PWB Options History — November 2023 In November 2023, PWB traded between $68.10 and $75.23. ATM implied volatility averaged 15.7%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.2% (HV 20d: 16.9%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-29 : Highest Volume — 1 contracts2023-11-02 : Largest IV drop — 64.4% change2023-11-01 : Highest IV Rank — 59.0%2023-11-01 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $72.88 $68.10 $75.23 $68.10 $74.91 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 15.7% 12.5% 44.0% 44.0% 13.4% Expected Move 4.5% 3.6% 12.6% 12.6% 3.8% HV 20d 16.9% 12.7% 19.1% 17.6% 12.7% HV 60d 15.9% 15.1% 16.5% 15.1% 15.8% IV Rank 5.4% 0.0% 59.0% 59.0% 1.7% IV Percentile 13.0% 0.0% 98.4% 98.4% 3.6% Term Structure 0.5% -17.7% 6.0% -17.7% 0.5% Skew 25d 1.3% 0.0% 2.8% 2.3% 0.9% Skew 10d 2.6% 0.9% 9.9% 9.9% 1.4% Call IV 25d 15.6% 12.2% 61.3% 61.3% 15.0% Put IV 25d 16.8% 13.5% 63.6% 63.6% 15.9% Bid-Ask Spread % 125.78 121.05 146.26 146.26 125.43 Gamma HHI 1.00 0.96 1.00 1.00 0.96 Net GEX 9.1K 2.9K 13.9K 2.9K 13.9K Net DEX -37.0K -64.9K -9.9K -19.9K -58.9K Net VEX -97 -123 -62 -101 -111 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 0.048 0 1 0 0 Total OI 15.048 15 16 15 16
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 2023-11-01 $68.10 $0.00 44.0% 12.6% 17.6% 59.0% 0.0% 2.3% -17.7% 2.9K -19.9K -101 0.00 146.26 N/A N/A 0 0 15 0 2023-11-02 $69.44 $75.00 15.7% 4.9% 18.8% 4.6% 0.0% 2.8% 1.0% 3.3K -9.9K -62 0.00 121.05 N/A N/A 0 0 15 0 2023-11-03 $70.34 $75.00 15.8% 4.5% 18.6% 4.8% 0.0% 2.8% 1.3% 4.4K -12.7K -71 0.00 124.29 N/A N/A 0 0 15 0 2023-11-06 $70.35 $75.00 17.3% 4.6% 18.6% 7.8% 0.0% 1.8% 0.9% 4.2K -11.7K -65 0.00 123.67 N/A N/A 0 0 15 0 2023-11-07 $71.08 $75.00 17.0% 4.3% 18.7% 7.1% 0.0% 1.9% 1.6% 5.3K -14.9K -81 0.00 125.93 N/A N/A 0 0 15 0 2023-11-08 $71.30 $75.00 15.0% 4.3% 18.7% 3.4% 0.0% 1.7% 1.8% 5.3K -14.6K -75 0.00 122.64 N/A N/A 0 0 15 0 2023-11-09 $70.89 $75.00 14.4% 4.1% 18.6% 2.2% 0.0% 1.0% 1.7% 5.8K -15.3K -77 0.00 121.41 N/A N/A 0 0 15 0 2023-11-10 $72.16 $75.00 14.8% 4.2% 18.7% 2.8% 0.0% 1.8% 1.8% 6.8K -20.3K -87 0.00 123.07 N/A N/A 0 0 15 0 2023-11-13 $72.44 $75.00 15.0% 4.3% 18.1% 3.3% 0.0% 1.0% 1.3% 7.7K -23.5K -94 0.00 121.42 N/A N/A 0 0 15 0 2023-11-14 $73.88 $75.00 14.4% 4.1% 19.1% 2.1% 0.0% 1.5% 1.5% 10.2K -41.8K -123 0.00 123.31 N/A N/A 0 0 15 0 2023-11-15 $73.47 $75.00 12.5% 3.6% 18.2% 0.0% 0.0% 0.8% 3.5% 10.1K -39.0K -115 0.00 123.59 N/A N/A 0 0 15 0 2023-11-16 $73.67 $75.00 13.6% 3.9% 18.0% 2.0% 0.0% 0.7% 5.9% 10.9K -39.5K -118 0.00 124.50 N/A N/A 0 0 15 0 2023-11-17 $73.90 $75.00 13.2% 3.8% 17.0% 1.4% 0.0% 1.1% 6.0% 11.8K -43.2K -116 0.00 125.78 N/A N/A 0 0 15 0 2023-11-20 $74.78 $75.00 13.3% 3.8% 17.1% 1.5% 0.0% 0.6% -0.1% 13.0K -51.4K -116 0.00 123.84 N/A N/A 0 0 15 0 2023-11-21 $74.71 $75.00 13.2% 3.8% 17.3% 1.2% 0.0% 0.9% 0.7% 11.7K -56.9K -114 0.00 128.40 N/A N/A 0 0 15 0 2023-11-22 $75.12 $75.00 12.7% 3.6% 15.4% 0.4% 0.0% 0.9% 1.1% 12.4K -63.5K -112 0.00 125.25 N/A N/A 0 0 15 0 2023-11-24 $75.07 $75.00 13.3% 3.8% 13.4% 1.5% 0.0% 1.1% -0.1% 12.1K -62.1K -107 0.00 128.35 N/A N/A 0 0 15 0 2023-11-27 $75.23 $75.00 13.2% 3.8% 13.2% 1.4% 0.0% 0.8% 0.0% 13.3K -64.9K -99 0.00 125.67 N/A N/A 0 0 15 0 2023-11-28 $74.80 $75.00 13.7% 3.9% 13.2% 2.3% 0.0% 0.6% -0.4% 12.9K -56.7K -97 0.00 129.37 N/A N/A 0 0 15 0 2023-11-29 $74.76 $75.00 13.7% 3.9% 13.4% 2.3% 0.0% 0.0% -1.3% 13.1K -55.8K -94 0.00 128.10 N/A N/A 1 0 15 0 2023-11-30 $74.91 $75.00 13.4% 3.8% 12.7% 1.7% 0.0% 0.9% 0.5% 13.9K -58.9K -111 0.00 125.43 N/A N/A 0 0 16 0
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