KWEB Options History — October 2023 In October 2023, KWEB traded between $25.70 and $28.66. ATM implied volatility averaged 36.7%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 7.3% (HV 20d: 29.4%). Max pain ranged from $27.00 to $28.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2023-10-18 : Highest Volume — 121,694 contracts2023-10-09 : Largest IV spike — 4.6% change2023-10-10 : Highest IV Rank — 12.6%2023-10-10 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $26.91 $25.70 $28.66 $27.26 $26.01 Max Pain $27.77 $27.00 $28.00 $28.00 $27.00 ATM IV 36.7% 35.4% 38.3% 35.7% 36.6% Expected Move 10.7% 10.2% 11.2% 10.3% 10.7% HV 20d 29.4% 21.4% 33.5% 26.2% 33.5% HV 60d 34.4% 30.2% 37.0% 36.8% 30.4% IV Rank 9.2% 6.0% 12.6% 6.7% 9.2% IV Percentile 10.6% 3.6% 20.6% 4.0% 9.9% Term Structure 0.1% -0.8% 0.8% 0.3% 0.1% VWIV 37.6% 35.6% 39.2% 36.3% 37.6% Skew 25d 0.9% -0.0% 1.8% 1.3% 1.5% Skew 10d 2.1% 0.8% 3.4% 2.4% 3.2% Call IV 25d 36.9% 35.4% 38.9% 35.4% 36.3% Put IV 25d 37.7% 36.3% 39.1% 36.7% 37.8% Bid-Ask Spread % 17.34 2.15 51.72 2.70 19.77 Gamma HHI 0.08 0.07 0.16 0.08 0.08 Net GEX 5.7M -15.6M 30.8M 7.5M -508.9K Net DEX -78.7M -506.5M 210.1M -100.1M 45.2M Net VEX -3.6M -4.4M -3.0M -3.9M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.12 1.79 1.07 0.35 Total Volume 53,677.727 18,151 121,694 23,639 36,990 Total OI 1,441,092.545 1,240,027 1,606,841 1,406,062 1,363,874
Daily Data (22 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 2023-10-02 $27.26 $28.00 35.7% 10.3% 26.2% 6.7% 36.3% 1.3% 0.3% 7.5M -100.1M -3.9M 1.07 2.70 11,430 12,209 1,015,348 390,714 2023-10-03 $26.76 $28.00 36.8% 10.5% 25.8% 9.1% 37.4% 1.0% -0.0% 3.5M -15.7M -3.7M 1.09 2.60 8,701 9,450 1,016,280 391,430 2023-10-04 $26.55 $28.00 36.4% 10.5% 25.8% 8.4% 36.6% 1.0% 0.5% 1.0M 26.8M -3.5M 0.23 2.79 22,264 5,223 1,019,067 392,323 2023-10-05 $26.66 $28.00 35.8% 10.4% 21.4% 6.9% 37.0% 1.3% 0.1% 1.7M 15.1M -3.5M 0.46 33.28 19,622 9,091 1,012,864 392,157 2023-10-06 $27.64 $28.00 35.8% 10.4% 25.1% 6.8% 36.5% 1.3% 0.0% 10.8M -203.6M -3.7M 0.46 2.15 49,422 22,735 1,016,330 397,832 2023-10-09 $27.52 $28.00 37.4% 10.9% 24.3% 10.6% 38.2% 0.6% 0.7% 11.7M -168.1M -3.7M 0.12 39.39 74,856 9,304 1,021,636 396,137 2023-10-10 $28.55 $28.00 38.3% 11.2% 27.7% 12.6% 39.1% 0.2% 0.5% 26.9M -452.3M -4.3M 0.22 31.66 96,823 21,254 1,079,813 400,007 2023-10-11 $28.66 $28.00 37.3% 10.9% 27.5% 10.4% 38.6% -0.0% 0.8% 30.8M -506.5M -4.4M 0.46 2.31 42,949 19,898 1,132,485 414,972 2023-10-12 $27.59 $28.00 37.3% 10.8% 30.7% 10.4% 38.6% 0.4% 0.6% 16.4M -211.7M -4.1M 0.36 44.66 55,883 20,306 1,141,993 426,011 2023-10-13 $27.27 $28.00 37.2% 10.8% 30.8% 10.3% 38.3% 0.2% 0.7% 10.0M -132.8M -4.0M 0.59 48.18 22,616 13,237 1,169,089 437,752 2023-10-16 $27.51 $28.00 36.7% 10.6% 31.0% 8.9% 37.2% 0.8% -0.3% 10.6M -180.6M -3.9M 0.38 2.67 26,520 10,195 1,144,533 426,556 2023-10-17 $27.12 $28.00 35.4% 10.2% 31.4% 6.0% 35.6% 0.6% -0.1% 4.4M -77.8M -3.7M 0.78 28.06 15,262 11,857 1,151,166 432,348 2023-10-18 $26.52 $28.00 35.7% 10.2% 31.9% 6.6% 36.0% 1.1% -0.4% -5.0M 31.0M -3.5M 0.18 2.48 103,028 18,666 1,157,051 434,393 2023-10-19 $26.13 $28.00 37.3% 10.7% 31.4% 10.4% 37.6% 1.5% -0.8% -15.6M 124.0M -3.2M 1.79 51.72 16,756 29,953 1,098,849 433,119 2023-10-20 $25.70 $28.00 36.7% 10.6% 28.6% 9.1% 36.9% 1.8% -0.2% -2.6M 210.1M -3.1M 0.81 2.69 49,599 40,293 1,102,857 431,341 2023-10-23 $25.93 $28.00 35.6% 10.3% 28.8% 6.5% 36.4% 1.1% 0.1% -2.9M 84.9M -3.0M 0.75 8.35 26,721 20,126 863,776 376,251 2023-10-24 $26.95 $28.00 36.4% 10.8% 32.1% 8.3% 38.3% 0.7% 0.2% 5.6M -91.6M -3.3M 0.39 3.88 74,559 28,708 884,079 383,442 2023-10-25 $26.27 $27.00 37.0% 10.7% 33.3% 9.6% 37.8% 0.7% 0.3% 1.8M -6.1M -3.3M 0.73 25.21 13,597 9,956 921,347 398,343 2023-10-26 $26.30 $27.00 37.1% 10.9% 33.3% 10.4% 38.2% 0.6% -0.0% 1.6M -5.2M -3.3M 0.65 3.67 14,895 9,737 930,670 403,406 2023-10-27 $26.52 $27.00 37.7% 11.0% 33.0% 11.8% 38.7% 0.6% -0.2% 2.2M -44.4M -3.4M 0.29 19.63 40,421 11,615 936,784 410,538 2023-10-30 $26.63 $27.00 37.9% 11.2% 33.1% 12.3% 39.2% 0.9% -0.1% 4.9M -72.3M -3.4M 1.00 3.53 12,079 12,104 949,042 406,031 2023-10-31 $26.01 $27.00 36.6% 10.7% 33.5% 9.2% 37.6% 1.5% 0.1% -508.9K 45.2M -3.2M 0.35 19.77 27,372 9,618 954,256 409,618
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