VTWG Options History — June 2023 In June 2023, VTWG traded between $165.07 and $176.81. ATM implied volatility averaged 21.6%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.8% (HV 20d: 18.8%). Max pain ranged from $158.00 to $158.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 14 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 56.0% change2023-06-13 : Highest IV Rank — 58.8%2023-06-02 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $173.15 $165.07 $176.81 $165.07 $176.81 Max Pain $158.00 $158.00 $158.00 $158.00 $158.00 ATM IV 21.6% 15.4% 40.1% 21.4% 18.2% Expected Move 5.3% 3.8% 6.9% 6.1% 5.2% HV 20d 18.8% 17.4% 19.4% 17.4% 18.8% HV 60d 19.0% 17.5% 21.5% 20.6% 17.5% IV Rank 16.0% 1.5% 58.8% 15.4% 7.9% IV Percentile 27.2% 0.8% 95.6% 27.8% 8.3% Term Structure 1.0% -2.5% 15.9% 0.3% -1.1% Skew 25d 0.0% -4.1% 11.0% -1.4% -1.9% Skew 10d 2.9% -5.9% 7.3% 6.9% 2.3% Call IV 25d 18.9% 12.3% 29.5% 26.4% 17.7% Put IV 25d 19.0% 15.0% 30.2% 25.0% 15.7% Bid-Ask Spread % 132.97 116.86 145.56 144.55 134.67 Gamma HHI 0.96 0.78 1.00 0.78 1.00 Net GEX 5.1K 0 15.3K 10.0K 0 Net DEX -52.6K -112.3K 0 -44.1K 0 Net VEX -29 -99 0 -82 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.238 0 8 8 0
Daily Data (21 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 2023-06-01 $165.07 $158.00 21.4% 6.1% 17.4% 15.4% 0.0% -1.4% 0.3% 10.0K -44.1K -82 0.00 144.55 N/A N/A 0 0 8 0 2023-06-02 $169.88 $158.00 24.2% 6.9% 19.0% 22.0% 0.0% 0.7% -0.5% 8.0K -81.1K -99 0.00 145.18 N/A N/A 0 0 8 0 2023-06-05 $168.57 $0.00 21.9% 6.1% 17.6% 16.7% 0.0% -1.3% 0.5% 10.4K -74.4K -87 0.00 124.33 N/A N/A 0 0 8 0 2023-06-06 $172.64 $0.00 22.3% 3.8% 19.2% 17.5% 0.0% 11.0% 15.9% 15.3K -99.6K -63 0.00 121.09 N/A N/A 0 0 8 0 2023-06-07 $174.94 $0.00 25.2% 5.0% 19.4% 24.3% 0.0% -0.3% 0.1% 7.7K -112.3K -57 0.00 128.56 N/A N/A 0 0 8 0 2023-06-08 $174.79 $0.00 23.7% 5.1% 19.4% 20.7% 0.0% -2.5% 3.1% 8.1K -98.1K -53 0.00 123.05 N/A N/A 0 0 7 0 2023-06-09 $173.28 $0.00 29.1% 5.5% 19.1% 33.3% 0.0% -1.3% -0.4% 8.7K -86.9K -56 0.00 125.98 N/A N/A 0 0 7 0 2023-06-12 $174.66 $0.00 34.6% 5.2% 19.1% 46.2% 0.0% 0.8% 0.4% 8.4K -97.6K -36 0.00 129.24 N/A N/A 0 0 7 0 2023-06-13 $176.72 $0.00 40.1% 5.7% 18.9% 58.8% 0.0% -4.1% -2.5% 6.4K -107.2K -25 0.00 116.86 N/A N/A 0 0 7 0 2023-06-14 $174.60 $0.00 17.6% 5.1% 19.0% 6.7% 0.0% -1.4% 2.9% 8.1K -94.0K -27 0.00 131.99 N/A N/A 0 0 7 0 2023-06-15 $176.01 $0.00 17.7% 5.1% 18.5% 6.9% 0.0% -1.1% 0.4% 7.1K -100.7K -18 0.00 125.65 N/A N/A 0 0 7 0 2023-06-16 $174.48 $0.00 15.4% 4.4% 19.0% 1.5% 0.0% -3.9% 0.3% 8.9K -107.6K -3 0.00 135.77 N/A N/A 0 0 7 0 2023-06-20 $174.54 $0.00 18.7% 5.4% 18.8% 9.2% 0.0% 1.8% -0.2% 0 0 0 0.00 130.84 N/A N/A 0 0 0 0 2023-06-21 $174.44 $0.00 18.3% 5.2% 18.6% 8.2% 0.0% 1.5% 0.2% 0 0 0 0.00 139.45 N/A N/A 0 0 0 0 2023-06-22 $173.19 $0.00 17.6% 5.0% 18.6% 6.6% 0.0% 2.5% 1.9% 0 0 0 0.00 128.19 N/A N/A 0 0 0 0 2023-06-23 $170.44 $0.00 18.3% 5.3% 19.2% 8.3% 0.0% 0.7% -1.5% 0 0 0 0.00 132.52 N/A N/A 0 0 0 0 2023-06-26 $170.50 $0.00 19.0% 5.4% 19.1% 9.8% 0.0% 0.6% -0.4% 0 0 0 0.00 143.97 N/A N/A 0 0 0 0 2023-06-27 $172.58 $0.00 17.9% 5.1% 19.2% 7.4% 0.0% 2.6% 1.9% 0 0 0 0.00 140.87 N/A N/A 0 0 0 0 2023-06-28 $173.04 $0.00 17.7% 5.1% 19.1% 6.8% 0.0% -0.5% 0.4% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2023-06-29 $175.07 $0.00 15.7% 4.5% 18.8% 2.2% 0.0% -1.4% 0.3% 0 0 0 0.00 144.09 N/A N/A 0 0 0 0 2023-06-30 $176.81 $0.00 18.2% 5.2% 18.8% 7.9% 0.0% -1.9% -1.1% 0 0 0 0.00 134.67 N/A N/A 0 0 0 0
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