VTWG Options History — June 2022

In June 2022, VTWG traded between $140.70 and $164.56. ATM implied volatility averaged 31.9%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 9.2% (HV 20d: 41.1%). Max pain ranged from $139.00 to $146.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.17.

Notable Days

  • 2022-06-17: Highest Volume — 346 contracts
  • 2022-06-21: Largest IV spike — 21.5% change
  • 2022-06-02: Highest IV Rank — 78.7%
  • 2022-06-01: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$153.57$140.70$164.56$159.65$150.09
Max Pain$139.78$139.00$146.00$146.00$139.00
ATM IV31.9%25.3%41.9%38.8%29.7%
Expected Move8.9%7.3%11.1%11.1%8.5%
HV 20d41.1%37.0%47.2%47.2%40.6%
HV 60d38.2%36.6%39.7%37.6%39.1%
IV Rank52.3%34.9%78.7%70.4%46.4%
IV Percentile76.5%50.8%97.6%94.8%70.2%
Term Structure2.0%-4.8%6.5%-2.5%0.6%
VWIV40.4%25.3%68.9%41.0%32.4%
Skew 25d1.4%-7.8%10.7%-0.1%0.9%
Skew 10d-0.8%-10.3%10.7%-5.1%-8.2%
Call IV 25d30.7%25.2%46.7%46.7%26.5%
Put IV 25d32.1%26.5%46.6%46.6%27.4%
Bid-Ask Spread %118.5888.00155.78118.00135.87
Gamma HHI0.390.200.670.460.36
Net GEX-95.7K-570.5K110.8K-145.6K15.1K
Net DEX-507.4K-5.0M10.7M-3.0M-210.2K
Net VEX-2.7K-7.4K-223-7.4K-399
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.080.480.200.48
Total Volume215.5242734633037
Total OI697.524371,1041,10437

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$159.65$146.0038.8%11.1%47.2%70.4%41.0%-0.1%-2.5%-145.6K-3.0M-7.4K0.20118.00N/AN/A27456357747
2022-06-02$163.34$0.0041.9%9.4%46.9%78.7%0.0%6.2%4.6%74.7K-4.8M-1.9K0.2093.77N/AN/A27456357747
2022-06-03$161.70$0.0036.6%9.6%42.5%64.7%0.0%8.9%2.9%-52.0K-3.8M-5.9K0.2088.00N/AN/A27456357747
2022-06-06$161.76$0.0035.8%8.6%41.6%62.5%0.0%-1.9%-1.7%-23.3K-4.2M-4.4K0.20105.05N/AN/A27456357747
2022-06-07$164.56$0.0035.3%9.1%38.0%61.2%0.0%-2.3%6.5%110.8K-5.0M-1.5K0.20100.29N/AN/A27456357747
2022-06-08$163.30$0.0029.1%8.4%38.2%44.9%0.0%3.2%4.8%66.5K-4.9M-2.1K0.20104.86N/AN/A27456357747
2022-06-09$159.90$0.0028.2%8.1%37.0%42.5%0.0%10.7%5.6%8.5K-4.2M-3.4K0.20104.92N/AN/A27456357747
2022-06-10$154.60$0.0031.7%9.1%39.2%51.8%0.0%3.1%1.1%-203.8K-1.8M-6.2K0.20102.19N/AN/A27456357747
2022-06-13$146.20$0.0036.3%10.4%40.4%63.9%0.0%5.6%-4.8%-484.5K2.4M-6.3K0.20117.94N/AN/A27456357747
2022-06-14$146.18$0.0032.4%9.3%40.2%53.5%0.0%-7.8%5.7%-407.2K3.1M-5.6K0.20111.95N/AN/A27454357747
2022-06-15$149.10$0.0032.6%9.3%39.3%54.0%0.0%-2.8%5.7%-570.5K1.5M-4.3K0.20113.54N/AN/A27454357747
2022-06-16$140.70$0.0031.4%9.0%41.8%51.0%0.0%-7.6%-0.1%-471.0K4.9M-3.1K0.20124.49N/AN/A27454357747
2022-06-17$144.02$0.0025.3%7.3%42.5%34.9%25.3%4.7%1.9%-37310.7M-2230.18127.01N/AN/A29254357747
2022-06-21$146.75$139.0030.8%8.8%42.1%49.3%34.3%-0.2%2.0%12.4K-162.2K-4870.08127.59N/AN/A252334
2022-06-22$146.77$139.0030.1%8.6%40.8%47.4%32.2%5.9%1.7%12.9K-165.3K-4930.08127.80N/AN/A252334
2022-06-23$150.36$139.0030.5%8.7%41.3%48.5%36.8%0.4%-1.2%11.7K-200.0K-4990.08126.90N/AN/A252334
2022-06-24$155.06$139.0028.4%8.1%42.3%43.0%32.3%0.7%5.1%9.6K-254.6K-4600.08137.52N/AN/A252334
2022-06-27$156.47$139.0027.7%7.9%41.2%41.1%68.9%1.4%1.4%8.5K-267.5K-4970.08155.78N/AN/A252334
2022-06-28$153.52$139.0028.1%8.1%40.4%42.1%52.1%-0.5%0.8%8.6K-252.2K-3920.08132.64N/AN/A252334
2022-06-29$150.93$139.0029.7%8.5%40.6%46.3%48.3%1.4%0.8%10.1K-229.5K-3700.08133.97N/AN/A252334
2022-06-30$150.09$139.0029.7%8.5%40.6%46.4%32.4%0.9%0.6%15.1K-210.2K-3990.48135.87N/AN/A2512334