PWB Options History — October 2008 In October 2008, PWB traded between $10.30 and $14.38. ATM implied volatility averaged 117.1%, placing in the 64.9% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded above realized volatility by 34.9% (HV 20d: 82.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 23 of 23 trading days.
Notable Days 2008-10-06 : Largest IV spike — 127.4% change2008-10-24 : Highest IV Rank — 86.8%2008-10-24 : Largest Expected Move — 43.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.89 $10.30 $14.38 $14.38 $11.85 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 117.1% 44.9% 151.2% 94.0% 136.9% Expected Move 33.6% 12.9% 43.4% 26.9% 39.2% HV 20d 82.2% 64.5% 93.9% 64.5% 91.0% HV 60d 53.5% 39.3% 65.0% 39.3% 65.0% IV Rank 64.9% 18.7% 86.8% 50.1% 77.5% IV Percentile 91.6% 34.9% 98.8% 89.7% 96.4% Skew 25d 9.5% -33.0% 37.6% 37.6% 12.0% Skew 10d 8.0% -44.5% 37.6% 37.6% 12.0% Call IV 25d 76.3% 50.1% 104.7% 50.1% 86.5% Put IV 25d 85.8% 37.3% 107.1% 87.7% 98.5% Bid-Ask Spread % 149.71 115.64 182.01 182.01 154.01 Gamma HHI 0.51 0.50 0.57 0.50 0.50 Net GEX 148 96 260 225 144 Net DEX -6.9K -11.1K -2.1K -11.1K -7.1K Net VEX -31 -46 -13 -46 -27 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 18 18 18 18 18
Daily Data (23 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-10-01 $14.38 $15.00 94.0% 26.9% 64.5% 50.1% 0.0% 37.6% 0.0% 225 -11.1K -46 0.00 182.01 N/A N/A 0 0 18 0 2008-10-02 $13.49 $15.00 97.4% 27.9% 67.1% 52.3% 0.0% 24.3% 0.0% 195 -9.5K -42 0.00 171.81 N/A N/A 0 0 18 0 2008-10-03 $13.41 $15.00 44.9% 12.9% 67.1% 18.7% 0.0% -20.9% 0.0% 260 -4.6K -26 0.00 131.69 N/A N/A 0 0 18 0 2008-10-06 $12.76 $15.00 102.2% 29.3% 68.5% 55.4% 0.0% 12.3% 0.0% 173 -8.3K -37 0.00 165.21 N/A N/A 0 0 18 0 2008-10-07 $12.09 $15.00 109.6% 31.4% 69.5% 60.1% 0.0% 9.0% 0.0% 151 -7.4K -35 0.00 156.57 N/A N/A 0 0 18 0 2008-10-08 $12.11 $15.00 110.2% 31.6% 68.9% 60.5% 0.0% 9.4% 0.0% 152 -7.4K -35 0.00 156.16 N/A N/A 0 0 18 0 2008-10-09 $11.28 $15.00 121.0% 34.7% 70.5% 67.4% 0.0% 6.6% 0.0% 128 -6.5K -31 0.00 148.96 N/A N/A 0 0 18 0 2008-10-10 $11.29 $15.00 126.8% 36.3% 70.1% 71.1% 0.0% 16.7% 0.0% 125 -6.9K -32 0.00 145.07 N/A N/A 0 0 18 0 2008-10-13 $12.67 $15.00 107.6% 30.8% 83.8% 58.8% 0.0% 11.0% 0.0% 170 -8.1K -36 0.00 164.19 N/A N/A 0 0 18 0 2008-10-14 $12.36 $15.00 111.7% 32.0% 83.6% 61.5% 0.0% 9.8% 0.0% 160 -7.7K -35 0.00 159.38 N/A N/A 0 0 18 0 2008-10-15 $11.04 $15.00 70.1% 20.1% 89.8% 34.8% 0.0% -29.9% 0.0% 119 -2.3K -16 0.00 117.66 N/A N/A 0 0 18 0 2008-10-16 $11.42 $15.00 129.4% 37.1% 89.2% 72.8% 0.0% 15.2% 0.0% 129 -7.0K -31 0.00 147.67 N/A N/A 0 0 18 0 2008-10-17 $11.44 $15.00 130.4% 37.4% 87.4% 73.4% 0.0% 15.9% 0.0% 129 -7.0K -30 0.00 147.50 N/A N/A 0 0 18 0 2008-10-20 $12.26 $15.00 123.8% 35.5% 92.1% 69.2% 0.0% 21.1% 0.0% 152 -8.0K -33 0.00 153.30 N/A N/A 0 0 18 0 2008-10-21 $11.76 $15.00 130.7% 37.5% 92.7% 73.7% 0.0% 18.5% 0.0% 138 -7.4K -31 0.00 148.92 N/A N/A 0 0 18 0 2008-10-22 $11.08 $15.00 141.5% 40.6% 93.9% 80.5% 0.0% 16.6% 0.0% 120 -6.7K -28 0.00 144.10 N/A N/A 0 0 18 0 2008-10-23 $11.14 $15.00 142.4% 40.8% 93.6% 81.1% 0.0% 18.1% 0.0% 121 -6.7K -28 0.00 144.60 N/A N/A 0 0 18 0 2008-10-24 $10.75 $15.00 151.2% 43.4% 93.7% 86.8% 0.0% 0.0% 0.0% 111 -6.5K -27 0.00 141.15 N/A N/A 0 0 18 0 2008-10-27 $10.30 $15.00 88.2% 25.3% 86.4% 46.4% 0.0% -33.0% 0.0% 96 -2.1K -13 0.00 115.64 N/A N/A 0 0 18 0 2008-10-28 $11.16 $15.00 144.4% 41.4% 88.2% 82.4% 0.0% 0.0% 0.0% 124 -6.5K -27 0.00 146.66 N/A N/A 0 0 18 0 2008-10-29 $11.30 $15.00 143.7% 41.2% 88.6% 81.9% 0.0% 0.0% 0.0% 128 -6.6K -27 0.00 148.45 N/A N/A 0 0 18 0 2008-10-30 $12.10 $15.00 136.0% 39.0% 90.8% 76.9% 0.0% 20.5% 0.0% 149 -7.6K -29 0.00 152.67 N/A N/A 0 0 18 0 2008-10-31 $11.85 $15.00 136.9% 39.2% 91.0% 77.5% 0.0% 12.0% 0.0% 144 -7.1K -27 0.00 154.01 N/A N/A 0 0 18 0
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