PWB Options History — April 2024

Name: PWB Options Analytics - April 2024
Creator: Options Analysis Suite

In April 2024, PWB traded between $83.64 and $89.46. ATM implied volatility averaged 16.1%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 1.1% (HV 20d: 15.0%). Max pain ranged from $88.00 to $92.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days.

Notable Days

2024-04-15: Highest Volume — 2 contracts
2024-04-04: Largest IV spike — 18.8% change
2024-04-19: Highest IV Rank — 22.8%
2024-04-19: Largest Expected Move — 5.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.12	$83.64	$89.46	$89.19	$85.41
Max Pain	$91.45	$88.00	$92.00	$88.00	$92.00
ATM IV	16.1%	14.0%	18.6%	14.0%	15.9%
Expected Move	4.6%	4.0%	5.3%	4.0%	4.5%
HV 20d	15.0%	12.1%	18.1%	15.5%	18.1%
HV 60d	16.9%	16.0%	18.0%	16.0%	17.0%
IV Rank	15.3%	8.8%	22.8%	8.9%	14.6%
IV Percentile	58.1%	24.6%	89.7%	24.6%	57.1%
Term Structure	0.1%	-0.8%	1.1%	0.5%	1.1%
VWIV	17.3%	17.3%	17.3%	17.3%	17.3%
Skew 25d	2.1%	-1.4%	4.8%	2.0%	0.4%
Skew 10d	2.9%	-1.8%	6.9%	1.7%	1.8%
Call IV 25d	13.5%	11.4%	16.0%	13.5%	15.9%
Put IV 25d	15.7%	12.9%	18.7%	15.5%	16.3%
Bid-Ask Spread %	130.30	122.78	138.14	127.69	137.39
Gamma HHI	0.27	0.22	0.37	0.26	0.23
Net GEX	9.4K	2.3K	16.4K	14.4K	2.4K
Net DEX	-58.5K	-100.4K	-23.4K	-96.0K	-27.9K
Net VEX	-124	-180	-76	-180	-76
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.182	0	2	0	0
Total OI	14.591	7	19	18	7

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2024-04-01	$89.19	$88.00	14.0%	4.0%	15.5%	8.9%	0.0%	2.0%	0.5%	14.4K	-96.0K	-180	127.69	N/A	N/A	0	18	0
2024-04-02	$88.79	$88.00	14.2%	4.1%	15.5%	9.5%	0.0%	1.0%	-0.8%	13.8K	-88.2K	-179	128.14	N/A	N/A	0	18	0
2024-04-03	$89.34	$88.00	14.0%	4.0%	13.5%	8.8%	0.0%	1.6%	-0.6%	14.2K	-96.6K	-175	128.92	N/A	N/A	0	18	0
2024-04-04	$88.12	$92.00	16.6%	4.3%	14.1%	16.8%	0.0%	-1.4%	0.5%	13.9K	-78.0K	-171	127.27	N/A	N/A	0	18	0
2024-04-05	$89.36	$92.00	15.2%	4.4%	14.3%	12.5%	0.0%	3.6%	0.4%	13.6K	-99.2K	-169	125.22	N/A	N/A	0	18	0
2024-04-08	$89.28	$92.00	15.1%	4.5%	13.5%	12.3%	0.0%	3.7%	0.2%	15.5K	-97.8K	-159	127.71	N/A	N/A	1	18	0
2024-04-09	$88.67	$92.00	15.2%	4.4%	13.6%	12.5%	0.0%	2.1%	0.4%	14.6K	-83.3K	-163	128.94	N/A	N/A	0	18	1
2024-04-10	$88.47	$92.00	16.3%	4.7%	12.1%	16.0%	0.0%	2.0%	-0.3%	13.4K	-79.2K	-160	129.21	N/A	N/A	1	18	1
2024-04-11	$89.46	$92.00	14.9%	4.3%	12.7%	11.6%	0.0%	4.8%	1.0%	16.4K	-100.4K	-145	131.06	N/A	N/A	0	18	0
2024-04-12	$88.08	$92.00	16.9%	4.8%	13.9%	17.7%	0.0%	3.3%	0.0%	15.7K	-72.9K	-144	131.05	N/A	N/A	0	18	0
2024-04-15	$86.50	$92.00	18.1%	5.2%	14.5%	21.6%	17.3%	-1.0%	0.1%	11.6K	-48.0K	-117	125.23	N/A	N/A	2	18	0
2024-04-16	$86.91	$92.00	17.0%	4.9%	13.9%	18.1%	0.0%	3.8%	0.6%	13.7K	-50.5K	-115	133.22	N/A	N/A	0	18	0
2024-04-17	$86.00	$92.00	17.4%	5.0%	14.2%	19.5%	0.0%	4.6%	-0.2%	9.3K	-39.8K	-103	126.86	N/A	N/A	0	18	0
2024-04-18	$85.49	$92.00	17.6%	5.0%	13.4%	19.8%	0.0%	2.8%	-0.2%	7.2K	-34.3K	-94	128.54	N/A	N/A	0	18	0
2024-04-19	$83.64	$92.00	18.6%	5.3%	14.4%	22.8%	0.0%	4.0%	-0.1%	2.9K	-23.4K	-85	122.78	N/A	N/A	0	18	0
2024-04-22	$84.63	$92.00	17.6%	5.1%	15.5%	20.1%	0.0%	2.3%	0.2%	2.3K	-25.4K	-84	129.86	N/A	N/A	0	7	0
2024-04-23	$85.97	$92.00	16.3%	4.7%	16.9%	15.9%	0.0%	1.2%	0.0%	2.4K	-29.9K	-85	133.51	N/A	N/A	0	7	0
2024-04-24	$85.62	$92.00	16.3%	4.7%	16.9%	15.9%	0.0%	1.3%	-0.4%	2.5K	-28.8K	-82	135.03	N/A	N/A	0	7	0
2024-04-25	$85.27	$92.00	16.3%	4.7%	16.9%	16.0%	0.0%	1.9%	0.3%	2.4K	-27.5K	-82	134.51	N/A	N/A	0	7	0
2024-04-26	$86.54	$92.00	14.6%	4.2%	17.9%	10.9%	0.0%	1.1%	-0.2%	2.5K	-31.6K	-81	136.31	N/A	N/A	0	7	0
2024-04-29	$86.00	$92.00	16.2%	4.6%	18.0%	15.6%	0.0%	1.3%	-0.2%	2.5K	-29.4K	-78	138.14	N/A	N/A	0	7	0
2024-04-30	$85.41	$92.00	15.9%	4.5%	18.1%	14.6%	0.0%	0.4%	1.1%	2.4K	-27.9K	-76	137.39	N/A	N/A	0	7	0