PWB Options History — February 2025 In February 2025, PWB traded between $102.84 and $110.65. ATM implied volatility averaged 16.4%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 0.8% (HV 20d: 17.2%). Max pain ranged from $104.00 to $104.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days.
Notable Days 2025-02-19 : Highest Volume — 1 contracts2025-02-28 : Largest IV spike — 18.2% change2025-02-28 : Highest IV Rank — 40.9%2025-02-28 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $107.86 $102.84 $110.65 $107.41 $103.52 Max Pain $104.00 $104.00 $104.00 $104.00 $104.00 ATM IV 16.4% 13.9% 25.2% 17.9% 25.2% Expected Move 4.8% 4.0% 7.2% 5.1% 7.2% HV 20d 17.2% 14.3% 20.5% 20.5% 15.4% HV 60d 18.2% 17.4% 18.9% 18.9% 18.8% IV Rank 14.6% 7.0% 40.9% 19.2% 40.9% IV Percentile 54.4% 27.8% 96.4% 79.8% 96.4% Term Structure -0.0% -7.2% 2.0% -1.2% -7.2% Skew 25d 3.9% -0.3% 6.5% 6.5% 1.6% Skew 10d 4.9% 1.6% 8.7% 3.9% 5.3% Call IV 25d 13.9% 10.2% 35.6% 13.6% 35.6% Put IV 25d 17.7% 13.2% 37.2% 20.1% 37.2% Bid-Ask Spread % 117.24 109.14 140.30 127.05 140.30 Gamma HHI 0.57 0.51 0.71 0.64 0.51 Net GEX -482 -1.6K -105 -857 -166 Net DEX -3.6K -6.8K 1.1K -1.7K 660 Net VEX -34 -44 -27 -44 -32 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.053 0 1 0 0 Total OI 2.737 2 3 3 2
Daily Data (19 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 2025-02-03 $107.41 $104.00 17.9% 5.1% 20.5% 19.2% 0.0% 6.5% -1.2% -857 -1.7K -44 0.00 127.05 N/A N/A 0 0 1 2 2025-02-04 $108.39 $104.00 16.4% 4.7% 20.1% 14.5% 0.0% 1.6% 0.3% -734 -3.1K -41 0.00 129.00 N/A N/A 0 0 1 2 2025-02-05 $108.58 $104.00 14.7% 4.2% 20.1% 9.5% 0.0% 2.2% 1.1% -703 -3.9K -39 0.00 131.24 N/A N/A 0 0 1 2 2025-02-06 $109.21 $104.00 14.6% 4.5% 18.7% 9.0% 0.0% 6.5% 0.4% -538 -4.6K -37 0.00 109.14 N/A N/A 0 0 1 2 2025-02-07 $108.94 $104.00 14.7% 4.5% 18.8% 9.5% 0.0% 3.4% 0.7% -587 -4.4K -37 0.00 109.33 N/A N/A 0 0 1 2 2025-02-10 $110.06 $104.00 13.9% 4.4% 17.8% 7.0% 0.0% 4.1% 0.8% -313 -5.7K -33 0.00 110.23 N/A N/A 0 0 1 2 2025-02-11 $109.50 $104.00 14.8% 4.4% 17.8% 9.6% 0.0% 6.0% 1.2% -460 -5.2K -33 0.00 110.79 N/A N/A 0 0 1 2 2025-02-12 $109.16 $104.00 15.7% 4.5% 18.0% 12.3% 0.0% 5.4% 1.2% -484 -5.1K -34 0.00 111.45 N/A N/A 0 0 1 2 2025-02-13 $110.25 $104.00 14.4% 4.1% 15.8% 8.5% 0.0% 5.4% 2.0% -105 -6.3K -30 0.00 111.95 N/A N/A 0 0 1 2 2025-02-14 $110.65 $104.00 13.9% 4.0% 15.8% 7.0% 0.0% 1.2% 1.8% -336 -5.9K -31 0.00 111.56 N/A N/A 0 0 1 2 2025-02-18 $110.44 $104.00 15.3% 4.4% 15.6% 11.1% 0.0% 1.6% 1.0% -309 -6.3K -28 0.00 112.69 N/A N/A 0 0 1 2 2025-02-19 $110.34 $104.00 14.0% 4.0% 15.3% 7.3% 0.0% 3.6% 2.0% -144 -6.8K -27 0.00 115.33 N/A N/A 0 1 1 2 2025-02-20 $109.09 $104.00 14.3% 4.1% 15.3% 8.1% 0.0% 5.6% 0.7% -290 -5.8K -29 0.00 116.04 N/A N/A 0 0 1 2 2025-02-21 $106.06 $104.00 16.5% 4.7% 18.4% 14.8% 0.0% -0.3% -0.4% -1.6K -1.4K -34 0.00 116.85 N/A N/A 0 0 1 2 2025-02-24 $105.65 $104.00 16.7% 4.8% 18.4% 15.4% 0.0% 6.5% -0.5% -342 -2.4K -33 0.00 116.63 N/A N/A 0 0 1 1 2025-02-25 $104.41 $104.00 18.9% 5.4% 15.7% 22.2% 0.0% 6.0% -0.8% -397 -929 -34 0.00 115.80 N/A N/A 0 0 1 1 2025-02-26 $104.75 $104.00 18.8% 5.4% 14.3% 21.9% 0.0% 5.4% -1.9% -395 -1.1K -33 0.00 118.33 N/A N/A 0 0 1 1 2025-02-27 $102.84 $104.00 21.3% 6.1% 15.5% 29.3% 0.0% 1.1% -1.8% -371 1.1K -32 0.00 113.79 N/A N/A 0 0 1 1 2025-02-28 $103.52 $104.00 25.2% 7.2% 15.4% 40.9% 0.0% 1.6% -7.2% -166 660 -32 0.00 140.30 N/A N/A 0 0 1 1
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