PWB Options History — June 2024 In June 2024, PWB traded between $88.56 and $94.79. ATM implied volatility averaged 13.2%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.5% (HV 20d: 11.7%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 29.8% change2024-06-11 : Highest IV Rank — 18.7%2024-06-04 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.68 $88.56 $94.79 $88.56 $94.63 Max Pain $80.00 $80.00 $80.00 $80.00 $80.00 ATM IV 13.2% 11.7% 17.2% 13.6% 12.0% Expected Move 3.7% 3.4% 4.8% 3.9% 3.5% HV 20d 11.7% 9.4% 12.6% 11.1% 9.4% HV 60d 14.2% 13.9% 14.7% 14.5% 14.1% IV Rank 6.7% 2.0% 18.7% 7.8% 3.0% IV Percentile 21.6% 2.0% 80.6% 25.0% 6.3% Term Structure 0.7% -4.1% 2.1% -0.7% 1.6% Skew 25d 1.2% -0.4% 2.6% 1.3% 1.5% Skew 10d 2.3% 1.1% 5.7% 1.8% 1.2% Call IV 25d 11.4% 10.2% 13.4% 13.4% 11.5% Put IV 25d 12.7% 11.1% 15.5% 14.7% 13.0% Bid-Ask Spread % 131.61 120.96 137.90 121.34 137.90 Gamma HHI 0.72 0.33 1.00 0.33 1.00 Net GEX 1.3K 775 2.9K 2.9K 795 Net DEX -38.5K -52.2K -13.5K -37.0K -14.3K Net VEX -36 -52 -28 -52 -28 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.947 2 6 6 2
Daily Data (19 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 2024-06-03 $88.56 $80.00 13.6% 3.9% 11.1% 7.8% 0.0% 1.3% -0.7% 2.9K -37.0K -52 0.00 121.34 N/A N/A 0 0 6 0 2024-06-04 $89.18 $80.00 16.7% 4.8% 10.4% 17.1% 0.0% 2.4% -4.1% 2.6K -39.7K -51 0.00 120.96 N/A N/A 0 0 6 0 2024-06-05 $90.65 $80.00 12.6% 3.6% 11.7% 4.8% 0.0% 1.5% 0.2% 2.1K -44.4K -46 0.00 121.41 N/A N/A 0 0 6 0 2024-06-06 $90.63 $0.00 13.5% 3.7% 11.8% 7.4% 0.0% 1.4% -0.4% 1.9K -44.9K -44 0.00 131.60 N/A N/A 0 0 6 0 2024-06-07 $90.73 $0.00 13.0% 3.8% 11.8% 5.8% 0.0% 1.4% 1.4% 2.0K -44.9K -45 0.00 131.28 N/A N/A 0 0 6 0 2024-06-10 $91.22 $0.00 15.0% 3.6% 11.8% 12.0% 0.0% 1.9% 0.2% 1.7K -46.3K -41 0.00 133.23 N/A N/A 0 0 6 0 2024-06-11 $91.44 $0.00 17.2% 3.7% 11.7% 18.7% 0.0% 2.0% -0.4% 1.7K -46.5K -40 0.00 133.78 N/A N/A 0 0 6 0 2024-06-12 $92.76 $0.00 12.1% 3.5% 12.6% 3.1% 0.0% 0.9% 1.8% 1.2K -49.5K -36 0.00 134.97 N/A N/A 0 0 6 0 2024-06-13 $92.88 $0.00 12.0% 3.4% 11.6% 2.8% 0.0% 0.6% 2.0% 1.2K -49.8K -34 0.00 135.98 N/A N/A 0 0 6 0 2024-06-14 $93.15 $0.00 12.3% 3.5% 11.5% 3.7% 0.0% 1.2% 2.1% 984 -49.9K -34 0.00 133.10 N/A N/A 0 0 6 0 2024-06-17 $94.45 $0.00 12.6% 3.6% 12.2% 4.7% 0.0% 2.6% 1.2% 792 -52.1K -31 0.00 129.55 N/A N/A 0 0 6 0 2024-06-18 $94.76 $0.00 12.5% 3.6% 12.1% 4.4% 0.0% -0.4% 1.9% 775 -52.2K -30 0.00 130.74 N/A N/A 0 0 6 0 2024-06-20 $94.47 $0.00 13.2% 3.8% 12.3% 6.4% 0.0% 1.2% 1.2% 807 -51.8K -31 0.00 131.32 N/A N/A 0 0 6 0 2024-06-21 $94.21 $0.00 13.2% 3.8% 12.2% 6.6% 0.0% 1.1% 0.7% 820 -51.6K -31 0.00 133.32 N/A N/A 0 0 6 0 2024-06-24 $93.81 $0.00 13.1% 3.7% 12.3% 6.1% 0.0% 0.8% 0.8% 832 -13.5K -30 0.00 134.44 N/A N/A 0 0 2 0 2024-06-25 $94.35 $0.00 13.0% 3.7% 12.2% 5.8% 0.0% 1.0% 1.0% 806 -14.1K -30 0.00 133.97 N/A N/A 0 0 2 0 2024-06-26 $94.19 $0.00 12.5% 3.6% 12.1% 4.4% 0.0% 0.5% 2.0% 826 -13.9K -30 0.00 135.04 N/A N/A 0 0 2 0 2024-06-27 $94.79 $0.00 11.7% 3.4% 12.1% 2.0% 0.0% 0.9% 1.5% 785 -14.5K -28 0.00 136.58 N/A N/A 0 0 2 0 2024-06-28 $94.63 $0.00 12.0% 3.5% 9.4% 3.0% 0.0% 1.5% 1.6% 795 -14.3K -28 0.00 137.90 N/A N/A 0 0 2 0
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