IWC Options History — June 2024 In June 2024, IWC traded between $111.75 and $116.77. ATM implied volatility averaged 15.6%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded below realized volatility by 0.0% (HV 20d: 15.7%). Max pain ranged from $109.00 to $114.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.25.
Notable Days 2024-06-24 : Highest Volume — 8 contracts2024-06-25 : Largest IV spike — 36.4% change2024-06-20 : Highest IV Rank — 38.2%2024-06-20 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $113.79 $111.75 $116.77 $116.70 $113.38 Max Pain $110.77 $109.00 $114.00 $110.00 $114.00 ATM IV 15.6% 11.9% 20.1% 15.9% 11.9% Expected Move 4.7% 3.4% 5.8% 4.6% 3.4% HV 20d 15.7% 13.3% 17.0% 13.3% 15.2% HV 60d 18.1% 17.1% 19.0% 18.3% 17.1% IV Rank 20.2% 5.2% 38.2% 21.4% 5.2% IV Percentile 12.4% 0.4% 47.2% 6.7% 0.4% Term Structure 2.2% -1.0% 7.1% 0.6% 5.7% VWIV 17.8% 14.1% 19.1% 19.0% 19.1% Skew 25d 1.2% -1.4% 6.1% 1.4% 1.6% Skew 10d 2.0% -4.6% 9.5% -3.9% 0.8% Call IV 25d 12.8% 11.1% 20.0% 12.9% 11.3% Put IV 25d 14.0% 11.1% 24.5% 14.2% 12.9% Bid-Ask Spread % 114.26 108.11 122.79 109.12 122.79 Gamma HHI 0.29 0.15 0.58 0.28 0.21 Net GEX -68.0K -189.5K 15.9K -54.6K 15.9K Net DEX -3.0K -217.4K 588.0K -127.2K -195.4K Net VEX -1.2K -2.8K -620 -1.3K -676 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.33 0.00 0.00 Total Volume 2.105 0 8 1 5 Total OI 447.632 47 594 586 55
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 2024-06-03 $116.70 $110.00 15.9% 4.6% 13.3% 21.4% 0.0% 1.4% 0.6% -54.6K -127.2K -1.3K 0.00 109.12 N/A N/A 0 1 140 446 2024-06-04 $114.88 $110.00 13.4% 3.8% 13.8% 11.3% 0.0% 6.1% 6.4% -111.1K 126.0K -2.0K 0.00 109.88 N/A N/A 3 0 140 447 2024-06-05 $116.77 $110.00 15.0% 4.3% 15.0% 17.7% 0.0% 0.3% 1.9% -34.7K -217.4K -1.1K 0.00 108.11 N/A N/A 0 0 143 447 2024-06-06 $115.65 $0.00 13.8% 5.2% 15.3% 12.8% 0.0% 0.1% 0.3% -102.5K 146.8K -2.2K 0.00 108.63 N/A N/A 0 0 143 447 2024-06-07 $114.17 $0.00 17.1% 5.2% 15.6% 26.3% 0.0% 1.2% 1.2% -121.6K 62.8K -1.7K 0.00 112.40 N/A N/A 0 4 143 447 2024-06-10 $114.60 $0.00 15.2% 5.3% 15.4% 18.5% 0.0% 2.3% 1.7% -120.6K 588.0K -2.8K 0.00 117.23 N/A N/A 5 0 143 451 2024-06-11 $113.92 $0.00 13.6% 5.7% 15.4% 12.3% 0.0% 1.4% 0.3% -88.4K -14.3K -1.1K 0.00 110.33 N/A N/A 2 0 135 451 2024-06-12 $115.85 $0.00 16.0% 4.6% 16.2% 21.6% 0.0% -1.4% -1.0% -23.6K -168.2K -862 0.00 116.52 N/A N/A 0 0 134 451 2024-06-13 $115.00 $0.00 18.5% 5.3% 15.9% 31.7% 19.0% 2.8% 1.8% -85.2K 13.0K -1.2K 1.33 114.03 N/A N/A 3 4 134 451 2024-06-14 $112.84 $109.00 15.2% 4.3% 17.0% 18.4% 14.1% 0.3% 0.1% -148.9K 116.3K -1.3K 0.50 109.64 N/A N/A 2 1 136 451 2024-06-17 $112.88 $109.00 19.1% 5.5% 17.0% 34.2% 0.0% 1.2% 1.5% -135.6K 77.1K -1.0K 0.00 109.26 N/A N/A 0 0 138 452 2024-06-18 $112.64 $109.00 16.4% 4.7% 16.7% 23.2% 0.0% 0.1% -0.4% -152.7K 116.0K -1.0K 0.00 117.75 N/A N/A 0 0 138 452 2024-06-20 $111.86 $109.00 20.1% 5.8% 16.7% 38.2% 0.0% -0.4% 0.2% -189.5K 146.3K -841 0.00 111.42 N/A N/A 0 0 138 452 2024-06-21 $112.07 $109.00 15.3% 4.4% 16.8% 19.0% 0.0% 1.1% 2.5% 9.3K -78.6K -620 0.00 120.74 N/A N/A 0 0 138 452 2024-06-24 $112.69 $109.00 13.5% 3.9% 15.8% 11.8% 18.9% 0.2% 7.1% 9.6K -153.2K -629 0.14 121.11 N/A N/A 7 1 41 6 2024-06-25 $111.83 $114.00 18.4% 5.3% 15.5% 31.6% 0.0% -0.1% 2.5% 13.1K -156.8K -658 0.00 115.95 N/A N/A 2 0 46 7 2024-06-26 $111.75 $114.00 12.8% 3.7% 15.4% 9.1% 0.0% 4.5% 6.2% 13.4K -164.0K -648 0.00 118.14 N/A N/A 0 0 48 7 2024-06-27 $112.53 $114.00 15.5% 4.4% 15.3% 19.6% 0.0% 0.1% 3.4% 15.1K -173.9K -632 0.00 117.80 N/A N/A 0 0 48 7 2024-06-28 $113.38 $114.00 11.9% 3.4% 15.2% 5.2% 19.1% 1.6% 5.7% 15.9K -195.4K -676 0.00 122.79 N/A N/A 5 0 48 7
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