PWB Options History — July 2022 In July 2022, PWB traded between $58.82 and $65.76. ATM implied volatility averaged 35.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.0% (HV 20d: 28.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2022-07-01 : Highest Volume — 1 contracts2022-07-13 : Largest IV drop — 46.2% change2022-07-12 : Highest IV Rank — 30.8%2022-07-01 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $61.38 $58.82 $65.76 $58.82 $65.76 ATM IV 35.9% 27.4% 60.7% 39.4% 27.7% Expected Move 8.7% 7.9% 11.3% 11.3% 8.0% HV 20d 28.8% 21.6% 36.9% 36.0% 23.5% HV 60d 36.0% 35.1% 36.6% 36.4% 35.6% IV Rank 15.2% 8.0% 30.8% 16.3% 21.9% IV Percentile 67.9% 42.8% 94.4% 86.4% 45.4% Term Structure -1.2% -4.4% 3.6% -2.6% -3.1% VWIV 38.7% 38.7% 38.7% 38.7% 38.7% Skew 25d 4.2% 3.0% 6.3% 3.6% 4.0% Skew 10d 6.3% 3.7% 8.2% 6.4% 4.6% Call IV 25d 30.0% 25.5% 42.1% 42.1% 29.3% Put IV 25d 34.3% 29.1% 45.7% 45.7% 33.3% Bid-Ask Spread % 135.26 123.94 145.05 130.97 135.88 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 0.5 0 1 1 0 Total OI 0 0 0 0 0
Daily Data (20 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 2022-07-01 $58.82 $0.00 39.4% 11.3% 36.0% 16.3% 38.7% 3.6% -2.6% 0 0 0 0.00 130.97 N/A N/A 0 1 0 0 2022-07-05 $59.22 $0.00 43.9% 8.8% 36.0% 19.3% 0.0% 3.6% -0.0% 0 0 0 0.00 128.82 N/A N/A 0 1 0 0 2022-07-06 $59.89 $0.00 39.9% 8.5% 36.5% 16.6% 0.0% 4.3% -0.3% 0 0 0 0.00 128.88 N/A N/A 0 1 0 0 2022-07-07 $60.95 $0.00 43.7% 8.1% 36.9% 19.2% 0.0% 4.6% 0.2% 0 0 0 0.00 138.28 N/A N/A 0 1 0 0 2022-07-08 $61.18 $0.00 44.0% 8.0% 36.9% 19.4% 0.0% 5.9% 3.6% 0 0 0 0.00 135.51 N/A N/A 0 1 0 0 2022-07-11 $60.23 $0.00 51.1% 8.6% 36.8% 24.3% 0.0% 3.8% -0.7% 0 0 0 0.00 127.00 N/A N/A 0 1 0 0 2022-07-12 $59.20 $0.00 60.7% 8.0% 35.1% 30.8% 0.0% 3.1% -1.6% 0 0 0 0.00 137.46 N/A N/A 0 1 0 0 2022-07-13 $59.18 $0.00 32.6% 9.4% 29.4% 11.6% 0.0% 4.3% -1.8% 0 0 0 0.00 123.94 N/A N/A 0 1 0 0 2022-07-14 $59.31 $0.00 30.5% 8.8% 29.4% 10.2% 0.0% 3.5% -0.2% 0 0 0 0.00 137.50 N/A N/A 0 1 0 0 2022-07-15 $60.39 $0.00 32.6% 9.3% 29.5% 11.6% 0.0% 4.4% -4.4% 0 0 0 0.00 143.39 N/A N/A 0 1 0 0 2022-07-18 $59.89 $0.00 36.8% 10.5% 22.9% 14.4% 0.0% 3.0% -3.6% 0 0 0 0.00 145.05 N/A N/A 0 0 0 0 2022-07-19 $61.87 $0.00 27.4% 7.9% 25.1% 8.0% 0.0% 6.3% 2.1% 0 0 0 0.00 138.39 N/A N/A 0 0 0 0 2022-07-20 $62.77 $0.00 28.2% 8.1% 23.5% 8.5% 0.0% 5.3% -0.1% 0 0 0 0.00 137.99 N/A N/A 0 0 0 0 2022-07-21 $63.44 $0.00 28.9% 8.3% 23.5% 9.0% 0.0% 4.9% 0.4% 0 0 0 0.00 138.30 N/A N/A 0 0 0 0 2022-07-22 $62.75 $0.00 30.3% 8.7% 24.0% 10.0% 0.0% 3.9% -3.3% 0 0 0 0.00 135.73 N/A N/A 0 0 0 0 2022-07-25 $62.48 $0.00 31.1% 8.9% 21.6% 10.6% 0.0% 3.4% -1.3% 0 0 0 0.00 135.26 N/A N/A 0 0 0 0 2022-07-26 $61.67 $0.00 31.2% 8.9% 22.2% 10.6% 0.0% 3.3% -4.2% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2022-07-27 $63.93 $0.00 28.9% 8.3% 24.1% 9.0% 0.0% 4.9% -0.6% 0 0 0 0.00 134.90 N/A N/A 0 0 0 0 2022-07-28 $64.69 $0.00 28.3% 8.1% 24.0% 22.9% 0.0% 4.7% -3.2% 0 0 0 0.00 132.49 N/A N/A 0 0 0 0 2022-07-29 $65.76 $0.00 27.7% 8.0% 23.5% 21.9% 0.0% 4.0% -3.1% 0 0 0 0.00 135.88 N/A N/A 0 0 0 0
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