VTWG Options History — October 2022

In October 2022, VTWG traded between $150.31 and $164.57. ATM implied volatility averaged 31.0%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 4.2% (HV 20d: 35.2%). Max pain ranged from $149.00 to $180.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 4.77.

Notable Days

  • 2022-10-17: Highest Volume — 350 contracts
  • 2022-10-11: Largest IV spike — 26.4% change
  • 2022-10-11: Highest IV Rank — 75.9%
  • 2022-10-11: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$156.49$150.31$164.57$154.79$164.57
Max Pain$154.86$149.00$180.00$180.00$151.00
ATM IV31.0%26.2%40.8%28.5%27.6%
Expected Move8.9%7.5%11.4%8.2%7.9%
HV 20d35.2%30.3%39.9%38.2%30.3%
HV 60d31.8%30.9%32.7%30.9%32.6%
IV Rank49.8%36.4%75.9%43.3%40.1%
IV Percentile64.6%35.3%96.4%54.8%42.1%
Term Structure0.9%-18.3%9.3%1.8%3.6%
VWIV31.6%25.6%48.9%48.9%25.9%
Skew 25d4.7%-0.6%13.9%2.0%3.7%
Skew 10d2.8%-5.1%13.7%-1.9%-3.9%
Call IV 25d28.8%21.9%37.0%27.9%32.0%
Put IV 25d33.5%22.9%44.8%29.9%35.7%
Bid-Ask Spread %118.51106.68130.07130.07121.64
Gamma HHI0.250.110.540.410.12
Net GEX-59.1K-139.9K-17.1K-85.9K-17.8K
Net DEX2.4M477.6K3.8M3.6M490.4K
Net VEX-3.7K-5.5K-2.9K-4.5K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.771.986.065.521.98
Total Volume288.857149350339149
Total OI270.381152354343152

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$154.79$180.0028.5%8.2%38.2%43.3%48.9%2.0%1.8%-85.9K3.6M-4.5K5.52130.07N/AN/A5228752291
2022-10-04$159.54$180.0032.1%9.2%39.9%52.7%38.8%13.9%-6.7%-130.3K3.3M-5.4K5.52125.42N/AN/A5228752291
2022-10-05$159.93$180.0033.5%9.6%38.8%56.5%40.2%6.8%-6.1%-137.8K3.2M-5.5K5.52121.56N/AN/A5228752291
2022-10-06$158.95$149.0028.9%7.8%38.6%44.3%28.3%3.1%6.1%-139.9K3.3M-5.1K5.52111.19N/AN/A5228752291
2022-10-07$153.31$149.0032.5%10.7%39.3%53.7%25.6%1.0%-10.2%-86.4K3.5M-4.0K5.86109.69N/AN/A4928753291
2022-10-10$153.05$149.0032.3%8.2%39.0%53.3%29.2%6.4%3.5%-57.8K3.7M-3.4K6.06116.30N/AN/A4929753291
2022-10-11$150.44$151.0040.8%11.4%36.9%75.9%32.5%-0.1%-10.5%-90.2K3.5M-4.3K6.06107.98N/AN/A4929753301
2022-10-12$151.90$151.0032.3%9.3%34.8%53.4%32.1%4.9%7.9%-48.8K3.8M-3.4K6.06110.16N/AN/A4929753301
2022-10-13$154.18$151.0031.8%9.1%35.6%51.9%29.4%8.9%9.2%-48.6K3.8M-3.5K6.06113.11N/AN/A4929753301
2022-10-14$150.31$151.0038.6%11.1%32.8%69.9%32.2%-0.6%-18.3%-74.4K3.7M-3.6K6.06106.68N/AN/A4929753301
2022-10-17$154.71$151.0028.9%8.3%34.5%44.4%31.5%0.8%4.2%-59.0K3.8M-3.4K6.00117.72N/AN/A5030053301
2022-10-18$156.50$151.0029.6%8.5%34.7%46.1%25.9%2.0%4.6%-42.9K1.8M-3.8K6.00122.95N/AN/A5030054180
2022-10-19$153.35$151.0032.5%9.3%35.0%53.8%30.6%10.2%2.8%-36.6K1.9M-3.3K6.00119.31N/AN/A5030054180
2022-10-20$151.87$151.0030.9%8.8%34.4%49.5%31.3%4.2%6.8%-31.9K2.0M-3.1K6.00121.94N/AN/A5030054180
2022-10-21$155.49$151.0027.7%7.9%33.5%41.1%32.5%1.7%2.5%-52.3K2.0M-2.9K6.00118.02N/AN/A5030054180
2022-10-24$155.35$151.0032.3%9.3%33.2%53.2%32.2%5.6%3.3%-20.7K701.0K-3.2K1.98117.42N/AN/A50995399
2022-10-25$160.73$151.0027.9%8.0%35.1%41.5%30.3%3.7%2.0%-22.7K580.5K-3.3K1.98125.10N/AN/A50995399
2022-10-26$161.65$151.0027.0%7.7%32.5%39.2%31.9%5.3%2.9%-18.7K551.1K-3.4K1.98128.27N/AN/A50995399
2022-10-27$161.30$151.0029.3%8.4%30.8%44.6%26.0%4.4%9.3%-17.1K477.6K-3.4K1.98117.37N/AN/A50995399
2022-10-28$164.30$151.0026.2%7.5%31.2%36.4%27.5%10.7%-0.5%-20.2K515.0K-3.1K1.98126.72N/AN/A50995399
2022-10-31$164.57$151.0027.6%7.9%30.3%40.1%25.9%3.7%3.6%-17.8K490.4K-3.2K1.98121.64N/AN/A50995399