PWB Options History — July 2023 In July 2023, PWB traded between $69.28 and $72.33. ATM implied volatility averaged 15.0%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.0% (HV 20d: 11.0%). Max pain ranged from $68.00 to $71.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-17 : Highest Volume — 15 contracts2023-07-12 : Largest IV drop — 13.5% change2023-07-11 : Highest IV Rank — 6.7%2023-07-06 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $71.04 $69.28 $72.33 $70.34 $71.42 Max Pain $69.00 $68.00 $71.00 $68.00 $71.00 ATM IV 15.0% 13.9% 16.9% 14.7% 15.3% Expected Move 4.3% 4.0% 4.8% 4.2% 4.4% HV 20d 11.0% 9.5% 12.9% 12.3% 9.5% HV 60d 13.1% 12.2% 13.6% 13.4% 12.2% IV Rank 3.0% 0.9% 6.7% 2.5% 3.6% IV Percentile 4.9% 0.8% 13.5% 2.4% 9.9% Term Structure 0.5% -0.6% 1.7% 1.7% 0.0% VWIV 14.5% 14.5% 14.5% 14.5% 14.5% Skew 25d 1.0% -1.4% 2.8% 0.2% 0.9% Skew 10d 1.9% -0.7% 3.1% -0.7% 2.0% Call IV 25d 13.9% 11.8% 15.8% 15.2% 15.7% Put IV 25d 15.0% 14.3% 16.5% 15.4% 16.5% Bid-Ask Spread % 119.45 114.94 122.59 121.00 122.34 Gamma HHI 0.75 0.44 1.00 1.00 0.44 Net GEX 8.1K 5.2K 11.2K 8.2K 6.9K Net DEX -126.6K -186.5K -96.3K -116.7K -97.9K Net VEX -227 -339 -79 -146 -318 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 0.8 0 15 0 0 Total OI 25.25 21 36 21 26
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 2023-07-03 $70.34 $68.00 14.7% 4.2% 12.3% 2.5% 0.0% 0.2% 1.7% 8.2K -116.7K -146 0.00 121.00 N/A N/A 0 0 21 0 2023-07-05 $70.08 $68.00 15.1% 4.3% 12.4% 3.3% 0.0% -1.4% 0.8% 8.8K -113.7K -150 0.00 122.04 N/A N/A 0 0 21 0 2023-07-06 $69.50 $0.00 15.7% 4.8% 12.9% 4.3% 0.0% 2.4% 0.4% 10.9K -107.8K -156 0.00 114.94 N/A N/A 0 0 21 0 2023-07-07 $69.28 $0.00 15.6% 4.6% 12.2% 4.2% 0.0% 2.8% -0.6% 11.2K -104.9K -156 0.00 115.67 N/A N/A 0 0 21 0 2023-07-10 $69.76 $0.00 16.7% 4.7% 12.0% 6.4% 0.0% 1.5% -0.2% 10.0K -109.4K -144 0.00 116.43 N/A N/A 0 0 21 0 2023-07-11 $70.22 $0.00 16.9% 4.7% 12.0% 6.7% 0.0% 1.3% 0.5% 8.7K -115.7K -131 0.00 117.67 N/A N/A 0 0 21 0 2023-07-12 $70.61 $0.00 14.6% 4.2% 11.5% 2.3% 0.0% 1.5% 0.9% 7.8K -123.4K -115 0.00 118.64 N/A N/A 0 0 21 0 2023-07-13 $71.06 $0.00 14.8% 4.2% 11.6% 2.7% 0.0% 1.1% 0.7% 6.7K -128.1K -102 0.00 118.77 N/A N/A 0 0 21 0 2023-07-14 $71.27 $0.00 15.2% 4.3% 11.6% 3.4% 0.0% 1.4% 0.3% 6.2K -130.1K -94 0.00 118.85 N/A N/A 0 0 21 0 2023-07-17 $71.83 $0.00 15.0% 4.3% 10.3% 3.1% 0.0% 0.9% 0.2% 5.2K -135.4K -79 0.00 120.83 N/A N/A 15 0 21 0 2023-07-18 $72.33 $0.00 14.1% 4.0% 10.2% 1.3% 0.0% 1.5% 0.7% 8.3K -186.5K -339 0.00 118.12 N/A N/A 0 0 36 0 2023-07-19 $72.14 $0.00 14.8% 4.2% 9.6% 2.6% 0.0% 0.7% 0.9% 8.8K -186.5K -334 0.00 119.67 N/A N/A 0 0 36 0 2023-07-20 $71.58 $0.00 14.1% 4.0% 10.2% 1.4% 0.0% 0.7% -0.1% 9.4K -180.7K -332 0.00 118.53 N/A N/A 0 0 36 0 2023-07-21 $71.88 $0.00 14.7% 4.2% 10.2% 2.5% 0.0% 1.2% 0.5% 8.2K -185.3K -335 0.00 120.28 N/A N/A 0 0 36 0 2023-07-24 $71.86 $0.00 15.2% 4.4% 9.9% 3.5% 0.0% 0.7% 0.0% 7.2K -105.1K -324 0.00 121.08 N/A N/A 0 0 25 0 2023-07-25 $72.09 $0.00 14.6% 4.2% 9.8% 2.4% 0.0% 0.7% 0.2% 7.0K -108.5K -319 0.00 120.99 N/A N/A 0 0 25 0 2023-07-26 $71.45 $0.00 13.9% 4.0% 10.0% 0.9% 0.0% 0.9% 1.3% 7.4K -101.7K -318 0.00 119.49 N/A N/A 0 0 25 0 2023-07-27 $70.83 $0.00 14.1% 4.0% 10.5% 1.3% 0.0% 0.9% 1.2% 7.9K -96.3K -325 0.00 122.59 N/A N/A 0 0 25 0 2023-07-28 $71.26 $0.00 14.2% 4.1% 10.5% 1.5% 14.5% 1.3% 1.1% 7.5K -99.4K -314 0.00 120.99 N/A N/A 0 1 25 0 2023-07-31 $71.42 $71.00 15.3% 4.4% 9.5% 3.6% 0.0% 0.9% 0.0% 6.9K -97.9K -318 0.00 122.34 N/A N/A 0 0 25 1
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