VTWG Options History — April 2023 In April 2023, VTWG traded between $159.71 and $165.75. ATM implied volatility averaged 21.6%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.0% (HV 20d: 20.6%). Max pain ranged from $166.00 to $168.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-24 : Highest Volume — 7 contracts2023-04-26 : Largest IV spike — 23.8% change2023-04-05 : Highest IV Rank — 23.2%2023-04-05 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $163.41 $159.71 $165.75 $165.32 $162.88 Max Pain $167.14 $166.00 $168.00 $166.00 $168.00 ATM IV 21.6% 17.7% 24.7% 23.7% 19.9% Expected Move 6.2% 5.1% 7.1% 6.8% 5.7% HV 20d 20.6% 15.6% 27.1% 26.1% 17.8% HV 60d 21.2% 20.3% 21.6% 21.6% 20.3% IV Rank 16.0% 6.8% 23.2% 20.8% 12.1% IV Percentile 22.1% 3.2% 35.7% 32.1% 10.7% Term Structure 0.3% -2.6% 4.5% 4.5% 1.6% VWIV 15.1% 15.1% 15.1% 15.1% 15.1% Skew 25d 2.7% -3.7% 10.6% 0.4% 7.6% Skew 10d 7.7% 0.6% 16.7% 1.4% 12.7% Call IV 25d 19.9% 15.1% 27.3% 24.6% 15.8% Put IV 25d 22.6% 18.8% 27.8% 25.0% 23.5% Bid-Ask Spread % 133.79 114.67 144.57 144.57 144.15 Gamma HHI 0.89 0.81 1.00 0.91 0.83 Net GEX 9.8K 538 13.8K 9.8K 9.1K Net DEX -52.7K -69.1K -11.7K -67.2K -42.6K Net VEX -87 -133 -22 -129 -114 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 0 Total OI 7.632 1 8 8 8
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 2023-04-03 $165.32 $166.00 23.7% 6.8% 26.1% 20.8% 0.0% 0.4% 4.5% 9.8K -67.2K -129 0.00 144.57 N/A N/A 0 0 8 0 2023-04-04 $161.86 $166.00 23.4% 6.7% 27.0% 20.2% 0.0% 0.4% 2.0% 8.1K -65.0K -121 0.00 142.03 N/A N/A 0 0 8 0 2023-04-05 $160.51 $166.00 24.7% 7.1% 27.1% 23.2% 0.0% 0.9% 0.8% 8.4K -42.7K -111 0.00 143.18 N/A N/A 0 0 8 0 2023-04-06 $160.63 $0.00 24.1% 6.5% 25.9% 21.7% 0.0% 8.2% -0.7% 8.3K -39.6K -104 0.00 115.33 N/A N/A 0 0 8 0 2023-04-10 $162.47 $0.00 22.3% 6.9% 22.6% 17.5% 0.0% 10.6% -0.5% 9.2K -39.7K -90 0.00 114.67 N/A N/A 0 0 8 0 2023-04-11 $164.28 $0.00 23.9% 6.3% 22.9% 21.3% 0.0% 0.5% -0.3% 10.8K -60.3K -100 0.00 122.11 N/A N/A 0 0 8 0 2023-04-12 $163.19 $0.00 21.2% 6.1% 22.6% 15.0% 0.0% 0.2% 2.5% 10.1K -60.6K -93 0.00 128.15 N/A N/A 0 0 8 0 2023-04-13 $165.22 $0.00 21.0% 6.0% 22.0% 14.5% 0.0% 2.6% 0.4% 10.2K -66.7K -93 0.00 126.23 N/A N/A 0 0 8 0 2023-04-14 $163.91 $0.00 19.0% 5.4% 21.2% 9.8% 0.0% -3.7% 0.1% 11.8K -56.4K -84 0.00 130.49 N/A N/A 0 0 8 0 2023-04-17 $165.75 $0.00 20.9% 6.0% 19.5% 14.3% 0.0% 1.1% -2.6% 13.8K -69.1K -71 0.00 127.92 N/A N/A 0 0 8 0 2023-04-18 $165.56 $0.00 20.4% 5.9% 19.2% 13.2% 0.0% -0.5% -0.7% 12.7K -68.8K -62 0.00 135.40 N/A N/A 0 0 8 0 2023-04-19 $165.44 $0.00 21.2% 6.1% 17.9% 15.0% 0.0% 1.2% -0.5% 13.1K -66.6K -56 0.00 134.56 N/A N/A 0 0 8 0 2023-04-20 $164.46 $0.00 21.3% 6.1% 16.2% 15.2% 0.0% 4.1% -0.7% 12.4K -58.9K -46 0.00 136.68 N/A N/A 0 0 8 0 2023-04-21 $165.35 $0.00 20.9% 6.0% 15.6% 14.3% 0.0% 1.3% -0.3% 13.2K -66.0K -26 0.00 137.69 N/A N/A 0 0 8 0 2023-04-24 $165.37 $0.00 21.6% 6.2% 15.6% 15.9% 15.1% 6.6% -2.1% 538 -11.7K -22 0.00 139.62 N/A N/A 7 0 1 0 2023-04-25 $161.57 $168.00 17.7% 5.1% 17.3% 6.8% 0.0% 3.0% 2.8% 9.2K -51.4K -133 0.00 141.84 N/A N/A 0 0 8 0 2023-04-26 $159.71 $168.00 21.9% 6.3% 17.7% 16.5% 0.0% 0.5% -0.7% 7.1K -33.1K -99 0.00 140.38 N/A N/A 0 0 8 0 2023-04-27 $161.34 $168.00 21.9% 6.3% 17.4% 16.6% 0.0% 6.2% -0.7% 7.8K -34.1K -105 0.00 137.05 N/A N/A 0 0 8 0 2023-04-28 $162.88 $168.00 19.9% 5.7% 17.8% 12.1% 0.0% 7.6% 1.6% 9.1K -42.6K -114 0.00 144.15 N/A N/A 0 0 8 0
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