VTWG Options History — January 2023

Name: VTWG Options Analytics - January 2023
Creator: Options Analysis Suite

In January 2023, VTWG traded between $154.35 and $170.81. ATM implied volatility averaged 20.9%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 0.0% (HV 20d: 21.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-01-05: Highest Volume — 1 contracts
2023-01-06: Largest IV drop — 27.8% change
2023-01-10: Highest IV Rank — 28.5%
2023-01-05: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$164.16	$154.35	$170.81	$154.35	$170.81
ATM IV	20.9%	17.9%	27.0%	24.5%	20.2%
Expected Move	5.9%	5.1%	7.4%	7.0%	5.8%
HV 20d	21.0%	17.1%	24.2%	24.2%	17.4%
HV 60d	26.8%	25.0%	28.8%	28.8%	25.0%
IV Rank	14.4%	7.3%	28.5%	22.7%	12.6%
IV Percentile	12.8%	4.4%	38.5%	23.0%	10.3%
Term Structure	1.3%	-5.7%	13.7%	-5.7%	-0.1%
Skew 25d	2.0%	-3.7%	7.2%	-3.7%	0.4%
Skew 10d	6.2%	-12.0%	17.3%	-12.0%	5.0%
Call IV 25d	20.0%	15.2%	29.9%	29.9%	22.0%
Put IV 25d	22.0%	17.3%	26.7%	26.2%	22.4%
Bid-Ask Spread %	135.45	104.81	148.29	145.05	145.56
Gamma HHI	0.42	0.35	0.47	0.47	0.35
Net GEX	-12.7K	-20.9K	-6.2K	-17.3K	-7.3K
Net DEX	82.4K	-3.6K	211.5K	192.3K	10.3K
Net VEX	-667	-1.0K	-326	-1.0K	-381
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.2	0	1	0	0
Total OI	42.25	41	43	41	43

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-01-03	$154.35	$0.00	24.5%	7.0%	24.2%	22.7%	0.0%	-3.7%	-5.7%	-17.3K	192.3K	-1.0K	145.05	N/A	N/A	0	1	40
2023-01-04	$155.67	$0.00	20.6%	5.9%	22.3%	13.6%	0.0%	0.4%	0.7%	-17.5K	189.0K	-999	148.29	N/A	N/A	0	1	40
2023-01-05	$154.79	$0.00	26.3%	7.4%	21.5%	26.7%	0.0%	6.5%	4.5%	-17.2K	211.5K	-1.0K	104.81	N/A	N/A	1	1	40
2023-01-06	$158.17	$0.00	18.9%	5.7%	23.1%	9.8%	0.0%	-1.6%	2.9%	-20.2K	188.6K	-963	127.06	N/A	N/A	1	1	40
2023-01-09	$159.03	$0.00	22.6%	6.0%	23.1%	18.2%	0.0%	1.7%	0.0%	-17.2K	130.7K	-888	128.20	N/A	N/A	0	2	40
2023-01-10	$161.06	$0.00	27.0%	5.7%	23.3%	28.5%	0.0%	5.8%	1.4%	-20.9K	127.4K	-853	128.64	N/A	N/A	0	2	40
2023-01-11	$162.92	$0.00	20.2%	5.8%	23.3%	12.6%	0.0%	0.2%	1.1%	-15.3K	93.7K	-764	127.56	N/A	N/A	0	2	40
2023-01-12	$165.81	$0.00	21.7%	6.2%	23.6%	16.1%	0.0%	-2.6%	0.9%	-12.9K	69.3K	-667	134.56	N/A	N/A	0	2	40
2023-01-13	$167.69	$0.00	17.9%	5.1%	23.5%	7.3%	0.0%	2.9%	1.2%	-11.7K	67.9K	-668	126.27	N/A	N/A	0	2	40
2023-01-17	$167.43	$0.00	19.5%	5.6%	20.2%	11.0%	0.0%	1.3%	0.4%	-11.4K	45.7K	-525	136.52	N/A	N/A	0	2	40
2023-01-18	$165.28	$0.00	21.3%	6.1%	20.8%	15.2%	0.0%	-1.9%	-2.7%	-8.9K	21.0K	-415	136.02	N/A	N/A	1	2	40
2023-01-19	$163.50	$0.00	20.7%	5.9%	20.2%	13.7%	0.0%	0.8%	13.7%	-12.6K	102.2K	-826	138.94	N/A	N/A	0	3	40
2023-01-20	$165.47	$0.00	20.0%	5.7%	20.3%	12.2%	0.0%	3.9%	2.1%	-12.4K	98.9K	-759	135.56	N/A	N/A	0	3	40
2023-01-23	$168.26	$0.00	18.8%	5.4%	20.5%	9.4%	0.0%	7.2%	1.0%	-7.8K	9.4K	-403	140.56	N/A	N/A	0	3	40
2023-01-24	$167.78	$0.00	19.4%	5.6%	19.3%	10.8%	0.0%	3.9%	0.6%	-8.4K	10.1K	-399	140.40	N/A	N/A	0	3	40
2023-01-25	$167.94	$0.00	19.2%	5.5%	19.3%	10.4%	0.0%	5.0%	1.4%	-10.4K	46.5K	-564	142.91	N/A	N/A	1	3	40
2023-01-26	$168.65	$0.00	21.2%	6.1%	18.9%	15.0%	0.0%	3.3%	0.3%	-9.0K	20.9K	-448	139.72	N/A	N/A	0	3	40
2023-01-27	$170.51	$0.00	18.6%	5.3%	17.4%	9.0%	0.0%	4.6%	2.8%	-6.2K	-3.6K	-326	138.07	N/A	N/A	0	3	40
2023-01-30	$168.02	$0.00	20.2%	5.8%	17.1%	12.8%	0.0%	2.1%	-0.5%	-9.0K	16.3K	-428	144.27	N/A	N/A	0	3	40
2023-01-31	$170.81	$0.00	20.2%	5.8%	17.4%	12.6%	0.0%	0.4%	-0.1%	-7.3K	10.3K	-381	145.56	N/A	N/A	0	3	40