VTWG Options History — July 2021

In July 2021, VTWG traded between $208.61 and $228.78. ATM implied volatility averaged 21.8%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 2.9% (HV 20d: 18.9%). Max pain ranged from $200.00 to $225.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-07-16: Highest Volume — 49 contracts
  • 2021-07-06: Largest IV spike — 48.9% change
  • 2021-07-14: Highest IV Rank — 31.4%
  • 2021-07-14: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$219.05$208.61$228.78$228.78$218.33
Max Pain$208.33$200.00$225.00$225.00$200.00
ATM IV21.8%15.4%26.0%15.8%20.0%
Expected Move6.1%4.4%7.5%4.5%5.7%
HV 20d18.9%13.8%24.6%13.8%24.5%
HV 60d19.9%18.7%21.4%18.8%20.7%
IV Rank20.9%4.7%31.4%5.6%16.2%
IV Percentile27.8%1.1%57.9%1.7%13.8%
Term Structure1.4%-7.2%10.6%-0.9%1.1%
VWIV25.5%25.5%25.5%25.5%25.5%
Skew 25d7.0%-3.2%17.6%1.6%7.0%
Skew 10d8.6%1.9%19.2%6.2%3.2%
Call IV 25d16.8%12.4%22.7%16.5%17.8%
Put IV 25d23.9%16.5%33.1%18.1%24.9%
Bid-Ask Spread %120.87105.15140.17137.10128.69
Gamma HHI0.180.150.200.180.18
Net GEX18.4K-8.5K33.4K33.4K30.3K
Net DEX-244.7K-545.6K210.8K-371.7K-498.5K
Net VEX-5.3K-7.4K-3.3K-3.9K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.66704900
Total OI141.905103174103174

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$228.78$225.0015.8%4.5%13.8%5.6%0.0%1.6%-0.9%33.4K-371.7K-3.9K0.00137.10N/AN/A006043
2021-07-02$226.85$225.0015.4%4.4%14.3%4.7%0.0%-3.2%7.7%30.6K-364.6K-4.0K0.00140.17N/AN/A006043
2021-07-06$224.38$0.0023.0%5.7%14.0%23.7%0.0%1.4%1.2%26.9K-260.6K-3.9K0.00115.57N/AN/A0106043
2021-07-07$222.06$0.0019.7%6.5%13.9%15.6%0.0%8.2%-1.4%18.0K-132.9K-3.9K0.00112.22N/AN/A006053
2021-07-08$219.85$0.0020.3%5.8%14.1%17.1%0.0%13.1%8.4%3.4K-80.0K-4.1K0.00105.15N/AN/A026053
2021-07-09$224.04$0.0020.8%4.9%15.6%18.3%0.0%5.9%10.6%22.6K-131.5K-4.0K0.00117.51N/AN/A006055
2021-07-12$223.91$0.0025.5%5.5%15.4%30.0%0.0%5.8%-0.8%19.8K-180.5K-3.8K0.00120.24N/AN/A006055
2021-07-13$220.56$0.0020.1%5.2%16.3%16.5%0.0%5.8%4.4%10.5K-42.1K-3.8K0.00123.27N/AN/A006055
2021-07-14$215.65$0.0026.0%7.5%17.8%31.4%0.0%5.4%-7.2%-5.7K63.7K-3.5K0.00115.38N/AN/A1506055
2021-07-15$212.98$0.0022.9%6.6%18.2%23.6%0.0%9.6%-1.1%-8.1K144.6K-3.9K0.00116.69N/AN/A007555
2021-07-16$210.81$0.0025.6%7.3%18.4%30.3%0.0%9.6%-3.7%-8.5K210.8K-3.3K0.00115.72N/AN/A4907555
2021-07-19$208.61$0.0025.2%7.2%17.7%29.2%0.0%13.3%6.1%6.4K-15.4K-6.2K0.00114.77N/AN/A0011953
2021-07-20$216.77$0.0021.5%6.2%21.9%20.1%0.0%17.6%0.9%14.3K-362.2K-7.0K0.00119.12N/AN/A0011953
2021-07-21$219.75$0.0018.7%5.4%22.3%13.1%0.0%2.5%4.5%21.9K-478.9K-7.1K0.00123.02N/AN/A0011953
2021-07-22$217.07$0.0025.9%7.4%22.4%31.0%0.0%5.1%-4.6%28.4K-426.6K-7.2K0.00120.49N/AN/A0011953
2021-07-23$218.24$0.0022.2%6.4%22.2%21.8%0.0%5.1%0.6%30.9K-443.2K-7.2K0.00124.73N/AN/A0011953
2021-07-26$217.73$0.0020.6%5.9%22.0%17.9%0.0%8.4%1.0%29.2K-401.9K-6.9K0.00122.97N/AN/A0011953
2021-07-27$214.12$200.0024.0%6.9%22.6%26.2%0.0%5.4%5.7%26.2K-281.2K-6.8K0.00123.64N/AN/A0012053
2021-07-28$219.24$200.0024.9%7.1%24.5%28.5%25.5%12.1%-2.3%24.3K-539.8K-7.4K0.00116.45N/AN/A1012053
2021-07-29$220.22$200.0020.4%5.9%24.6%17.3%0.0%7.9%0.3%32.2K-545.6K-6.9K0.00125.44N/AN/A0012053
2021-07-30$218.33$200.0020.0%5.7%24.5%16.2%0.0%7.0%1.1%30.3K-498.5K-6.9K0.00128.69N/AN/A0012153