PWB Options History — July 2024 In July 2024, PWB traded between $90.42 and $96.55. ATM implied volatility averaged 15.9%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.6% (HV 20d: 12.4%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-17 : Highest Volume — 1 contracts2024-07-24 : Largest IV spike — 18.8% change2024-07-30 : Highest IV Rank — 29.7%2024-07-30 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $94.14 $90.42 $96.55 $94.36 $92.80 Max Pain $95.00 $95.00 $95.00 $95.00 $95.00 ATM IV 15.9% 12.1% 20.8% 12.7% 19.2% Expected Move 4.6% 3.5% 6.0% 3.6% 5.5% HV 20d 12.4% 8.8% 19.9% 9.5% 19.9% HV 60d 13.2% 12.2% 14.4% 13.7% 14.4% IV Rank 14.9% 3.2% 29.7% 4.9% 24.9% IV Percentile 57.3% 8.3% 95.6% 15.1% 91.3% Term Structure -0.8% -4.2% 1.4% 1.0% -1.5% VWIV 15.6% 14.3% 16.9% 14.3% 16.9% Skew 25d 2.3% 0.2% 5.8% 0.2% 5.8% Skew 10d 2.7% 0.3% 6.6% 1.1% 3.3% Call IV 25d 12.5% 8.4% 19.4% 12.6% 13.0% Put IV 25d 14.8% 11.8% 21.0% 12.8% 18.7% Bid-Ask Spread % 130.75 122.63 139.34 137.89 134.96 Gamma HHI 0.80 0.50 1.00 1.00 0.59 Net GEX 1.7K 661 3.8K 852 3.5K Net DEX -16.6K -26.1K -12.7K -14.3K -20.6K Net VEX -34 -54 -20 -27 -45 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 0.091 0 1 0 0 Total OI 3.227 2 5 2 5
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 2024-07-01 $94.36 $0.00 12.7% 3.6% 9.5% 4.9% 0.0% 0.2% 1.0% 852 -14.3K -27 0.00 137.89 N/A N/A 0 0 2 0 2024-07-02 $95.14 $0.00 12.1% 3.5% 9.7% 3.2% 0.0% 0.4% 1.3% 784 -15.0K -25 0.00 139.34 N/A N/A 0 0 2 0 2024-07-03 $95.45 $0.00 13.0% 3.7% 9.6% 5.9% 0.0% 1.0% -1.4% 757 -15.3K -25 0.00 138.44 N/A N/A 0 0 2 0 2024-07-05 $96.55 $0.00 12.2% 4.4% 8.8% 3.5% 0.0% 1.7% -3.6% 661 -16.1K -21 0.00 127.44 N/A N/A 0 0 2 0 2024-07-08 $96.27 $0.00 13.4% 3.9% 9.0% 7.2% 0.0% 1.3% 1.3% 685 -15.8K -23 0.00 128.40 N/A N/A 0 0 2 0 2024-07-09 $96.22 $0.00 13.5% 4.0% 9.1% 7.4% 0.0% 1.2% 0.7% 676 -15.5K -23 0.00 129.95 N/A N/A 0 0 2 0 2024-07-10 $96.39 $0.00 13.4% 3.9% 9.0% 7.2% 0.0% 2.0% 1.4% 686 -16.0K -21 0.00 129.75 N/A N/A 0 0 2 0 2024-07-11 $95.34 $0.00 14.4% 4.1% 10.3% 10.1% 0.0% 4.1% 1.1% 767 -15.1K -24 0.00 130.71 N/A N/A 0 0 2 0 2024-07-12 $96.00 $0.00 13.7% 3.9% 9.4% 7.9% 0.0% 3.1% 1.3% 713 -15.6K -22 0.00 131.14 N/A N/A 0 0 2 0 2024-07-15 $96.18 $0.00 15.9% 4.5% 9.4% 14.6% 0.0% 0.6% -4.0% 713 -15.9K -22 0.00 131.53 N/A N/A 0 0 2 0 2024-07-16 $96.44 $0.00 14.4% 4.1% 9.4% 10.3% 0.0% 1.9% 0.6% 683 -16.0K -20 0.00 130.41 N/A N/A 0 0 2 0 2024-07-17 $94.23 $0.00 16.1% 4.6% 11.9% 15.3% 14.3% 1.0% 0.4% 847 -13.9K -26 0.00 127.36 N/A N/A 1 0 2 0 2024-07-18 $93.30 $95.00 16.5% 4.7% 12.3% 16.6% 16.9% 2.7% 0.4% 1.7K -16.2K -38 0.00 124.16 N/A N/A 1 0 3 0 2024-07-19 $92.81 $95.00 17.4% 5.0% 12.4% 19.2% 0.0% 2.4% 0.4% 2.5K -18.5K -47 0.00 122.63 N/A N/A 0 0 4 0 2024-07-22 $94.13 $95.00 16.7% 4.8% 13.5% 17.2% 0.0% 4.5% -0.2% 3.7K -25.4K -53 0.00 130.86 N/A N/A 0 0 5 0 2024-07-23 $94.16 $95.00 16.4% 4.7% 13.4% 16.1% 0.0% 0.3% -0.2% 3.8K -26.1K -54 0.00 132.01 N/A N/A 0 0 5 0 2024-07-24 $91.35 $95.00 19.4% 5.6% 17.0% 25.5% 0.0% 3.3% -3.4% 2.8K -16.2K -48 0.00 127.01 N/A N/A 0 0 5 0 2024-07-25 $90.72 $95.00 19.8% 5.7% 17.1% 26.5% 0.0% 3.4% -3.4% 2.6K -14.3K -46 0.00 127.03 N/A N/A 0 0 5 0 2024-07-26 $91.30 $95.00 19.8% 5.7% 17.1% 26.6% 0.0% 4.0% -4.2% 2.8K -15.7K -46 0.00 129.45 N/A N/A 0 0 5 0 2024-07-29 $91.45 $95.00 20.1% 5.8% 17.2% 27.5% 0.0% 4.1% -4.0% 2.9K -15.7K -44 0.00 131.43 N/A N/A 0 0 5 0 2024-07-30 $90.42 $95.00 20.8% 6.0% 17.5% 29.7% 0.0% 1.6% -1.4% 2.5K -12.7K -39 0.00 134.68 N/A N/A 0 0 5 0 2024-07-31 $92.80 $95.00 19.2% 5.5% 19.9% 24.9% 0.0% 5.8% -1.5% 3.5K -20.6K -45 0.00 134.96 N/A N/A 0 0 5 0
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