PWB Options History — September 2022 In September 2022, PWB traded between $57.25 and $64.51. ATM implied volatility averaged 38.1%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 13.0% (HV 20d: 25.2%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-09-12 : Highest Volume — 1 contracts2022-09-14 : Largest IV drop — 56.6% change2022-09-13 : Highest IV Rank — 91.0%2022-09-30 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $60.55 $57.25 $64.51 $61.62 $57.25 Max Pain $70.00 $70.00 $70.00 $70.00 $70.00 ATM IV 38.1% 28.5% 65.7% 37.5% 38.0% Expected Move 9.2% 7.0% 10.9% 10.7% 10.9% HV 20d 25.2% 22.1% 27.5% 22.8% 26.5% HV 60d 25.4% 24.0% 28.7% 28.7% 24.7% IV Rank 39.9% 23.3% 91.0% 39.6% 38.9% IV Percentile 74.6% 42.1% 99.2% 86.5% 84.9% Term Structure -1.9% -11.3% 2.6% -7.7% -4.1% VWIV 44.2% 24.2% 56.0% 24.2% 56.0% Skew 25d 4.2% -0.5% 11.1% 3.4% 4.5% Skew 10d 6.0% 2.7% 10.6% 4.0% 5.7% Call IV 25d 31.8% 19.6% 41.1% 39.8% 38.8% Put IV 25d 35.9% 30.3% 44.3% 43.3% 43.3% Bid-Ask Spread % 131.57 125.77 137.92 130.64 132.38 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 46 0 130 0 26 Net DEX -221 -731 0 0 -95 Net VEX -1 -4 0 0 -1 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 0.381 0 1 0 1 Total OI 0.667 0 1 0 1
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 2022-09-01 $61.62 $0.00 37.5% 10.7% 22.8% 39.6% 0.0% 3.4% -7.7% 0 0 0 0.00 130.64 N/A N/A 0 0 0 0 2022-09-02 $61.18 $0.00 36.0% 10.3% 22.8% 36.9% 0.0% -0.5% -11.3% 0 0 0 0.00 125.94 N/A N/A 0 0 0 0 2022-09-06 $61.36 $0.00 43.2% 9.0% 23.0% 50.1% 0.0% 3.9% -0.9% 0 0 0 0.00 131.13 N/A N/A 0 0 0 0 2022-09-07 $62.55 $0.00 42.7% 7.0% 24.1% 49.2% 0.0% 11.1% 2.6% 0 0 0 0.00 135.52 N/A N/A 0 0 0 0 2022-09-08 $62.79 $0.00 42.0% 8.4% 22.1% 47.8% 0.0% 3.9% -0.3% 0 0 0 0.00 130.68 N/A N/A 0 0 0 0 2022-09-09 $64.08 $0.00 44.5% 7.6% 23.5% 52.4% 0.0% 3.8% 0.5% 0 0 0 0.00 137.92 N/A N/A 0 0 0 0 2022-09-12 $64.51 $0.00 56.6% 7.5% 22.3% 74.5% 24.2% 4.4% 0.7% 0 0 0 0.00 135.30 N/A N/A 1 0 0 0 2022-09-13 $61.84 $70.00 65.7% 8.5% 25.8% 91.0% 32.2% 4.2% -0.3% 130 -731 -4 0.00 132.52 N/A N/A 1 0 1 0 2022-09-14 $62.66 $70.00 28.5% 8.2% 26.6% 23.3% 0.0% 2.7% 0.6% 124 -629 -3 0.00 134.18 N/A N/A 0 0 1 0 2022-09-15 $61.17 $70.00 31.4% 9.0% 27.5% 27.8% 0.0% 3.7% -2.2% 108 -609 -3 0.00 132.36 N/A N/A 0 0 1 0 2022-09-16 $60.64 $70.00 30.6% 8.8% 27.3% 26.4% 36.2% 4.4% 0.4% 91 -462 -3 0.00 135.13 N/A N/A 1 0 1 0 2022-09-19 $61.00 $70.00 30.9% 8.9% 27.2% 26.2% 0.0% 3.5% -1.1% 97 -481 -3 0.00 136.49 N/A N/A 0 0 1 0 2022-09-20 $60.75 $70.00 31.2% 9.0% 26.2% 26.8% 0.0% 5.0% 0.7% 91 -449 -2 0.00 132.87 N/A N/A 0 0 1 0 2022-09-21 $59.62 $70.00 32.5% 9.3% 26.6% 28.8% 0.0% 2.0% -6.3% 63 -278 -2 0.00 127.54 N/A N/A 0 0 1 0 2022-09-22 $59.26 $70.00 31.0% 8.9% 26.3% 25.8% 0.0% 2.8% 0.1% 38 -134 -1 0.00 125.77 N/A N/A 0 0 1 0 2022-09-23 $57.84 $70.00 34.4% 9.9% 26.5% 32.3% 0.0% 5.1% -1.7% 38 -162 -1 0.00 133.29 N/A N/A 0 0 1 0 2022-09-26 $57.47 $70.00 34.7% 9.9% 24.3% 32.8% 51.2% 3.1% -4.0% 31 -123 -1 0.00 128.76 N/A N/A 1 0 1 0 2022-09-27 $57.47 $70.00 36.6% 10.5% 24.3% 36.3% 51.7% 4.1% -4.9% 33 -132 -1 0.00 126.78 N/A N/A 1 0 1 0 2022-09-28 $58.83 $70.00 35.4% 10.2% 26.0% 34.2% 49.0% 5.9% 1.6% 54 -241 -1 0.00 126.87 N/A N/A 1 0 1 0 2022-09-29 $57.69 $70.00 37.1% 10.6% 26.7% 37.3% 53.4% 6.9% -3.1% 32 -123 -1 0.00 130.81 N/A N/A 1 0 1 0 2022-09-30 $57.25 $70.00 38.0% 10.9% 26.5% 38.9% 56.0% 4.5% -4.1% 26 -95 -1 0.00 132.38 N/A N/A 1 0 1 0
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