VTWG Options History — February 2021 In February 2021, VTWG traded between $224.41 and $245.47. ATM implied volatility averaged 25.8%. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.7% (HV 20d: 25.1%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.20.
Notable Days 2021-02-22 : Highest Volume — 41 contracts2021-02-08 : Largest IV spike — 71.9% change2021-02-26 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $235.13 $224.41 $245.47 $224.41 $227.62 Max Pain $225.53 $220.00 $230.00 $220.00 $225.00 ATM IV 25.8% 18.4% 31.8% 25.1% 31.8% Expected Move 7.2% 5.2% 9.1% 7.2% 9.1% HV 20d 25.1% 23.0% 28.7% 25.8% 28.7% HV 60d 20.5% 19.4% 23.3% 19.7% 23.3% Term Structure 2.4% -3.0% 11.1% 5.6% 0.1% VWIV 26.8% 21.4% 38.1% 22.6% 25.0% Skew 25d 6.3% -3.6% 12.7% 2.5% 5.3% Skew 10d 6.7% -0.3% 17.5% 5.8% 4.7% Call IV 25d 22.0% 16.2% 28.4% 25.8% 27.8% Put IV 25d 28.3% 19.9% 37.1% 28.3% 33.1% Bid-Ask Spread % 116.18 109.49 139.94 136.42 114.65 Gamma HHI 0.30 0.13 0.58 0.50 0.30 Net GEX 22.0K 6.0K 49.4K 17.4K 47.9K Net DEX -554.2K -722.5K -282.5K -282.5K -631.7K Net VEX -1.3K -2.7K -781 -815 -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.00 2.00 0.00 0.00 Total Volume 4.474 0 41 0 0 Total OI 46.789 27 82 27 82
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 2021-02-01 $224.41 $220.00 25.1% 7.2% 25.8% 0.0% 0.0% 2.5% 5.6% 17.4K -282.5K -815 0.00 136.42 N/A N/A 0 0 22 5 2021-02-02 $228.96 $220.00 20.1% 5.8% 25.3% 0.0% 0.0% 7.0% 11.1% 14.8K -346.4K -794 0.00 139.94 N/A N/A 0 0 22 5 2021-02-03 $228.86 $220.00 19.4% 5.6% 25.2% 0.0% 0.0% 7.3% 5.0% 14.0K -362.3K -781 0.00 138.87 N/A N/A 4 0 22 5 2021-02-04 $233.47 $230.00 21.9% 6.7% 24.8% 0.0% 0.0% 4.9% 1.1% 21.5K -463.2K -783 2.00 112.47 N/A N/A 2 4 26 5 2021-02-05 $237.61 $230.00 18.4% 5.2% 23.7% 0.0% 0.0% 1.9% 5.5% 9.8K -529.9K -860 0.00 111.06 N/A N/A 0 0 28 6 2021-02-08 $243.06 $230.00 31.7% 5.5% 24.6% 0.0% 22.6% -3.6% 4.5% 11.7K -608.1K -868 0.00 112.88 N/A N/A 2 0 30 6 2021-02-09 $245.47 $230.00 24.8% 6.7% 24.5% 0.0% 0.0% 0.3% 3.3% 6.0K -617.7K -899 0.00 110.32 N/A N/A 7 0 30 6 2021-02-10 $242.60 $230.00 26.4% 7.6% 24.9% 0.0% 33.2% 4.2% -0.3% 19.8K -666.0K -1.1K 0.00 109.49 N/A N/A 0 1 37 6 2021-02-11 $242.42 $225.00 24.3% 7.0% 24.9% 0.0% 21.4% 4.1% 7.0% 21.9K -665.8K -1.0K 0.00 110.33 N/A N/A 1 0 37 7 2021-02-12 $242.19 $225.00 27.4% 7.8% 24.0% 0.0% 24.1% 12.7% -0.1% 23.0K -669.3K -1.1K 0.00 110.96 N/A N/A 2 0 38 7 2021-02-16 $239.78 $225.00 27.3% 7.8% 23.2% 0.0% 38.1% 6.1% 0.4% 22.3K -627.9K -995 0.00 111.37 N/A N/A 0 2 37 7 2021-02-17 $237.24 $225.00 28.5% 8.2% 23.0% 0.0% 0.0% 10.9% -0.3% 21.6K -565.1K -1.0K 0.00 111.58 N/A N/A 5 0 37 9 2021-02-18 $234.26 $225.00 24.5% 7.0% 23.5% 0.0% 23.1% 3.9% 4.2% 23.9K -574.3K -1.4K 0.00 113.44 N/A N/A 2 0 42 9 2021-02-19 $238.06 $225.00 26.3% 7.5% 24.0% 0.0% 0.0% 12.1% -1.9% 9.0K -630.7K -1.3K 0.00 110.69 N/A N/A 0 0 44 9 2021-02-22 $232.81 $225.00 26.0% 7.5% 25.5% 0.0% 0.0% 11.8% 0.2% 8.7K -367.9K -1.4K 0.03 111.47 N/A N/A 40 1 27 8 2021-02-23 $230.00 $225.00 26.2% 7.5% 25.8% 0.0% 0.0% 12.5% 2.2% 41.8K -617.8K -2.6K 0.00 113.41 N/A N/A 0 0 67 9 2021-02-24 $233.92 $225.00 29.1% 8.4% 26.5% 0.0% 0.0% 7.6% -3.0% 49.4K -722.5K -2.6K 0.00 112.66 N/A N/A 0 0 67 9 2021-02-25 $224.73 $225.00 30.3% 8.7% 28.4% 0.0% 25.0% 8.7% 1.3% 33.6K -580.7K -2.6K 0.00 115.51 N/A N/A 12 0 67 9 2021-02-26 $227.62 $225.00 31.8% 9.1% 28.7% 0.0% 0.0% 5.3% 0.1% 47.9K -631.7K -2.7K 0.00 114.65 N/A N/A 0 0 73 9
« Jan 2021 | All History | Mar 2021 » Home VTWG History February 2021