IWC Options History — March 2021 In March 2021, IWC traded between $140.78 and $158.49. ATM implied volatility averaged 39.6%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 3.3% (HV 20d: 36.4%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.20.
Notable Days 2021-03-26 : Highest Volume — 900 contracts2021-03-23 : Largest IV spike — 21.6% change2021-03-29 : Highest IV Rank — 48.1%2021-03-03 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $149.34 $140.78 $158.49 $150.50 $147.38 Max Pain $149.09 $145.00 $150.00 $145.00 $150.00 ATM IV 39.6% 32.5% 48.6% 41.9% 35.9% Expected Move 11.1% 9.3% 13.7% 12.0% 10.3% HV 20d 36.4% 31.4% 40.1% 31.4% 39.7% HV 60d 28.6% 24.7% 32.1% 24.7% 32.1% IV Rank 32.1% 19.4% 48.1% 32.8% 31.0% IV Percentile 64.4% 42.9% 84.9% 72.6% 53.6% Term Structure -3.0% -10.1% 0.6% -1.7% -2.8% VWIV 39.7% 33.2% 48.3% 40.4% 34.1% Skew 25d 10.7% 8.4% 13.5% 13.5% 9.5% Skew 10d 18.7% 13.1% 23.0% 21.0% 13.8% Call IV 25d 34.1% 29.0% 40.3% 37.0% 32.3% Put IV 25d 44.9% 38.0% 52.4% 50.5% 41.8% Bid-Ask Spread % 45.56 28.10 87.10 86.38 52.44 Gamma HHI 0.24 0.10 0.79 0.24 0.10 Net GEX 1.0M -268.0K 7.3M 481.0K -99.1K Net DEX -6.5M -25.2M 7.0M -5.4M 3.4M Net VEX -107.2K -132.6K -83.5K -87.4K -107.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.20 0.03 10.54 0.36 0.42 Total Volume 354.391 74 900 465 228 Total OI 6,113.478 4,658 7,322 5,165 5,615
Daily Data (23 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 2021-03-01 $150.50 $145.00 41.9% 12.0% 31.4% 32.8% 40.4% 13.5% -1.7% 481.0K -5.4M -87.4K 0.36 86.38 N/A N/A 342 123 2,206 2,959 2021-03-02 $148.86 $145.00 42.2% 12.1% 31.4% 33.4% 48.3% 13.4% -1.4% 623.5K -4.8M -90.0K 0.03 86.80 N/A N/A 537 16 2,534 3,024 2021-03-03 $147.01 $145.00 47.9% 13.7% 32.0% 42.5% 46.3% 12.0% -6.8% 601.5K -4.4M -102.8K 0.05 87.10 N/A N/A 512 27 2,974 3,038 2021-03-04 $140.90 $150.00 48.6% 12.4% 35.6% 43.6% 47.2% 10.8% -2.7% 316.2K 1.2M -106.2K 7.29 34.32 N/A N/A 55 401 3,467 3,033 2021-03-05 $142.44 $150.00 43.9% 11.3% 35.0% 36.1% 38.1% 11.0% -0.1% 411.2K 26.4K -100.7K 1.42 32.16 N/A N/A 93 132 3,477 3,051 2021-03-08 $145.38 $149.00 48.0% 11.7% 35.1% 42.7% 42.6% 12.7% -3.0% 635.1K -2.8M -100.5K 0.20 28.73 N/A N/A 342 67 3,418 3,075 2021-03-09 $151.02 $149.00 43.6% 11.1% 34.9% 35.7% 37.8% 12.2% -2.1% 1.2M -10.7M -115.9K 0.30 28.10 N/A N/A 351 106 3,692 3,112 2021-03-10 $153.74 $149.00 37.0% 10.6% 35.2% 24.9% 38.6% 11.4% -4.1% 1.5M -16.2M -122.7K 0.76 29.27 N/A N/A 196 148 3,977 3,072 2021-03-11 $157.19 $149.00 37.4% 10.7% 35.5% 25.5% 39.0% 9.5% -2.3% 1.7M -23.1M -132.6K 5.51 39.54 N/A N/A 95 523 4,177 3,099 2021-03-12 $158.49 $149.00 35.9% 10.3% 35.5% 23.2% 37.9% 10.6% -4.6% 1.8M -25.2M -130.0K 0.68 31.10 N/A N/A 95 65 4,197 3,036 2021-03-15 $158.03 $149.00 34.6% 9.9% 35.6% 21.0% 37.9% 10.2% -1.0% 1.9M -25.1M -124.1K 0.34 35.44 N/A N/A 197 66 4,224 3,098 2021-03-16 $155.35 $150.00 34.0% 9.7% 36.2% 20.0% 37.2% 9.1% -0.6% 1.9M -17.9M -121.7K 0.21 36.41 N/A N/A 437 92 4,067 3,135 2021-03-17 $156.71 $150.00 33.6% 9.6% 36.1% 19.4% 37.2% 8.4% 0.3% 1.7M -18.2M -116.8K 7.67 36.18 N/A N/A 21 161 3,828 3,173 2021-03-18 $152.24 $150.00 37.1% 10.6% 36.8% 25.1% 37.1% 9.7% -1.5% 1.7M -8.5M -115.4K 0.78 38.06 N/A N/A 168 131 3,823 3,304 2021-03-19 $154.57 $150.00 34.1% 9.8% 36.4% 23.9% 34.5% 8.7% -1.5% 7.3M -10.6M -113.7K 0.19 34.82 N/A N/A 706 135 3,787 3,342 2021-03-22 $153.17 $150.00 32.5% 9.3% 36.4% 21.7% 33.2% 9.0% 0.6% 241.1K -3.9M -105.6K 0.11 38.94 N/A N/A 108 12 2,586 2,162 2021-03-23 $145.95 $150.00 39.5% 11.3% 39.5% 35.6% 40.0% 9.6% -4.5% -3.7K 1.4M -92.3K 0.68 42.20 N/A N/A 66 45 2,491 2,167 2021-03-24 $140.78 $150.00 41.8% 12.0% 40.1% 41.6% 38.4% 10.2% -7.1% -155.9K 4.7M -83.5K 1.32 48.41 N/A N/A 85 112 2,486 2,177 2021-03-25 $144.64 $150.00 40.1% 11.5% 40.1% 38.1% 43.1% 11.6% -5.8% -75.6K 2.3M -89.3K 3.35 46.11 N/A N/A 17 57 2,464 2,211 2021-03-26 $144.79 $150.00 39.5% 11.3% 40.1% 36.7% 35.9% 9.0% -4.9% -66.1K 2.2M -91.1K 10.54 44.23 N/A N/A 78 822 2,468 2,228 2021-03-29 $141.62 $150.00 45.0% 12.9% 38.4% 48.1% 44.2% 12.6% -10.1% -268.0K 7.0M -108.9K 5.46 57.89 N/A N/A 13 71 2,527 3,032 2021-03-30 $144.02 $150.00 37.5% 10.7% 38.9% 34.5% 43.5% 11.9% -1.4% -220.9K 5.4M -107.0K 3.04 53.27 N/A N/A 24 73 2,537 3,060 2021-03-31 $147.38 $150.00 35.9% 10.3% 39.7% 31.0% 34.1% 9.5% -2.8% -99.1K 3.4M -107.3K 0.42 52.44 N/A N/A 161 67 2,540 3,075
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