KWEB Options History — November 2014

In November 2014, KWEB traded between $36.35 and $37.04. ATM implied volatility averaged 25.9%. The 30-day expected move averaged 7.5%. Net GEX was positive for 6 of 8 trading days. Term structure was in contango for 4 of 8 days. Put/call ratio averaged 0.00.

Notable Days

  • 2014-11-19: Highest Volume — 4 contracts
  • 2014-11-26: Largest IV spike — 11.5% change
  • 2014-11-28: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.75$36.35$37.04$37.04$36.56
ATM IV25.9%23.8%28.0%26.6%28.0%
Expected Move7.5%7.1%7.8%7.7%7.8%
Term Structure0.4%-0.5%1.6%0.5%-0.5%
Skew 25d-0.2%-0.6%0.3%0.3%-0.6%
Skew 10d-0.4%-1.8%1.6%-0.2%-1.8%
Call IV 25d26.8%24.7%28.9%27.2%28.9%
Put IV 25d26.6%24.5%28.6%27.5%28.2%
Bid-Ask Spread %17.9716.0823.8416.0818.12
Gamma HHI1.001.001.001.001.00
Net GEX43059057
Net DEX-2.1K-2.9K00-2.8K
Net VEX-6-800-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume20400
Total OI0.750101

Daily Data (8 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-11-18$37.04$0.0026.6%7.7%0.0%0.0%0.0%0.3%0.5%0000.0016.080000
2014-11-19$36.35$0.0025.3%7.4%0.0%0.0%0.0%-0.0%0.6%0000.0023.844000
2014-11-20$36.42$0.0023.8%7.2%0.0%0.0%0.0%-0.2%1.6%58-2.8K-80.0017.424010
2014-11-21$36.91$0.0024.9%7.4%0.0%0.0%0.0%-0.4%1.2%59-2.9K-70.0016.534010
2014-11-24$36.98$0.0026.6%7.4%0.0%0.0%0.0%-0.3%-0.4%58-2.9K-70.0016.410010
2014-11-25$36.77$0.0024.5%7.1%0.0%0.0%0.0%-0.2%-0.1%56-2.9K-80.0017.144010
2014-11-26$36.96$0.0027.4%7.7%0.0%0.0%0.0%-0.3%-0.0%55-2.9K-80.0018.230010
2014-11-28$36.56$0.0028.0%7.8%0.0%0.0%0.0%-0.6%-0.5%57-2.8K-70.0018.120010