VTWG Options History — January 2021 In January 2021, VTWG traded between $205.61 and $229.48. ATM implied volatility averaged 30.9%. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.0% (HV 20d: 21.9%). Max pain ranged from $220.00 to $220.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-01-06 : Highest Volume — 10 contracts2021-01-11 : Largest IV spike — 64.4% change2021-01-28 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $222.10 $205.61 $229.48 $205.61 $218.72 Max Pain $220.00 $220.00 $220.00 $220.00 $220.00 ATM IV 30.9% 20.6% 53.3% 42.3% 31.5% Expected Move 7.2% 5.9% 9.5% 7.5% 9.0% HV 20d 21.9% 18.5% 25.2% 19.1% 24.6% HV 60d 20.8% 19.6% 21.5% 20.8% 20.3% Term Structure 0.9% -6.8% 6.7% -6.8% -3.8% VWIV 23.8% 22.6% 25.5% 22.6% 23.4% Skew 25d 2.7% -2.3% 9.4% 3.1% 1.9% Skew 10d 4.3% -3.6% 12.7% 6.9% 9.0% Call IV 25d 22.3% 17.5% 31.2% 20.9% 31.2% Put IV 25d 25.1% 19.5% 33.2% 24.1% 33.2% Bid-Ask Spread % 130.73 123.49 136.15 136.15 132.40 Gamma HHI 0.60 0.48 0.75 0.75 0.48 Net GEX 12.5K 2.0K 22.8K 2.0K 12.0K Net DEX -272.1K -398.8K -70.5K -70.5K -259.0K Net VEX -621 -948 -243 -243 -939 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.053 0 10 1 0 Total OI 19.579 5 27 5 27
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 2021-01-04 $205.61 $0.00 42.3% 7.5% 19.1% 0.0% 0.0% 3.1% -6.8% 2.0K -70.5K -243 0.00 136.15 N/A N/A 1 0 5 0 2021-01-05 $208.54 $0.00 41.7% 6.6% 18.5% 0.0% 0.0% 3.1% 1.0% 2.8K -86.0K -274 0.00 134.63 N/A N/A 0 0 6 0 2021-01-06 $213.61 $0.00 40.8% 6.4% 19.9% 0.0% 22.6% -2.3% 3.2% 2.1K -94.2K -275 0.00 127.22 N/A N/A 10 0 6 0 2021-01-07 $219.78 $220.00 32.3% 7.2% 21.3% 0.0% 25.5% -1.5% -1.0% 13.8K -207.8K -515 0.00 123.49 N/A N/A 4 0 16 0 2021-01-08 $220.46 $220.00 32.4% 6.9% 20.5% 0.0% 0.0% -2.1% 0.5% 14.6K -272.6K -641 0.00 132.09 N/A N/A 0 0 19 0 2021-01-11 $219.86 $220.00 53.3% 7.5% 20.4% 0.0% 0.0% 2.4% -0.2% 14.8K -258.1K -625 0.00 129.23 N/A N/A 0 0 19 0 2021-01-12 $223.34 $220.00 39.4% 6.8% 20.6% 0.0% 0.0% 0.0% 1.5% 16.3K -282.4K -602 0.00 124.63 N/A N/A 0 0 19 0 2021-01-13 $222.82 $220.00 24.9% 7.1% 20.6% 0.0% 0.0% 2.0% 1.3% 14.1K -293.3K -615 0.00 129.44 N/A N/A 0 0 19 0 2021-01-14 $227.79 $220.00 21.4% 6.1% 21.2% 0.0% 0.0% 0.0% 6.7% 15.6K -325.8K -486 0.00 127.72 N/A N/A 0 0 19 0 2021-01-15 $223.64 $220.00 25.4% 7.3% 22.7% 0.0% 0.0% 0.8% 1.3% 14.1K -300.9K -593 0.00 129.63 N/A N/A 0 0 19 0 2021-01-19 $227.74 $220.00 22.9% 6.6% 23.2% 0.0% 23.4% 2.4% 3.6% 15.2K -322.9K -529 0.00 131.95 N/A N/A 5 0 19 0 2021-01-20 $228.96 $220.00 20.9% 6.0% 23.2% 0.0% 0.0% 3.2% 1.4% 15.9K -398.8K -594 0.00 135.52 N/A N/A 0 0 22 0 2021-01-21 $227.91 $220.00 21.7% 6.2% 23.4% 0.0% 0.0% 9.4% 2.1% 14.6K -397.3K -614 0.00 132.17 N/A N/A 0 0 22 0 2021-01-22 $229.48 $220.00 20.6% 5.9% 22.6% 0.0% 0.0% 4.1% 4.9% 22.8K -368.5K -603 0.00 133.19 N/A N/A 0 0 22 5 2021-01-25 $229.01 $220.00 24.9% 7.1% 22.7% 0.0% 0.0% 5.9% 1.1% 12.0K -342.3K -885 0.00 131.03 N/A N/A 0 0 22 5 2021-01-26 $228.08 $220.00 25.8% 7.4% 22.6% 0.0% 0.0% 6.3% 1.0% 11.0K -344.6K -871 0.00 130.66 N/A N/A 0 0 22 5 2021-01-27 $221.62 $220.00 32.0% 9.2% 25.2% 0.0% 0.0% 5.6% -0.4% 12.5K -267.4K -946 0.00 132.51 N/A N/A 0 0 22 5 2021-01-28 $222.93 $220.00 33.2% 9.5% 23.4% 0.0% 0.0% 7.8% -1.4% 11.6K -278.1K -948 0.00 130.22 N/A N/A 0 0 22 5 2021-01-29 $218.72 $220.00 31.5% 9.0% 24.6% 0.0% 0.0% 1.9% -3.8% 12.0K -259.0K -939 0.00 132.40 N/A N/A 0 0 22 5
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