PWB Options History — July 2021

In July 2021, PWB traded between $76.13 and $76.75. ATM implied volatility averaged 22.8%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 678.1% (HV 20d: 700.9%). Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

  • 2021-07-29: Largest IV spike — 21.8% change
  • 2021-07-29: Highest IV Rank — 3.1%
  • 2021-07-29: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.44$76.13$76.75$76.44$76.13
ATM IV22.8%21.2%25.9%21.2%21.3%
Expected Move6.5%6.1%7.4%6.1%6.1%
HV 20d700.9%700.3%701.3%700.3%701.3%
HV 60d411.6%411.3%412.4%412.4%411.3%
IV Rank1.0%0.0%3.1%0.0%0.0%
IV Percentile1.1%0.0%2.8%0.0%0.4%
Term Structure-2.4%-4.4%-1.2%-1.5%-1.2%
Skew 25d4.1%3.7%4.6%4.0%3.7%
Skew 10d2.7%2.1%3.5%2.5%2.1%
Call IV 25d23.7%21.0%28.1%21.0%22.0%
Put IV 25d27.8%25.0%32.7%25.0%25.7%
Bid-Ask Spread %173.30162.60194.12162.60163.17
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (3 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-28$76.44$0.0021.2%6.1%700.3%0.0%0.0%4.0%-1.5%0000.00162.60N/AN/A0000
2021-07-29$76.75$0.0025.9%7.4%701.0%3.1%0.0%4.6%-4.4%0000.00194.12N/AN/A0000
2021-07-30$76.13$0.0021.3%6.1%701.3%0.0%0.0%3.7%-1.2%0000.00163.17N/AN/A0000