VTWG Options History — December 2022

In December 2022, VTWG traded between $152.00 and $168.06. ATM implied volatility averaged 30.5%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.0% (HV 20d: 26.5%). Max pain ranged from $173.00 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 0.00.

Notable Days

  • 2022-12-06: Highest Volume — 6 contracts
  • 2022-12-14: Largest IV drop — 58.9% change
  • 2022-12-12: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$158.72$152.00$168.06$167.38$155.50
Max Pain$173.00$173.00$173.00$173.00$173.00
ATM IV30.5%19.4%57.8%30.7%21.1%
Expected Move7.0%4.3%9.8%8.8%6.0%
HV 20d26.5%23.4%33.5%30.8%24.3%
HV 60d31.0%28.8%33.8%33.4%28.8%
IV Rank40.4%10.8%100.0%45.3%14.8%
IV Percentile48.1%7.9%100.0%64.3%13.5%
Term Structure1.8%-12.6%11.9%-6.8%1.6%
Skew 25d1.4%-7.1%7.7%1.8%-0.1%
Skew 10d-0.8%-13.7%8.1%0.3%-5.3%
Call IV 25d22.8%17.1%29.5%29.5%23.9%
Put IV 25d24.3%17.9%35.9%31.3%23.8%
Bid-Ask Spread %126.1897.68144.68128.82144.68
Gamma HHI0.290.130.470.170.47
Net GEX-26.1K-39.7K-15.1K-31.8K-18.5K
Net DEX444.5K185.9K816.8K432.2K209.1K
Net VEX-1.4K-2.0K-1.1K-2.0K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4290600
Total OI96.5244114313441

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$167.38$173.0030.7%8.8%30.8%45.3%0.0%1.8%-6.8%-31.8K432.2K-2.0K0.00128.82N/AN/A004688
2022-12-02$168.06$173.0034.2%9.8%30.7%55.3%0.0%6.7%-12.6%-38.6K495.1K-1.8K0.00128.19N/AN/A004688
2022-12-05$162.87$0.0033.3%7.3%33.0%52.8%0.0%4.0%3.2%-39.7K569.8K-1.7K0.0097.68N/AN/A004688
2022-12-06$159.91$0.0032.8%8.1%33.5%51.3%0.0%0.9%-6.6%-30.4K604.6K-1.8K0.0098.50N/AN/A604688
2022-12-07$159.88$0.0038.1%7.8%33.5%66.3%0.0%3.8%2.7%-24.6K625.9K-1.8K0.0097.78N/AN/A005288
2022-12-08$160.76$0.0045.1%7.6%31.5%86.1%0.0%4.3%2.8%-25.9K609.3K-1.8K0.00101.44N/AN/A025288
2022-12-09$159.34$0.0044.4%7.4%23.7%84.2%0.0%6.8%0.0%-35.8K722.7K-1.5K0.00107.62N/AN/A005290
2022-12-12$161.22$0.0057.8%7.1%23.4%100.0%0.0%4.9%8.1%-38.1K727.2K-1.4K0.00116.20N/AN/A105290
2022-12-13$163.58$0.0050.9%4.3%24.0%84.0%0.0%-2.2%11.9%-35.3K545.9K-1.2K0.00130.52N/AN/A005390
2022-12-14$162.05$0.0020.9%6.0%23.5%14.3%0.0%3.1%8.0%-37.7K646.1K-1.2K0.00126.91N/AN/A005390
2022-12-15$157.13$0.0023.9%6.9%24.4%21.3%0.0%3.6%3.6%-28.2K816.8K-1.1K0.00130.46N/AN/A005290
2022-12-16$156.29$0.0025.3%7.3%24.2%24.6%0.0%1.6%3.2%-28.1K675.4K-1.2K0.00129.94N/AN/A005278
2022-12-19$153.67$0.0023.3%6.7%24.2%19.9%0.0%-0.8%7.9%-15.7K198.8K-1.1K0.00139.27N/AN/A00140
2022-12-20$155.20$0.0025.4%7.3%24.5%24.8%0.0%7.7%0.6%-16.2K225.6K-1.2K0.00131.15N/AN/A00140
2022-12-21$157.41$0.0024.1%6.9%24.8%21.8%0.0%-0.7%0.7%-15.1K200.7K-1.1K0.00136.98N/AN/A00140
2022-12-22$154.88$0.0025.5%7.3%25.0%25.0%0.0%-2.6%-0.2%-17.8K185.9K-1.1K0.00140.28N/AN/A00140
2022-12-23$155.53$0.0019.4%5.6%25.0%10.8%0.0%-0.5%3.6%-18.3K196.9K-1.1K0.00140.91N/AN/A00140
2022-12-27$154.39$0.0020.8%6.0%23.9%14.1%0.0%-3.0%-1.2%-16.9K204.8K-1.1K0.00140.54N/AN/A00140
2022-12-28$152.00$0.0020.7%5.9%24.3%13.8%0.0%-7.1%-0.6%-17.4K228.7K-1.1K0.00140.41N/AN/A00140
2022-12-29$156.06$0.0022.1%6.3%24.7%17.2%0.0%-2.1%7.1%-18.4K213.8K-1.1K0.00141.43N/AN/A00140
2022-12-30$155.50$0.0021.1%6.0%24.3%14.8%0.0%-0.1%1.6%-18.5K209.1K-1.1K0.00144.68N/AN/A00140