IWC Options History — October 2022

In October 2022, IWC traded between $103.24 and $113.45. ATM implied volatility averaged 34.5%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 2.2% (HV 20d: 32.3%). Max pain ranged from $108.00 to $115.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.41.

Notable Days

  • 2022-10-18: Highest Volume — 218 contracts
  • 2022-10-31: Largest IV spike — 14.6% change
  • 2022-10-11: Highest IV Rank — 49.2%
  • 2022-10-11: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.96$103.24$113.45$105.04$113.45
Max Pain$109.00$108.00$115.00$115.00$108.00
ATM IV34.5%29.8%39.5%35.4%34.1%
Expected Move9.8%8.5%10.3%10.1%9.8%
HV 20d32.3%27.0%35.4%33.3%27.6%
HV 60d29.1%28.4%29.8%28.5%29.7%
IV Rank38.1%27.7%49.2%40.1%37.2%
IV Percentile67.6%38.5%90.5%74.6%64.7%
Term Structure-1.2%-4.0%1.5%-2.0%-3.9%
VWIV35.1%32.3%37.1%32.5%36.0%
Skew 25d6.1%2.2%13.6%7.1%3.4%
Skew 10d10.9%4.1%15.1%13.4%8.9%
Call IV 25d31.6%27.3%33.8%32.1%32.4%
Put IV 25d37.7%35.1%40.8%39.3%35.9%
Bid-Ask Spread %61.8042.8483.7379.6871.76
Gamma HHI0.130.080.250.130.08
Net GEX-35.7K-49.7K-11.7K-34.6K-11.7K
Net DEX500.8K13.4K790.6K572.5K13.4K
Net VEX-1.3K-1.6K-1.0K-1.4K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.411.983.802.002.02
Total Volume156.905120218123160
Total OI198.19139262176195

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$105.04$115.0035.4%10.1%33.3%40.1%32.5%7.1%-2.0%-34.6K572.5K-1.4K2.0079.68N/AN/A418244132
2022-10-04$108.40$115.0032.6%9.3%35.4%33.9%32.3%6.5%0.1%-34.7K441.4K-1.4K2.1076.49N/AN/A408444133
2022-10-05$108.23$115.0032.4%9.3%34.3%33.6%32.9%5.3%0.2%-35.6K460.1K-1.4K2.1278.24N/AN/A439145135
2022-10-06$107.46$108.0036.2%9.5%34.1%41.9%35.0%7.2%1.5%-41.0K545.3K-1.6K2.1242.84N/AN/A439149150
2022-10-07$103.93$108.0035.6%9.9%34.9%40.6%35.1%9.2%-4.0%-42.7K714.1K-1.5K2.0250.21N/AN/A438749151
2022-10-10$103.70$108.0036.1%9.9%34.5%41.7%35.2%7.8%-1.8%-43.4K744.9K-1.4K1.9851.37N/AN/A438549149
2022-10-11$103.24$108.0039.5%10.3%33.1%49.2%36.0%7.2%-0.5%-43.3K777.3K-1.4K2.0061.60N/AN/A438649151
2022-10-12$103.57$108.0035.4%10.2%32.6%40.2%36.0%6.6%-1.0%-44.7K760.9K-1.4K2.0561.19N/AN/A438849154
2022-10-13$105.41$108.0035.6%10.2%32.2%40.5%36.6%13.6%-1.9%-47.8K702.4K-1.3K2.8668.77N/AN/A4312349157
2022-10-14$103.51$108.0035.1%10.1%31.6%39.4%36.1%2.2%-2.6%-49.7K790.6K-1.3K2.7167.65N/AN/A5815749161
2022-10-17$106.15$108.0034.3%9.8%33.1%37.7%36.0%6.7%-0.3%-42.4K621.4K-1.5K2.6249.11N/AN/A6015766183
2022-10-18$107.01$108.0035.0%10.0%33.1%39.2%37.1%5.6%-0.3%-38.8K537.2K-1.4K2.5756.24N/AN/A6115768185
2022-10-19$104.92$108.0034.0%9.7%33.4%36.9%34.4%5.3%-1.1%-40.2K707.2K-1.4K2.3651.21N/AN/A6114469185
2022-10-20$104.23$108.0034.7%9.9%32.9%38.5%34.1%4.9%-1.6%-35.6K762.8K-1.4K2.3655.97N/AN/A6114469193
2022-10-21$106.93$108.0033.6%9.6%32.2%36.2%35.2%6.2%-0.3%-32.1K509.1K-1.3K2.3955.78N/AN/A6114669193
2022-10-24$106.81$108.0034.9%10.0%31.6%38.9%37.1%5.3%-0.7%-33.8K321.3K-1.3K3.8055.87N/AN/A259525114
2022-10-25$109.90$108.0033.5%9.6%33.0%35.9%36.0%4.8%-0.2%-28.5K205.9K-1.2K2.7950.49N/AN/A349527115
2022-10-26$110.89$108.0033.2%9.5%29.6%35.3%36.1%4.3%-1.3%-22.2K131.1K-1.2K2.7954.40N/AN/A349536115
2022-10-27$110.42$108.0033.4%9.6%27.0%35.7%34.7%2.5%-2.8%-21.0K107.2K-1.1K2.9775.12N/AN/A339836115
2022-10-28$112.90$108.0029.8%8.5%27.8%27.7%33.2%6.2%-0.1%-26.5K89.7K-1.0K2.0283.73N/AN/A5310737118
2022-10-31$113.45$108.0034.1%9.8%27.6%37.2%36.0%3.4%-3.9%-11.7K13.4K-1.2K2.0271.76N/AN/A5310757138