VTWG Options History — July 2023 In July 2023, VTWG traded between $171.51 and $184.41. ATM implied volatility averaged 18.5%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.2% (HV 20d: 16.3%). Max pain ranged from $184.00 to $184.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-17 : Highest Volume — 8 contracts2023-07-10 : Largest IV spike — 27.7% change2023-07-10 : Highest IV Rank — 29.8%2023-07-05 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $179.99 $171.51 $184.41 $176.51 $184.41 Max Pain $184.00 $184.00 $184.00 $184.00 $184.00 ATM IV 18.5% 14.8% 27.6% 17.3% 17.3% Expected Move 5.1% 4.2% 5.5% 5.0% 4.9% HV 20d 16.3% 15.0% 17.1% 16.3% 16.9% HV 60d 17.8% 17.3% 18.4% 17.3% 17.5% IV Rank 8.7% 0.1% 29.8% 6.0% 5.8% IV Percentile 14.0% 0.4% 73.8% 3.6% 4.0% Term Structure -0.2% -12.4% 4.3% 0.0% 3.1% VWIV 18.2% 17.2% 19.1% 17.2% 19.1% Skew 25d 1.3% -2.2% 4.3% 1.9% 1.3% Skew 10d 5.5% -1.1% 9.0% 3.9% 3.0% Call IV 25d 17.4% 14.3% 23.6% 14.4% 19.2% Put IV 25d 18.8% 14.9% 25.0% 16.3% 20.5% Bid-Ask Spread % 134.77 118.48 148.43 137.12 130.80 Gamma HHI 0.57 0.50 1.00 1.00 0.50 Net GEX 3.7K 0 8.8K 0 8.8K Net DEX -52.2K -112.7K 0 0 -112.7K Net VEX -190 -396 0 0 -363 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 0.55 0 8 0 1 Total OI 4.9 0 10 0 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $176.51 $0.00 17.3% 5.0% 16.3% 6.0% 0.0% 1.9% 0.0% 0 0 0 0.00 137.12 N/A N/A 0 0 0 0 2023-07-05 $174.67 $0.00 19.1% 5.5% 16.5% 10.0% 0.0% 1.4% -3.2% 0 0 0 0.00 148.43 N/A N/A 0 0 0 0 2023-07-06 $171.51 $0.00 18.1% 4.9% 15.8% 7.7% 0.0% 3.6% 2.1% 0 0 0 0.00 122.86 N/A N/A 0 0 0 0 2023-07-07 $173.63 $0.00 21.6% 5.3% 15.7% 15.9% 0.0% 4.3% 0.5% 0 0 0 0.00 124.03 N/A N/A 0 0 0 0 2023-07-10 $176.36 $0.00 27.6% 5.4% 16.7% 29.8% 0.0% 2.5% -0.4% 0 0 0 0.00 123.49 N/A N/A 0 0 0 0 2023-07-11 $178.14 $0.00 22.0% 5.3% 16.6% 16.8% 0.0% -0.8% 0.0% 0 0 0 0.00 126.50 N/A N/A 0 0 0 0 2023-07-12 $180.19 $0.00 18.8% 5.4% 16.9% 9.3% 0.0% -1.0% -2.6% 0 0 0 0.00 118.48 N/A N/A 0 0 0 0 2023-07-13 $181.72 $0.00 16.9% 4.8% 16.6% 4.9% 0.0% 0.5% 4.3% 0 0 0 0.00 133.72 N/A N/A 0 0 0 0 2023-07-14 $180.22 $0.00 17.3% 5.0% 16.3% 6.0% 0.0% 2.3% 0.4% 0 0 0 0.00 135.59 N/A N/A 0 0 0 0 2023-07-17 $182.60 $0.00 16.7% 4.8% 16.6% 4.5% 0.0% 1.5% 0.9% 0 0 0 0.00 136.70 N/A N/A 8 0 0 0 2023-07-18 $184.09 $0.00 17.4% 5.0% 16.3% 6.1% 17.2% 0.9% -0.6% 4.0K -91.7K -355 0.00 136.84 N/A N/A 2 0 8 0 2023-07-19 $184.01 $184.00 17.2% 4.9% 16.3% 5.6% 0.0% -2.2% -1.2% 7.2K -111.9K -395 0.00 128.27 N/A N/A 0 0 10 0 2023-07-20 $181.90 $184.00 14.8% 4.2% 17.1% 0.1% 0.0% 2.4% 1.3% 7.3K -111.9K -390 0.00 141.33 N/A N/A 0 0 10 0 2023-07-21 $181.63 $184.00 17.3% 5.0% 16.8% 5.9% 0.0% 2.5% 0.0% 7.5K -103.7K -396 0.00 140.00 N/A N/A 0 0 10 0 2023-07-24 $181.41 $184.00 17.8% 5.1% 15.4% 7.1% 0.0% 0.8% 1.3% 7.3K -103.4K -387 0.00 145.11 N/A N/A 0 0 10 0 2023-07-25 $182.16 $184.00 18.0% 5.1% 15.3% 7.4% 0.0% 1.0% 1.8% 7.7K -104.6K -384 0.00 142.71 N/A N/A 0 0 10 0 2023-07-26 $182.61 $184.00 18.0% 5.2% 15.0% 7.5% 0.0% 1.3% -1.0% 8.2K -104.6K -380 0.00 139.05 N/A N/A 0 0 10 0 2023-07-27 $179.60 $184.00 18.8% 5.4% 16.5% 9.5% 0.0% 1.1% -12.4% 7.3K -97.5K -380 0.00 138.22 N/A N/A 0 0 10 0 2023-07-28 $182.50 $184.00 18.3% 5.2% 16.9% 8.3% 0.0% 1.1% 1.3% 8.2K -101.0K -379 0.00 146.20 N/A N/A 0 0 10 0 2023-07-31 $184.41 $184.00 17.3% 4.9% 16.9% 5.8% 19.1% 1.3% 3.1% 8.8K -112.7K -363 0.00 130.80 N/A N/A 1 0 10 0
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