KWEB Options History — August 2024 In August 2024, KWEB traded between $24.77 and $27.27. ATM implied volatility averaged 27.5%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 0.1% (HV 20d: 27.6%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2024-08-13 : Highest Volume — 332,797 contracts2024-08-02 : Largest IV spike — 11.4% change2024-08-05 : Highest IV Rank — 37.1%2024-08-05 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.10 $24.77 $27.27 $25.95 $25.73 Max Pain $26.59 $26.00 $28.00 $28.00 $26.50 ATM IV 27.5% 24.6% 32.6% 27.1% 27.8% Expected Move 8.0% 7.1% 9.3% 8.1% 7.9% HV 20d 27.6% 23.6% 31.6% 27.7% 31.6% HV 60d 25.6% 24.0% 27.4% 26.0% 27.3% IV Rank 15.4% 0.9% 37.1% 12.0% 19.9% IV Percentile 12.4% 0.4% 40.9% 7.5% 15.9% Term Structure 0.4% -0.6% 3.8% -0.3% 0.2% VWIV 28.3% 25.2% 33.9% 29.3% 28.4% Skew 25d 0.6% -2.5% 5.3% -0.3% 0.8% Skew 10d 1.3% -1.0% 6.9% -0.5% -0.0% Call IV 25d 27.9% 25.2% 30.6% 28.0% 28.0% Put IV 25d 28.5% 23.9% 35.9% 27.7% 28.8% Bid-Ask Spread % 34.04 16.80 49.09 18.63 33.46 Gamma HHI 0.10 0.07 0.15 0.11 0.11 Net GEX 1.2M -14.7M 20.2M -14.7M 8.9M Net DEX 51.0M -349.1M 380.2M 318.5M -28.7M Net VEX -5.7M -7.1M -4.3M -4.6M -6.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.24 1.31 0.79 0.25 Total Volume 101,698.955 15,671 332,797 36,632 115,479 Total OI 1,748,580.455 1,505,405 1,991,662 1,636,035 1,896,232
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 2024-08-01 $25.95 $28.00 27.1% 8.1% 27.7% 12.0% 29.3% -0.3% -0.3% -14.7M 318.5M -4.6M 0.79 18.63 20,452 16,180 1,026,717 609,318 2024-08-02 $25.59 $28.00 30.2% 9.0% 27.3% 26.1% 31.3% 0.9% -0.6% -13.2M 380.2M -4.3M 1.31 16.80 46,144 60,431 1,034,620 605,491 2024-08-05 $25.73 $26.00 32.6% 9.3% 27.4% 37.1% 33.9% 5.3% 2.5% -8.6M 294.1M -4.7M 0.51 48.28 52,354 26,898 1,018,949 617,935 2024-08-06 $26.11 $26.00 29.7% 8.6% 26.1% 24.7% 30.3% 1.9% 0.2% -10.9M 256.4M -4.7M 0.57 34.60 37,581 21,294 1,016,123 636,221 2024-08-07 $25.87 $26.00 28.6% 8.3% 26.2% 20.9% 29.6% 2.1% 0.2% -10.4M 302.8M -4.4M 0.37 36.39 41,737 15,589 1,036,053 641,564 2024-08-08 $26.52 $26.00 27.3% 8.0% 26.1% 14.2% 28.9% 0.7% 1.2% -7.1M 91.9M -4.7M 1.04 38.85 28,801 29,872 1,048,366 638,703 2024-08-09 $26.34 $26.00 26.2% 7.7% 25.9% 8.8% 26.7% 0.8% 0.2% -7.0M 190.8M -4.5M 0.54 44.03 28,051 15,058 1,053,849 630,259 2024-08-12 $26.61 $26.00 25.3% 7.7% 23.6% 4.3% 27.1% -0.7% 3.8% -8.9M 108.0M -4.3M 0.84 25.22 105,528 89,010 1,046,582 624,464 2024-08-13 $26.63 $26.00 24.6% 7.5% 23.6% 0.9% 26.6% -2.5% 3.0% 792.8K 61.3M -4.9M 0.75 26.63 189,984 142,813 1,130,808 637,212 2024-08-14 $25.99 $26.00 25.9% 7.5% 24.8% 7.4% 26.4% 1.6% 1.0% 856.7K 135.4M -5.6M 0.32 37.44 81,637 26,329 1,275,152 676,315 2024-08-15 $26.46 $26.00 24.8% 7.1% 25.6% 1.9% 25.2% 0.4% 0.1% 15.9M -62.7M -5.8M 0.54 46.04 49,311 26,845 1,304,523 684,065 2024-08-16 $27.01 $26.00 25.1% 7.2% 26.6% 3.4% 25.7% -0.3% 0.1% 8.2M -349.1M -5.9M 0.32 45.35 71,175 22,873 1,317,748 673,914 2024-08-19 $27.27 $27.00 25.5% 7.3% 25.1% 5.3% 25.9% -0.2% 0.3% 20.2M -347.9M -6.2M 0.24 49.09 152,643 36,102 942,658 562,747 2024-08-20 $26.16 $27.00 28.4% 8.2% 28.2% 19.8% 28.7% -0.4% -0.6% 9.2M -115.0M -6.8M 0.78 23.17 88,300 69,113 1,054,625 586,232 2024-08-21 $26.59 $27.00 27.9% 8.0% 28.4% 17.8% 28.1% 0.3% 0.1% 17.6M -288.6M -7.1M 0.60 32.55 63,111 38,043 1,113,639 619,732 2024-08-22 $26.13 $27.00 27.8% 8.0% 28.9% 17.7% 28.2% -0.2% 0.0% 8.7M -116.8M -6.8M 0.82 41.35 32,618 26,764 1,116,457 630,597 2024-08-23 $26.37 $27.00 26.6% 7.7% 29.1% 11.7% 27.0% -0.2% -0.2% 12.1M -180.8M -7.0M 0.30 42.81 28,580 8,458 1,129,264 647,869 2024-08-26 $25.56 $27.00 28.5% 8.3% 31.0% 22.8% 29.1% 1.1% -0.2% 3.7M 63.1M -6.5M 0.59 29.30 81,358 47,726 1,118,800 638,076 2024-08-27 $25.52 $27.00 27.8% 8.0% 30.5% 19.3% 28.3% 0.4% -0.4% 4.4M 52.9M -6.6M 0.53 27.00 10,238 5,433 1,142,822 646,919 2024-08-28 $24.77 $27.00 29.0% 8.3% 31.1% 26.6% 30.1% 1.5% -0.5% -5.9M 263.8M -6.2M 0.88 21.33 55,837 49,364 1,147,555 649,638 2024-08-29 $25.38 $26.50 27.3% 7.8% 31.6% 16.8% 28.1% 0.3% -0.1% 2.7M 92.8M -6.4M 0.88 30.57 43,793 38,470 1,168,287 671,670 2024-08-30 $25.73 $26.50 27.8% 7.9% 31.6% 19.9% 28.4% 0.8% 0.2% 8.9M -28.7M -6.9M 0.25 33.46 92,552 22,927 1,191,917 704,315
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