VTWG Options History — August 2022

In August 2022, VTWG traded between $165.88 and $180.71. ATM implied volatility averaged 21.3%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 3.4% (HV 20d: 24.7%). Max pain ranged from $142.00 to $164.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.91.

Notable Days

  • 2022-08-31: Highest Volume — 401 contracts
  • 2022-08-25: Largest IV spike — 69.4% change
  • 2022-08-31: Highest IV Rank — 44.8%
  • 2022-08-31: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$173.19$165.88$180.71$167.48$165.88
Max Pain$154.09$142.00$164.00$142.00$164.00
ATM IV21.3%14.8%29.1%23.2%29.1%
Expected Move6.0%4.3%8.3%6.7%8.3%
HV 20d24.7%21.0%28.9%24.4%28.9%
HV 60d32.9%30.7%38.0%38.0%31.8%
IV Rank24.3%7.1%44.8%29.2%44.8%
IV Percentile29.9%3.2%65.5%38.5%65.5%
Term Structure2.9%-5.8%14.1%-0.8%1.3%
VWIV24.5%15.7%30.3%28.6%29.9%
Skew 25d4.4%-2.9%11.4%9.3%4.6%
Skew 10d4.0%-4.0%10.4%9.5%-1.2%
Call IV 25d19.8%12.9%32.2%20.2%32.2%
Put IV 25d24.2%17.2%36.8%29.5%36.8%
Bid-Ask Spread %127.71119.29133.85132.00126.84
Gamma HHI0.200.110.340.300.34
Net GEX49.6K-80.0K141.0K92.5K-80.0K
Net DEX-1.1M-2.3M1.7M-1.1M1.7M
Net VEX-5.2K-11.1K-2.0K-2.3K-10.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.003.360.993.36
Total Volume76.130401135401
Total OI308.826205460205460

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$167.48$142.0023.2%6.7%24.4%29.2%28.6%9.3%-0.8%92.5K-1.1M-2.3K0.99132.00N/AN/A686711689
2022-08-02$167.90$142.0025.6%7.3%24.3%35.5%30.3%8.0%-5.8%82.7K-1.1M-2.4K0.76130.76N/AN/A886711689
2022-08-03$170.49$142.0018.8%5.4%24.6%17.7%20.6%0.9%-2.8%125.5K-1.5M-2.0K0.62133.85N/AN/A1086713689
2022-08-04$170.19$146.0017.4%6.1%23.3%13.9%27.2%6.1%3.8%110.3K-1.6M-3.0K0.52123.78N/AN/A1286715689
2022-08-05$171.59$146.0022.1%5.8%23.3%26.4%20.9%10.7%4.7%141.0K-1.8M-3.4K0.52119.29N/AN/A1286717689
2022-08-08$173.95$146.0026.3%6.6%21.0%37.5%25.8%5.0%2.2%107.8K-1.9M-3.4K0.52121.31N/AN/A1286717689
2022-08-09$169.93$146.0028.5%6.3%22.7%43.2%0.0%8.3%6.3%112.5K-1.8M-3.4K0.00124.68N/AN/A0017689
2022-08-10$176.25$146.0021.1%6.0%25.2%23.6%0.0%6.6%4.5%106.1K-2.1M-2.9K0.00124.59N/AN/A0017689
2022-08-11$176.09$146.0017.9%5.1%24.8%15.2%0.0%3.2%8.6%92.2K-2.3M-2.8K0.00126.74N/AN/A06017689
2022-08-12$179.84$146.0017.3%5.0%25.0%13.7%0.0%4.3%8.7%48.0K-2.1M-4.6K0.00126.46N/AN/A00176149
2022-08-15$180.71$146.0015.9%4.6%24.6%10.0%0.0%5.4%1.9%22.9K-2.3M-4.0K0.00126.08N/AN/A00176149
2022-08-16$180.12$146.0018.9%5.4%22.4%17.8%23.2%-0.4%5.8%40.1K-2.3M-4.3K0.00126.39N/AN/A028176149
2022-08-17$177.29$164.0020.8%6.0%23.1%22.8%0.0%-0.1%4.4%49.1K-1.9M-5.6K0.00128.07N/AN/A00176177
2022-08-18$178.82$164.0019.0%5.5%23.1%18.2%0.0%0.2%-3.0%38.6K-2.0M-5.1K0.00127.33N/AN/A00176177
2022-08-19$174.56$164.0016.2%4.6%24.2%10.6%22.5%5.9%0.1%76.5K-1.7M-5.5K0.00129.92N/AN/A07176177
2022-08-22$170.88$164.0021.4%6.1%25.8%24.4%0.0%-0.2%0.3%48.6K-394.5K-5.7K0.00129.83N/AN/A00116139
2022-08-23$172.01$164.0020.7%5.9%25.7%22.6%0.0%0.6%6.1%43.6K-456.2K-5.8K0.00130.95N/AN/A00116139
2022-08-24$173.89$164.0014.8%4.3%24.2%7.1%15.7%-2.9%4.6%45.0K-696.4K-4.8K0.00133.49N/AN/A40116139
2022-08-25$176.14$164.0025.1%7.2%24.3%34.3%0.0%5.2%-0.1%40.2K-780.9K-5.6K0.00129.20N/AN/A0201120139
2022-08-26$169.93$164.0020.6%5.9%27.8%22.3%0.0%11.4%14.1%-79.3K931.4K-11.1K0.00126.88N/AN/A00120340
2022-08-29$169.06$164.0026.1%7.5%27.9%36.8%0.0%4.8%1.9%-64.7K1.5M-10.8K0.00130.65N/AN/A00120340
2022-08-30$170.26$164.0023.6%6.8%28.0%30.3%0.0%4.4%0.3%-57.4K1.4M-10.6K0.00128.23N/AN/A00120340
2022-08-31$165.88$164.0029.1%8.3%28.9%44.8%29.9%4.6%1.3%-80.0K1.7M-10.6K3.36126.84N/AN/A92309120340