VTWG Options History — March 2022 In March 2022, VTWG traded between $169.79 and $192.63. ATM implied volatility averaged 30.7%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 3.8% (HV 20d: 34.5%). Max pain ranged from $215.00 to $215.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.37.
Notable Days 2022-03-16 : Highest Volume — 49 contracts2022-03-14 : Largest IV spike — 35.6% change2022-03-14 : Highest IV Rank — 100.0%2022-03-07 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $182.08 $169.79 $192.63 $181.42 $186.52 Max Pain $215.00 $215.00 $215.00 $215.00 $215.00 ATM IV 30.7% 17.5% 50.0% 30.7% 21.4% Expected Move 9.1% 7.0% 12.5% 8.8% 7.0% HV 20d 34.5% 30.1% 37.8% 30.1% 35.8% HV 60d 31.2% 29.6% 33.4% 30.7% 33.4% IV Rank 52.8% 14.2% 100.0% 56.9% 24.4% IV Percentile 77.2% 15.1% 100.0% 88.5% 38.5% Term Structure -0.3% -19.1% 8.5% 1.2% 2.8% VWIV 39.2% 29.0% 49.6% 32.4% 31.6% Skew 25d 8.2% 1.6% 14.5% 10.9% 6.0% Skew 10d 10.8% 1.3% 22.4% 15.7% 11.7% Call IV 25d 27.8% 18.4% 35.8% 28.6% 27.9% Put IV 25d 36.0% 28.1% 49.5% 39.5% 33.8% Bid-Ask Spread % 97.99 65.95 131.37 118.03 78.50 Gamma HHI 0.54 0.35 0.74 0.43 0.67 Net GEX 10.4K -12.9K 38.4K -4.6K 38.4K Net DEX 109.8K -332.7K 450.8K 321.3K -264.6K Net VEX -662 -999 -284 -387 -999 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.00 1.30 0.30 0.12 Total Volume 31 13 49 13 28 Total OI 71.174 29 114 78 35
Daily Data (23 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 2022-03-01 $181.42 $215.00 30.7% 8.8% 30.1% 56.9% 32.4% 10.9% 1.2% -4.6K 321.3K -387 0.30 118.03 N/A N/A 10 3 55 23 2022-03-02 $186.16 $215.00 26.7% 7.7% 31.0% 44.7% 29.0% 7.3% 0.3% -2.8K 355.9K -284 0.30 123.13 N/A N/A 10 3 55 23 2022-03-03 $181.17 $215.00 30.3% 8.7% 32.4% 55.7% 42.3% 1.6% -11.7% -5.7K 323.1K -351 1.30 123.44 N/A N/A 10 13 55 23 2022-03-04 $177.45 $215.00 33.4% 9.6% 32.1% 65.1% 38.9% 10.9% -3.1% -12.9K 388.9K -434 1.30 120.10 N/A N/A 10 13 55 33 2022-03-07 $173.87 $215.00 43.7% 12.5% 32.4% 96.9% 49.6% 8.2% -7.1% -10.5K 418.1K -380 1.30 115.84 N/A N/A 10 13 55 33 2022-03-08 $176.59 $215.00 35.7% 11.6% 32.9% 72.3% 43.6% 12.2% -7.0% -8.6K 450.8K -289 0.46 122.47 N/A N/A 28 13 55 33 2022-03-09 $180.83 $215.00 31.9% 9.8% 33.7% 60.6% 44.9% 10.7% -0.3% 2.7K 348.5K -606 0.46 123.88 N/A N/A 28 13 73 33 2022-03-10 $178.92 $215.00 35.2% 10.0% 32.4% 70.9% 40.5% 9.8% 0.4% -169 366.5K -563 0.46 126.74 N/A N/A 28 13 73 33 2022-03-11 $175.84 $215.00 36.8% 9.4% 32.4% 75.8% 31.6% 1.8% -7.5% 1.2K 357.1K -615 0.46 131.37 N/A N/A 28 13 73 33 2022-03-14 $169.79 $0.00 50.0% 8.9% 34.0% 100.0% 0.0% 13.8% -19.1% -2.8K 392.5K -484 0.46 84.69 N/A N/A 28 13 73 33 2022-03-15 $173.50 $0.00 38.8% 10.5% 35.1% 70.5% 0.0% 14.5% -0.4% -3.4K 427.1K -409 0.46 81.93 N/A N/A 28 13 73 33 2022-03-16 $179.32 $0.00 36.4% 9.4% 35.8% 64.2% 0.0% 4.8% -2.0% -11.8K 347.0K -465 0.36 83.00 N/A N/A 36 13 73 33 2022-03-17 $184.97 $0.00 30.9% 9.0% 37.8% 49.6% 0.0% 6.7% 1.2% 12.4K 206.9K -934 0.36 91.70 N/A N/A 36 13 81 33 2022-03-18 $188.32 $0.00 29.4% 9.2% 36.9% 45.7% 0.0% 6.6% 7.5% 15.5K 158.6K -907 0.36 93.94 N/A N/A 36 13 81 33 2022-03-21 $184.45 $0.00 29.0% 9.4% 37.2% 44.6% 0.0% 6.4% 3.6% 22.0K -240.2K -879 0.00 82.07 N/A N/A 29 0 29 0 2022-03-22 $187.97 $0.00 25.7% 8.8% 37.6% 35.7% 0.0% 5.9% 8.5% 27.2K -242.7K -877 0.00 72.47 N/A N/A 23 0 29 0 2022-03-23 $184.72 $0.00 25.4% 9.5% 36.7% 35.2% 0.0% 5.2% 6.5% 27.5K -242.9K -909 0.00 70.63 N/A N/A 23 0 30 0 2022-03-24 $186.24 $0.00 24.6% 8.4% 35.0% 33.0% 0.0% 9.8% 3.7% 28.7K -222.7K -896 0.00 65.95 N/A N/A 23 0 30 0 2022-03-25 $184.51 $0.00 24.7% 7.6% 34.6% 33.2% 0.0% 10.5% -0.6% 25.8K -245.8K -906 0.00 80.99 N/A N/A 23 0 30 0 2022-03-28 $185.14 $0.00 25.1% 7.9% 34.6% 34.2% 0.0% 12.9% 4.2% 28.8K -218.5K -858 0.00 80.35 N/A N/A 23 0 30 0 2022-03-29 $192.63 $0.00 17.5% 7.0% 36.8% 14.2% 0.0% 9.8% 4.9% 37.7K -332.7K -859 0.00 80.64 N/A N/A 25 0 30 0 2022-03-30 $187.53 $0.00 23.5% 7.9% 37.2% 29.9% 0.0% 2.9% 6.3% 34.9K -327.8K -940 0.12 101.95 N/A N/A 25 3 32 0 2022-03-31 $186.52 $0.00 21.4% 7.0% 35.8% 24.4% 0.0% 6.0% 2.8% 38.4K -264.6K -999 0.12 78.50 N/A N/A 25 3 32 3
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