PWB Options History — October 2021 In October 2021, PWB traded between $73.25 and $78.97. ATM implied volatility averaged 25.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.3% (HV 20d: 18.0%). Max pain ranged from $78.00 to $78.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 4.00.
Notable Days 2021-10-20 : Highest Volume — 5 contracts2021-10-13 : Largest IV drop — 50.4% change2021-10-12 : Highest IV Rank — 18.0%2021-10-01 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $76.21 $73.25 $78.97 $74.69 $78.97 Max Pain $78.00 $78.00 $78.00 $78.00 $78.00 ATM IV 25.4% 18.2% 43.8% 33.3% 20.2% Expected Move 6.2% 5.2% 9.5% 9.5% 5.8% HV 20d 18.0% 14.7% 20.6% 16.5% 14.7% HV 60d 274.4% 14.0% 404.7% 404.5% 14.2% IV Rank 6.2% 1.6% 18.0% 11.3% 2.8% IV Percentile 14.2% 3.6% 32.4% 23.2% 12.4% Term Structure -0.2% -8.5% 2.8% -8.5% -0.1% Skew 25d 3.5% -5.5% 19.5% 19.5% 6.1% Skew 10d 4.5% -3.5% 11.0% 3.7% 4.7% Call IV 25d 19.2% 16.2% 25.6% 20.7% 16.2% Put IV 25d 22.7% 13.6% 40.2% 40.2% 22.3% Bid-Ask Spread % 135.37 116.53 154.43 154.43 136.23 Gamma HHI 0.56 0.25 0.82 0.73 0.31 Net GEX 782 -508 2.5K 1.7K -508 Net DEX -3.4K -13.4K 5.6K -13.4K 4.3K Net VEX -52 -93 -15 -33 -87 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.00 4.00 4.00 4.00 4.00 Total Volume 2.095 0 5 0 5 Total OI 4.905 3 7 5 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 2021-10-01 $74.69 $78.00 33.3% 9.5% 16.5% 11.3% 0.0% 19.5% -8.5% 1.7K -13.4K -33 0.00 154.43 N/A N/A 0 0 5 0 2021-10-04 $73.25 $0.00 40.0% 7.5% 17.3% 15.5% 0.0% 5.8% -0.7% 1.4K -10.1K -27 0.00 141.51 N/A N/A 0 0 5 0 2021-10-05 $74.19 $0.00 28.7% 5.2% 18.3% 8.3% 0.0% 0.8% 1.4% 1.6K -9.2K -24 0.00 122.58 N/A N/A 0 0 5 0 2021-10-06 $74.03 $0.00 29.9% 7.2% 18.3% 9.1% 0.0% 6.0% -0.2% 1.7K -8.8K -24 0.00 126.50 N/A N/A 0 0 5 0 2021-10-07 $75.14 $0.00 29.8% 6.5% 19.3% 9.0% 0.0% 4.2% 1.3% 2.2K -11.4K -25 0.00 131.57 N/A N/A 0 0 5 0 2021-10-08 $74.68 $0.00 30.1% 6.5% 19.3% 9.2% 0.0% 4.2% 0.8% 1.9K -11.2K -24 0.00 132.47 N/A N/A 0 0 5 0 2021-10-11 $74.17 $0.00 39.1% 6.8% 19.2% 15.0% 0.0% 4.6% 0.4% 1.7K -9.5K -19 0.00 131.53 N/A N/A 0 0 5 0 2021-10-12 $73.68 $0.00 43.8% 6.7% 19.3% 18.0% 0.0% 4.1% 0.8% 1.5K -7.6K -17 0.00 130.04 N/A N/A 0 0 5 0 2021-10-13 $73.99 $0.00 21.7% 6.2% 19.0% 3.8% 0.0% 3.8% 0.1% 1.7K -8.8K -17 0.00 137.92 N/A N/A 0 2 5 0 2021-10-14 $75.41 $0.00 19.4% 5.6% 20.5% 2.3% 0.0% -0.7% 1.9% 2.5K -10.3K -15 0.00 135.76 N/A N/A 0 0 5 0 2021-10-15 $76.12 $0.00 18.3% 5.3% 20.6% 1.7% 0.0% 2.9% 1.3% 2.5K -8.2K -48 0.00 138.19 N/A N/A 0 0 5 2 2021-10-18 $76.82 $0.00 19.0% 5.5% 19.1% 2.1% 0.0% -0.2% 0.4% -123 -679 -45 0.00 142.15 N/A N/A 0 0 1 2 2021-10-19 $77.38 $0.00 18.9% 5.4% 19.1% 2.0% 0.0% 1.8% 1.1% -124 -1.4K -44 0.00 142.14 N/A N/A 0 2 1 2 2021-10-20 $77.63 $0.00 19.2% 5.5% 18.8% 2.2% 0.0% -1.7% 1.0% -458 5.6K -93 4.00 135.53 N/A N/A 1 4 1 4 2021-10-21 $77.77 $0.00 18.2% 5.2% 18.3% 1.6% 0.0% -5.0% 0.5% -436 5.5K -92 4.00 140.41 N/A N/A 1 4 1 4 2021-10-22 $77.88 $0.00 18.8% 5.4% 18.3% 2.0% 0.0% -5.5% 0.3% -465 5.4K -92 4.00 137.21 N/A N/A 1 4 1 4 2021-10-25 $78.85 $0.00 18.8% 5.4% 18.3% 2.0% 0.0% 3.6% 0.2% -459 4.3K -89 4.00 136.49 N/A N/A 1 4 1 4 2021-10-26 $78.85 $0.00 19.5% 5.6% 14.9% 2.4% 0.0% 3.7% -1.4% -467 4.0K -88 4.00 134.49 N/A N/A 1 4 1 4 2021-10-27 $78.23 $0.00 26.9% 7.7% 15.3% 7.2% 0.0% 10.9% -6.5% -374 5.5K -90 4.00 116.53 N/A N/A 1 4 1 4 2021-10-28 $78.65 $0.00 18.7% 5.4% 14.7% 1.9% 0.0% 5.5% 2.8% -475 4.5K -89 4.00 139.03 N/A N/A 1 4 1 4 2021-10-29 $78.97 $0.00 20.2% 5.8% 14.7% 2.8% 0.0% 6.1% -0.1% -508 4.3K -87 4.00 136.23 N/A N/A 1 4 1 4
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