KWEB Options History — May 2024 In May 2024, KWEB traded between $28.12 and $32.22. ATM implied volatility averaged 31.6%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 5.6% (HV 20d: 37.2%). Max pain ranged from $25.00 to $29.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2024-05-02 : Highest Volume — 461,746 contracts2024-05-02 : Largest IV spike — 9.8% change2024-05-02 : Highest IV Rank — 43.8%2024-05-02 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.38 $28.12 $32.22 $28.12 $29.13 Max Pain $27.91 $25.00 $29.00 $25.00 $29.00 ATM IV 31.6% 28.2% 35.7% 32.5% 28.2% Expected Move 9.0% 8.2% 10.9% 9.4% 8.2% HV 20d 37.2% 28.6% 40.2% 30.7% 28.6% HV 60d 31.7% 30.7% 32.3% 31.7% 31.3% IV Rank 22.4% 4.3% 43.8% 27.2% 4.3% IV Percentile 14.5% 0.8% 36.5% 17.9% 0.8% Term Structure -0.4% -1.6% 0.4% -0.8% -0.3% VWIV 31.9% 28.6% 38.0% 32.8% 28.6% Skew 25d -1.2% -2.1% -0.4% -0.7% -0.8% Skew 10d -2.0% -4.4% -0.9% -1.4% -1.1% Call IV 25d 32.6% 29.3% 37.2% 33.1% 29.3% Put IV 25d 31.4% 28.1% 35.1% 32.4% 28.4% Bid-Ask Spread % 32.83 19.46 55.95 28.34 25.47 Gamma HHI 0.12 0.09 0.17 0.17 0.09 Net GEX 60.0M 16.8M 85.5M 68.1M 16.8M Net DEX -1.71B -2.95B -637.7M -1.28B -637.7M Net VEX -7.9M -8.9M -6.8M -6.8M -7.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.20 1.41 0.41 0.37 Total Volume 139,245 35,450 461,746 35,450 62,164 Total OI 2,014,978.227 1,876,208 2,334,766 1,876,208 2,010,827
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 2024-05-01 $28.12 $25.00 32.5% 9.4% 30.7% 27.2% 32.8% -0.7% -0.8% 68.1M -1.28B -6.8M 0.41 28.34 25,190 10,260 1,370,610 505,598 2024-05-02 $30.12 $25.00 35.7% 10.9% 38.3% 43.8% 38.0% -2.1% -0.3% 77.5M -2.16B -7.1M 0.26 33.87 365,242 96,504 1,386,501 512,096 2024-05-03 $30.61 $26.00 33.7% 10.1% 38.4% 33.7% 35.1% -1.7% -1.6% 71.7M -2.21B -7.5M 0.57 30.15 113,946 64,639 1,368,286 576,369 2024-05-06 $30.43 $28.00 34.1% 9.5% 38.6% 35.6% 33.5% -1.8% -0.1% 71.1M -2.04B -7.6M 0.52 48.22 38,778 20,253 1,373,896 568,853 2024-05-07 $29.74 $28.00 33.1% 9.4% 39.9% 30.0% 32.7% -0.8% -0.0% 69.7M -1.76B -7.5M 0.59 55.95 67,179 39,749 1,385,354 581,565 2024-05-08 $29.59 $28.00 32.0% 9.1% 39.9% 24.4% 31.9% -1.1% -0.2% 65.3M -1.60B -7.4M 0.37 19.46 85,296 31,623 1,365,020 602,948 2024-05-09 $30.16 $28.00 31.9% 9.0% 40.2% 23.7% 31.5% -0.8% -0.1% 71.0M -1.87B -7.8M 0.25 31.83 81,109 20,051 1,402,629 621,109 2024-05-10 $30.05 $28.00 32.0% 9.0% 36.3% 24.6% 31.8% -1.2% -1.5% 69.7M -1.86B -7.9M 0.52 27.54 55,855 28,928 1,438,796 633,940 2024-05-13 $31.23 $27.00 34.5% 9.7% 37.5% 37.9% 34.0% -0.7% -0.4% 76.0M -2.38B -7.9M 0.35 33.22 211,147 73,641 1,437,648 619,700 2024-05-14 $30.91 $27.00 32.7% 9.2% 37.5% 28.2% 32.5% -1.6% -0.5% 73.7M -2.24B -8.3M 0.43 41.43 65,503 28,221 1,484,826 652,683 2024-05-15 $31.27 $28.00 32.6% 9.2% 37.0% 27.7% 32.6% -1.5% -0.7% 74.6M -2.39B -8.1M 0.20 23.72 55,623 10,948 1,476,528 669,643 2024-05-16 $32.19 $28.00 33.9% 9.6% 37.6% 34.4% 34.2% -2.0% -0.6% 85.5M -2.82B -8.1M 0.20 38.99 361,502 72,267 1,502,747 675,297 2024-05-17 $32.22 $28.00 31.4% 9.0% 37.1% 21.6% 31.6% -1.7% -0.4% 80.5M -2.95B -8.9M 0.39 37.88 153,467 59,401 1,599,948 734,818 2024-05-20 $31.86 $28.00 31.1% 8.9% 36.3% 19.8% 31.4% -1.2% 0.4% 68.5M -1.92B -8.5M 0.56 27.82 78,357 44,029 1,320,362 576,535 2024-05-21 $31.11 $29.00 30.4% 8.7% 37.3% 16.1% 30.7% -1.3% 0.2% 64.7M -1.57B -8.5M 0.80 25.76 31,957 25,563 1,343,400 604,703 2024-05-22 $30.80 $29.00 29.4% 8.4% 37.2% 11.0% 31.1% -1.3% -1.1% 57.8M -1.44B -8.5M 0.43 37.94 41,267 17,638 1,358,553 624,129 2024-05-23 $29.91 $29.00 29.7% 8.5% 39.1% 12.3% 29.7% -0.4% 0.2% 38.4M -1.03B -8.2M 0.26 43.13 175,791 45,021 1,360,630 635,538 2024-05-24 $29.81 $29.00 28.5% 8.2% 38.1% 6.1% 28.7% -1.2% -0.3% 29.8M -898.4M -7.9M 1.41 23.28 45,010 63,657 1,332,727 668,147 2024-05-28 $29.80 $29.00 29.5% 8.3% 38.1% 11.4% 30.0% -1.1% -0.4% 33.2M -932.0M -7.8M 0.66 35.46 63,148 41,442 1,314,595 666,549 2024-05-29 $29.46 $29.00 29.3% 8.3% 36.8% 10.6% 29.7% -0.5% -0.5% 25.6M -780.0M -7.5M 0.88 30.37 23,413 20,531 1,312,650 666,022 2024-05-30 $29.80 $29.00 29.0% 8.3% 36.9% 8.7% 29.2% -0.9% -0.6% 31.6M -923.6M -7.6M 0.22 22.35 39,406 8,674 1,316,435 670,311 2024-05-31 $29.13 $29.00 28.2% 8.2% 28.6% 4.3% 28.6% -0.8% -0.3% 16.8M -637.7M -7.5M 0.37 25.47 45,390 16,774 1,335,710 675,117
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