PWB Options History — November 2024 In November 2024, PWB traded between $98.81 and $106.02. ATM implied volatility averaged 16.0%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 0.5% (HV 20d: 15.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2024-11-11 : Largest IV spike — 36.2% change2024-11-04 : Highest IV Rank — 47.3%2024-11-01 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $103.55 $98.81 $106.02 $99.18 $105.81 ATM IV 16.0% 12.7% 23.5% 21.7% 12.7% Expected Move 4.4% 3.6% 6.2% 6.2% 3.6% HV 20d 15.5% 11.8% 17.5% 12.9% 15.8% HV 60d 14.1% 13.4% 14.7% 13.4% 13.8% IV Rank 18.6% 6.2% 47.3% 32.3% 6.2% IV Percentile 53.2% 15.5% 97.2% 93.3% 15.5% Term Structure 0.3% -2.5% 2.0% -2.5% 0.1% Skew 25d 3.3% 0.3% 7.6% 3.1% 1.5% Skew 10d 3.3% 0.4% 8.7% 8.7% 2.5% Call IV 25d 11.8% 10.6% 16.2% 16.2% 11.0% Put IV 25d 15.1% 11.9% 20.8% 19.3% 12.5% Bid-Ask Spread % 116.93 105.09 129.67 129.67 123.29 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 (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 2024-11-01 $99.18 $0.00 21.7% 6.2% 12.9% 32.3% 0.0% 3.1% -2.5% 0 0 0 0.00 129.67 N/A N/A 0 0 0 0 2024-11-04 $98.81 $0.00 23.5% 5.6% 12.4% 47.3% 0.0% 7.0% -0.8% 0 0 0 0.00 105.09 N/A N/A 0 0 0 0 2024-11-05 $99.85 $0.00 22.6% 5.3% 11.8% 44.1% 0.0% 7.6% -1.1% 0 0 0 0.00 107.87 N/A N/A 0 0 0 0 2024-11-06 $102.59 $0.00 14.5% 4.4% 15.1% 13.1% 0.0% 5.6% 1.1% 0 0 0 0.00 112.04 N/A N/A 0 0 0 0 2024-11-07 $103.62 $0.00 14.6% 4.1% 15.4% 13.6% 0.0% 1.7% 1.5% 0 0 0 0.00 111.87 N/A N/A 0 0 0 0 2024-11-08 $104.65 $0.00 13.5% 4.0% 15.5% 9.4% 0.0% 0.3% 1.7% 0 0 0 0.00 113.22 N/A N/A 0 0 0 0 2024-11-11 $105.17 $0.00 18.4% 4.3% 15.3% 28.1% 0.0% 2.5% 1.0% 0 0 0 0.00 114.97 N/A N/A 0 0 0 0 2024-11-12 $105.22 $0.00 20.0% 4.2% 14.2% 33.9% 0.0% 2.7% 1.0% 0 0 0 0.00 115.33 N/A N/A 0 0 0 0 2024-11-13 $105.52 $0.00 13.7% 3.9% 14.1% 9.9% 0.0% 3.7% 2.0% 0 0 0 0.00 115.48 N/A N/A 0 0 0 0 2024-11-14 $104.19 $0.00 13.9% 4.0% 15.1% 10.7% 0.0% 0.5% 0.9% 0 0 0 0.00 118.02 N/A N/A 0 0 0 0 2024-11-15 $102.12 $0.00 16.0% 4.6% 16.9% 18.8% 0.0% 2.3% -0.2% 0 0 0 0.00 117.20 N/A N/A 0 0 0 0 2024-11-18 $102.61 $0.00 15.0% 4.3% 16.9% 15.0% 0.0% 2.0% -0.0% 0 0 0 0.00 117.39 N/A N/A 0 0 0 0 2024-11-19 $103.14 $0.00 15.3% 4.4% 17.0% 16.1% 0.0% 5.0% -0.3% 0 0 0 0.00 118.43 N/A N/A 0 0 0 0 2024-11-20 $103.34 $0.00 16.3% 4.7% 16.6% 19.8% 0.0% 5.9% -0.0% 0 0 0 0.00 117.11 N/A N/A 0 0 0 0 2024-11-21 $104.56 $0.00 15.0% 4.3% 17.0% 15.1% 0.0% 4.6% 0.4% 0 0 0 0.00 117.39 N/A N/A 0 0 0 0 2024-11-22 $104.73 $0.00 14.3% 4.1% 16.9% 12.4% 0.0% 2.7% 0.1% 0 0 0 0.00 119.47 N/A N/A 0 0 0 0 2024-11-25 $104.79 $0.00 14.0% 4.0% 16.9% 11.2% 0.0% 2.9% -0.1% 0 0 0 0.00 120.93 N/A N/A 0 0 0 0 2024-11-26 $106.02 $0.00 13.0% 3.7% 17.2% 7.5% 0.0% 1.4% 0.5% 0 0 0 0.00 121.62 N/A N/A 0 0 0 0 2024-11-27 $105.14 $0.00 13.2% 3.8% 17.5% 8.3% 0.0% 2.0% 1.0% 0 0 0 0.00 122.18 N/A N/A 0 0 0 0 2024-11-29 $105.81 $0.00 12.7% 3.6% 15.8% 6.2% 0.0% 1.5% 0.1% 0 0 0 0.00 123.29 N/A N/A 0 0 0 0
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