IWC Options History — February 2020 In February 2020, IWC traded between $86.91 and $99.88. ATM implied volatility averaged 19.9%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.7% (HV 20d: 17.2%). Max pain ranged from $91.00 to $97.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 36.51.
Notable Days 2020-02-05 : Highest Volume — 501 contracts2020-02-25 : Largest IV spike — 29.5% change2020-02-26 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $96.51 $86.91 $99.88 $95.74 $86.91 Max Pain $91.95 $91.00 $97.00 $97.00 $91.00 ATM IV 19.9% 14.0% 44.4% 17.9% 44.4% Expected Move 5.7% 4.0% 12.7% 5.1% 12.7% HV 20d 17.2% 14.0% 24.8% 14.0% 24.8% HV 60d 13.2% 11.7% 17.3% 11.7% 17.3% IV Rank 38.4% 12.3% 100.0% 33.2% 100.0% IV Percentile 47.3% 9.1% 100.0% 61.9% 100.0% Term Structure -1.1% -15.0% 1.7% 0.4% -15.0% VWIV 23.4% 12.6% 51.6% 16.0% 51.6% Skew 25d 6.7% 4.5% 15.7% 6.2% 6.2% Skew 10d 12.9% 7.9% 24.9% 11.0% 7.9% Call IV 25d 17.0% 12.5% 41.1% 15.9% 41.1% Put IV 25d 23.7% 17.2% 47.2% 22.1% 47.2% Bid-Ask Spread % 68.80 51.02 97.24 75.17 97.24 Gamma HHI 0.33 0.15 0.52 0.27 0.44 Net GEX 189.5K -103.9K 479.0K 221.3K -103.9K Net DEX -1.3M -2.5M 1.6M -1.6M 1.6M Net VEX -10.4K -11.9K -8.4K -8.4K -11.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 36.51 0.00 500.00 2.00 0.00 Total Volume 55.105 0 501 3 100 Total OI 1,107.263 624 1,226 624 1,197
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 2020-02-03 $95.74 $97.00 17.9% 5.1% 14.0% 33.2% 0.0% 6.2% 0.4% 221.3K -1.6M -8.4K 2.00 75.17 N/A N/A 1 2 560 64 2020-02-04 $96.79 $97.00 15.5% 4.5% 14.6% 20.6% 0.0% 4.5% 1.4% 252.0K -1.9M -8.7K 0.00 84.89 N/A N/A 0 100 561 66 2020-02-05 $98.28 $97.00 14.9% 4.3% 15.7% 17.5% 0.0% 4.7% 0.9% 286.3K -2.2M -10.5K 500.00 83.74 N/A N/A 1 500 561 166 2020-02-06 $98.24 $91.00 15.0% 4.6% 15.6% 17.9% 16.0% 5.5% 0.4% 238.7K -2.0M -11.9K 0.00 58.26 N/A N/A 135 0 560 666 2020-02-07 $96.84 $91.00 16.0% 4.8% 16.4% 22.9% 0.0% 5.6% 0.1% 147.8K -1.2M -11.4K 0.21 52.63 N/A N/A 24 5 518 666 2020-02-10 $97.49 $91.00 16.9% 4.8% 16.5% 27.7% 0.0% 5.5% -0.1% 176.7K -1.4M -11.0K 5.00 51.02 N/A N/A 1 5 522 671 2020-02-11 $98.23 $91.00 15.5% 4.6% 16.7% 20.5% 14.0% 5.5% 0.4% 229.5K -1.8M -10.8K 0.33 59.26 N/A N/A 6 2 523 676 2020-02-12 $98.97 $91.00 14.8% 4.2% 16.8% 16.7% 0.0% 5.0% 0.4% 291.0K -2.1M -10.2K 0.00 64.75 N/A N/A 0 1 527 678 2020-02-13 $98.68 $91.00 14.8% 4.2% 16.8% 16.6% 0.0% 4.6% 0.5% 284.4K -2.0M -10.0K 0.13 69.37 N/A N/A 8 1 527 679 2020-02-14 $98.57 $91.00 14.0% 4.0% 15.0% 12.3% 0.0% 5.4% 1.7% 279.7K -1.9M -9.7K 0.00 65.01 N/A N/A 60 0 519 679 2020-02-18 $98.53 $91.00 14.9% 4.3% 15.0% 17.5% 0.0% 5.7% 1.7% 276.9K -1.8M -9.9K 0.00 69.28 N/A N/A 0 0 533 678 2020-02-19 $99.66 $91.00 14.3% 4.1% 15.5% 14.0% 0.0% 4.6% 1.4% 464.0K -2.4M -9.5K 0.00 67.41 N/A N/A 1 0 533 678 2020-02-20 $99.88 $91.00 15.2% 4.4% 15.5% 18.9% 18.6% 5.6% 1.1% 479.0K -2.5M -9.6K 3.00 67.47 N/A N/A 4 12 533 678 2020-02-21 $99.16 $91.00 18.0% 5.2% 15.7% 33.8% 0.0% 7.1% -0.2% 166.2K -1.9M -9.9K 0.00 69.73 N/A N/A 2 0 531 690 2020-02-24 $96.44 $91.00 21.6% 6.2% 17.5% 52.9% 14.9% 11.0% -2.1% 60.4K -823.1K -10.9K 0.00 76.85 N/A N/A 7 0 452 676 2020-02-25 $93.25 $91.00 28.0% 8.0% 21.0% 86.8% 21.2% 15.7% -4.9% -20.7K 128.0K -11.2K 0.45 60.13 N/A N/A 11 5 459 676 2020-02-26 $92.08 $91.00 30.9% 8.9% 21.2% 100.0% 12.6% 10.0% -4.8% -49.5K 377.6K -10.6K 0.00 60.15 N/A N/A 49 0 466 677 2020-02-27 $89.93 $91.00 35.2% 10.1% 22.4% 100.0% 38.5% 9.8% -4.1% -78.6K 832.0K -11.2K 0.00 74.93 N/A N/A 0 4 515 677 2020-02-28 $86.91 $91.00 44.4% 12.7% 24.8% 100.0% 51.6% 6.2% -15.0% -103.9K 1.6M -11.3K 0.00 97.24 N/A N/A 0 100 521 676
« Jan 2020 | All History | Mar 2020 » Home IWC History February 2020