PWB Options History — January 2023 In January 2023, PWB traded between $58.91 and $63.82. ATM implied volatility averaged 23.2%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.0% (HV 20d: 18.3%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2023-01-05 : Largest IV drop — 29.4% change2023-01-04 : Highest IV Rank — 30.2%2023-01-04 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $61.60 $58.91 $63.82 $58.91 $63.43 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 23.2% 19.0% 35.0% 33.5% 23.8% Expected Move 6.6% 5.4% 10.0% 9.6% 6.8% HV 20d 18.3% 15.5% 20.4% 19.5% 15.5% HV 60d 23.1% 21.6% 24.8% 24.8% 21.6% IV Rank 6.4% 0.0% 30.2% 27.2% 9.4% IV Percentile 8.0% 0.0% 65.1% 54.4% 6.7% Term Structure -1.2% -6.7% 0.9% -6.7% -1.8% Skew 25d 2.4% 0.5% 8.4% 0.9% 1.7% Skew 10d 2.7% 1.5% 3.6% 1.7% 2.4% Call IV 25d 20.4% 15.6% 39.3% 37.8% 20.7% Put IV 25d 22.8% 17.6% 39.7% 38.7% 22.4% Bid-Ask Spread % 119.93 105.71 138.86 133.68 117.59 Gamma HHI 0.43 0.35 0.57 0.39 0.57 Net GEX 1.4K 950 1.9K 950 1.3K Net DEX -11.1K -13.8K -7.4K -10.8K -12.1K Net VEX -85 -95 -67 -85 -87 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.65 7 8 8 7
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 2023-01-03 $58.91 $63.00 33.5% 9.6% 19.5% 27.2% 0.0% 0.9% -6.7% 950 -10.8K -85 0.00 133.68 N/A N/A 0 0 8 0 2023-01-04 $59.00 $63.00 35.0% 10.0% 18.4% 30.2% 0.0% 0.5% -6.7% 968 -10.4K -86 0.00 138.86 N/A N/A 0 0 8 0 2023-01-05 $58.92 $0.00 24.7% 7.0% 17.8% 10.0% 0.0% 2.4% 0.4% 965 -7.4K -67 0.00 109.98 N/A N/A 0 0 8 0 2023-01-06 $60.38 $0.00 25.5% 7.3% 20.1% 5.4% 0.0% 8.4% -2.2% 1.2K -9.7K -79 0.00 105.71 N/A N/A 0 0 8 0 2023-01-09 $60.59 $0.00 23.3% 6.6% 20.1% 0.7% 0.0% 1.9% -0.1% 1.4K -10.9K -88 0.00 115.94 N/A N/A 0 0 8 0 2023-01-10 $60.61 $0.00 25.4% 6.8% 20.1% 5.3% 0.0% 2.9% -0.3% 1.3K -10.8K -86 0.00 116.37 N/A N/A 0 0 8 0 2023-01-11 $61.39 $0.00 22.4% 6.4% 20.3% 0.0% 0.0% 5.3% 0.1% 1.5K -11.6K -89 0.00 115.11 N/A N/A 0 0 8 0 2023-01-12 $61.92 $0.00 21.3% 6.1% 20.4% 0.0% 0.0% 2.0% 0.4% 1.7K -12.9K -89 0.00 122.02 N/A N/A 0 0 8 0 2023-01-13 $62.24 $0.00 19.0% 5.4% 20.3% 0.0% 0.0% 2.0% 0.7% 1.9K -12.9K -89 0.00 117.51 N/A N/A 0 0 8 0 2023-01-17 $62.29 $0.00 21.4% 6.1% 18.3% 4.7% 0.0% 1.8% -0.4% 1.8K -13.8K -93 0.00 122.61 N/A N/A 0 0 8 0 2023-01-18 $61.42 $0.00 21.3% 6.1% 18.9% 4.5% 0.0% 1.9% 0.0% 1.6K -10.7K -79 0.00 121.77 N/A N/A 0 0 8 0 2023-01-19 $61.16 $0.00 21.6% 6.2% 18.0% 5.1% 0.0% 2.0% 0.9% 1.5K -9.5K -79 0.00 120.56 N/A N/A 0 0 8 0 2023-01-20 $61.90 $0.00 20.3% 5.8% 18.3% 2.6% 0.0% 1.9% -1.1% 1.9K -12.2K -88 0.00 126.11 N/A N/A 0 0 8 0 2023-01-23 $62.66 $0.00 19.2% 5.5% 18.4% 0.5% 0.0% 1.2% -0.6% 1.3K -10.0K -79 0.00 127.99 N/A N/A 0 0 7 0 2023-01-24 $62.48 $0.00 20.2% 5.8% 16.5% 2.5% 0.0% 1.7% -0.3% 1.2K -10.3K -84 0.00 119.41 N/A N/A 0 0 7 0 2023-01-25 $62.48 $0.00 20.7% 5.9% 16.3% 3.3% 0.0% 4.5% 0.5% 1.2K -10.2K -83 0.00 116.43 N/A N/A 0 0 7 0 2023-01-26 $63.43 $0.00 21.1% 6.1% 16.9% 4.2% 0.0% 1.5% -1.7% 1.4K -12.1K -89 0.00 118.73 N/A N/A 0 0 7 0 2023-01-27 $63.82 $0.00 21.0% 6.0% 15.5% 4.0% 0.0% 1.8% -1.4% 1.4K -13.1K -95 0.00 117.22 N/A N/A 0 0 7 0 2023-01-30 $62.99 $0.00 23.5% 6.7% 15.7% 8.8% 0.0% 1.8% -2.9% 1.3K -11.1K -84 0.00 114.93 N/A N/A 0 0 7 0 2023-01-31 $63.43 $0.00 23.8% 6.8% 15.5% 9.4% 0.0% 1.7% -1.8% 1.3K -12.1K -87 0.00 117.59 N/A N/A 0 0 7 0
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