PWB Options History — June 2023 In June 2023, PWB traded between $66.58 and $70.67. ATM implied volatility averaged 19.4%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.8% (HV 20d: 13.6%). Max pain ranged from $67.00 to $68.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days.
Notable Days 2023-06-07 : Largest IV spike — 109.8% change2023-06-08 : Highest IV Rank — 50.9%2023-06-02 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $68.57 $66.58 $70.67 $66.61 $70.67 Max Pain $67.88 $67.00 $68.00 $67.00 $68.00 ATM IV 19.4% 13.4% 40.6% 15.4% 13.4% Expected Move 4.3% 3.8% 4.9% 4.4% 3.8% HV 20d 13.6% 12.1% 15.2% 14.2% 12.6% HV 60d 14.0% 13.3% 15.7% 15.5% 13.3% IV Rank 9.8% 0.0% 50.9% 1.7% 0.0% IV Percentile 17.5% 0.0% 92.5% 1.6% 0.0% Term Structure 1.1% -1.1% 3.4% 1.1% 1.7% Skew 25d 1.4% -10.0% 12.1% 0.4% 0.7% Skew 10d 2.3% -9.8% 22.9% 2.1% -1.7% Call IV 25d 14.9% 12.1% 24.6% 18.6% 14.5% Put IV 25d 16.4% 11.5% 33.4% 18.9% 15.1% Bid-Ask Spread % 120.03 116.15 130.18 118.78 120.49 Gamma HHI 0.67 0.36 1.00 0.38 1.00 Net GEX 9.6K 5.8K 15.9K 5.9K 7.3K Net DEX -86.8K -136.9K -41.7K -41.7K -121.7K Net VEX -189 -245 -138 -166 -138 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 21.333 17 28 17 21
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 2023-06-01 $66.61 $67.00 15.4% 4.4% 14.2% 1.7% 0.0% 0.4% 1.1% 5.9K -41.7K -166 0.00 118.78 N/A N/A 0 0 17 0 2023-06-02 $67.50 $67.00 17.2% 4.9% 14.1% 5.1% 0.0% 1.8% -1.1% 6.8K -49.6K -170 0.00 118.76 N/A N/A 0 0 17 0 2023-06-05 $67.47 $0.00 18.6% 4.6% 12.7% 7.9% 0.0% 1.5% 1.9% 7.0K -49.4K -164 0.00 116.15 N/A N/A 0 0 17 0 2023-06-06 $67.30 $0.00 18.5% 4.4% 12.8% 7.7% 0.0% 1.4% 1.3% 6.9K -46.3K -160 0.00 118.45 N/A N/A 0 0 17 0 2023-06-07 $66.58 $0.00 38.8% 4.3% 13.5% 47.3% 0.0% 12.1% 3.4% 5.8K -45.8K -163 0.00 130.18 N/A N/A 0 0 17 0 2023-06-08 $67.23 $0.00 40.6% 4.3% 13.8% 50.9% 0.0% -10.0% 1.9% 6.5K -46.3K -160 0.00 118.72 N/A N/A 0 0 17 0 2023-06-09 $67.61 $0.00 20.9% 4.3% 13.6% 12.4% 0.0% 2.1% -0.8% 6.9K -51.3K -158 0.00 121.15 N/A N/A 0 0 17 0 2023-06-12 $68.42 $68.00 28.3% 4.2% 14.1% 26.9% 0.0% 2.8% 1.3% 14.2K -105.1K -245 0.00 119.42 N/A N/A 0 0 28 0 2023-06-13 $68.65 $68.00 30.5% 4.3% 14.1% 31.1% 0.0% 1.2% 0.8% 13.9K -107.9K -240 0.00 117.76 N/A N/A 0 0 28 0 2023-06-14 $68.79 $68.00 15.5% 4.4% 13.9% 1.9% 0.0% 1.4% 0.9% 14.2K -111.5K -232 0.00 120.22 N/A N/A 0 0 28 0 2023-06-15 $70.02 $68.00 15.8% 4.5% 14.7% 2.4% 0.0% 5.2% 0.6% 14.1K -136.9K -209 0.00 117.92 N/A N/A 0 0 28 0 2023-06-16 $69.64 $68.00 15.4% 4.4% 14.7% 1.7% 0.0% 3.2% 1.9% 15.9K -129.0K -209 0.00 118.79 N/A N/A 0 0 28 0 2023-06-20 $69.05 $68.00 16.1% 4.6% 15.2% 3.0% 0.0% 1.6% 0.8% 8.8K -94.8K -206 0.00 118.56 N/A N/A 0 0 21 0 2023-06-21 $69.12 $68.00 15.3% 4.4% 15.0% 1.5% 0.0% 1.6% 1.8% 9.2K -96.1K -204 0.00 119.66 N/A N/A 0 0 21 0 2023-06-22 $69.22 $68.00 14.9% 4.3% 13.5% 0.7% 0.0% 2.0% 1.3% 9.2K -97.2K -200 0.00 119.98 N/A N/A 0 0 21 0 2023-06-23 $68.84 $68.00 14.4% 4.1% 13.4% 0.0% 0.0% 1.2% 1.1% 10.1K -92.2K -202 0.00 121.83 N/A N/A 0 0 21 0 2023-06-26 $68.74 $68.00 14.6% 4.2% 12.9% 0.5% 0.0% 1.1% 1.2% 10.3K -91.7K -197 0.00 121.81 N/A N/A 0 0 21 0 2023-06-27 $69.53 $68.00 13.8% 4.0% 12.1% 0.0% 0.0% 1.1% 1.0% 9.4K -101.6K -184 0.00 121.13 N/A N/A 0 0 21 0 2023-06-28 $69.33 $68.00 14.7% 4.2% 12.2% 1.7% 0.0% 0.6% 0.9% 9.9K -101.0K -180 0.00 121.44 N/A N/A 0 0 21 0 2023-06-29 $69.75 $68.00 14.7% 4.2% 12.1% 1.7% 0.0% -2.9% 1.0% 9.4K -106.4K -172 0.00 119.53 N/A N/A 0 0 21 0 2023-06-30 $70.67 $68.00 13.4% 3.8% 12.6% 0.0% 0.0% 0.7% 1.7% 7.3K -121.7K -138 0.00 120.49 N/A N/A 0 0 21 0
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