PWB Options History — January 2024 In January 2024, PWB traded between $75.91 and $83.37. ATM implied volatility averaged 13.7%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.0% (HV 20d: 12.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-30 : Highest Volume — 1 contracts2024-01-08 : Largest IV spike — 26.1% change2024-01-08 : Highest IV Rank — 17.9%2024-01-29 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $79.59 $75.91 $83.37 $76.22 $81.86 ATM IV 13.7% 11.8% 16.9% 12.9% 13.7% Expected Move 3.9% 3.4% 4.3% 3.7% 3.9% HV 20d 12.7% 11.7% 13.4% 12.3% 12.6% HV 60d 13.6% 11.9% 14.7% 14.6% 12.3% IV Rank 7.9% 2.3% 17.9% 5.5% 8.0% IV Percentile 13.2% 2.4% 47.6% 5.2% 14.3% Term Structure 0.6% -1.2% 1.6% 1.2% 0.1% Skew 25d 1.0% -0.3% 2.3% -0.3% 0.3% Skew 10d 1.4% 0.4% 2.1% 0.4% 0.5% Call IV 25d 12.7% 11.1% 15.0% 15.0% 14.4% Put IV 25d 13.7% 12.4% 15.7% 14.6% 14.7% Bid-Ask Spread % 125.85 122.56 132.73 130.38 126.86 Gamma HHI 0.54 0.36 0.56 0.56 0.36 Net GEX 933 823 1.2K 874 1.2K Net DEX -13.4K -18.9K -8.3K -8.9K -18.9K Net VEX -60 -73 -52 -60 -73 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 3.048 3 4 3 4
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 2024-01-02 $76.22 $0.00 12.9% 3.7% 12.3% 5.5% 0.0% -0.3% 1.2% 874 -8.9K -60 0.00 130.38 N/A N/A 0 0 3 0 2024-01-03 $75.94 $0.00 13.7% 3.9% 11.8% 8.2% 0.0% 1.0% 0.5% 888 -8.6K -59 0.00 132.73 N/A N/A 0 0 3 0 2024-01-04 $76.08 $0.00 13.6% 4.2% 11.8% 7.6% 0.0% 1.5% 0.6% 903 -8.9K -59 0.00 125.72 N/A N/A 0 0 3 0 2024-01-05 $75.91 $0.00 13.4% 4.1% 11.7% 7.2% 0.0% 1.8% 0.7% 915 -8.3K -58 0.00 122.70 N/A N/A 0 0 3 0 2024-01-08 $77.34 $0.00 16.9% 4.1% 13.1% 17.9% 0.0% 2.3% 0.4% 936 -10.4K -62 0.00 122.56 N/A N/A 0 0 3 0 2024-01-09 $77.53 $0.00 14.2% 3.5% 13.0% 9.7% 0.0% 1.5% 0.9% 958 -10.7K -62 0.00 126.79 N/A N/A 0 0 3 0 2024-01-10 $78.39 $0.00 13.1% 3.8% 13.3% 6.2% 0.0% 0.9% 0.4% 983 -11.9K -62 0.00 125.93 N/A N/A 0 0 3 0 2024-01-11 $78.89 $0.00 13.0% 3.7% 13.4% 6.0% 0.0% 0.9% 0.7% 957 -12.5K -63 0.00 126.72 N/A N/A 0 0 3 0 2024-01-12 $79.22 $0.00 13.3% 3.8% 13.1% 6.7% 0.0% 1.1% 0.9% 950 -12.8K -62 0.00 124.48 N/A N/A 0 0 3 0 2024-01-16 $79.05 $0.00 13.8% 4.0% 12.3% 8.5% 0.0% 1.2% 0.6% 963 -12.5K -61 0.00 125.94 N/A N/A 0 0 3 0 2024-01-17 $78.75 $0.00 14.9% 4.3% 12.4% 11.8% 0.0% 1.3% -0.4% 918 -12.1K -62 0.00 122.79 N/A N/A 0 0 3 0 2024-01-18 $79.75 $0.00 14.0% 4.0% 12.7% 9.0% 0.0% 1.2% 1.0% 930 -13.4K -61 0.00 124.67 N/A N/A 0 0 3 0 2024-01-19 $80.82 $0.00 12.7% 3.6% 13.3% 4.9% 0.0% 1.6% 0.9% 955 -14.9K -60 0.00 125.66 N/A N/A 0 0 3 0 2024-01-22 $81.28 $0.00 13.5% 3.9% 12.7% 7.6% 0.0% 0.7% 1.0% 910 -15.5K -59 0.00 126.19 N/A N/A 0 0 3 0 2024-01-23 $81.31 $0.00 13.3% 3.8% 12.7% 6.9% 0.0% 0.7% 0.3% 967 -15.6K -58 0.00 126.73 N/A N/A 0 0 3 0 2024-01-24 $81.95 $0.00 11.8% 3.4% 12.8% 2.3% 0.0% 0.5% 1.6% 920 -16.4K -57 0.00 124.48 N/A N/A 0 0 3 0 2024-01-25 $82.13 $0.00 14.1% 4.0% 12.8% 9.1% 0.0% 0.6% -0.1% 881 -16.6K -56 0.00 124.50 N/A N/A 0 0 3 0 2024-01-26 $82.37 $0.00 12.6% 3.6% 12.7% 4.6% 0.0% 0.5% 1.0% 877 -17.0K -56 0.00 125.71 N/A N/A 0 0 3 0 2024-01-29 $83.16 $0.00 15.1% 4.3% 13.0% 12.2% 0.0% 0.7% -1.2% 852 -18.0K -53 0.00 125.42 N/A N/A 0 0 3 0 2024-01-30 $83.37 $0.00 13.3% 3.8% 12.7% 6.8% 0.0% 0.9% 1.4% 823 -18.1K -52 0.00 125.97 N/A N/A 1 0 3 0 2024-01-31 $81.86 $0.00 13.7% 3.9% 12.6% 8.0% 0.0% 0.3% 0.1% 1.2K -18.9K -73 0.00 126.86 N/A N/A 0 0 4 0
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