PWB Options History — February 2023 In February 2023, PWB traded between $61.80 and $65.03. ATM implied volatility averaged 22.1%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.1% (HV 20d: 15.0%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-01 : Highest Volume — 10 contracts2023-02-21 : Largest IV spike — 16.2% change2023-02-06 : Highest IV Rank — 11.9%2023-02-21 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $63.65 $61.80 $65.03 $64.61 $62.07 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 22.1% 19.2% 25.1% 22.9% 21.8% Expected Move 6.2% 5.5% 6.9% 6.5% 6.2% HV 20d 15.0% 13.7% 16.2% 15.4% 14.7% HV 60d 18.8% 17.0% 21.8% 21.8% 17.0% IV Rank 6.1% 0.5% 11.9% 7.5% 5.4% IV Percentile 5.8% 0.4% 11.5% 4.8% 6.0% Term Structure -0.0% -4.6% 3.8% -4.6% -0.6% VWIV 22.2% 22.2% 22.2% 22.2% 22.2% Skew 25d 1.9% -13.1% 5.8% 3.1% 1.5% Skew 10d 3.3% 0.0% 5.1% 3.6% 2.3% Call IV 25d 18.3% 15.2% 32.6% 18.8% 19.9% Put IV 25d 20.2% 18.1% 21.9% 21.9% 21.4% Bid-Ask Spread % 113.08 108.98 116.80 116.16 116.48 Gamma HHI 0.41 0.33 0.58 0.58 0.34 Net GEX 3.1K 1.5K 3.4K 1.5K 3.4K Net DEX -37.1K -44.4K -14.6K -14.6K -31.1K Net VEX -260 -290 -98 -98 -236 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 0.579 0 10 10 0 Total OI 16.684 7 18 7 18
Daily Data (19 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 2023-02-01 $64.61 $0.00 22.9% 6.5% 15.4% 7.5% 0.0% 3.1% -4.6% 1.5K -14.6K -98 0.00 116.16 N/A N/A 10 0 7 0 2023-02-02 $64.16 $0.00 23.3% 5.9% 15.9% 8.3% 0.0% 4.7% 0.4% 3.3K -41.8K -286 0.00 108.98 N/A N/A 0 0 17 0 2023-02-03 $63.83 $0.00 22.1% 5.8% 16.2% 6.1% 0.0% 3.3% 0.1% 3.3K -41.7K -289 0.00 110.53 N/A N/A 0 0 17 0 2023-02-06 $63.70 $0.00 25.1% 6.2% 14.4% 11.9% 0.0% 2.5% -0.9% 3.0K -39.9K -283 0.00 111.00 N/A N/A 0 0 17 0 2023-02-07 $64.55 $0.00 21.8% 5.6% 14.8% 5.5% 0.0% 5.8% 2.2% 3.1K -40.1K -284 0.00 109.46 N/A N/A 0 0 17 0 2023-02-08 $64.16 $0.00 22.1% 6.3% 15.2% 6.0% 0.0% 2.0% -0.3% 3.1K -41.8K -290 0.00 113.94 N/A N/A 0 0 17 0 2023-02-09 $63.95 $0.00 22.6% 6.5% 14.9% 7.0% 0.0% 3.3% -1.3% 3.1K -41.6K -283 0.00 110.47 N/A N/A 0 0 17 0 2023-02-10 $64.00 $0.00 22.4% 6.4% 14.7% 6.6% 0.0% 4.0% -0.1% 3.0K -39.6K -276 0.00 112.64 N/A N/A 0 0 17 0 2023-02-13 $64.60 $0.00 22.2% 6.4% 14.9% 6.2% 0.0% 2.9% -0.2% 3.1K -42.9K -284 0.00 110.67 N/A N/A 0 0 17 0 2023-02-14 $65.03 $0.00 19.2% 5.5% 14.9% 0.5% 0.0% -13.1% 1.9% 3.2K -44.2K -289 0.00 113.05 N/A N/A 0 0 17 0 2023-02-15 $65.01 $0.00 20.1% 5.8% 13.7% 2.2% 0.0% 1.8% 0.8% 3.3K -44.4K -284 0.00 113.69 N/A N/A 0 0 17 0 2023-02-16 $64.36 $0.00 20.4% 5.8% 14.3% 2.8% 0.0% 2.3% 1.4% 3.3K -43.4K -287 0.00 113.34 N/A N/A 0 0 17 0 2023-02-17 $63.56 $0.00 20.6% 5.9% 14.7% 3.2% 0.0% 3.5% 3.8% 3.1K -37.3K -268 0.00 112.75 N/A N/A 0 0 17 0 2023-02-21 $62.70 $0.00 23.9% 6.9% 15.1% 9.6% 0.0% 2.5% -1.6% 2.9K -33.9K -253 0.00 113.72 N/A N/A 0 0 17 0 2023-02-22 $62.27 $0.00 23.3% 6.7% 15.2% 8.5% 22.2% 2.2% -0.7% 2.8K -31.1K -237 0.00 116.80 N/A N/A 1 0 17 0 2023-02-23 $62.73 $63.00 22.2% 6.4% 15.5% 6.3% 0.0% 2.4% -0.2% 3.3K -34.6K -251 0.00 115.07 N/A N/A 0 0 18 0 2023-02-24 $61.80 $63.00 22.8% 6.5% 15.3% 7.4% 0.0% 1.9% -0.6% 3.1K -29.6K -233 0.00 114.92 N/A N/A 0 0 18 0 2023-02-27 $62.23 $63.00 21.9% 6.3% 15.4% 5.7% 0.0% -0.2% 0.6% 3.4K -32.1K -237 0.00 114.77 N/A N/A 0 0 18 0 2023-02-28 $62.07 $63.00 21.8% 6.2% 14.7% 5.4% 0.0% 1.5% -0.6% 3.4K -31.1K -236 0.00 116.48 N/A N/A 0 0 18 0
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