KWEB Options History — April 2015 In April 2015, KWEB traded between $34.37 and $40.53. ATM implied volatility averaged 28.4%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.5% (HV 20d: 24.9%). Max pain ranged from $32.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2015-04-13 : Highest Volume — 314 contracts2015-04-08 : Largest IV spike — 46.9% change2015-04-13 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $38.21 $34.37 $40.53 $34.37 $39.65 Max Pain $34.70 $32.00 $36.00 $32.00 $36.00 ATM IV 28.4% 18.9% 35.7% 21.0% 26.2% Expected Move 8.2% 6.0% 10.2% 6.0% 7.5% HV 20d 24.9% 15.4% 29.0% 16.4% 29.0% HV 60d 20.7% 17.2% 22.1% 17.2% 21.3% Term Structure -1.9% -6.9% 1.8% 0.6% 1.4% VWIV 29.9% 21.0% 37.1% 21.0% 30.7% Skew 25d -2.4% -24.0% 2.5% -24.0% 0.6% Skew 10d -6.2% -67.4% 6.7% -67.4% 6.7% Call IV 25d 31.1% 22.9% 44.9% 44.9% 28.9% Put IV 25d 28.7% 21.0% 34.5% 21.0% 29.5% Bid-Ask Spread % 73.41 58.18 117.09 117.09 84.64 Gamma HHI 0.22 0.16 0.39 0.31 0.16 Net GEX 20.3K 15.1K 25.5K 15.1K 22.7K Net DEX -711.3K -940.6K -371.3K -371.3K -852.9K Net VEX -1.6K -2.1K -1.1K -1.1K -1.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.44 1.29 0.67 0.93 Total Volume 247.905 169 314 175 253 Total OI 414.905 272 502 272 497
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 2015-04-01 $34.37 $0.00 21.0% 6.0% 16.4% 0.0% 21.0% -24.0% 0.6% 15.1K -371.3K -1.1K 0.67 117.09 105 70 195 77 2015-04-02 $34.99 $32.00 20.3% 6.2% 16.1% 0.0% 21.3% -1.5% 0.2% 23.0K -467.5K -1.3K 0.71 67.43 99 70 231 77 2015-04-06 $35.27 $32.00 23.3% 6.1% 16.1% 0.0% 23.3% -2.0% 1.8% 23.8K -507.2K -1.2K 0.71 73.59 99 70 237 77 2015-04-07 $35.79 $32.00 18.9% 6.6% 15.4% 0.0% 22.9% -0.5% -1.2% 25.5K -562.4K -1.1K 0.64 76.57 111 71 237 77 2015-04-08 $38.25 $32.00 27.8% 8.0% 25.8% 0.0% 26.9% -2.1% -3.0% 18.5K -752.4K -1.2K 0.44 72.37 132 58 253 79 2015-04-09 $38.70 $34.00 31.7% 9.1% 25.3% 0.0% 30.4% -1.1% -5.1% 17.6K -703.8K -1.5K 0.75 61.75 170 127 284 114 2015-04-10 $38.26 $36.00 31.0% 8.9% 25.5% 0.0% 32.2% -2.7% -4.2% 18.4K -659.6K -1.7K 0.67 64.49 187 126 303 125 2015-04-13 $38.49 $36.00 35.7% 10.2% 25.0% 0.0% 36.4% -2.6% -6.9% 20.0K -710.1K -1.9K 0.61 58.18 195 119 323 126 2015-04-14 $38.38 $34.00 31.1% 8.9% 25.4% 0.0% 32.6% -3.6% -3.8% 25.0K -755.6K -1.8K 0.59 73.03 179 105 343 115 2015-04-15 $38.47 $35.00 29.2% 8.4% 25.5% 0.0% 30.3% -2.4% -2.5% 25.3K -767.1K -1.7K 0.60 63.40 176 105 350 117 2015-04-16 $38.70 $35.00 28.7% 8.2% 25.5% 0.0% 30.2% -1.6% -2.7% 17.7K -733.8K -1.7K 0.60 64.20 176 105 339 117 2015-04-17 $37.75 $35.00 30.1% 8.6% 28.1% 0.0% 31.2% -1.2% -3.5% 18.2K -622.1K -1.8K 0.75 70.37 163 122 339 117 2015-04-20 $37.74 $35.00 29.9% 8.6% 27.9% 0.0% 32.1% 2.5% -2.0% 18.1K -620.7K -1.7K 0.98 62.16 123 121 309 117 2015-04-21 $38.55 $35.00 28.2% 8.1% 28.0% 0.0% 28.4% -0.6% -1.3% 17.4K -716.9K -1.6K 1.29 76.85 94 121 309 117 2015-04-22 $39.22 $35.00 28.6% 8.2% 28.3% 0.0% 29.7% -1.7% -0.4% 17.3K -784.0K -1.5K 1.19 75.97 103 123 309 117 2015-04-23 $39.53 $36.00 29.3% 8.4% 27.5% 0.0% 29.5% -1.5% -1.0% 16.5K -808.7K -1.5K 0.93 75.03 132 123 305 119 2015-04-24 $39.80 $36.00 31.3% 9.0% 27.3% 0.0% 34.4% -2.6% -1.9% 19.0K -841.6K -1.6K 0.88 65.07 140 123 322 119 2015-04-27 $40.53 $36.00 32.4% 9.3% 27.5% 0.0% 37.1% -0.6% -0.9% 20.1K -940.6K -1.5K 0.76 75.90 157 120 330 119 2015-04-28 $40.13 $36.00 31.4% 9.0% 28.2% 0.0% 33.4% -1.4% -1.1% 22.0K -879.8K -1.8K 0.82 81.18 149 122 350 120 2015-04-29 $39.85 $36.00 31.0% 8.9% 28.7% 0.0% 33.8% -0.0% -1.9% 24.8K -878.5K -2.1K 0.87 82.28 140 122 380 122 2015-04-30 $39.65 $36.00 26.2% 7.5% 29.0% 0.0% 30.7% 0.6% 1.4% 22.7K -852.9K -1.9K 0.93 84.64 131 122 375 122
« Mar 2015 | All History | May 2015 » Home KWEB History April 2015