IWC Options History — November 2019 In November 2019, IWC traded between $91.72 and $94.76. ATM implied volatility averaged 15.2%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 3.7% (HV 20d: 11.5%). Max pain ranged from $87.00 to $91.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.13.
Notable Days 2019-11-19 : Highest Volume — 31 contracts2019-11-04 : Largest IV spike — 37.5% change2019-11-08 : Highest IV Rank — 22.1%2019-11-08 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.63 $91.72 $94.76 $91.90 $94.76 Max Pain $90.80 $87.00 $91.00 $87.00 $91.00 ATM IV 15.2% 12.6% 17.6% 12.6% 13.6% Expected Move 4.4% 3.6% 4.8% 3.6% 3.9% HV 20d 11.5% 9.6% 14.0% 13.9% 11.6% HV 60d 17.1% 15.0% 19.3% 19.3% 15.0% IV Rank 11.5% 0.0% 22.1% 0.0% 4.5% IV Percentile 13.5% 0.0% 34.9% 0.0% 1.6% Term Structure 1.1% -4.9% 5.0% 5.0% 1.1% VWIV 14.4% 11.4% 18.8% 14.4% 12.6% Skew 25d 4.8% 0.1% 7.3% 4.5% 4.3% Skew 10d 9.1% 0.2% 16.2% 5.2% 8.3% Call IV 25d 13.6% 11.4% 19.3% 13.4% 12.3% Put IV 25d 18.3% 15.9% 23.6% 18.0% 16.6% Bid-Ask Spread % 92.43 72.29 122.30 122.30 82.70 Gamma HHI 0.25 0.19 0.34 0.26 0.19 Net GEX 40.6K 18.0K 64.2K 36.1K 64.2K Net DEX -274.7K -567.2K -140.5K -204.4K -567.2K Net VEX -1.9K -2.5K -1.7K -1.8K -2.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.00 7.00 0.00 0.00 Total Volume 5.55 0 31 1 0 Total OI 165.1 124 203 163 203
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 2019-11-01 $91.90 $87.00 12.6% 3.6% 13.9% 0.0% 0.0% 4.5% 5.0% 36.1K -204.4K -1.8K 0.00 122.30 N/A N/A 1 0 99 64 2019-11-04 $92.62 $91.00 17.3% 4.8% 14.0% 21.0% 14.4% 7.2% 0.0% 48.0K -276.7K -1.9K 0.00 102.60 N/A N/A 3 0 100 64 2019-11-05 $93.03 $91.00 16.6% 4.7% 12.4% 17.7% 0.0% 5.2% 0.3% 55.9K -329.1K -1.9K 0.00 104.87 N/A N/A 0 0 101 64 2019-11-06 $92.24 $91.00 16.0% 4.7% 13.2% 14.9% 0.0% 7.3% 2.3% 46.2K -257.0K -1.8K 0.00 110.25 N/A N/A 0 0 101 64 2019-11-07 $92.11 $91.00 16.4% 4.8% 13.3% 16.9% 0.0% 4.4% 1.4% 44.6K -285.6K -1.8K 0.00 113.63 N/A N/A 0 4 101 64 2019-11-08 $92.35 $91.00 17.6% 4.8% 12.1% 22.1% 0.0% 0.1% 0.8% 41.6K -246.7K -1.8K 0.00 116.96 N/A N/A 0 5 101 64 2019-11-11 $92.09 $91.00 15.1% 4.5% 11.3% 11.1% 0.0% 5.5% 1.5% 38.2K -190.2K -1.9K 0.00 83.96 N/A N/A 0 4 101 69 2019-11-12 $92.29 $91.00 15.0% 4.7% 10.7% 10.6% 0.0% 5.4% 1.8% 41.7K -206.7K -1.8K 0.00 84.48 N/A N/A 0 5 101 69 2019-11-13 $91.97 $91.00 16.0% 4.6% 10.9% 15.0% 0.0% 4.8% 1.5% 33.4K -176.4K -1.8K 0.00 81.23 N/A N/A 0 2 101 65 2019-11-14 $91.94 $91.00 16.0% 4.6% 10.6% 15.0% 0.0% 5.6% 2.7% 29.9K -165.7K -1.8K 0.00 83.45 N/A N/A 0 0 101 67 2019-11-15 $92.04 $91.00 15.0% 4.3% 10.4% 10.7% 13.6% 5.0% 2.6% 18.0K -165.6K -1.8K 0.00 80.56 N/A N/A 2 0 101 67 2019-11-18 $91.72 $91.00 14.6% 4.2% 9.6% 8.9% 16.0% 5.2% -0.3% 18.6K -140.5K -1.7K 2.00 83.81 N/A N/A 2 4 67 57 2019-11-19 $92.42 $91.00 15.2% 4.4% 9.8% 11.7% 12.9% 4.8% 0.6% 21.5K -176.8K -1.7K 0.00 85.36 N/A N/A 31 0 69 60 2019-11-20 $92.37 $91.00 16.1% 4.6% 9.9% 15.4% 0.0% 4.3% -4.9% 36.1K -253.4K -2.1K 0.00 121.33 N/A N/A 0 1 98 60 2019-11-21 $91.76 $91.00 15.2% 4.3% 10.2% 11.4% 0.0% 4.9% 1.3% 34.0K -212.4K -2.0K 0.00 72.29 N/A N/A 0 1 98 61 2019-11-22 $92.04 $91.00 15.0% 4.3% 9.9% 10.6% 15.4% 5.4% 0.7% 36.7K -226.0K -2.0K 0.07 73.11 N/A N/A 15 1 98 62 2019-11-25 $94.02 $91.00 14.2% 4.1% 12.1% 7.2% 18.8% 4.0% 0.8% 55.7K -452.7K -2.2K 0.00 80.05 N/A N/A 0 1 113 61 2019-11-26 $94.17 $91.00 13.4% 3.8% 12.1% 3.4% 11.4% 3.8% 2.2% 55.7K -462.5K -2.2K 7.00 83.83 N/A N/A 2 14 113 62 2019-11-27 $94.69 $91.00 12.9% 3.7% 12.0% 1.3% 12.6% 4.0% 1.0% 55.8K -498.5K -2.3K 0.00 81.75 N/A N/A 13 0 115 76 2019-11-29 $94.76 $91.00 13.6% 3.9% 11.6% 4.5% 0.0% 4.3% 1.1% 64.2K -567.2K -2.5K 0.00 82.70 N/A N/A 0 0 127 76
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