PWB Options History — September 2024 In September 2024, PWB traded between $91.53 and $98.84. ATM implied volatility averaged 17.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.5% (HV 20d: 16.2%). Max pain ranged from $91.00 to $91.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-20 : Highest Volume — 2 contracts2024-09-19 : Largest IV drop — 25.5% change2024-09-09 : Highest IV Rank — 33.6%2024-09-18 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $95.92 $91.53 $98.84 $93.13 $98.40 Max Pain $91.00 $91.00 $91.00 $91.00 $91.00 ATM IV 17.7% 14.2% 22.1% 20.2% 18.4% Expected Move 5.0% 4.1% 5.9% 5.8% 5.3% HV 20d 16.2% 15.0% 19.3% 19.3% 15.9% HV 60d 19.5% 19.1% 19.8% 19.1% 19.6% IV Rank 20.1% 9.5% 33.6% 27.7% 22.3% IV Percentile 71.2% 40.5% 93.7% 91.3% 84.5% Term Structure 0.8% -3.1% 3.1% -1.3% -2.8% Skew 25d 3.9% -0.0% 8.3% 1.8% 3.1% Skew 10d 4.8% 2.3% 11.7% 3.4% 3.3% Call IV 25d 13.5% 10.3% 19.8% 19.8% 13.0% Put IV 25d 17.4% 13.5% 21.8% 21.5% 16.1% Bid-Ask Spread % 124.45 107.15 158.14 117.54 136.46 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 660 0 1.7K 1.4K 0 Net DEX -11.2K -19.6K 0 -13.5K 0 Net VEX -5 -14 0 -13 0 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 0.1 0 2 0 0 Total OI 1.4 0 2 2 0
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 2024-09-03 $93.13 $91.00 20.2% 5.8% 19.3% 27.7% 0.0% 1.8% -1.3% 1.4K -13.5K -13 0.00 117.54 N/A N/A 0 0 2 0 2024-09-04 $93.23 $91.00 20.1% 5.8% 17.5% 27.4% 0.0% 6.3% -1.8% 1.4K -13.5K -13 0.00 119.47 N/A N/A 0 0 2 0 2024-09-05 $92.84 $0.00 19.4% 5.5% 17.1% 25.4% 0.0% 8.3% -0.3% 1.5K -12.9K -13 0.00 110.50 N/A N/A 0 0 2 0 2024-09-06 $91.53 $0.00 21.4% 5.8% 15.9% 31.4% 0.0% 4.7% -0.0% 1.7K -10.5K -14 0.00 107.15 N/A N/A 0 0 2 0 2024-09-09 $92.47 $0.00 22.1% 5.7% 15.9% 33.6% 0.0% 7.1% 0.6% 1.7K -12.5K -11 0.00 111.34 N/A N/A 0 0 2 0 2024-09-10 $93.14 $0.00 21.4% 5.5% 16.0% 31.5% 0.0% 7.8% 0.6% 1.6K -13.8K -10 0.00 113.00 N/A N/A 0 0 2 0 2024-09-11 $94.32 $0.00 18.1% 5.2% 15.7% 21.3% 0.0% 6.2% 1.3% 1.2K -16.3K -7 0.00 117.08 N/A N/A 0 0 2 0 2024-09-12 $95.75 $0.00 17.0% 4.9% 16.4% 18.0% 0.0% 8.3% 1.0% 740 -18.4K -2 0.00 118.88 N/A N/A 0 0 2 0 2024-09-13 $96.06 $0.00 16.8% 4.8% 15.1% 17.4% 0.0% 2.5% 1.8% 372 -18.8K -2 0.00 122.00 N/A N/A 0 0 2 0 2024-09-16 $96.36 $0.00 17.5% 5.0% 15.1% 19.5% 0.0% 3.9% 1.6% 340 -18.9K -1 0.00 121.71 N/A N/A 0 0 2 0 2024-09-17 $96.19 $0.00 17.8% 5.1% 15.0% 20.6% 0.0% 2.2% 0.9% 379 -18.8K -1 0.00 121.04 N/A N/A 0 0 2 0 2024-09-18 $95.84 $0.00 20.5% 5.9% 15.0% 28.9% 0.0% 2.9% -3.1% 834 -17.1K -3 0.00 158.14 N/A N/A 0 0 2 0 2024-09-19 $97.88 $0.00 15.3% 4.4% 16.7% 13.0% 0.0% 3.1% 2.3% 6 -19.6K 0 0.00 125.39 N/A N/A 0 0 2 0 2024-09-20 $98.21 $0.00 15.0% 4.3% 16.3% 12.1% 0.0% 4.4% 2.6% 1 -19.6K 0 0.00 125.89 N/A N/A 2 0 2 0 2024-09-23 $98.52 $0.00 14.3% 4.1% 16.3% 10.0% 0.0% -0.0% 3.1% 0 0 0 0.00 126.66 N/A N/A 0 0 0 0 2024-09-24 $98.58 $0.00 14.2% 4.1% 16.2% 9.5% 0.0% 2.3% 2.9% 0 0 0 0.00 130.20 N/A N/A 0 0 0 0 2024-09-25 $98.66 $0.00 14.3% 4.1% 16.1% 9.9% 0.0% 1.3% 2.4% 0 0 0 0.00 130.79 N/A N/A 0 0 0 0 2024-09-26 $98.84 $0.00 14.7% 4.2% 15.8% 11.0% 0.0% 1.0% 2.3% 0 0 0 0.00 144.62 N/A N/A 0 0 0 0 2024-09-27 $98.43 $0.00 14.8% 4.2% 15.9% 11.4% 0.0% 1.4% 2.8% 0 0 0 0.00 131.24 N/A N/A 0 0 0 0 2024-09-30 $98.40 $0.00 18.4% 5.3% 15.9% 22.3% 0.0% 3.1% -2.8% 0 0 0 0.00 136.46 N/A N/A 0 0 0 0
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