VTWG Options History — October 2020

In October 2020, VTWG traded between $161.64 and $172.51. ATM implied volatility averaged 32.7%. The 30-day expected move averaged 9.4%. Max pain ranged from $169.00 to $169.00. Net GEX was positive for 0 of 9 trading days. Term structure was in contango for 1 of 9 days.

Notable Days

  • 2020-10-28: Largest IV spike — 27.1% change
  • 2020-10-29: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$168.46$161.64$172.51$171.78$161.64
Max Pain$169.00$169.00$169.00$169.00$169.00
ATM IV32.7%24.8%42.3%31.5%36.6%
Expected Move9.4%7.1%12.1%9.0%10.5%
Term Structure-2.1%-6.1%3.0%-0.8%-0.5%
Skew 25d3.5%-2.6%10.1%4.9%-2.6%
Skew 10d3.6%-1.6%10.1%5.0%1.7%
Call IV 25d32.6%23.3%39.2%31.6%38.9%
Put IV 25d36.2%27.0%44.1%36.6%36.3%
Bid-Ask Spread %150.74138.79165.69151.85152.59
Gamma HHI0.500.500.500.500.50
Net GEX-4.6K-5.7K-3.7K-4.2K-3.7K
Net DEX46.3K36.2K61.4K40.0K61.4K
Net VEX-104-116-87-116-87
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI66666

Daily Data (9 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-20$171.78$169.0031.5%9.0%0.0%0.0%0.0%4.9%-0.8%-4.2K40.0K-1160.00151.85N/AN/A0006
2020-10-21$169.40$169.0031.7%9.1%0.0%0.0%0.0%1.9%-2.1%-4.4K42.5K-1140.00152.97N/AN/A0006
2020-10-22$171.79$169.0026.9%7.7%0.0%0.0%0.0%-0.7%-5.1%-5.7K42.2K-1080.00165.69N/AN/A0006
2020-10-23$172.51$169.0024.8%7.1%0.0%0.0%0.0%2.8%3.0%-5.5K36.2K-1060.00140.03N/AN/A0006
2020-10-26$168.58$169.0031.1%8.9%0.0%0.0%0.0%8.1%-1.9%-4.6K41.7K-1030.00159.65N/AN/A0006
2020-10-27$169.44$169.0030.7%8.8%0.0%0.0%0.0%10.1%-1.0%-5.0K45.7K-1030.00142.75N/AN/A0006
2020-10-28$165.07$169.0039.0%11.2%0.0%0.0%0.0%-1.2%-4.2%-4.1K53.5K-980.00152.38N/AN/A0006
2020-10-29$165.92$169.0042.3%12.1%0.0%0.0%0.0%8.5%-6.1%-3.9K53.8K-970.00138.79N/AN/A0006
2020-10-30$161.64$169.0036.6%10.5%0.0%0.0%0.0%-2.6%-0.5%-3.7K61.4K-870.00152.59N/AN/A0006