IWC Options History — February 2023 In February 2023, IWC traded between $113.56 and $121.38. ATM implied volatility averaged 22.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.8% (HV 20d: 18.0%). Max pain ranged from $108.00 to $115.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 2.32.
Notable Days 2023-02-01 : Highest Volume — 127 contracts2023-02-02 : Largest IV spike — 29.9% change2023-02-03 : Highest IV Rank — 19.4%2023-02-13 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $117.70 $113.56 $121.38 $120.52 $115.28 Max Pain $112.00 $108.00 $115.00 $115.00 $114.00 ATM IV 22.8% 16.7% 26.3% 17.6% 23.1% Expected Move 6.4% 4.8% 7.2% 5.0% 6.6% HV 20d 18.0% 15.8% 19.5% 18.0% 18.7% HV 60d 20.7% 19.2% 23.7% 23.7% 19.3% IV Rank 12.4% 0.0% 19.4% 0.0% 14.0% IV Percentile 12.0% 0.0% 27.4% 0.0% 11.9% Term Structure 0.2% -2.8% 5.8% 1.6% 4.5% VWIV 22.3% 13.4% 31.5% 21.7% 13.4% Skew 25d 4.2% -2.8% 8.8% 4.8% 6.1% Skew 10d 8.1% -0.4% 12.1% 4.4% 6.5% Call IV 25d 20.7% 18.3% 28.0% 20.1% 21.1% Put IV 25d 24.9% 16.4% 31.2% 24.8% 27.2% Bid-Ask Spread % 91.59 71.67 113.93 111.28 113.93 Gamma HHI 0.22 0.12 0.41 0.41 0.14 Net GEX -23.7K -52.8K -2.1K -16.6K -6.2K Net DEX -157.2K -323.1K -21.9K -196.6K -107.9K Net VEX -2.4K -2.8K -1.9K -2.2K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.32 0.00 17.14 17.14 0.00 Total Volume 12 0 127 127 0 Total OI 394.526 257 468 427 292
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 2023-02-01 $120.52 $115.00 17.6% 5.0% 18.0% 0.0% 21.7% 4.8% 1.6% -16.6K -196.6K -2.2K 17.14 111.28 N/A N/A 7 120 60 367 2023-02-02 $121.30 $108.00 22.8% 5.8% 18.0% 11.7% 0.0% 2.5% 1.4% -14.5K -323.1K -2.3K 0.67 90.26 N/A N/A 3 2 62 355 2023-02-03 $121.38 $108.00 26.3% 6.3% 17.7% 19.4% 20.2% 3.0% 0.1% -13.5K -300.4K -2.4K 1.00 90.33 N/A N/A 2 2 63 357 2023-02-06 $120.13 $111.00 24.3% 6.4% 17.8% 15.0% 16.0% 4.4% -1.3% -17.0K -289.4K -2.4K 1.10 76.83 N/A N/A 20 22 65 359 2023-02-07 $120.65 $111.00 23.9% 6.1% 17.8% 14.0% 0.0% 5.4% -0.5% -16.7K -259.8K -2.6K 0.00 72.14 N/A N/A 0 0 85 379 2023-02-08 $118.96 $111.00 22.6% 6.5% 18.6% 11.1% 31.5% 4.8% 0.3% -30.3K -208.0K -2.6K 0.00 72.63 N/A N/A 0 1 85 379 2023-02-09 $117.19 $111.00 23.9% 6.8% 19.5% 14.0% 20.8% 5.7% -1.3% -47.7K -82.5K -2.8K 0.00 71.67 N/A N/A 1 0 85 380 2023-02-10 $117.25 $111.00 23.5% 6.7% 18.1% 13.1% 0.0% 4.0% 0.6% -47.2K -26.0K -2.7K 0.00 83.55 N/A N/A 0 0 84 380 2023-02-13 $117.77 $111.00 25.0% 7.2% 17.7% 16.5% 0.0% 4.4% -2.8% -35.7K -108.6K -2.2K 0.00 95.63 N/A N/A 0 1 84 380 2023-02-14 $118.08 $111.00 21.4% 6.1% 17.7% 8.4% 0.0% 4.2% -0.9% -40.5K -152.6K -2.1K 0.00 96.80 N/A N/A 1 0 84 381 2023-02-15 $118.85 $111.00 16.7% 4.8% 16.4% 0.0% 0.0% -2.8% 5.8% -11.5K -280.7K -1.9K 0.00 100.34 N/A N/A 0 1 84 381 2023-02-16 $117.91 $111.00 21.6% 6.2% 16.4% 10.8% 29.2% 1.9% -0.4% -49.7K -173.0K -2.2K 0.00 96.38 N/A N/A 5 0 84 382 2023-02-17 $118.30 $114.00 22.3% 6.4% 15.8% 12.2% 0.0% 8.8% 0.7% -52.8K -62.2K -2.8K 0.00 97.90 N/A N/A 0 2 86 382 2023-02-21 $115.20 $114.00 22.5% 6.5% 18.4% 12.7% 23.0% 3.2% -1.4% -16.9K -71.6K -2.6K 0.00 91.02 N/A N/A 0 3 60 197 2023-02-22 $114.46 $114.00 24.6% 7.1% 18.5% 17.4% 25.2% 7.8% 2.9% -11.4K -87.1K -2.4K 1.00 89.15 N/A N/A 2 2 60 198 2023-02-23 $115.32 $114.00 23.1% 6.6% 18.7% 14.0% 13.4% 2.1% -1.7% -4.5K -118.0K -2.2K 0.00 100.96 N/A N/A 1 0 62 200 2023-02-24 $113.56 $114.00 24.0% 6.9% 19.4% 15.9% 0.0% 6.2% -2.7% -15.4K -21.9K -2.3K 0.00 95.43 N/A N/A 0 30 62 200 2023-02-27 $114.22 $114.00 23.8% 6.8% 18.9% 15.5% 0.0% 4.3% -0.7% -2.1K -118.0K -2.1K 0.00 93.99 N/A N/A 0 0 62 230 2023-02-28 $115.28 $114.00 23.1% 6.6% 18.7% 14.0% 0.0% 6.1% 4.5% -6.2K -107.9K -2.1K 0.00 113.93 N/A N/A 0 0 62 230
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