PWB Options History — October 2023 In October 2023, PWB traded between $65.36 and $69.08. ATM implied volatility averaged 18.7%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.1% (HV 20d: 15.6%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-06 : Highest Volume — 5 contracts2023-10-06 : Largest IV spike — 17.2% change2023-10-09 : Highest IV Rank — 16.7%2023-10-03 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $67.54 $65.36 $69.08 $67.79 $66.92 ATM IV 18.7% 16.7% 22.0% 17.7% 19.8% Expected Move 5.3% 4.8% 5.9% 5.1% 5.7% HV 20d 15.6% 12.7% 18.0% 12.7% 17.0% HV 60d 13.6% 12.3% 14.7% 12.3% 14.6% IV Rank 10.4% 6.6% 16.7% 8.5% 12.4% IV Percentile 44.8% 30.2% 61.1% 37.3% 54.4% Term Structure 0.3% -1.9% 3.7% -0.2% -1.9% Skew 25d 2.2% -0.1% 7.2% 1.7% 1.1% Skew 10d 3.2% 1.4% 4.3% 2.2% 2.4% Call IV 25d 15.3% 12.5% 18.4% 16.4% 18.3% Put IV 25d 17.6% 14.7% 20.0% 18.0% 19.4% Bid-Ask Spread % 120.69 115.34 126.06 125.06 122.35 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.2K 553 3.6K 2.6K 816 Net DEX -8.0K -14.9K -1.2K -10.6K -1.6K Net VEX -60 -99 -13 -84 -15 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 0.227 0 5 0 0 Total OI 15 15 15 15 15
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 2023-10-02 $67.79 $0.00 17.7% 5.1% 12.7% 8.5% 0.0% 1.7% -0.2% 2.6K -10.6K -84 0.00 125.06 N/A N/A 0 0 15 0 2023-10-03 $66.61 $0.00 20.5% 5.9% 13.6% 13.9% 0.0% -0.1% 1.2% 2.0K -8.5K -71 0.00 123.39 N/A N/A 0 0 15 0 2023-10-04 $67.44 $0.00 18.0% 5.2% 14.8% 9.1% 0.0% 1.7% 3.0% 2.5K -10.7K -81 0.00 126.06 N/A N/A 0 0 15 0 2023-10-05 $67.41 $0.00 18.2% 5.5% 14.8% 9.4% 0.0% 5.1% -0.1% 2.4K -9.7K -81 0.00 115.34 N/A N/A 0 0 15 0 2023-10-06 $68.45 $0.00 21.3% 5.0% 16.2% 15.4% 0.0% 7.2% -0.1% 3.0K -11.7K -94 0.00 118.27 N/A N/A 5 0 15 0 2023-10-09 $68.44 $0.00 22.0% 5.5% 15.6% 16.7% 0.0% 3.4% -0.4% 2.9K -10.2K -81 0.00 118.45 N/A N/A 0 0 15 0 2023-10-10 $69.05 $0.00 18.3% 5.1% 15.5% 9.7% 0.0% 2.3% -0.1% 3.5K -13.0K -91 0.00 119.63 N/A N/A 0 0 15 0 2023-10-11 $69.08 $0.00 16.9% 4.9% 15.5% 7.0% 0.0% 2.0% 0.3% 3.6K -14.9K -99 0.00 121.57 N/A N/A 0 0 15 0 2023-10-12 $68.61 $0.00 17.4% 5.0% 15.5% 7.9% 0.0% 1.0% -0.8% 3.2K -13.0K -87 0.00 118.83 N/A N/A 0 0 15 0 2023-10-13 $67.79 $0.00 18.8% 5.4% 15.0% 10.7% 0.0% 1.5% -0.5% 2.4K -8.8K -66 0.00 117.48 N/A N/A 0 0 15 0 2023-10-16 $68.86 $0.00 16.7% 4.8% 16.2% 6.6% 0.0% 2.7% 1.0% 3.2K -11.7K -85 0.00 121.13 N/A N/A 0 0 15 0 2023-10-17 $68.79 $0.00 16.8% 4.8% 16.2% 6.7% 0.0% 2.5% 0.5% 3.1K -10.5K -75 0.00 119.84 N/A N/A 0 0 15 0 2023-10-18 $67.78 $0.00 18.0% 5.1% 16.7% 9.0% 0.0% 2.6% -1.7% 2.5K -9.5K -72 0.00 122.93 N/A N/A 0 0 15 0 2023-10-19 $67.64 $0.00 17.2% 4.9% 15.0% 7.5% 0.0% 1.4% 1.3% 2.0K -6.1K -46 0.00 120.32 N/A N/A 0 0 15 0 2023-10-20 $66.83 $0.00 19.2% 5.5% 15.6% 11.3% 0.0% 2.9% 0.9% 1.6K -4.6K -38 0.00 117.63 N/A N/A 0 0 15 0 2023-10-23 $67.06 $0.00 18.0% 5.2% 15.7% 9.1% 0.0% 1.9% 0.0% 1.5K -4.1K -31 0.00 120.68 N/A N/A 0 0 15 0 2023-10-24 $67.53 $0.00 18.4% 5.3% 15.3% 9.8% 0.0% 2.4% -0.6% 1.8K -5.0K -37 0.00 119.47 N/A N/A 0 0 15 0 2023-10-25 $66.48 $0.00 18.4% 5.3% 16.3% 9.8% 0.0% 2.0% 3.1% 1.3K -3.5K -30 0.00 120.92 N/A N/A 0 0 15 0 2023-10-26 $65.45 $0.00 19.5% 5.6% 16.6% 12.0% 0.0% 1.1% 3.7% 872 -2.4K -20 0.00 119.13 N/A N/A 0 0 15 0 2023-10-27 $65.36 $0.00 20.4% 5.8% 16.6% 13.7% 0.0% 0.8% -0.3% 553 -1.2K -13 0.00 121.55 N/A N/A 0 0 15 0 2023-10-30 $66.56 $0.00 20.0% 5.7% 18.0% 12.8% 0.0% 1.8% -0.7% 1.3K -3.6K -28 0.00 125.19 N/A N/A 0 0 15 0 2023-10-31 $66.92 $0.00 19.8% 5.7% 17.0% 12.4% 0.0% 1.1% -1.9% 816 -1.6K -15 0.00 122.35 N/A N/A 0 0 15 0
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