VTWG Options History — August 2021

In August 2021, VTWG traded between $207.01 and $222.68. ATM implied volatility averaged 22.4%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 2.0% (HV 20d: 20.4%). Max pain ranged from $200.00 to $205.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-08-03: Highest Volume — 10 contracts
  • 2021-08-30: Largest IV spike — 42.1% change
  • 2021-08-19: Highest IV Rank — 37.2%
  • 2021-08-19: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$217.06$207.01$222.68$218.29$222.24
Max Pain$204.32$200.00$205.00$200.00$205.00
ATM IV22.4%15.7%28.3%19.8%21.6%
Expected Move6.5%4.5%8.1%5.7%6.2%
HV 20d20.4%15.5%24.4%24.4%20.1%
HV 60d18.8%17.6%20.6%20.6%19.6%
IV Rank22.3%5.3%37.2%15.7%20.4%
IV Percentile32.8%1.9%74.6%13.8%24.9%
Term Structure-1.4%-9.7%2.5%2.5%-0.7%
Skew 25d8.1%-0.2%14.6%6.5%10.0%
Skew 10d9.4%1.4%14.9%8.0%6.9%
Call IV 25d18.0%12.9%21.4%17.8%19.6%
Put IV 25d26.1%21.2%31.0%24.3%29.6%
Bid-Ask Spread %119.34107.81134.11129.98124.76
Gamma HHI0.170.150.210.180.18
Net GEX27.8K-20.2K65.5K32.0K61.7K
Net DEX-440.6K-733.3K127.3K-542.1K-733.3K
Net VEX-6.6K-7.8K-5.4K-6.8K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.002.000.002.00
Total Volume0.95501003
Total OI194.091174197174196

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$218.29$200.0019.8%5.7%24.4%15.7%0.0%6.5%2.5%32.0K-542.1K-6.8K0.00129.98N/AN/A0012153
2021-08-03$217.54$200.0025.4%7.3%24.2%29.7%0.0%5.7%-1.3%35.2K-502.4K-7.2K0.00128.53N/AN/A01013353
2021-08-04$216.89$200.0023.4%6.7%24.0%24.8%0.0%-0.2%1.3%32.8K-458.2K-7.0K0.00134.11N/AN/A0013353
2021-08-05$220.24$205.0023.1%7.2%24.4%24.1%0.0%11.3%-4.5%26.2K-538.9K-7.7K0.00109.22N/AN/A0013363
2021-08-06$220.56$205.0020.0%6.4%23.4%16.4%0.0%6.1%-2.2%43.3K-661.2K-7.8K0.00115.32N/AN/A0013363
2021-08-09$220.18$205.0021.8%6.1%23.4%20.8%0.0%5.7%-1.5%38.6K-619.7K-7.4K0.00115.18N/AN/A0013363
2021-08-10$219.21$205.0019.7%6.0%22.8%15.4%0.0%5.2%-1.5%39.0K-623.4K-7.4K0.00117.28N/AN/A2013363
2021-08-11$218.97$205.0021.8%6.2%21.3%20.7%0.0%3.9%1.4%36.8K-541.5K-7.2K0.00116.80N/AN/A0013363
2021-08-12$218.90$205.0020.8%6.0%20.7%18.2%0.0%8.7%-0.0%33.8K-543.8K-7.1K0.00115.53N/AN/A0013363
2021-08-13$216.33$205.0023.1%6.6%20.8%24.1%0.0%6.3%-3.6%29.5K-446.5K-6.6K0.00117.73N/AN/A3013363
2021-08-16$214.03$205.0023.5%6.7%20.9%25.1%0.0%14.1%-3.5%16.8K-272.6K-6.6K0.00114.75N/AN/A0013163
2021-08-17$210.69$205.0027.0%7.7%16.5%33.7%0.0%8.2%-9.7%3.7K-58.6K-6.0K0.00115.43N/AN/A3013463
2021-08-18$210.67$205.0025.5%7.3%15.5%30.1%0.0%11.7%-5.0%2.1K-67.8K-6.1K0.00115.67N/AN/A0013463
2021-08-19$207.01$205.0028.3%8.1%16.1%37.2%0.0%8.9%-1.8%-9.0K127.3K-5.4K0.00107.81N/AN/A0013363
2021-08-20$210.55$205.0026.3%7.5%17.3%32.1%0.0%10.8%0.3%-20.2K40.7K-5.4K0.00112.61N/AN/A0013363
2021-08-23$215.52$205.0022.7%6.5%19.4%23.1%0.0%8.5%-1.4%2.6K-407.4K-5.8K0.00119.27N/AN/A0013363
2021-08-24$217.81$205.0020.0%5.7%18.8%16.2%0.0%7.0%-0.7%21.4K-484.6K-5.9K0.00122.25N/AN/A0013363
2021-08-25$218.93$205.0017.8%5.1%16.9%10.9%0.0%9.7%1.9%36.1K-509.3K-6.2K0.00123.49N/AN/A0013363
2021-08-26$216.29$205.0023.3%6.7%17.3%24.6%0.0%6.7%-0.8%29.4K-433.6K-6.2K0.00122.08N/AN/A0013363
2021-08-27$222.68$205.0015.7%4.5%20.1%5.3%0.0%14.6%0.2%53.5K-693.9K-5.9K0.00121.34N/AN/A0013363
2021-08-30$221.84$205.0022.2%6.4%20.1%21.9%0.0%8.9%-0.8%65.5K-721.5K-6.4K0.00126.27N/AN/A0013363
2021-08-31$222.24$205.0021.6%6.2%20.1%20.4%0.0%10.0%-0.7%61.7K-733.3K-6.3K2.00124.76N/AN/A1213363