PWB Options History — January 2025 In January 2025, PWB traded between $100.52 and $108.07. ATM implied volatility averaged 17.9%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 2.5% (HV 20d: 20.4%). Max pain ranged from $100.00 to $104.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days.
Notable Days 2025-01-10 : Largest IV spike — 160.7% change2025-01-10 : Highest IV Rank — 100.0%2025-01-10 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $104.63 $100.52 $108.07 $101.67 $107.69 Max Pain $103.60 $100.00 $104.00 $100.00 $104.00 ATM IV 17.9% 13.7% 44.8% 17.0% 15.5% Expected Move 4.5% 3.9% 5.2% 4.9% 4.4% HV 20d 20.4% 18.3% 22.5% 19.9% 20.5% HV 60d 17.7% 16.4% 19.3% 16.4% 18.9% IV Rank 20.2% 6.5% 100.0% 21.2% 11.8% IV Percentile 59.2% 29.4% 100.0% 72.2% 52.0% Term Structure 0.2% -3.8% 1.4% 0.2% 0.7% Skew 25d 3.1% -1.4% 6.4% 1.0% 0.8% Skew 10d 3.7% -6.6% 7.0% 2.8% 4.2% Call IV 25d 13.0% 10.7% 25.9% 14.4% 13.5% Put IV 25d 16.1% 12.4% 24.5% 15.3% 14.3% Bid-Ask Spread % 125.33 111.27 157.57 132.31 126.72 Gamma HHI 0.53 0.39 0.67 0.39 0.64 Net GEX -1.3K -2.4K -746 -1.8K -826 Net DEX 3.9K -3.0K 13.8K 10.4K -2.1K Net VEX -55 -68 -45 -68 -45 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.55 3 4 4 3
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 2025-01-02 $101.67 $100.00 17.0% 4.9% 19.9% 21.2% 0.0% 1.0% 0.2% -1.8K 10.4K -68 0.00 132.31 N/A N/A 0 0 1 3 2025-01-03 $103.26 $100.00 15.3% 4.4% 20.2% 14.4% 0.0% 2.5% 0.9% -1.6K 6.1K -66 0.00 136.04 N/A N/A 0 0 1 3 2025-01-06 $103.74 $104.00 14.9% 4.4% 20.3% 12.9% 0.0% 6.0% 0.8% -1.5K 4.9K -64 0.00 113.89 N/A N/A 0 0 1 3 2025-01-07 $101.93 $104.00 19.3% 4.8% 20.7% 30.0% 0.0% -0.3% -2.9% -1.8K 9.9K -66 0.00 135.83 N/A N/A 0 0 1 3 2025-01-08 $102.49 $104.00 17.2% 4.9% 19.9% 21.8% 0.0% 5.6% 0.6% -1.9K 8.3K -63 0.00 111.46 N/A N/A 0 0 1 3 2025-01-10 $101.01 $104.00 44.8% 5.2% 20.5% 100.0% 0.0% -1.4% -3.8% -1.3K 12.8K -61 0.00 157.57 N/A N/A 0 0 1 3 2025-01-13 $100.52 $104.00 22.7% 5.1% 19.5% 33.6% 0.0% 5.3% 0.3% -2.3K 13.8K -57 0.00 111.27 N/A N/A 0 0 1 3 2025-01-14 $100.93 $104.00 25.8% 5.1% 19.6% 42.7% 0.0% 3.6% 0.1% -2.4K 12.4K -58 0.00 111.49 N/A N/A 0 0 1 3 2025-01-15 $103.81 $104.00 14.9% 4.3% 22.4% 9.9% 0.0% 4.4% 1.4% -1.6K 4.8K -58 0.00 122.09 N/A N/A 0 0 1 3 2025-01-16 $104.09 $104.00 15.0% 4.3% 22.2% 10.2% 0.0% 1.5% 0.7% -1.5K 4.2K -58 0.00 123.44 N/A N/A 0 0 1 3 2025-01-17 $105.14 $104.00 14.7% 4.2% 22.5% 9.4% 0.0% 2.7% 0.9% -1.2K 1.9K -56 0.00 124.12 N/A N/A 0 0 1 3 2025-01-21 $106.31 $104.00 14.4% 4.1% 18.3% 8.5% 0.0% 5.1% 0.7% -1.0K -226 -51 0.00 125.32 N/A N/A 0 0 1 2 2025-01-22 $107.83 $104.00 14.1% 4.0% 18.8% 7.6% 0.0% 1.8% 0.7% -773 -2.6K -47 0.00 123.99 N/A N/A 0 0 1 2 2025-01-23 $108.07 $104.00 13.7% 3.9% 18.6% 6.5% 0.0% 2.8% 0.9% -746 -3.0K -45 0.00 125.65 N/A N/A 0 0 1 2 2025-01-24 $107.94 $104.00 13.9% 4.0% 18.6% 6.9% 0.0% 1.7% 1.1% -778 -2.6K -46 0.00 125.32 N/A N/A 0 0 1 2 2025-01-27 $104.85 $104.00 17.0% 4.9% 21.3% 16.3% 0.0% 5.9% 0.1% -1.1K 2.7K -52 0.00 124.22 N/A N/A 0 0 1 2 2025-01-28 $106.75 $104.00 15.7% 4.5% 22.2% 12.5% 0.0% 6.4% 0.7% -908 -692 -49 0.00 125.82 N/A N/A 0 0 1 2 2025-01-29 $106.81 $104.00 16.6% 4.7% 21.0% 15.0% 0.0% 6.1% 0.0% -908 -736 -48 0.00 124.22 N/A N/A 0 0 1 2 2025-01-30 $107.75 $104.00 15.5% 4.4% 21.0% 11.8% 0.0% 1.3% 0.8% -814 -2.0K -45 0.00 125.86 N/A N/A 0 0 1 2 2025-01-31 $107.69 $104.00 15.5% 4.4% 20.5% 11.8% 0.0% 0.8% 0.7% -826 -2.1K -45 0.00 126.72 N/A N/A 0 0 1 2
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