PWB Options History — December 2022 In December 2022, PWB traded between $58.86 and $64.61. ATM implied volatility averaged 35.9%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 13.8% (HV 20d: 22.1%). Max pain ranged from $54.00 to $63.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-12 : Highest Volume — 2 contracts2022-12-14 : Largest IV drop — 57.2% change2022-12-12 : Highest IV Rank — 89.7%2022-12-02 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $61.18 $58.86 $64.61 $64.61 $59.59 Max Pain $61.80 $54.00 $63.00 $54.00 $63.00 ATM IV 35.9% 25.3% 65.3% 34.3% 32.7% Expected Move 8.2% 7.3% 10.0% 9.8% 9.4% HV 20d 22.1% 18.5% 28.6% 27.0% 19.4% HV 60d 25.9% 24.8% 27.6% 27.4% 24.8% IV Rank 33.2% 12.9% 89.7% 30.2% 25.7% IV Percentile 51.9% 7.9% 98.8% 61.9% 50.0% Term Structure -2.6% -10.7% 1.9% -8.8% -6.4% VWIV 26.5% 24.0% 29.6% 26.9% 24.0% Skew 25d 2.8% 0.8% 8.0% 2.6% 2.8% Skew 10d 2.9% 1.4% 4.3% 2.7% 3.0% Call IV 25d 29.1% 20.6% 37.8% 37.0% 34.4% Put IV 25d 31.8% 26.9% 39.8% 39.6% 37.2% Bid-Ask Spread % 135.48 126.36 142.06 131.95 139.42 Gamma HHI 0.31 0.21 0.39 0.25 0.39 Net GEX 1.4K 930 1.8K 1.7K 1.0K Net DEX -19.7K -33.9K -11.5K -33.9K -12.3K Net VEX -115 -142 -93 -142 -95 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 0.286 0 2 0 0 Total OI 9.571 8 11 11 8
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 2022-12-01 $64.61 $54.00 34.3% 9.8% 27.0% 30.2% 0.0% 2.6% -8.8% 1.7K -33.9K -142 0.00 131.95 N/A N/A 0 0 10 1 2022-12-02 $64.39 $54.00 34.8% 10.0% 26.7% 31.2% 0.0% 2.1% -10.7% 1.8K -32.4K -139 0.00 132.59 N/A N/A 0 0 10 1 2022-12-05 $62.97 $0.00 37.8% 7.5% 28.2% 37.0% 0.0% 2.1% -0.4% 1.8K -29.6K -133 0.00 133.89 N/A N/A 0 0 10 1 2022-12-06 $61.93 $0.00 40.3% 7.8% 28.6% 41.7% 0.0% 1.7% -1.2% 1.8K -25.2K -130 0.00 132.51 N/A N/A 0 0 10 1 2022-12-07 $61.66 $0.00 39.3% 7.6% 28.1% 39.8% 0.0% 2.9% 0.7% 1.8K -24.2K -128 0.00 129.30 N/A N/A 0 0 10 1 2022-12-08 $61.99 $0.00 47.1% 7.5% 26.4% 54.8% 0.0% 2.7% 1.0% 1.8K -25.1K -127 0.00 136.36 N/A N/A 0 0 10 1 2022-12-09 $61.73 $0.00 48.9% 7.6% 18.5% 58.3% 0.0% 2.9% 0.3% 1.8K -24.5K -126 0.00 137.74 N/A N/A 0 0 10 1 2022-12-12 $62.36 $0.00 65.3% 8.0% 18.6% 89.7% 26.9% 4.4% 0.3% 1.5K -21.7K -120 0.00 134.03 N/A N/A 2 0 9 1 2022-12-13 $62.77 $63.00 61.4% 7.4% 18.8% 82.2% 0.0% 1.7% -2.3% 1.6K -24.5K -130 0.00 129.28 N/A N/A 0 0 9 1 2022-12-14 $62.25 $63.00 26.3% 7.5% 18.8% 14.8% 25.5% 2.0% -1.6% 1.6K -22.2K -124 0.00 134.15 N/A N/A 2 0 9 1 2022-12-15 $60.81 $63.00 26.2% 7.5% 20.2% 14.7% 0.0% 1.3% 1.6% 1.7K -20.4K -123 0.00 138.45 N/A N/A 0 0 10 1 2022-12-16 $60.38 $63.00 29.6% 8.5% 20.1% 21.1% 29.6% 2.9% -3.3% 1.3K -16.6K -116 0.00 142.06 N/A N/A 1 0 10 1 2022-12-19 $59.46 $63.00 28.5% 8.2% 20.3% 19.1% 0.0% 1.8% -3.1% 989 -12.7K -99 0.00 138.15 N/A N/A 0 0 8 0 2022-12-20 $59.77 $63.00 28.4% 8.1% 20.5% 18.8% 0.0% 2.2% -1.3% 1.0K -13.0K -99 0.00 139.19 N/A N/A 0 0 8 0 2022-12-21 $60.49 $63.00 28.2% 8.1% 20.4% 18.5% 0.0% 2.2% -3.3% 1.1K -14.3K -107 0.00 140.61 N/A N/A 0 0 8 0 2022-12-22 $59.26 $63.00 25.9% 7.4% 21.1% 14.0% 0.0% 0.8% 0.8% 997 -11.6K -98 0.00 126.36 N/A N/A 0 0 8 0 2022-12-23 $59.83 $63.00 25.3% 7.3% 21.5% 12.9% 0.0% 8.0% 1.9% 1.1K -12.5K -98 0.00 133.41 N/A N/A 0 0 8 0 2022-12-27 $59.75 $63.00 31.4% 9.0% 20.8% 24.7% 0.0% 2.1% -3.8% 1.0K -12.6K -96 0.00 139.81 N/A N/A 0 0 8 0 2022-12-28 $58.86 $63.00 31.8% 9.1% 21.3% 24.6% 24.0% 6.6% -8.5% 930 -11.5K -93 0.00 135.45 N/A N/A 1 0 8 0 2022-12-29 $59.91 $63.00 31.1% 8.9% 19.5% 23.3% 0.0% 2.7% -5.8% 1.1K -12.6K -96 0.00 140.39 N/A N/A 0 0 8 0 2022-12-30 $59.59 $63.00 32.7% 9.4% 19.4% 25.7% 0.0% 2.8% -6.4% 1.0K -12.3K -95 0.00 139.42 N/A N/A 0 0 8 0
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