PWB Options History — May 2023 In May 2023, PWB traded between $63.81 and $66.56. ATM implied volatility averaged 16.6%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 1.9% (HV 20d: 14.7%). Max pain ranged from $67.00 to $67.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 13.0% change2023-05-31 : Highest IV Rank — 7.3%2023-05-04 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $65.29 $63.81 $66.56 $65.57 $66.28 Max Pain $67.00 $67.00 $67.00 $67.00 $67.00 ATM IV 16.6% 14.5% 19.2% 15.6% 18.3% Expected Move 4.8% 4.2% 5.4% 4.5% 5.2% HV 20d 14.7% 12.8% 15.4% 12.8% 14.2% HV 60d 15.7% 15.2% 16.1% 15.4% 15.7% IV Rank 2.9% 0.0% 7.3% 0.0% 7.3% IV Percentile 3.4% 0.0% 11.9% 0.0% 11.9% Term Structure 1.2% -2.3% 3.5% 0.2% 1.8% Skew 25d 2.4% 1.0% 4.7% 1.0% 2.1% Skew 10d 3.4% 2.1% 4.4% 2.9% 3.7% Call IV 25d 14.7% 13.0% 18.1% 16.7% 18.1% Put IV 25d 17.1% 15.3% 20.2% 17.7% 20.2% Bid-Ask Spread % 116.18 111.66 119.85 119.85 115.80 Gamma HHI 0.43 0.37 0.51 0.39 0.38 Net GEX 4.7K 3.7K 6.0K 4.8K 5.5K Net DEX -33.1K -42.8K -25.5K -38.9K -38.5K Net VEX -172 -202 -149 -202 -164 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 17 17 17 17 17
Daily Data (22 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 2023-05-01 $65.57 $0.00 15.6% 4.5% 12.8% 0.0% 0.0% 1.0% 0.2% 4.8K -38.9K -202 0.00 119.85 N/A N/A 0 0 17 0 2023-05-02 $64.53 $0.00 16.5% 4.7% 13.6% 1.8% 0.0% 2.0% 0.2% 4.1K -31.4K -181 0.00 118.14 N/A N/A 0 0 17 0 2023-05-03 $64.41 $0.00 18.3% 5.3% 13.3% 5.4% 0.0% 1.2% -1.9% 4.1K -30.9K -179 0.00 117.14 N/A N/A 0 0 17 0 2023-05-04 $63.81 $67.00 18.3% 5.4% 13.7% 5.4% 0.0% 4.7% 1.5% 3.7K -27.6K -168 0.00 111.66 N/A N/A 0 0 17 0 2023-05-05 $65.06 $67.00 16.3% 5.0% 15.4% 1.3% 0.0% 4.6% 2.5% 4.3K -32.5K -182 0.00 112.40 N/A N/A 0 0 17 0 2023-05-08 $65.09 $67.00 18.3% 5.0% 15.4% 5.3% 0.0% 2.7% 2.3% 4.4K -33.2K -180 0.00 116.56 N/A N/A 0 0 17 0 2023-05-09 $64.98 $67.00 19.2% 5.0% 15.3% 7.1% 0.0% 2.8% 2.1% 4.5K -33.6K -182 0.00 116.56 N/A N/A 0 0 17 0 2023-05-10 $65.19 $67.00 16.7% 4.8% 15.3% 2.2% 0.0% 2.3% 3.5% 4.5K -31.8K -176 0.00 113.19 N/A N/A 0 0 17 0 2023-05-11 $64.83 $67.00 16.7% 4.8% 14.6% 2.1% 0.0% 2.4% 3.4% 4.6K -32.0K -172 0.00 112.97 N/A N/A 0 0 17 0 2023-05-12 $64.87 $67.00 16.9% 4.9% 14.6% 2.7% 0.0% 2.4% 3.2% 4.4K -32.1K -176 0.00 112.97 N/A N/A 0 0 17 0 2023-05-15 $65.09 $67.00 16.0% 4.6% 14.7% 0.7% 0.0% 2.5% 2.6% 4.5K -30.8K -170 0.00 117.97 N/A N/A 0 0 17 0 2023-05-16 $64.84 $67.00 15.9% 4.6% 14.6% 0.7% 0.0% 2.4% 2.5% 4.3K -28.8K -160 0.00 117.71 N/A N/A 0 0 17 0 2023-05-17 $65.42 $67.00 15.2% 4.3% 14.9% 0.0% 0.0% 1.8% 2.9% 4.7K -30.8K -166 0.00 116.19 N/A N/A 0 0 17 0 2023-05-18 $66.19 $67.00 14.5% 4.2% 15.4% 0.0% 0.0% 2.4% 0.5% 5.2K -34.7K -169 0.00 115.72 N/A N/A 0 0 17 0 2023-05-19 $66.17 $67.00 15.0% 4.3% 15.4% 0.9% 0.0% 2.3% 0.5% 5.4K -37.4K -175 0.00 119.00 N/A N/A 0 0 17 0 2023-05-22 $65.97 $67.00 15.3% 4.4% 15.4% 1.5% 0.0% 1.8% 0.3% 5.5K -37.0K -173 0.00 118.11 N/A N/A 0 0 17 0 2023-05-23 $64.94 $67.00 16.1% 4.6% 15.1% 3.1% 0.0% 1.5% 0.5% 4.8K -29.3K -159 0.00 116.64 N/A N/A 0 0 17 0 2023-05-24 $64.53 $67.00 16.3% 4.7% 14.9% 3.3% 0.0% 2.8% 0.2% 4.0K -25.5K -149 0.00 119.13 N/A N/A 0 0 17 0 2023-05-25 $65.42 $67.00 17.1% 4.9% 14.3% 5.0% 0.0% 2.5% -0.3% 4.6K -29.0K -153 0.00 116.76 N/A N/A 0 0 17 0 2023-05-26 $66.56 $67.00 16.5% 4.7% 15.4% 3.8% 0.0% 4.1% 0.7% 5.6K -39.2K -170 0.00 115.81 N/A N/A 0 0 17 0 2023-05-30 $66.55 $67.00 17.2% 4.9% 15.4% 5.1% 0.0% 1.1% -2.3% 6.0K -42.8K -168 0.00 115.68 N/A N/A 0 0 17 0 2023-05-31 $66.28 $67.00 18.3% 5.2% 14.2% 7.3% 0.0% 2.1% 1.8% 5.5K -38.5K -164 0.00 115.80 N/A N/A 0 0 17 0
« Apr 2023 | All History | Jun 2023 » Home PWB History May 2023