PWB Options History — September 2021 In September 2021, PWB traded between $74.18 and $79.10. ATM implied volatility averaged 22.5%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 10.5% (HV 20d: 12.0%). Max pain ranged from $78.00 to $78.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-01 : Highest Volume — 4 contracts2021-09-28 : Largest IV spike — 32.0% change2021-09-30 : Highest IV Rank — 12.9%2021-09-30 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $77.43 $74.18 $79.10 $78.83 $74.18 Max Pain $78.00 $78.00 $78.00 $78.00 $78.00 ATM IV 22.5% 15.7% 35.9% 20.1% 35.9% Expected Move 6.3% 4.5% 10.3% 5.8% 10.3% HV 20d 12.0% 9.9% 16.2% 9.9% 16.1% HV 60d 405.9% 404.5% 407.1% 407.0% 404.5% IV Rank 4.1% 0.0% 12.9% 1.9% 12.9% IV Percentile 8.9% 0.0% 24.4% 4.4% 24.4% Term Structure -0.1% -12.6% 9.7% -2.7% -11.8% Skew 25d 3.7% -1.7% 6.5% 3.2% 4.5% Skew 10d 5.9% -2.3% 16.6% 8.5% 4.1% Call IV 25d 22.4% 16.6% 36.5% 22.2% 36.5% Put IV 25d 26.1% 18.3% 41.9% 25.4% 41.0% Bid-Ask Spread % 141.83 131.18 162.19 162.19 153.77 Gamma HHI 0.84 0.73 1.00 1.00 0.73 Net GEX 2.0K 186 3.2K 187 1.6K Net DEX -18.6K -24.9K -6.2K -6.2K -12.3K Net VEX -42 -54 -12 -12 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.19 0 4 4 0 Total OI 4.619 1 5 1 5
Daily Data (21 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 2021-09-01 $78.83 $0.00 20.1% 5.8% 9.9% 1.9% 0.0% 3.2% -2.7% 187 -6.2K -12 0.00 162.19 N/A N/A 4 0 1 0 2021-09-02 $78.72 $0.00 20.5% 4.8% 9.9% 2.2% 0.0% 3.6% 3.7% 186 -6.2K -12 0.00 136.12 N/A N/A 0 0 1 0 2021-09-03 $79.10 $78.00 20.8% 5.2% 10.0% 2.4% 0.0% 3.2% 3.0% 2.1K -24.8K -54 0.00 136.28 N/A N/A 0 0 5 0 2021-09-07 $79.00 $78.00 24.7% 5.3% 10.0% 4.9% 0.0% 3.9% 3.3% 2.1K -24.9K -52 0.00 137.94 N/A N/A 0 0 5 0 2021-09-08 $78.65 $78.00 18.1% 5.2% 10.0% 0.6% 0.0% -1.7% 0.8% 2.9K -22.4K -51 0.00 135.43 N/A N/A 0 0 5 0 2021-09-09 $78.74 $78.00 17.5% 5.0% 10.0% 0.3% 0.0% 2.7% 1.9% 2.4K -23.3K -50 0.00 131.18 N/A N/A 0 0 5 0 2021-09-10 $78.36 $78.00 15.7% 4.5% 10.2% 0.0% 0.0% 1.4% 9.5% 3.2K -23.3K -51 0.00 134.91 N/A N/A 0 0 5 0 2021-09-13 $77.61 $78.00 17.3% 4.9% 10.9% 1.0% 0.0% 3.5% 3.6% 2.4K -20.2K -50 0.00 133.22 N/A N/A 0 0 5 0 2021-09-14 $77.56 $78.00 16.3% 4.7% 10.9% 0.3% 0.0% 3.6% 7.1% 2.4K -20.5K -48 0.00 137.45 N/A N/A 0 0 5 0 2021-09-15 $78.21 $78.00 17.0% 4.9% 9.9% 0.8% 0.0% 4.6% 9.7% 2.2K -22.6K -48 0.00 135.48 N/A N/A 0 0 5 0 2021-09-16 $78.15 $78.00 16.8% 4.8% 9.9% 0.7% 0.0% 4.9% 5.7% 2.4K -22.3K -47 0.00 136.55 N/A N/A 0 0 5 0 2021-09-17 $77.36 $78.00 21.1% 6.0% 10.7% 3.4% 0.0% 4.5% 1.6% 2.3K -19.9K -47 0.00 141.09 N/A N/A 0 0 5 0 2021-09-20 $75.57 $78.00 26.0% 7.5% 13.5% 6.6% 0.0% 6.5% -0.0% 1.8K -14.5K -42 0.00 133.15 N/A N/A 0 0 5 0 2021-09-21 $76.16 $78.00 32.1% 9.2% 12.8% 10.5% 0.0% 6.3% -11.5% 1.7K -17.8K -42 0.00 156.92 N/A N/A 0 0 5 0 2021-09-22 $76.88 $78.00 22.1% 6.3% 13.2% 4.0% 0.0% 5.0% -0.4% 2.3K -18.2K -43 0.00 139.01 N/A N/A 0 0 5 0 2021-09-23 $77.86 $78.00 20.0% 5.7% 13.9% 2.7% 0.0% 4.0% 1.4% 2.5K -21.5K -42 0.00 136.48 N/A N/A 0 0 5 0 2021-09-24 $78.01 $78.00 19.8% 5.7% 13.7% 2.6% 0.0% 4.0% 2.1% 2.5K -22.0K -41 0.00 140.88 N/A N/A 0 0 5 0 2021-09-27 $77.15 $78.00 24.3% 7.0% 13.6% 5.5% 0.0% 1.6% -5.5% 2.5K -19.2K -38 0.00 154.06 N/A N/A 0 0 5 0 2021-09-28 $75.08 $78.00 32.1% 9.2% 16.2% 10.5% 0.0% 3.1% -12.6% 1.7K -14.3K -36 0.00 149.08 N/A N/A 0 0 5 0 2021-09-29 $74.83 $78.00 34.0% 9.7% 16.1% 11.7% 0.0% 5.1% -11.5% 1.7K -13.8K -35 0.00 157.15 N/A N/A 0 0 5 0 2021-09-30 $74.18 $78.00 35.9% 10.3% 16.1% 12.9% 0.0% 4.5% -11.8% 1.6K -12.3K -33 0.00 153.77 N/A N/A 0 0 5 0
« Aug 2021 | All History | Oct 2021 » Home PWB History September 2021