PWB Options History — December 2008 In December 2008, PWB traded between $9.89 and $10.95. ATM implied volatility averaged 120.6%, placing in the 66.0% IV rank vs the trailing year. The 30-day expected move averaged 34.6%. IV traded above realized volatility by 52.6% (HV 20d: 68.0%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 15 trading days.
Notable Days 2008-12-18 : Largest IV drop — 100.0% change2008-12-17 : Highest IV Rank — 93.1%2008-12-17 : Largest Expected Move — 46.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.54 $9.89 $10.95 $9.89 $10.64 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 120.6% 100.1% 161.5% 102.8% 161.5% Expected Move 34.6% 28.7% 46.3% 29.5% 46.3% HV 20d 68.0% 54.5% 75.2% 73.8% 54.5% HV 60d 76.4% 75.3% 77.4% 76.6% 75.5% IV Rank 66.0% 52.3% 93.1% 54.1% 93.1% IV Percentile 91.8% 85.7% 99.2% 87.7% 99.2% Bid-Ask Spread % 116.39 114.68 117.69 114.68 116.75 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 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 (15 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 2008-12-01 $9.89 $15.00 102.8% 29.5% 73.8% 54.1% 0.0% 0.0% 0.0% 0 0 0 0.00 114.68 N/A N/A 0 0 18 0 2008-12-02 $10.22 $15.00 100.6% 28.9% 75.2% 52.7% 0.0% 0.0% 0.0% 0 0 0 0.00 115.39 N/A N/A 0 0 18 0 2008-12-03 $10.43 $15.00 100.1% 28.7% 73.6% 52.3% 0.0% 0.0% 0.0% 0 0 0 0.00 115.91 N/A N/A 0 0 18 0 2008-12-04 $10.13 $15.00 108.8% 31.2% 72.7% 58.1% 0.0% 0.0% 0.0% 0 0 0 0.00 115.15 N/A N/A 0 0 18 0 2008-12-05 $10.47 $15.00 103.8% 29.8% 72.0% 54.8% 0.0% 0.0% 0.0% 0 0 0 0.00 116.18 N/A N/A 0 0 18 0 2008-12-08 $10.75 $15.00 109.6% 31.4% 71.8% 58.7% 0.0% 0.0% 0.0% 0 0 0 0.00 117.05 N/A N/A 0 0 18 0 2008-12-09 $10.69 $15.00 117.3% 33.6% 71.8% 63.7% 0.0% 0.0% 0.0% 0 0 0 0.00 116.75 N/A N/A 0 0 18 0 2008-12-10 $10.80 $15.00 120.9% 34.7% 71.3% 66.1% 0.0% 0.0% 0.0% 0 0 0 0.00 117.05 N/A N/A 0 0 18 0 2008-12-11 $10.55 $15.00 131.4% 37.7% 68.9% 73.1% 0.0% 0.0% 0.0% 0 0 0 0.00 116.46 N/A N/A 0 0 18 0 2008-12-12 $10.58 $15.00 139.7% 40.1% 64.3% 78.6% 0.0% 0.0% 0.0% 0 0 0 0.00 116.46 N/A N/A 0 0 18 0 2008-12-15 $10.51 $15.00 134.3% 38.5% 62.6% 75.0% 0.0% 0.0% 0.0% 0 0 0 0.00 116.18 N/A N/A 0 0 18 0 2008-12-16 $10.95 $15.00 137.2% 39.3% 63.7% 77.0% 0.0% 0.0% 0.0% 0 0 0 0.00 117.69 N/A N/A 0 0 18 0 2008-12-17 $10.86 $15.00 161.5% 46.3% 63.7% 93.1% 0.0% 0.0% 0.0% 0 0 0 0.00 117.36 N/A N/A 0 0 18 0 2008-12-18 $10.68 $15.00 0.0% 0.0% 60.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 116.75 N/A N/A 0 0 18 0 2008-12-19 $10.64 $15.00 0.0% 0.0% 54.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 116.75 N/A N/A 0 0 18 0
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