IWC Options History — April 2023 In April 2023, IWC traded between $100.03 and $105.02. ATM implied volatility averaged 20.9%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 2.8% (HV 20d: 23.6%). Max pain ranged from $104.00 to $106.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.31.
Notable Days 2023-04-05 : Highest Volume — 153 contracts2023-04-05 : Largest IV spike — 53.9% change2023-04-12 : Highest IV Rank — 19.6%2023-04-12 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $102.79 $100.03 $105.02 $104.53 $101.57 Max Pain $105.68 $104.00 $106.00 $104.00 $106.00 ATM IV 20.9% 15.7% 24.9% 20.7% 21.0% Expected Move 6.1% 4.5% 7.1% 5.9% 6.0% HV 20d 23.6% 19.3% 29.4% 28.5% 21.2% HV 60d 22.6% 22.1% 23.1% 22.7% 22.3% IV Rank 11.1% 0.0% 19.6% 8.8% 11.6% IV Percentile 8.9% 0.0% 30.2% 3.2% 8.7% Term Structure -0.1% -3.3% 9.1% 0.6% -0.1% VWIV 21.6% 11.3% 27.4% 26.4% 17.1% Skew 25d 5.6% -3.7% 9.2% 7.2% 4.4% Skew 10d 11.8% 7.6% 17.2% 12.9% 16.0% Call IV 25d 18.7% 16.3% 21.9% 18.0% 20.1% Put IV 25d 24.3% 17.2% 29.3% 25.2% 24.5% Bid-Ask Spread % 85.64 65.99 103.58 100.67 97.99 Gamma HHI 0.18 0.12 0.27 0.21 0.18 Net GEX -20.4K -47.7K -4.9K -20.5K -8.3K Net DEX 370.5K 201.9K 532.6K 271.4K 485.3K Net VEX -2.0K -2.4K -1.8K -2.1K -2.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 1.10 0.00 0.00 Total Volume 21.632 0 153 1 12 Total OI 286.895 221 335 225 335
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 2023-04-03 $104.53 $104.00 20.7% 5.9% 28.5% 8.8% 26.4% 7.2% 0.6% -20.5K 271.4K -2.1K 0.00 100.67 N/A N/A 0 1 83 142 2023-04-04 $102.06 $104.00 15.7% 4.5% 29.3% 0.0% 0.0% 8.0% 9.1% -23.0K 326.6K -2.0K 0.00 101.42 N/A N/A 4 0 83 140 2023-04-05 $100.94 $104.00 24.2% 6.9% 29.4% 18.1% 27.4% 5.3% -0.6% -31.3K 483.4K -1.9K 0.53 103.58 N/A N/A 100 53 81 140 2023-04-06 $101.55 $106.00 18.0% 6.4% 28.2% 4.8% 0.0% -3.7% -3.3% -38.6K 532.6K -2.3K 0.00 97.47 N/A N/A 2 0 81 181 2023-04-10 $102.56 $106.00 21.5% 6.5% 24.8% 12.3% 22.7% 7.5% 0.4% -35.8K 449.3K -1.8K 1.10 92.84 N/A N/A 21 23 79 181 2023-04-11 $103.47 $106.00 21.3% 6.4% 24.8% 11.9% 0.0% 7.3% -0.6% -28.7K 372.4K -2.4K 0.00 79.27 N/A N/A 0 0 100 204 2023-04-12 $102.54 $106.00 24.9% 7.1% 24.5% 19.6% 0.0% 3.9% -3.1% -31.2K 374.9K -2.2K 0.00 90.89 N/A N/A 0 18 100 204 2023-04-13 $104.10 $106.00 21.0% 6.0% 23.9% 11.2% 0.0% 5.5% 0.4% -12.4K 251.1K -2.1K 0.00 65.99 N/A N/A 0 0 100 186 2023-04-14 $102.56 $106.00 20.3% 5.8% 23.8% 9.8% 11.3% 5.1% 0.5% -25.0K 399.9K -2.0K 0.77 70.82 N/A N/A 13 10 100 186 2023-04-17 $105.02 $106.00 19.9% 5.7% 23.2% 9.2% 0.0% 4.6% 0.8% -5.8K 209.3K -2.0K 0.00 74.69 N/A N/A 34 0 101 196 2023-04-18 $104.22 $106.00 20.0% 5.7% 23.4% 9.6% 19.7% 5.4% -0.1% -10.8K 239.6K -2.1K 0.70 75.70 N/A N/A 10 7 134 196 2023-04-19 $104.73 $106.00 19.0% 5.4% 21.7% 7.2% 0.0% 4.9% 0.4% -7.3K 201.9K -2.1K 0.00 74.89 N/A N/A 0 11 124 202 2023-04-20 $103.57 $106.00 19.9% 5.7% 20.3% 9.2% 0.0% 4.7% -0.4% -13.4K 326.1K -1.9K 0.00 76.09 N/A N/A 2 0 124 197 2023-04-21 $104.03 $106.00 19.8% 5.7% 19.4% 9.0% 0.0% 5.7% -0.4% -47.7K 283.4K -1.9K 0.00 77.39 N/A N/A 0 1 126 197 2023-04-24 $103.84 $106.00 19.5% 5.6% 19.3% 8.3% 21.4% 5.7% 0.4% -4.9K 361.1K -1.8K 0.00 76.00 N/A N/A 0 7 105 166 2023-04-25 $101.05 $106.00 23.1% 6.6% 21.3% 16.3% 26.5% 7.0% -2.1% -14.2K 453.8K -1.8K 0.00 74.40 N/A N/A 0 16 105 164 2023-04-26 $100.03 $106.00 24.0% 6.9% 21.4% 18.3% 0.0% 7.7% -0.9% -20.7K 521.8K -2.0K 0.00 94.63 N/A N/A 60 0 105 174 2023-04-27 $100.60 $106.00 22.6% 6.5% 20.9% 15.2% 0.0% 9.2% -2.1% -8.7K 495.0K -2.2K 0.00 102.40 N/A N/A 0 6 155 174 2023-04-28 $101.57 $106.00 21.0% 6.0% 21.2% 11.6% 17.1% 4.4% -0.1% -8.3K 485.3K -2.2K 0.00 97.99 N/A N/A 12 0 155 180
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