Protection

Married Put

54 trades pass on IWM

Probability of profit: 34.1% to 46.0%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

2 trades pass on IWM

Return on risk: 21.0% to 39.2%
Probability of profit: 70.5%

Iron condor scanner

IWM options FAQ

What is IWM's IV rank?: At the last close, IWM's IV rank was 15 with 30-day implied volatility of 18.8%. IV sits 15% of the way from its one-year low to its one-year high. Its IV percentile was 27: IV is higher than 27% of the past year's readings.
What is the expected move for IWM?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $14.41 (5.2%), a range of $263.13 to $291.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on IWM?: At the last close, these OptionClaws preset screens had passing trades on IWM: Bear Put Spreads Below the 200-Day (364), Long Call Butterflies for Pinning (84), Married Put Protection (54), Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is IWM option volume above average?: At the last close, IWM option volume was 0.7x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.