KWEB Options History — November 2024 In November 2024, KWEB traded between $29.93 and $34.30. ATM implied volatility averaged 36.8%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 6.9% (HV 20d: 43.7%). Max pain ranged from $29.00 to $31.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.46.
Notable Days 2024-11-12 : Highest Volume — 391,972 contracts2024-11-08 : Largest IV drop — 21.3% change2024-11-07 : Highest IV Rank — 54.1%2024-11-01 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.28 $29.93 $34.30 $32.17 $30.80 Max Pain $29.98 $29.00 $31.50 $31.50 $30.00 ATM IV 36.8% 31.8% 47.3% 42.8% 32.9% Expected Move 10.7% 9.3% 14.3% 14.3% 9.8% HV 20d 43.7% 39.3% 53.8% 53.8% 41.8% HV 60d 54.6% 52.5% 56.1% 52.6% 55.2% IV Rank 29.2% 17.2% 54.1% 43.2% 20.0% IV Percentile 70.0% 48.4% 94.4% 90.1% 57.5% Term Structure -0.1% -5.3% 6.5% -0.8% -0.8% VWIV 39.3% 32.6% 50.1% 50.1% 35.5% Skew 25d -3.5% -6.8% 2.2% -3.7% -1.5% Skew 10d -5.4% -12.7% 11.6% -7.0% 6.1% Call IV 25d 38.8% 31.9% 52.0% 45.6% 32.8% Put IV 25d 35.3% 25.5% 45.2% 41.9% 31.3% Bid-Ask Spread % 17.21 2.78 38.16 2.78 32.61 Gamma HHI 0.08 0.06 0.12 0.07 0.09 Net GEX 42.4M 13.3M 86.2M 35.8M 47.2M Net DEX -1.13B -2.89B -435.7M -1.61B -863.8M Net VEX -9.3M -11.7M -7.8M -11.2M -7.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.17 0.89 0.59 0.23 Total Volume 142,883.65 42,640 391,972 101,857 67,103 Total OI 3,159,711.6 2,803,029 3,459,107 3,399,544 2,990,770
Daily Data (20 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 2024-11-01 $32.17 $31.50 42.8% 14.3% 53.8% 43.2% 50.1% -3.7% -0.8% 35.8M -1.61B -11.2M 0.59 2.78 63,955 37,902 2,273,400 1,126,144 2024-11-04 $32.53 $29.00 44.4% 12.5% 53.7% 47.2% 47.6% -5.4% 2.3% 51.3M -1.75B -11.1M 0.38 33.48 92,480 35,572 2,157,236 1,008,827 2024-11-05 $33.28 $29.00 45.4% 12.6% 39.3% 49.5% 48.1% -5.5% -1.5% 61.9M -2.15B -11.4M 0.56 25.97 62,105 35,043 2,206,644 1,020,515 2024-11-06 $32.59 $30.00 42.7% 12.2% 39.9% 43.0% 44.0% -5.0% -1.7% 54.0M -1.80B -10.9M 0.48 32.45 143,499 68,775 2,238,967 1,034,659 2024-11-07 $34.30 $30.00 47.3% 13.2% 44.3% 54.1% 48.4% -6.8% -2.0% 86.2M -2.89B -11.7M 0.40 38.16 163,542 65,946 2,301,683 1,044,253 2024-11-08 $32.06 $30.00 37.2% 11.0% 50.0% 30.2% 40.3% -3.5% -0.1% 15.7M -1.43B -10.1M 0.40 4.47 227,648 91,567 2,330,589 1,061,213 2024-11-11 $32.11 $30.00 35.9% 10.5% 49.2% 27.1% 39.1% -3.4% 0.6% 47.0M -1.47B -9.5M 0.30 37.25 135,567 40,263 2,256,374 1,042,511 2024-11-12 $30.70 $30.00 36.8% 10.8% 46.1% 29.1% 40.2% -4.8% 1.1% 33.1M -787.9M -9.2M 0.89 3.59 207,296 184,676 2,328,945 1,021,300 2024-11-13 $30.51 $30.00 36.2% 10.7% 45.5% 27.7% 41.7% -4.8% 1.4% 24.6M -705.5M -9.2M 0.17 3.10 110,629 18,644 2,380,260 1,065,244 2024-11-14 $30.02 $30.00 35.4% 10.2% 43.5% 25.7% 38.4% 2.2% 0.8% 13.3M -448.1M -8.7M 0.80 5.64 112,357 90,195 2,399,220 1,050,968 2024-11-15 $30.29 $30.00 33.5% 9.6% 40.5% 21.4% 37.3% -3.6% 1.1% 34.1M -704.9M -8.6M 0.18 3.49 126,098 22,086 2,422,603 1,036,504 2024-11-18 $30.86 $30.00 34.1% 9.8% 41.2% 22.8% 35.2% -2.8% -0.7% 49.0M -909.4M -8.6M 0.30 4.94 57,254 17,241 1,955,505 847,524 2024-11-19 $30.64 $30.00 33.9% 9.8% 40.6% 22.4% 33.8% -3.5% -3.5% 45.3M -791.8M -8.4M 0.46 4.90 111,002 50,532 1,983,137 853,451 2024-11-20 $31.16 $30.00 34.4% 9.9% 40.9% 23.6% 36.6% -4.3% -5.3% 57.2M -1.08B -8.9M 0.39 16.51 30,746 11,894 2,074,973 887,389 2024-11-21 $30.66 $30.00 32.8% 9.4% 41.1% 19.7% 34.7% -2.6% 0.8% 46.3M -813.4M -8.6M 0.72 11.75 52,673 37,931 2,085,957 891,365 2024-11-22 $29.93 $30.00 34.6% 9.3% 41.5% 23.9% 33.9% -2.2% 6.5% 24.7M -435.7M -8.2M 0.63 18.82 46,596 29,520 2,084,418 900,599 2024-11-25 $30.06 $30.00 32.1% 9.4% 39.9% 18.0% 33.3% -1.3% 1.7% 33.4M -509.8M -7.8M 0.43 13.55 39,185 16,664 2,028,640 887,875 2024-11-26 $29.95 $30.00 31.8% 9.3% 39.8% 17.2% 32.6% -6.4% -0.7% 34.6M -490.0M -7.8M 0.54 19.93 40,970 21,965 2,048,255 893,624 2024-11-27 $30.94 $30.00 32.2% 9.7% 41.8% 18.3% 34.4% -1.6% -0.6% 53.5M -988.6M -8.3M 0.27 30.84 71,406 19,146 2,067,712 904,979 2024-11-29 $30.80 $30.00 32.9% 9.8% 41.8% 20.0% 35.5% -1.5% -0.8% 47.2M -863.8M -7.8M 0.23 32.61 54,727 12,376 2,077,907 912,863
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