VTWG Options History — February 2023 In February 2023, VTWG traded between $168.09 and $177.08. ATM implied volatility averaged 22.2%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 2.7% (HV 20d: 19.5%). Max pain ranged from $150.00 to $150.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-28 : Highest Volume — 7 contracts2023-02-06 : Largest IV spike — 30.9% change2023-02-06 : Highest IV Rank — 32.8%2023-02-01 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $172.26 $168.09 $177.08 $175.59 $170.14 Max Pain $150.00 $150.00 $150.00 $150.00 $150.00 ATM IV 22.2% 19.2% 28.9% 25.5% 21.8% Expected Move 6.1% 5.3% 7.3% 7.3% 6.2% HV 20d 19.5% 18.2% 21.0% 18.6% 20.2% HV 60d 22.7% 21.0% 25.8% 25.6% 21.0% IV Rank 17.4% 10.2% 32.8% 24.9% 16.4% IV Percentile 22.1% 7.9% 53.2% 32.5% 21.8% Term Structure 0.6% -11.6% 6.7% -11.6% 0.2% VWIV 18.5% 18.5% 18.5% 18.5% 18.5% Skew 25d 2.2% -2.4% 8.6% -2.4% -0.3% Skew 10d 4.4% -2.9% 9.7% 6.9% -0.3% Call IV 25d 19.8% 14.2% 28.5% 28.5% 24.4% Put IV 25d 22.0% 18.0% 29.4% 26.1% 24.1% Bid-Ask Spread % 128.44 117.80 138.88 133.59 134.96 Gamma HHI 0.34 0.23 0.67 0.41 0.43 Net GEX -2.0K -9.4K 2.6K -7.0K 2.6K Net DEX -28.2K -44.2K 16.0K -31.5K -38.9K Net VEX -134 -365 -44 -113 -48 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 0.368 0 7 0 7 Total OI 43 43 43 43 43
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $175.59 $0.00 25.5% 7.3% 18.6% 24.9% 0.0% -2.4% -11.6% -7.0K -31.5K -113 0.00 133.59 N/A N/A 0 0 3 40 2023-02-02 $177.08 $150.00 21.3% 6.1% 18.6% 15.2% 0.0% 8.6% 4.5% -1.6K -35.6K -141 0.00 119.13 N/A N/A 0 0 3 40 2023-02-03 $176.06 $150.00 22.1% 5.9% 18.6% 17.0% 0.0% 4.8% 3.2% -3.2K -26.5K -186 0.00 117.80 N/A N/A 0 0 3 40 2023-02-06 $173.51 $150.00 28.9% 5.3% 19.1% 32.8% 0.0% 0.3% 5.1% -2.2K -30.4K -154 0.00 125.01 N/A N/A 0 0 3 40 2023-02-07 $174.74 $150.00 24.8% 5.9% 19.1% 23.3% 0.0% 2.4% 0.4% 1.8K -41.5K -57 0.00 123.82 N/A N/A 0 0 3 40 2023-02-08 $173.06 $150.00 22.0% 6.3% 19.5% 16.8% 0.0% 1.2% 0.7% -5.0K -13.0K -257 0.00 123.12 N/A N/A 0 0 3 40 2023-02-09 $170.66 $150.00 20.2% 5.8% 20.2% 12.7% 0.0% 0.2% -0.6% -2.6K -28.6K -153 0.00 127.02 N/A N/A 0 0 3 40 2023-02-10 $170.66 $150.00 21.8% 6.3% 19.4% 16.4% 0.0% 1.4% 0.4% -9.4K 16.0K -365 0.00 118.61 N/A N/A 0 0 3 40 2023-02-13 $172.60 $150.00 21.5% 6.2% 19.4% 15.6% 0.0% 3.5% 6.2% 2.2K -40.4K -54 0.00 125.86 N/A N/A 0 0 3 40 2023-02-14 $173.40 $150.00 21.6% 6.2% 19.4% 15.9% 0.0% 7.0% 1.8% 2.2K -41.6K -51 0.00 125.94 N/A N/A 0 0 3 40 2023-02-15 $174.76 $150.00 19.2% 5.5% 18.7% 10.2% 0.0% 2.5% 6.7% 1.6K -44.2K -44 0.00 128.20 N/A N/A 0 0 3 40 2023-02-16 $173.47 $150.00 22.2% 6.4% 18.4% 17.3% 0.0% 2.1% 0.3% -4.3K -17.8K -203 0.00 131.28 N/A N/A 0 0 3 40 2023-02-17 $173.19 $150.00 20.3% 5.8% 18.2% 12.8% 0.0% 0.1% 0.2% -6 -38.6K -79 0.00 129.15 N/A N/A 0 0 3 40 2023-02-21 $168.47 $150.00 21.6% 6.2% 20.2% 15.9% 0.0% 1.9% -3.5% -3.9K -19.1K -160 0.00 133.53 N/A N/A 0 0 3 40 2023-02-22 $168.14 $150.00 22.5% 6.5% 20.2% 18.1% 0.0% 0.4% -0.8% -3.4K -21.8K -136 0.00 135.48 N/A N/A 0 0 3 40 2023-02-23 $170.10 $150.00 21.2% 6.1% 20.6% 14.9% 0.0% 7.7% -0.8% -2.0K -28.3K -116 0.00 135.57 N/A N/A 0 0 3 40 2023-02-24 $168.09 $150.00 22.1% 6.3% 21.0% 17.0% 0.0% 0.5% -0.5% -2.4K -23.6K -124 0.00 138.88 N/A N/A 0 0 3 40 2023-02-27 $169.16 $150.00 22.2% 6.4% 20.8% 17.2% 0.0% 0.6% -0.1% -1.3K -30.0K -97 0.00 133.38 N/A N/A 0 0 3 40 2023-02-28 $170.14 $150.00 21.8% 6.2% 20.2% 16.4% 18.5% -0.3% 0.2% 2.6K -38.9K -48 0.00 134.96 N/A N/A 7 0 3 40
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