PWB Options History — March 2024 In March 2024, PWB traded between $87.00 and $90.49. ATM implied volatility averaged 15.7%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 2.6% (HV 20d: 18.3%). Max pain ranged from $88.00 to $88.00. 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 2024-03-05 : Highest Volume — 5 contracts2024-03-11 : Largest IV spike — 77.6% change2024-03-11 : Highest IV Rank — 59.9%2024-03-11 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $88.81 $87.00 $90.49 $88.97 $89.42 Max Pain $88.00 $88.00 $88.00 $88.00 $88.00 ATM IV 15.7% 11.8% 30.8% 13.5% 11.8% Expected Move 4.0% 3.4% 4.6% 3.9% 3.4% HV 20d 18.3% 15.9% 20.5% 18.9% 16.0% HV 60d 16.1% 14.9% 16.6% 14.9% 16.0% IV Rank 14.2% 2.2% 59.9% 7.5% 2.2% IV Percentile 37.2% 2.4% 98.0% 16.7% 2.4% Term Structure 1.0% -0.3% 2.7% 0.0% 2.7% VWIV 13.8% 13.4% 14.1% 14.1% 13.4% Skew 25d 2.0% -0.6% 3.9% 0.8% 3.9% Skew 10d 2.0% 1.3% 2.8% 1.9% 2.3% Call IV 25d 12.2% 11.1% 14.1% 14.1% 12.0% Put IV 25d 14.2% 12.0% 15.9% 14.9% 15.9% Bid-Ask Spread % 123.57 119.75 129.18 123.55 129.18 Gamma HHI 0.57 0.28 0.75 0.36 0.28 Net GEX 5.6K 841 12.9K 841 12.5K Net DEX -58.4K -95.9K -27.3K -30.6K -94.9K Net VEX -100 -144 -39 -39 -137 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 5 0 2 Total OI 9.65 4 16 4 16
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 2024-03-01 $88.97 $0.00 13.5% 3.9% 18.9% 7.5% 0.0% 0.8% 0.0% 841 -30.6K -39 0.00 123.55 N/A N/A 0 0 4 0 2024-03-04 $88.88 $0.00 14.6% 4.0% 17.6% 10.8% 0.0% 0.9% 1.5% 857 -30.5K -40 0.00 122.58 N/A N/A 0 0 4 0 2024-03-05 $87.00 $0.00 17.0% 4.4% 19.5% 18.0% 14.1% 1.9% 0.7% 1.0K -27.3K -52 0.00 122.67 N/A N/A 5 0 4 0 2024-03-06 $87.88 $88.00 17.0% 4.2% 19.6% 17.9% 0.0% 2.0% 1.5% 4.4K -51.5K -107 0.00 121.01 N/A N/A 2 0 9 0 2024-03-07 $88.94 $88.00 16.9% 4.2% 19.0% 17.7% 0.0% 1.9% 0.3% 4.3K -54.6K -110 0.00 119.75 N/A N/A 0 0 9 0 2024-03-08 $87.85 $88.00 17.3% 4.3% 19.7% 19.1% 0.0% -0.6% 2.2% 4.5K -49.0K -113 0.00 120.38 N/A N/A 0 0 9 0 2024-03-11 $87.31 $88.00 30.8% 4.6% 19.7% 59.9% 0.0% 3.9% 0.1% 4.7K -45.2K -112 0.00 120.66 N/A N/A 0 0 9 0 2024-03-12 $88.85 $88.00 22.9% 4.1% 20.5% 35.9% 0.0% 1.6% 0.5% 4.6K -54.9K -102 0.00 121.38 N/A N/A 0 0 9 0 2024-03-13 $88.59 $88.00 14.0% 4.0% 19.6% 9.1% 0.0% 1.1% 1.1% 4.9K -53.8K -104 0.00 122.88 N/A N/A 0 0 9 0 2024-03-14 $88.56 $88.00 14.5% 4.1% 18.8% 10.4% 0.0% -0.6% 0.6% 4.8K -53.4K -103 0.00 123.75 N/A N/A 0 0 9 0 2024-03-15 $87.34 $88.00 15.7% 4.5% 19.4% 14.0% 0.0% 1.1% -0.2% 5.0K -46.1K -108 0.00 121.91 N/A N/A 0 0 9 0 2024-03-18 $88.41 $88.00 15.5% 4.5% 19.7% 13.6% 0.0% 1.1% 1.1% 4.9K -52.7K -99 0.00 122.60 N/A N/A 0 0 9 0 2024-03-19 $88.72 $88.00 14.5% 4.1% 19.1% 10.4% 0.0% 1.7% -0.1% 5.0K -54.1K -96 0.00 123.74 N/A N/A 1 0 9 0 2024-03-20 $89.70 $88.00 13.8% 4.0% 18.9% 8.4% 0.0% 3.3% -0.3% 5.3K -65.0K -98 0.00 124.70 N/A N/A 0 0 10 0 2024-03-21 $90.49 $88.00 13.6% 3.9% 15.9% 7.7% 0.0% 3.0% 0.9% 4.8K -70.3K -90 0.00 124.68 N/A N/A 0 0 10 0 2024-03-22 $90.19 $88.00 13.4% 3.8% 16.0% 7.1% 13.7% 3.9% 1.1% 5.2K -68.4K -91 0.00 125.30 N/A N/A 3 0 10 0 2024-03-25 $89.90 $88.00 12.6% 3.6% 16.1% 4.8% 13.4% 3.5% 1.1% 8.8K -80.2K -118 0.00 125.04 N/A N/A 3 0 13 0 2024-03-26 $89.70 $88.00 12.0% 3.4% 16.1% 2.8% 0.0% 3.2% 2.0% 11.5K -95.9K -141 0.00 126.98 N/A N/A 0 0 16 0 2024-03-27 $89.42 $88.00 13.1% 3.8% 16.1% 6.3% 0.0% 2.4% 2.2% 12.9K -90.4K -144 0.00 128.60 N/A N/A 0 0 16 0 2024-03-28 $89.42 $88.00 11.8% 3.4% 16.0% 2.2% 0.0% 3.9% 2.7% 12.5K -94.9K -137 0.00 129.18 N/A N/A 2 0 16 0
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