IWC Options History — June 2022

In June 2022, IWC traded between $102.96 and $118.75. ATM implied volatility averaged 33.3%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 0.5% (HV 20d: 33.8%). Max pain ranged from $113.00 to $150.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 7.66.

Notable Days

  • 2022-06-14: Highest Volume — 455 contracts
  • 2022-06-24: Largest IV drop — 21.0% change
  • 2022-06-16: Highest IV Rank — 48.6%
  • 2022-06-16: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.75$102.96$118.75$115.28$103.73
Max Pain$117.86$113.00$150.00$150.00$113.00
ATM IV33.3%26.5%39.3%32.1%38.1%
Expected Move9.4%7.6%11.3%9.2%10.9%
HV 20d33.8%28.4%37.0%37.0%34.4%
HV 60d30.6%28.6%32.2%29.1%32.0%
IV Rank35.4%20.5%48.6%32.9%46.0%
IV Percentile71.5%41.3%91.3%69.4%88.9%
Term Structure-1.3%-7.7%2.5%-7.7%-5.0%
VWIV32.5%26.9%39.4%32.0%32.6%
Skew 25d7.3%0.7%14.9%13.0%8.0%
Skew 10d15.3%8.5%27.8%17.3%10.5%
Call IV 25d30.4%24.1%38.4%26.6%30.6%
Put IV 25d37.7%28.2%49.1%39.5%38.6%
Bid-Ask Spread %84.7059.28104.60104.60104.35
Gamma HHI0.580.400.710.520.70
Net GEX-183.0K-400.8K-84.0K-272.3K-93.2K
Net DEX4.4M1.6M7.5M5.7M2.0M
Net VEX-8.4K-10.8K-7.0K-10.8K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.666.699.467.058.79
Total Volume433.571407455443411
Total OI8024331,0371,022452

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$115.28$150.0032.1%9.2%37.0%32.9%32.0%13.0%-7.7%-272.3K5.7M-10.8K7.05104.60N/AN/A5538873949
2022-06-02$116.99$116.0034.4%7.7%36.6%37.9%26.9%8.3%2.5%-293.6K5.5M-10.5K6.6962.33N/AN/A5838874949
2022-06-03$116.42$116.0032.2%8.9%33.2%33.0%27.9%9.2%-2.3%-265.1K5.4M-10.7K6.6959.28N/AN/A5838878949
2022-06-06$116.30$116.0030.3%8.6%32.7%28.9%29.1%3.9%-0.1%-292.8K5.0M-9.8K6.6968.03N/AN/A5838878949
2022-06-07$118.75$116.0026.5%8.0%28.4%20.6%27.9%2.7%-0.6%-400.8K4.8M-8.4K6.9375.49N/AN/A5638878949
2022-06-08$117.44$118.0030.1%8.6%28.9%28.5%29.6%4.1%1.6%-281.9K5.0M-9.4K7.0460.00N/AN/A5639479955
2022-06-09$115.01$118.0026.5%7.6%29.2%20.5%28.3%6.3%2.5%-308.6K5.3M-9.4K7.0073.97N/AN/A5639280957
2022-06-10$111.86$118.0031.8%9.1%31.2%32.2%28.0%6.2%-0.9%-304.4K6.1M-9.7K6.8168.06N/AN/A5738880932
2022-06-13$105.75$118.0034.1%9.8%34.6%37.2%30.2%3.9%0.2%-196.7K6.9M-8.4K6.7487.26N/AN/A5839181931
2022-06-14$105.96$118.0037.2%10.7%34.6%44.1%38.3%9.7%-3.8%-143.9K7.3M-8.1K6.8484.07N/AN/A5839782929
2022-06-15$107.67$120.0037.0%10.6%33.2%43.6%33.2%9.0%-4.4%-169.9K7.3M-8.1K6.7891.56N/AN/A5839382935
2022-06-16$102.96$120.0039.3%11.3%34.8%48.6%39.4%7.8%-3.4%-94.6K7.3M-7.6K6.8191.90N/AN/A5839582936
2022-06-17$104.19$120.0037.5%10.8%35.1%44.7%38.9%9.4%-0.1%-95.8K7.5M-7.5K6.8189.86N/AN/A5839582935
2022-06-21$106.79$120.0034.6%9.9%36.3%38.4%38.9%14.1%0.2%-90.9K1.8M-7.7K9.46100.78N/AN/A3936940393
2022-06-22$105.95$113.0033.6%9.6%35.8%36.0%33.4%0.7%-1.7%-86.6K1.9M-7.4K9.4492.13N/AN/A3936846395
2022-06-23$106.44$113.0036.8%10.6%35.7%43.2%35.8%6.3%-3.0%-84.0K1.8M-7.5K9.4483.65N/AN/A3936846396
2022-06-24$108.44$113.0029.1%8.3%35.7%26.2%32.5%7.5%0.9%-94.4K1.7M-7.4K9.1893.24N/AN/A4036746396
2022-06-27$108.47$113.0031.0%8.9%34.6%30.4%33.2%1.3%-1.8%-92.4K1.6M-7.2K8.5890.35N/AN/A4336947397
2022-06-28$106.30$113.0031.8%9.1%34.0%32.1%33.7%14.9%1.3%-90.4K1.6M-7.4K8.58103.16N/AN/A4336950399
2022-06-29$104.11$113.0034.8%10.0%34.4%38.8%33.3%6.3%-1.9%-90.9K1.8M-7.2K8.5894.70N/AN/A4336951404
2022-06-30$103.73$113.0038.1%10.9%34.4%46.0%32.6%8.0%-5.0%-93.2K2.0M-7.0K8.79104.35N/AN/A4236951401