VTWG Options History — November 2022

In November 2022, VTWG traded between $155.41 and $168.29. ATM implied volatility averaged 26.5%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 5.5% (HV 20d: 32.0%). Max pain ranged from $151.00 to $173.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.77.

Notable Days

  • 2022-11-10: Highest Volume — 161 contracts
  • 2022-11-09: Largest IV spike — 34.8% change
  • 2022-11-09: Highest IV Rank — 61.6%
  • 2022-11-09: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$162.94$155.41$168.29$165.31$165.98
Max Pain$170.90$151.00$173.00$151.00$173.00
ATM IV26.5%21.9%36.4%27.4%21.9%
Expected Move7.7%6.3%10.4%7.8%6.3%
HV 20d32.0%27.6%35.9%28.5%33.5%
HV 60d33.4%31.8%34.6%32.5%33.7%
IV Rank34.3%20.3%61.6%39.5%20.3%
IV Percentile37.2%15.9%86.1%41.3%15.9%
Term Structure3.1%-12.1%15.1%15.1%-1.6%
VWIV27.7%24.2%33.3%29.0%33.3%
Skew 25d3.7%-8.2%13.9%-1.7%-8.2%
Skew 10d2.6%-5.8%11.4%3.6%-5.8%
Call IV 25d27.1%20.2%32.4%32.1%31.1%
Put IV 25d30.8%21.1%41.9%30.4%22.8%
Bid-Ask Spread %124.11114.96134.38134.21132.72
Gamma HHI0.130.100.180.120.15
Net GEX-20.5K-41.6K-3.5K-12.0K-39.9K
Net DEX483.5K173.6K661.6K338.8K513.2K
Net VEX-2.6K-3.3K-1.9K-3.3K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.771.642.101.982.10
Total Volume124.42901611490
Total OI152134164152134

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$165.31$151.0027.4%7.8%28.5%39.5%29.0%-1.7%15.1%-12.0K338.8K-3.3K1.98134.21N/AN/A50995399
2022-11-02$159.56$151.0024.6%7.1%31.4%32.1%25.5%0.3%13.7%-20.2K493.8K-3.0K1.98134.38N/AN/A50995399
2022-11-03$158.92$173.0021.9%8.3%31.4%24.9%29.9%8.1%3.9%-31.2K630.5K-3.0K1.65115.51N/AN/A60995399
2022-11-04$158.52$173.0025.5%7.0%28.4%34.5%26.8%-0.4%6.8%-15.1K553.0K-3.0K1.67119.68N/AN/A601006399
2022-11-07$160.17$173.0031.2%8.3%28.5%46.8%27.7%-1.7%-1.0%-11.0K524.5K-3.0K1.67115.17N/AN/A6010063100
2022-11-08$160.33$173.0027.0%8.2%27.6%34.8%26.4%6.3%-0.3%-13.8K550.5K-2.9K1.67114.96N/AN/A6010063100
2022-11-09$155.41$173.0036.4%10.4%30.0%61.6%29.3%3.4%-12.1%-13.1K634.2K-2.8K1.67117.82N/AN/A6010063100
2022-11-10$164.65$173.0023.9%6.9%35.9%26.1%29.8%3.9%5.9%-18.0K424.1K-2.6K1.64125.30N/AN/A6110063100
2022-11-11$167.05$173.0027.6%7.9%34.4%36.4%24.6%-1.0%2.4%-5.6K222.2K-3.0K1.64116.01N/AN/A6110064100
2022-11-14$165.80$173.0026.2%7.5%33.5%32.5%25.2%3.8%3.9%-6.3K298.9K-2.7K1.64120.09N/AN/A6110064100
2022-11-15$168.29$173.0025.7%7.4%33.7%31.2%24.2%13.2%3.0%-4.9K173.6K-2.8K1.64122.33N/AN/A6110064100
2022-11-16$164.25$173.0025.9%7.4%34.1%31.8%24.3%5.3%2.0%-11.4K312.5K-2.5K1.64125.28N/AN/A6110064100
2022-11-17$162.32$173.0026.5%7.6%34.2%33.4%28.4%0.7%2.8%-8.1K521.1K-2.3K1.64126.87N/AN/A6110064100
2022-11-18$164.04$173.0025.9%7.4%33.5%31.8%27.5%2.1%7.6%-3.5K394.1K-2.4K1.67127.02N/AN/A6010064100
2022-11-21$162.23$173.0025.2%7.2%33.8%29.8%30.9%3.6%2.9%-32.8K588.4K-2.4K2.10119.26N/AN/A42884688
2022-11-22$163.81$173.0024.5%7.0%31.8%27.6%28.6%13.6%-0.7%-37.5K642.1K-2.1K2.10120.28N/AN/A42884688
2022-11-23$165.27$173.0025.2%7.2%31.9%29.8%33.3%-0.2%1.2%-33.8K504.3K-2.4K2.10127.30N/AN/A42884688
2022-11-25$165.83$173.0025.4%7.3%31.9%30.2%0.0%-0.5%-1.7%-41.6K562.3K-2.1K0.00132.50N/AN/A004688
2022-11-28$161.94$173.0030.0%8.6%32.4%43.3%0.0%13.9%0.7%-37.2K609.8K-2.0K0.00130.04N/AN/A004688
2022-11-29$162.12$173.0029.2%8.4%32.4%41.1%0.0%12.9%11.2%-34.1K661.6K-2.0K0.00129.51N/AN/A004688
2022-11-30$165.98$173.0021.9%6.3%33.5%20.3%0.0%-8.2%-1.6%-39.9K513.2K-1.9K0.00132.72N/AN/A004688