PWB Options History — October 2024 In October 2024, PWB traded between $98.02 and $101.67. ATM implied volatility averaged 18.0%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 6.3% (HV 20d: 11.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days.
Notable Days 2024-10-07 : Largest IV spike — 22.1% change2024-10-31 : Highest IV Rank — 33.9%2024-10-31 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $100.08 $98.02 $101.67 $98.06 $98.92 ATM IV 18.0% 14.7% 22.2% 17.1% 22.2% Expected Move 5.3% 4.8% 6.4% 4.9% 6.4% HV 20d 11.8% 10.8% 13.4% 12.4% 13.4% HV 60d 18.2% 13.9% 20.0% 19.6% 14.3% IV Rank 21.2% 11.2% 33.9% 18.3% 33.9% IV Percentile 78.8% 47.6% 94.4% 73.0% 94.4% Term Structure -0.7% -6.2% 2.3% 1.5% -2.2% Skew 25d 4.3% 2.1% 7.6% 2.1% 3.3% Skew 10d 4.4% 0.6% 9.2% 3.6% 9.2% Call IV 25d 14.3% 11.8% 17.2% 13.9% 16.3% Put IV 25d 18.6% 15.9% 21.2% 16.0% 19.7% Bid-Ask Spread % 117.73 99.21 132.38 132.12 125.72 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 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 2024-10-01 $98.06 $0.00 17.1% 4.9% 12.4% 18.3% 0.0% 2.1% 1.5% 0 0 0 0.00 132.12 N/A N/A 0 0 0 0 2024-10-02 $98.42 $0.00 16.7% 4.8% 12.4% 17.1% 0.0% 2.6% 2.3% 0 0 0 0.00 132.38 N/A N/A 0 0 0 0 2024-10-03 $98.02 $0.00 17.5% 5.5% 12.4% 19.6% 0.0% 4.4% -0.3% 0 0 0 0.00 99.21 N/A N/A 0 0 0 0 2024-10-04 $99.09 $0.00 14.8% 5.2% 11.0% 11.3% 0.0% 3.4% 0.2% 0 0 0 0.00 102.78 N/A N/A 0 0 0 0 2024-10-07 $98.10 $0.00 18.0% 5.6% 11.8% 21.2% 0.0% 4.1% -0.3% 0 0 0 0.00 101.04 N/A N/A 0 0 0 0 2024-10-08 $99.56 $0.00 14.7% 5.2% 12.4% 11.2% 0.0% 3.0% 0.0% 0 0 0 0.00 103.91 N/A N/A 0 0 0 0 2024-10-09 $100.13 $0.00 17.7% 5.1% 12.0% 20.1% 0.0% 7.5% 0.2% 0 0 0 0.00 111.77 N/A N/A 0 0 0 0 2024-10-10 $99.89 $0.00 18.3% 5.3% 11.2% 22.1% 0.0% 7.6% -0.9% 0 0 0 0.00 111.09 N/A N/A 0 0 0 0 2024-10-11 $100.71 $0.00 17.6% 5.1% 11.4% 20.0% 0.0% 7.2% 0.4% 0 0 0 0.00 113.36 N/A N/A 0 0 0 0 2024-10-14 $101.67 $0.00 17.3% 5.0% 11.7% 19.0% 0.0% 3.4% -0.0% 0 0 0 0.00 113.40 N/A N/A 0 0 0 0 2024-10-15 $100.29 $0.00 18.8% 5.4% 13.0% 23.4% 0.0% 3.2% -0.6% 0 0 0 0.00 115.20 N/A N/A 0 0 0 0 2024-10-16 $100.81 $0.00 17.7% 5.1% 12.9% 20.2% 0.0% 6.9% 0.1% 0 0 0 0.00 115.66 N/A N/A 0 0 0 0 2024-10-17 $100.91 $0.00 17.8% 5.1% 10.8% 20.3% 0.0% 5.7% -0.4% 0 0 0 0.00 117.55 N/A N/A 0 0 0 0 2024-10-18 $101.39 $0.00 16.9% 4.8% 10.9% 17.7% 0.0% 4.0% -0.0% 0 0 0 0.00 122.08 N/A N/A 0 0 0 0 2024-10-21 $101.22 $0.00 17.7% 5.1% 10.9% 20.3% 0.0% 3.7% -6.2% 0 0 0 0.00 121.69 N/A N/A 0 0 0 0 2024-10-22 $101.09 $0.00 17.9% 5.1% 11.0% 20.8% 0.0% 2.8% -0.9% 0 0 0 0.00 123.03 N/A N/A 0 0 0 0 2024-10-23 $100.19 $0.00 19.4% 5.6% 11.5% 25.4% 0.0% 7.2% -1.3% 0 0 0 0.00 121.14 N/A N/A 0 0 0 0 2024-10-24 $100.41 $0.00 19.2% 5.5% 11.5% 24.8% 0.0% 4.4% -1.2% 0 0 0 0.00 122.59 N/A N/A 0 0 0 0 2024-10-25 $100.27 $0.00 19.4% 5.6% 11.4% 25.3% 0.0% 3.8% -1.1% 0 0 0 0.00 124.20 N/A N/A 0 0 0 0 2024-10-28 $100.64 $0.00 18.9% 5.4% 11.5% 23.8% 0.0% 2.3% -1.3% 0 0 0 0.00 125.95 N/A N/A 0 0 0 0 2024-10-29 $101.19 $0.00 19.2% 5.5% 11.4% 24.9% 0.0% 4.5% -1.5% 0 0 0 0.00 126.78 N/A N/A 0 0 0 0 2024-10-30 $100.75 $0.00 20.0% 5.7% 11.6% 27.3% 0.0% 2.3% -2.3% 0 0 0 0.00 125.07 N/A N/A 0 0 0 0 2024-10-31 $98.92 $0.00 22.2% 6.4% 13.4% 33.9% 0.0% 3.3% -2.2% 0 0 0 0.00 125.72 N/A N/A 0 0 0 0
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