PWB Options History — August 2022 In August 2022, PWB traded between $62.39 and $68.49. ATM implied volatility averaged 30.5%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 7.7% (HV 20d: 22.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2022-08-10 : Largest IV drop — 35.9% change2022-08-09 : Highest IV Rank — 43.3%2022-08-31 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $66.01 $62.39 $68.49 $65.48 $62.39 ATM IV 30.5% 24.8% 39.5% 30.6% 35.5% Expected Move 8.3% 7.1% 10.2% 8.8% 10.2% HV 20d 22.8% 19.8% 24.1% 23.8% 22.6% HV 60d 30.2% 28.0% 34.8% 34.8% 28.7% IV Rank 26.9% 16.4% 43.3% 27.1% 36.1% IV Percentile 55.5% 29.4% 91.3% 57.9% 78.2% Term Structure -2.2% -6.3% 1.7% -5.0% -5.5% Skew 25d 3.1% 2.1% 4.2% 2.2% 2.9% Skew 10d 3.5% 2.7% 5.4% 3.6% 3.2% Call IV 25d 29.4% 24.3% 37.8% 32.7% 37.8% Put IV 25d 32.5% 27.5% 40.7% 34.9% 40.7% Bid-Ask Spread % 131.64 126.72 140.79 136.81 130.58 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 0 0 0 0 0
Daily Data (23 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 2022-08-01 $65.48 $0.00 30.6% 8.8% 23.8% 27.1% 0.0% 2.2% -5.0% 0 0 0 0.00 136.81 N/A N/A 0 0 0 0 2022-08-02 $65.56 $0.00 33.1% 9.5% 23.8% 31.6% 0.0% 3.4% -5.7% 0 0 0 0.00 136.86 N/A N/A 0 0 0 0 2022-08-03 $66.56 $0.00 31.3% 9.0% 24.0% 28.4% 0.0% 3.9% -5.6% 0 0 0 0.00 140.79 N/A N/A 0 0 0 0 2022-08-04 $66.25 $0.00 33.6% 7.4% 23.8% 32.6% 0.0% 3.5% 0.9% 0 0 0 0.00 130.73 N/A N/A 0 0 0 0 2022-08-05 $66.17 $0.00 33.9% 7.9% 23.9% 33.0% 0.0% 4.0% -1.1% 0 0 0 0.00 130.24 N/A N/A 0 0 0 0 2022-08-08 $66.02 $0.00 37.2% 7.8% 22.9% 39.1% 0.0% 4.2% -1.1% 0 0 0 0.00 129.57 N/A N/A 0 0 0 0 2022-08-09 $65.21 $0.00 39.5% 7.7% 22.3% 43.3% 0.0% 3.2% 0.6% 0 0 0 0.00 130.69 N/A N/A 0 0 0 0 2022-08-10 $66.84 $0.00 25.3% 7.3% 23.3% 17.4% 0.0% 3.0% 1.6% 0 0 0 0.00 131.21 N/A N/A 0 0 0 0 2022-08-11 $66.44 $0.00 27.2% 7.8% 23.7% 20.8% 0.0% 2.1% -0.9% 0 0 0 0.00 129.59 N/A N/A 0 0 0 0 2022-08-12 $67.80 $0.00 25.3% 7.3% 23.8% 17.5% 0.0% 2.6% 0.8% 0 0 0 0.00 130.59 N/A N/A 0 0 0 0 2022-08-15 $68.49 $0.00 24.8% 7.1% 23.3% 16.4% 0.0% 3.1% 1.7% 0 0 0 0.00 130.78 N/A N/A 0 0 0 0 2022-08-16 $68.31 $0.00 26.2% 7.5% 21.4% 19.0% 0.0% 2.6% -0.4% 0 0 0 0.00 131.92 N/A N/A 0 0 0 0 2022-08-17 $67.81 $0.00 26.4% 7.6% 21.5% 19.4% 0.0% 3.4% -0.1% 0 0 0 0.00 133.55 N/A N/A 0 0 0 0 2022-08-18 $68.15 $0.00 26.5% 7.6% 21.3% 19.5% 0.0% 2.6% -3.7% 0 0 0 0.00 132.55 N/A N/A 0 0 0 0 2022-08-19 $66.94 $0.00 25.1% 7.2% 22.1% 17.0% 0.0% 3.1% 0.3% 0 0 0 0.00 126.72 N/A N/A 0 0 0 0 2022-08-22 $65.32 $0.00 30.1% 8.6% 24.1% 26.2% 0.0% 2.5% -2.5% 0 0 0 0.00 131.88 N/A N/A 0 0 0 0 2022-08-23 $65.57 $0.00 29.7% 8.5% 23.4% 25.4% 0.0% 2.8% -4.2% 0 0 0 0.00 130.44 N/A N/A 0 0 0 0 2022-08-24 $65.87 $0.00 26.9% 7.7% 19.9% 20.3% 0.0% 3.0% -0.1% 0 0 0 0.00 127.18 N/A N/A 0 0 0 0 2022-08-25 $66.50 $0.00 30.4% 8.7% 19.8% 26.7% 0.0% 2.6% -3.1% 0 0 0 0.00 132.31 N/A N/A 0 0 0 0 2022-08-26 $64.16 $0.00 32.6% 9.3% 23.0% 30.7% 0.0% 3.5% -5.9% 0 0 0 0.00 130.60 N/A N/A 0 0 0 0 2022-08-29 $63.65 $0.00 34.9% 10.0% 23.1% 34.9% 0.0% 2.5% -6.3% 0 0 0 0.00 132.50 N/A N/A 0 0 0 0 2022-08-30 $62.75 $0.00 35.5% 10.2% 23.5% 36.1% 0.0% 3.5% -4.2% 0 0 0 0.00 129.72 N/A N/A 0 0 0 0 2022-08-31 $62.39 $0.00 35.5% 10.2% 22.6% 36.1% 0.0% 2.9% -5.5% 0 0 0 0.00 130.58 N/A N/A 0 0 0 0
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