VTWG Options History — May 2021 In May 2021, VTWG traded between $203.81 and $222.60. ATM implied volatility averaged 27.0%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.6% (HV 20d: 23.4%). Max pain ranged from $194.00 to $194.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2021-05-28 : Highest Volume — 16 contracts2021-05-04 : Largest IV spike — 30.6% change2021-05-11 : Highest IV Rank — 61.6%2021-05-04 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $212.69 $203.81 $222.60 $222.60 $216.86 Max Pain $194.00 $194.00 $194.00 $194.00 $194.00 ATM IV 27.0% 20.5% 39.7% 25.7% 21.8% Expected Move 7.1% 5.9% 9.6% 7.4% 6.3% HV 20d 23.4% 18.6% 26.6% 18.6% 24.1% HV 60d 28.1% 24.9% 29.4% 27.9% 24.9% IV Rank 25.5% 7.2% 61.6% 22.0% 11.0% IV Percentile 45.3% 6.1% 94.2% 43.6% 13.8% Term Structure -3.1% -8.3% 1.0% -5.8% -1.1% VWIV 21.8% 20.9% 22.6% 20.9% 22.6% Skew 25d 8.4% 3.8% 14.7% 8.3% 8.7% Skew 10d 6.9% 2.5% 14.5% 7.9% 5.5% Call IV 25d 21.3% 16.1% 25.3% 23.6% 16.1% Put IV 25d 29.8% 22.2% 36.9% 31.9% 24.8% Bid-Ask Spread % 121.08 113.25 147.47 132.58 116.53 Gamma HHI 0.14 0.10 0.23 0.12 0.17 Net GEX 2.3K -7.3K 10.9K 3.3K 7.9K Net DEX -177.4K -286.0K -222 -286.0K -269.1K Net VEX -1.1K -1.7K -752 -1.3K -819 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 0.95 0 16 0 16 Total OI 83.2 82 85 82 85
Daily Data (20 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 2021-05-03 $222.60 $0.00 25.7% 7.4% 18.6% 22.0% 0.0% 8.3% -5.8% 3.3K -286.0K -1.3K 0.00 132.58 N/A N/A 0 0 45 37 2021-05-04 $216.62 $0.00 33.6% 9.6% 20.9% 44.2% 0.0% 10.1% -8.3% 1.0K -212.3K -1.4K 0.00 140.88 N/A N/A 0 0 45 37 2021-05-05 $215.58 $0.00 31.3% 9.0% 19.5% 37.8% 0.0% 9.0% -3.8% 1.3K -180.3K -1.4K 0.00 147.47 N/A N/A 0 0 45 37 2021-05-06 $213.30 $194.00 31.1% 6.7% 19.3% 37.2% 0.0% 10.2% -7.8% 2.5K -121.0K -1.7K 0.00 116.86 N/A N/A 0 0 45 37 2021-05-07 $217.04 $194.00 30.9% 6.6% 20.4% 36.5% 0.0% 10.0% -1.7% 1.2K -219.7K -1.1K 0.00 114.77 N/A N/A 0 0 45 37 2021-05-10 $210.65 $194.00 36.8% 7.4% 22.9% 53.3% 0.0% 7.9% -1.7% -870 -136.9K -1.3K 0.00 116.64 N/A N/A 0 0 45 37 2021-05-11 $210.10 $194.00 39.7% 7.1% 22.8% 61.6% 0.0% 12.0% -1.2% -1.4K -109.2K -1.2K 0.00 118.13 N/A N/A 0 0 45 37 2021-05-12 $203.81 $194.00 28.2% 8.1% 24.7% 29.0% 0.0% 14.7% -3.6% -3.3K -222 -1.3K 0.00 113.25 N/A N/A 0 0 45 37 2021-05-13 $206.01 $194.00 28.3% 8.1% 25.0% 29.4% 0.0% 12.9% -4.3% -7.3K -75.7K -1.1K 0.00 115.21 N/A N/A 0 0 45 37 2021-05-14 $210.61 $194.00 23.4% 6.7% 26.6% 15.4% 0.0% 8.5% 1.0% -4.8K -162.0K -988 0.00 118.77 N/A N/A 0 0 45 37 2021-05-17 $209.87 $194.00 25.4% 7.3% 25.8% 21.1% 0.0% 10.7% -3.5% -2.5K -147.7K -905 0.00 117.27 N/A N/A 0 0 45 37 2021-05-18 $211.07 $194.00 22.3% 6.4% 25.6% 12.4% 20.9% 8.8% -0.5% -2.9K -147.5K -981 0.00 118.70 N/A N/A 3 0 45 37 2021-05-19 $208.11 $194.00 23.6% 6.8% 24.4% 15.9% 0.0% 4.1% -1.9% 6.1K -154.0K -938 0.00 123.02 N/A N/A 0 0 48 37 2021-05-20 $211.50 $194.00 25.5% 7.3% 25.0% 21.4% 0.0% 7.2% -1.1% 10.9K -212.0K -905 0.00 117.30 N/A N/A 0 0 48 37 2021-05-21 $211.75 $194.00 26.0% 7.5% 24.5% 22.7% 0.0% 5.3% -6.4% 3.8K -178.4K -1.1K 0.00 118.07 N/A N/A 0 0 48 37 2021-05-24 $213.34 $194.00 20.5% 5.9% 23.9% 7.2% 0.0% 6.9% 0.4% 6.7K -222.4K -862 0.00 118.98 N/A N/A 0 0 48 37 2021-05-25 $212.54 $194.00 22.8% 6.5% 23.9% 13.6% 0.0% 5.2% -8.2% 5.8K -204.3K -951 0.00 121.58 N/A N/A 0 0 48 37 2021-05-26 $215.45 $194.00 21.1% 6.0% 24.6% 8.8% 0.0% 3.8% -1.2% 8.7K -244.9K -800 0.00 118.04 N/A N/A 0 0 48 37 2021-05-27 $216.91 $194.00 21.5% 6.2% 24.6% 10.1% 0.0% 4.2% -2.3% 9.9K -265.4K -752 0.00 117.46 N/A N/A 0 0 48 37 2021-05-28 $216.86 $194.00 21.8% 6.3% 24.1% 11.0% 22.6% 8.7% -1.1% 7.9K -269.1K -819 0.00 116.53 N/A N/A 16 0 48 37
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