IWC Options History — February 2019 In February 2019, IWC traded between $90.97 and $97.35. ATM implied volatility averaged 15.9%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.2% (HV 20d: 12.6%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.95.
Notable Days 2019-02-15 : Highest Volume — 84 contracts2019-02-07 : Largest IV spike — 20.3% change2019-02-07 : Highest IV Rank — 33.4%2019-02-01 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.26 $90.97 $97.35 $90.97 $96.31 Max Pain $88.95 $85.00 $90.00 $85.00 $90.00 ATM IV 15.9% 14.0% 18.8% 17.0% 15.5% Expected Move 4.6% 4.0% 5.5% 5.5% 4.4% HV 20d 12.6% 10.2% 17.5% 17.5% 10.2% HV 60d 21.9% 21.2% 22.6% 22.5% 21.2% IV Rank 22.1% 15.1% 33.4% 26.0% 20.6% IV Percentile 51.1% 34.9% 63.1% 56.7% 50.8% Term Structure 1.2% -0.1% 2.8% 0.2% -0.1% VWIV 18.2% 14.4% 26.6% 18.7% 20.3% Skew 25d 4.3% 2.1% 6.4% 5.2% 4.3% Skew 10d 9.3% 2.7% 14.7% 14.4% 3.2% Call IV 25d 14.4% 12.4% 16.6% 16.6% 13.1% Put IV 25d 18.7% 14.7% 21.8% 21.8% 17.4% Bid-Ask Spread % 95.77 88.15 111.28 91.68 104.51 Gamma HHI 0.17 0.13 0.23 0.21 0.13 Net GEX 34.4K 24.2K 42.8K 29.0K 38.7K Net DEX -788.6K -992.2K -529.4K -529.4K -904.7K Net VEX -2.3K -2.8K -1.7K -1.8K -2.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.08 5.00 1.29 0.08 Total Volume 17.789 0 84 16 13 Total OI 240 170 310 262 196
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 2019-02-01 $90.97 $85.00 17.0% 5.5% 17.5% 26.0% 18.7% 5.2% 0.2% 29.0K -529.4K -1.8K 1.29 91.68 N/A N/A 7 9 112 150 2019-02-04 $91.83 $85.00 15.0% 4.7% 14.6% 18.7% 0.0% 4.7% 1.8% 27.6K -582.3K -1.7K 0.17 93.58 N/A N/A 12 2 112 150 2019-02-05 $92.40 $85.00 14.8% 4.7% 13.3% 17.7% 0.0% 3.9% 1.7% 29.7K -672.6K -1.9K 0.17 94.85 N/A N/A 12 2 124 150 2019-02-06 $92.29 $85.00 15.7% 4.5% 12.9% 21.3% 18.1% 4.6% 2.5% 30.9K -671.7K -1.9K 0.00 96.66 N/A N/A 0 5 124 150 2019-02-07 $91.43 $90.00 18.8% 5.4% 13.3% 33.4% 19.4% 4.9% 0.2% 27.0K -588.3K -2.0K 3.00 96.11 N/A N/A 2 6 124 155 2019-02-08 $91.24 $90.00 18.5% 5.3% 13.3% 32.0% 19.0% 6.2% 0.5% 24.2K -586.2K -1.9K 5.00 95.51 N/A N/A 2 10 124 154 2019-02-11 $92.12 $90.00 16.4% 4.7% 13.7% 24.2% 0.0% 4.6% 1.8% 28.3K -640.0K -1.9K 0.00 96.99 N/A N/A 0 0 124 154 2019-02-12 $93.04 $90.00 16.4% 4.7% 13.2% 24.2% 0.0% 5.3% 1.4% 31.9K -716.7K -1.8K 0.28 97.05 N/A N/A 32 9 124 154 2019-02-13 $93.72 $90.00 15.8% 4.5% 13.1% 21.8% 0.0% 3.4% 1.8% 38.8K -824.9K -2.5K 0.28 95.12 N/A N/A 32 9 146 163 2019-02-14 $94.12 $90.00 16.2% 4.6% 13.0% 23.4% 0.0% 3.8% 1.6% 38.1K -841.6K -2.5K 0.31 88.15 N/A N/A 32 10 146 163 2019-02-15 $95.45 $90.00 15.8% 4.5% 13.5% 22.0% 0.0% 3.5% 1.4% 31.3K -924.9K -2.4K 0.14 89.22 N/A N/A 74 10 146 164 2019-02-19 $96.10 $90.00 15.3% 4.4% 13.6% 19.8% 15.3% 3.0% 0.9% 35.1K -871.8K -2.7K 1.00 88.31 N/A N/A 1 1 141 29 2019-02-20 $96.54 $90.00 15.0% 4.3% 10.9% 18.8% 15.4% 3.8% 1.0% 35.5K -902.2K -2.6K 0.50 89.55 N/A N/A 2 1 142 30 2019-02-21 $95.92 $90.00 15.6% 4.5% 11.3% 21.3% 14.8% 4.7% 0.5% 37.5K -874.3K -2.7K 0.08 91.64 N/A N/A 12 1 143 30 2019-02-22 $96.83 $90.00 14.5% 4.2% 11.5% 17.0% 14.4% 3.8% 0.9% 42.8K -955.7K -2.7K 0.08 89.06 N/A N/A 12 1 153 30 2019-02-25 $97.35 $90.00 14.0% 4.0% 10.8% 15.1% 18.7% 2.1% 2.8% 42.2K -992.2K -2.6K 0.00 111.28 N/A N/A 0 1 153 30 2019-02-26 $96.67 $90.00 16.2% 4.6% 10.2% 23.2% 26.6% 3.5% 0.6% 42.3K -973.8K -2.6K 0.00 105.25 N/A N/A 0 3 153 31 2019-02-27 $96.60 $90.00 15.3% 4.4% 10.2% 20.2% 0.0% 6.4% 1.4% 42.7K -930.5K -2.7K 0.00 105.06 N/A N/A 0 13 153 33 2019-02-28 $96.31 $90.00 15.5% 4.4% 10.2% 20.6% 20.3% 4.3% -0.1% 38.7K -904.7K -2.8K 0.00 104.51 N/A N/A 0 13 153 43
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