PWB Options History — May 2024 In May 2024, PWB traded between $85.12 and $90.37. ATM implied volatility averaged 14.5%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded below realized volatility by 0.3% (HV 20d: 14.8%). Max pain ranged from $80.00 to $92.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 44.4% change2024-05-13 : Highest IV Rank — 37.0%2024-05-02 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $88.75 $85.12 $90.37 $85.38 $88.22 Max Pain $81.64 $80.00 $92.00 $92.00 $80.00 ATM IV 14.5% 11.6% 23.2% 15.9% 13.8% Expected Move 3.8% 3.3% 4.6% 4.6% 3.9% HV 20d 14.8% 10.3% 18.6% 17.8% 12.6% HV 60d 16.0% 14.7% 17.2% 17.0% 14.7% IV Rank 10.5% 1.7% 37.0% 14.8% 8.2% IV Percentile 32.8% 1.6% 97.2% 57.9% 26.6% Term Structure 1.0% -1.0% 3.1% 1.5% -0.0% Skew 25d 1.3% 0.4% 3.3% 1.2% 3.3% Skew 10d 1.7% 1.0% 2.3% 1.5% 1.8% Call IV 25d 11.6% 10.6% 15.5% 15.1% 12.3% Put IV 25d 13.0% 11.3% 17.1% 16.3% 15.6% Bid-Ask Spread % 121.37 115.56 143.77 138.51 121.07 Gamma HHI 0.28 0.23 0.35 0.24 0.33 Net GEX 2.6K 2.1K 3.2K 2.4K 2.9K Net DEX -38.5K -43.7K -26.9K -27.0K -35.9K Net VEX -62 -75 -51 -74 -53 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.591 6 7 7 6
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $85.38 $92.00 15.9% 4.6% 17.8% 14.8% 0.0% 1.2% 1.5% 2.4K -27.0K -74 0.00 138.51 N/A N/A 0 0 7 0 2024-05-02 $85.12 $92.00 16.2% 4.6% 17.3% 15.7% 0.0% 1.6% -1.0% 2.5K -26.9K -74 0.00 139.93 N/A N/A 0 0 7 0 2024-05-03 $86.68 $92.00 14.1% 4.1% 17.9% 9.4% 0.0% 1.2% 0.2% 2.6K -31.8K -75 0.00 143.77 N/A N/A 0 0 7 0 2024-05-06 $87.84 $80.00 14.9% 4.1% 18.6% 11.8% 0.0% 2.4% 1.1% 2.7K -35.3K -73 0.00 115.56 N/A N/A 0 0 7 0 2024-05-07 $88.13 $80.00 15.2% 4.1% 18.5% 12.6% 0.0% 1.4% 1.3% 2.8K -36.4K -72 0.00 115.91 N/A N/A 0 0 7 0 2024-05-08 $88.25 $80.00 15.3% 4.0% 18.5% 12.9% 0.0% 1.4% 1.1% 2.8K -36.9K -71 0.00 116.62 N/A N/A 0 0 7 0 2024-05-09 $88.44 $80.00 17.4% 4.0% 18.1% 19.2% 0.0% 2.1% 1.2% 2.8K -37.7K -69 0.00 116.60 N/A N/A 0 0 7 0 2024-05-10 $88.67 $80.00 16.2% 3.9% 17.2% 15.7% 0.0% 1.3% 1.6% 2.9K -38.3K -68 0.00 116.67 N/A N/A 0 0 7 0 2024-05-13 $88.42 $80.00 23.2% 4.0% 15.9% 37.0% 0.0% 1.2% 1.1% 2.9K -37.3K -67 0.00 117.03 N/A N/A 0 0 7 0 2024-05-14 $88.74 $80.00 22.4% 3.8% 15.8% 34.6% 0.0% 1.2% 1.5% 2.9K -38.5K -65 0.00 117.61 N/A N/A 0 0 7 0 2024-05-15 $90.09 $80.00 12.5% 3.6% 16.0% 4.3% 0.0% 1.3% 1.8% 3.2K -43.7K -60 0.00 117.71 N/A N/A 0 0 7 0 2024-05-16 $89.83 $80.00 12.3% 3.5% 15.8% 3.8% 0.0% 0.4% 3.1% 3.1K -43.0K -59 0.00 117.93 N/A N/A 0 0 7 0 2024-05-17 $89.76 $80.00 12.3% 3.5% 13.0% 3.9% 0.0% 0.8% 0.2% 3.1K -42.6K -59 0.00 118.55 N/A N/A 0 0 7 0 2024-05-20 $90.28 $80.00 11.6% 3.3% 12.7% 1.7% 0.0% 1.3% 1.4% 2.1K -43.4K -53 0.00 118.80 N/A N/A 0 0 6 0 2024-05-21 $90.32 $80.00 11.9% 3.4% 11.8% 2.5% 0.0% 0.9% 1.1% 2.1K -43.3K -54 0.00 118.50 N/A N/A 0 0 6 0 2024-05-22 $89.94 $80.00 12.3% 3.5% 11.8% 3.7% 0.0% 0.4% 0.8% 2.3K -42.4K -54 0.00 119.11 N/A N/A 0 0 6 0 2024-05-23 $89.66 $80.00 12.2% 3.5% 11.7% 3.4% 0.0% 1.0% 0.8% 2.4K -41.4K -56 0.00 119.77 N/A N/A 0 0 6 0 2024-05-24 $90.37 $80.00 11.8% 3.4% 11.0% 2.3% 0.0% 1.0% 1.5% 2.1K -43.6K -52 0.00 119.62 N/A N/A 0 0 6 0 2024-05-28 $90.10 $80.00 12.0% 3.5% 10.7% 3.0% 0.0% 1.3% 1.1% 2.2K -42.9K -51 0.00 119.94 N/A N/A 0 0 6 0 2024-05-29 $89.96 $80.00 12.9% 3.7% 10.3% 5.6% 0.0% 1.2% 0.2% 2.3K -42.5K -51 0.00 120.30 N/A N/A 0 0 6 0 2024-05-30 $88.31 $80.00 12.5% 3.6% 12.7% 4.3% 0.0% 1.3% 0.9% 2.9K -37.0K -55 0.00 120.58 N/A N/A 0 0 6 0 2024-05-31 $88.22 $80.00 13.8% 3.9% 12.6% 8.2% 0.0% 3.3% -0.0% 2.9K -35.9K -53 0.00 121.07 N/A N/A 0 0 6 0
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