KWEB Options History — July 2024 In July 2024, KWEB traded between $26.09 and $28.84. ATM implied volatility averaged 27.9%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 1.8% (HV 20d: 26.1%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2024-07-18 : Highest Volume — 102,968 contracts2024-07-09 : Largest IV spike — 6.2% change2024-07-15 : Highest IV Rank — 25.0%2024-07-17 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.34 $26.09 $28.84 $27.06 $26.59 Max Pain $28.11 $28.00 $29.00 $29.00 $28.00 ATM IV 27.9% 25.4% 29.9% 25.4% 27.3% Expected Move 8.0% 7.2% 8.6% 7.2% 8.0% HV 20d 26.1% 19.1% 29.7% 19.1% 29.6% HV 60d 29.9% 25.5% 31.4% 30.0% 25.6% IV Rank 15.7% 4.1% 25.0% 4.1% 13.1% IV Percentile 9.8% 1.2% 18.7% 1.2% 7.5% Term Structure -0.5% -5.3% 1.7% 1.7% -0.2% VWIV 28.9% 25.8% 31.0% 25.8% 27.5% Skew 25d -0.5% -2.3% 1.0% 1.0% 0.4% Skew 10d -1.3% -3.9% 0.6% 0.6% -0.8% Call IV 25d 28.9% 25.3% 31.6% 25.3% 28.0% Put IV 25d 28.4% 26.1% 30.4% 26.2% 28.3% Bid-Ask Spread % 26.61 2.24 52.37 52.37 25.65 Gamma HHI 0.10 0.09 0.11 0.10 0.11 Net GEX 3.9M -13.3M 29.4M -1.5M -10.0M Net DEX -38.0M -537.5M 287.2M 79.5M 153.9M Net VEX -5.1M -5.9M -4.5M -5.0M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.11 0.84 0.35 0.81 Total Volume 55,406.682 31,475 102,968 32,743 33,611 Total OI 1,626,494.591 1,516,665 1,796,642 1,546,422 1,620,538
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 2024-07-01 $27.06 $29.00 25.4% 7.2% 19.1% 4.1% 25.8% 1.0% 1.7% -1.5M 79.5M -5.0M 0.35 52.37 24,287 8,456 996,423 549,999 2024-07-02 $27.30 $29.00 25.7% 7.3% 19.6% 5.5% 25.9% 0.0% 0.5% 5.0M 16.1M -5.1M 0.15 28.66 34,366 5,236 1,008,972 553,346 2024-07-03 $28.21 $28.50 26.7% 7.8% 23.3% 10.0% 28.4% 0.4% 0.6% 16.1M -276.4M -5.7M 0.11 45.40 63,448 7,191 1,023,261 555,783 2024-07-05 $27.63 $28.00 26.7% 7.7% 23.4% 10.3% 27.3% -0.2% -0.2% 6.4M -79.2M -5.3M 0.39 6.39 28,142 10,927 1,040,512 557,426 2024-07-08 $27.34 $28.00 27.3% 7.8% 23.4% 13.1% 28.7% -0.5% 0.1% 3.1M -11.3M -5.1M 0.56 2.24 20,237 11,238 1,041,680 561,273 2024-07-09 $28.05 $28.00 29.0% 8.3% 23.5% 20.9% 29.8% -1.3% -0.2% 14.6M -221.8M -5.4M 0.19 4.40 66,375 12,754 1,052,969 569,051 2024-07-10 $27.95 $28.00 27.9% 8.0% 23.0% 15.8% 28.8% -0.4% 0.9% 16.6M -246.9M -5.7M 0.20 33.97 26,974 5,365 1,084,468 575,652 2024-07-11 $28.66 $28.00 29.3% 8.5% 24.8% 21.9% 30.0% -2.3% 0.2% 27.9M -458.2M -5.9M 0.13 30.89 81,280 10,325 1,084,987 579,017 2024-07-12 $28.84 $28.00 28.8% 8.3% 24.9% 19.9% 30.2% -2.1% 0.1% 29.4M -537.5M -5.9M 0.12 30.79 49,492 5,912 1,106,054 581,024 2024-07-15 $27.84 $28.00 29.9% 8.5% 27.6% 25.0% 31.0% -1.9% -2.7% 10.6M -182.9M -5.4M 0.26 29.32 45,701 11,987 1,100,059 578,952 2024-07-16 $27.74 $28.00 29.5% 8.5% 27.2% 23.1% 29.9% -1.6% -0.3% 11.0M -166.2M -5.5M 0.75 33.35 23,346 17,395 1,120,117 584,524 2024-07-17 $27.43 $28.00 29.8% 8.6% 27.2% 24.5% 30.6% -0.6% -5.3% 5.0M -26.0M -5.3M 0.25 30.36 64,685 16,240 1,129,798 600,183 2024-07-18 $27.13 $28.00 29.4% 8.5% 27.3% 22.7% 30.3% -0.3% -2.4% 4.0M 79.6M -5.1M 0.15 31.31 89,668 13,300 1,188,967 607,675 2024-07-19 $26.93 $28.00 28.1% 8.1% 27.4% 16.7% 29.2% 0.6% -1.9% -6.4M 160.2M -5.0M 0.72 30.95 35,028 25,207 1,185,772 610,126 2024-07-22 $27.63 $28.00 27.9% 8.0% 29.0% 15.7% 28.8% -0.7% 0.3% 4.6M -124.3M -5.1M 0.18 9.73 42,721 7,541 966,137 550,528 2024-07-23 $27.07 $28.00 27.8% 8.0% 29.7% 15.4% 28.9% -0.9% 0.1% -3.1M 23.8M -4.9M 0.33 31.54 49,304 16,143 977,618 552,354 2024-07-24 $26.63 $28.00 27.6% 7.9% 29.6% 14.1% 28.5% -0.1% -0.3% -6.6M 144.3M -4.7M 0.84 19.34 27,193 22,860 977,506 561,853 2024-07-25 $26.39 $28.00 27.0% 7.9% 29.7% 11.6% 29.2% -0.2% 0.0% -9.6M 192.9M -4.7M 0.80 22.40 36,214 29,119 987,392 575,171 2024-07-26 $26.48 $28.00 27.4% 7.9% 28.4% 13.2% 27.9% -0.1% -1.2% -9.1M 191.1M -4.7M 0.78 24.75 23,277 18,247 1,005,848 590,394 2024-07-29 $26.55 $28.00 27.6% 8.1% 28.3% 14.4% 29.2% -0.0% -0.3% -9.3M 166.3M -4.6M 0.14 25.98 42,877 6,167 995,536 592,233 2024-07-30 $26.09 $28.00 27.6% 8.1% 28.9% 14.1% 28.6% -0.1% 0.0% -13.3M 287.2M -4.5M 0.46 35.58 33,694 15,417 1,001,802 599,901 2024-07-31 $26.59 $28.00 27.3% 8.0% 29.6% 13.1% 27.5% 0.4% -0.2% -10.0M 153.9M -4.8M 0.81 25.65 18,520 15,091 1,017,885 602,653
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