PWB Options History — February 2024 In February 2024, PWB traded between $83.25 and $87.86. ATM implied volatility averaged 14.0%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 3.0% (HV 20d: 17.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days.
Notable Days 2024-02-20 : Largest IV spike — 28.7% change2024-02-20 : Highest IV Rank — 16.7%2024-02-20 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $86.16 $83.25 $87.86 $83.25 $87.86 ATM IV 14.0% 12.2% 16.5% 14.6% 13.2% Expected Move 4.0% 3.7% 4.7% 4.1% 3.8% HV 20d 17.0% 13.1% 20.7% 13.1% 19.2% HV 60d 13.7% 12.4% 15.1% 12.4% 15.0% IV Rank 8.9% 3.4% 16.7% 10.7% 6.4% IV Percentile 20.4% 4.4% 53.2% 23.8% 9.5% Term Structure 1.0% -1.8% 5.7% 1.1% 0.6% Skew 25d 1.2% 0.5% 4.6% 1.9% 1.1% Skew 10d 1.7% 0.9% 2.3% 2.3% 1.3% Call IV 25d 12.3% 11.0% 14.2% 11.0% 14.1% Put IV 25d 13.5% 12.1% 15.7% 12.9% 15.2% Bid-Ask Spread % 118.53 115.26 123.63 119.25 123.62 Gamma HHI 0.35 0.35 0.36 0.36 0.35 Net GEX 1.1K 959 1.2K 1.2K 959 Net DEX -26.0K -28.9K -21.2K -21.2K -28.9K Net VEX -59 -72 -46 -72 -46 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4 4 4 4 4
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 2024-02-01 $83.25 $0.00 14.6% 4.1% 13.1% 10.7% 0.0% 1.9% 1.1% 1.2K -21.2K -72 0.00 119.25 N/A N/A 0 0 4 0 2024-02-02 $85.09 $0.00 12.2% 4.1% 14.4% 3.4% 0.0% 4.6% 0.2% 1.1K -24.3K -68 0.00 115.62 N/A N/A 0 0 4 0 2024-02-05 $85.09 $0.00 14.5% 4.1% 14.3% 10.4% 0.0% 1.3% 1.3% 1.1K -24.2K -66 0.00 115.26 N/A N/A 0 0 4 0 2024-02-06 $84.63 $0.00 14.1% 4.1% 13.9% 9.2% 0.0% 0.8% 0.1% 1.2K -23.5K -67 0.00 115.82 N/A N/A 0 0 4 0 2024-02-07 $86.17 $0.00 13.9% 4.0% 14.7% 8.6% 0.0% 1.2% 1.6% 1.1K -26.0K -61 0.00 116.61 N/A N/A 0 0 4 0 2024-02-08 $86.30 $0.00 13.3% 3.8% 14.6% 6.9% 0.0% 0.8% 1.7% 1.0K -26.3K -61 0.00 118.87 N/A N/A 0 0 4 0 2024-02-09 $86.83 $0.00 13.1% 3.8% 14.6% 6.3% 0.0% 0.8% 1.5% 1.0K -27.3K -57 0.00 117.81 N/A N/A 0 0 4 0 2024-02-12 $86.34 $0.00 13.5% 3.9% 15.1% 7.3% 0.0% 0.7% 2.2% 1.0K -26.2K -60 0.00 116.92 N/A N/A 0 0 4 0 2024-02-13 $85.02 $0.00 15.3% 4.4% 16.5% 12.8% 0.0% 0.9% 0.5% 1.1K -23.7K -67 0.00 116.19 N/A N/A 0 0 4 0 2024-02-14 $86.48 $0.00 13.8% 4.0% 16.9% 8.3% 0.0% 1.6% 2.0% 1.0K -26.0K -61 0.00 118.50 N/A N/A 0 0 4 0 2024-02-15 $86.96 $0.00 14.3% 4.1% 16.6% 9.8% 0.0% 0.9% 2.2% 1.0K -27.3K -56 0.00 116.83 N/A N/A 0 0 4 0 2024-02-16 $86.31 $0.00 12.8% 3.7% 16.8% 5.5% 0.0% 1.0% 5.7% 1.1K -26.3K -59 0.00 117.80 N/A N/A 0 0 4 0 2024-02-20 $85.31 $0.00 16.5% 4.7% 17.6% 16.7% 0.0% 1.2% -1.8% 1.1K -24.3K -62 0.00 116.70 N/A N/A 0 0 4 0 2024-02-21 $84.60 $0.00 15.9% 4.6% 18.0% 14.8% 0.0% 1.4% -0.4% 1.2K -23.0K -64 0.00 118.20 N/A N/A 0 0 4 0 2024-02-22 $87.27 $0.00 14.9% 4.3% 20.7% 11.6% 0.0% 1.2% -0.2% 993 -27.9K -51 0.00 118.89 N/A N/A 0 0 4 0 2024-02-23 $87.36 $0.00 14.0% 4.0% 20.7% 9.1% 0.0% 0.6% 0.7% 991 -28.1K -50 0.00 117.66 N/A N/A 0 0 4 0 2024-02-26 $87.63 $0.00 13.4% 3.8% 20.7% 7.2% 0.0% 0.8% -0.2% 964 -28.8K -46 0.00 123.01 N/A N/A 0 0 4 0 2024-02-27 $87.52 $0.00 13.0% 3.7% 20.6% 6.0% 0.0% 0.9% 1.0% 984 -28.4K -48 0.00 123.31 N/A N/A 0 0 4 0 2024-02-28 $87.28 $0.00 13.5% 3.9% 20.7% 7.4% 0.0% 0.5% 0.2% 1.0K -28.1K -49 0.00 123.63 N/A N/A 0 0 4 0 2024-02-29 $87.86 $0.00 13.2% 3.8% 19.2% 6.4% 0.0% 1.1% 0.6% 959 -28.9K -46 0.00 123.62 N/A N/A 0 0 4 0
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