PWB Options History — December 2024 In December 2024, PWB traded between $101.85 and $108.16. ATM implied volatility averaged 14.4%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 2.4% (HV 20d: 16.7%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-24 : Highest Volume — 2 contracts2024-12-18 : Largest IV spike — 32.8% change2024-12-18 : Highest IV Rank — 39.1%2024-12-18 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $105.24 $101.85 $108.16 $105.60 $101.85 Max Pain $100.00 $100.00 $100.00 $100.00 $100.00 ATM IV 14.4% 11.6% 21.3% 14.8% 17.9% Expected Move 4.1% 3.5% 6.1% 4.2% 5.1% HV 20d 16.7% 13.1% 20.0% 15.9% 20.0% HV 60d 14.7% 13.1% 16.6% 13.4% 16.6% IV Rank 12.2% 2.0% 39.1% 14.1% 24.8% IV Percentile 37.4% 1.6% 92.5% 47.2% 81.7% Term Structure 1.0% -2.7% 3.2% -1.7% -2.7% VWIV 16.5% 16.5% 16.5% 16.5% 16.5% Skew 25d 2.6% -0.2% 6.6% -0.2% 0.2% Skew 10d 2.9% -1.5% 8.1% 1.2% -1.5% Call IV 25d 11.5% 9.3% 16.3% 12.9% 13.6% Put IV 25d 14.2% 10.9% 22.1% 12.7% 13.8% Bid-Ask Spread % 128.89 120.22 136.65 124.44 135.24 Gamma HHI 0.58 0.39 1.00 1.00 0.39 Net GEX -310 -1.9K 0 0 -1.7K Net DEX 1.8K 0 11.5K 0 10.1K Net VEX -10 -70 0 0 -70 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 0.19 0 2 0 0 Total OI 0.619 0 4 0 4
Daily Data (21 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 2024-12-02 $105.60 $0.00 14.8% 4.2% 15.9% 14.1% 0.0% -0.2% -1.7% 0 0 0 0.00 124.44 N/A N/A 0 0 0 0 2024-12-03 $105.92 $0.00 12.1% 3.5% 15.7% 3.9% 0.0% 1.5% 0.7% 0 0 0 0.00 125.19 N/A N/A 0 0 0 0 2024-12-04 $107.36 $0.00 12.2% 3.5% 15.9% 4.5% 0.0% 0.9% 1.1% 0 0 0 0.00 122.83 N/A N/A 0 0 0 0 2024-12-05 $107.34 $0.00 11.6% 3.6% 13.3% 2.0% 0.0% 1.6% 2.2% 0 0 0 0.00 125.16 N/A N/A 0 0 0 0 2024-12-06 $108.16 $0.00 11.6% 3.5% 13.1% 2.1% 0.0% 1.8% 2.6% 0 0 0 0.00 125.79 N/A N/A 0 0 0 0 2024-12-09 $106.06 $0.00 13.4% 3.7% 14.9% 9.0% 0.0% 0.8% 2.1% 0 0 0 0.00 127.11 N/A N/A 0 0 0 0 2024-12-10 $105.73 $0.00 13.6% 3.8% 14.8% 9.8% 0.0% 2.1% 2.6% 0 0 0 0.00 128.24 N/A N/A 0 0 0 0 2024-12-11 $107.29 $0.00 12.4% 3.6% 15.7% 5.3% 0.0% 3.5% 2.5% 0 0 0 0.00 129.15 N/A N/A 0 0 0 0 2024-12-12 $106.50 $0.00 13.1% 3.8% 15.9% 7.9% 0.0% 1.4% 2.6% 0 0 0 0.00 132.01 N/A N/A 0 0 0 0 2024-12-13 $106.10 $0.00 12.6% 3.6% 15.3% 5.7% 0.0% 1.8% 3.2% 0 0 0 0.00 131.62 N/A N/A 0 0 0 0 2024-12-16 $106.86 $0.00 13.3% 3.8% 13.2% 8.7% 0.0% 2.2% 2.6% 0 0 0 0.00 130.74 N/A N/A 0 0 0 0 2024-12-17 $106.06 $0.00 16.1% 4.6% 13.6% 19.1% 0.0% 2.0% -1.5% 0 0 0 0.00 130.36 N/A N/A 0 0 0 0 2024-12-18 $102.27 $0.00 21.3% 6.1% 19.1% 39.1% 0.0% 5.8% -1.0% 0 0 0 0.00 120.22 N/A N/A 0 0 0 0 2024-12-19 $102.72 $0.00 17.7% 5.1% 19.2% 24.8% 0.0% 4.7% 0.1% 0 0 0 0.00 122.32 N/A N/A 0 0 0 0 2024-12-20 $103.82 $0.00 16.2% 4.7% 19.1% 18.9% 0.0% 6.6% 0.6% 0 0 0 0.00 124.53 N/A N/A 0 0 0 0 2024-12-23 $103.96 $0.00 14.9% 4.3% 19.1% 13.2% 0.0% 6.4% 1.2% 0 0 0 0.00 129.48 N/A N/A 0 0 0 0 2024-12-24 $105.00 $0.00 13.0% 3.7% 19.4% 5.5% 0.0% 4.3% 1.9% 0 0 0 0.00 136.42 N/A N/A 0 2 0 0 2024-12-26 $105.30 $0.00 13.3% 3.8% 19.0% 6.7% 16.5% 2.1% 1.3% -1.2K 7.7K -35 0.00 136.65 N/A N/A 0 1 0 2 2024-12-27 $103.30 $100.00 15.2% 4.3% 19.9% 14.0% 0.0% 1.8% 1.0% -1.9K 11.5K -42 0.00 133.02 N/A N/A 1 0 0 3 2024-12-30 $102.88 $100.00 15.8% 4.5% 19.8% 16.5% 0.0% 3.7% -0.1% -1.7K 7.5K -70 0.00 136.15 N/A N/A 0 0 1 3 2024-12-31 $101.85 $100.00 17.9% 5.1% 20.0% 24.8% 0.0% 0.2% -2.7% -1.7K 10.1K -70 0.00 135.24 N/A N/A 0 0 1 3
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