VTWG Options History — September 2023 In September 2023, VTWG traded between $161.22 and $176.60. ATM implied volatility averaged 22.2%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 7.5% (HV 20d: 14.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days.
Notable Days 2023-09-05 : Largest IV spike — 48.8% change2023-09-12 : Highest IV Rank — 55.6%2023-09-29 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $167.91 $161.22 $176.60 $176.60 $163.12 ATM IV 22.2% 15.9% 38.7% 15.9% 23.1% Expected Move 5.6% 4.5% 6.6% 4.5% 6.6% HV 20d 14.7% 12.7% 15.7% 14.7% 13.2% HV 60d 15.3% 15.0% 15.7% 15.3% 15.0% IV Rank 17.2% 2.5% 55.6% 2.5% 19.4% IV Percentile 40.6% 1.6% 96.0% 1.6% 57.5% Term Structure 0.5% -9.7% 6.2% -0.3% -9.7% Skew 25d 1.6% -3.6% 7.2% 1.5% -3.6% Skew 10d -0.5% -11.1% 7.6% 2.6% -11.1% Call IV 25d 17.7% 11.1% 25.9% 13.0% 25.9% Put IV 25d 19.4% 14.2% 22.9% 14.5% 22.2% Bid-Ask Spread % 132.61 116.30 143.36 143.36 143.25 Gamma HHI 0.68 0.60 0.72 0.67 0.68 Net GEX 4.5K 3.1K 5.8K 5.7K 3.5K Net DEX -38.9K -66.0K -20.1K -66.0K -20.1K Net VEX -246 -327 -160 -327 -160 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 8 8 8 8 8
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 2023-09-01 $176.60 $0.00 15.9% 4.5% 14.7% 2.5% 0.0% 1.5% -0.3% 5.7K -66.0K -327 0.00 143.36 N/A N/A 0 0 8 0 2023-09-05 $173.62 $0.00 23.6% 5.3% 15.7% 20.5% 0.0% -2.4% -0.4% 5.8K -58.6K -314 0.00 116.51 N/A N/A 0 0 8 0 2023-09-06 $173.05 $0.00 22.6% 5.6% 15.7% 18.2% 0.0% 2.7% 6.2% 4.8K -51.4K -302 0.00 116.30 N/A N/A 0 0 8 0 2023-09-07 $171.46 $0.00 24.9% 5.8% 15.5% 23.4% 0.0% -0.5% 3.9% 4.8K -49.4K -295 0.00 121.25 N/A N/A 0 0 8 0 2023-09-08 $170.59 $0.00 26.2% 5.7% 15.6% 26.4% 0.0% 3.3% 5.0% 4.6K -50.5K -296 0.00 123.09 N/A N/A 0 0 8 0 2023-09-11 $171.19 $0.00 33.5% 5.9% 15.6% 43.5% 0.0% 3.0% 1.7% 5.3K -48.3K -286 0.00 120.59 N/A N/A 0 0 8 0 2023-09-12 $170.56 $0.00 38.7% 5.9% 15.6% 55.6% 0.0% 2.3% 3.0% 4.7K -45.3K -279 0.00 124.92 N/A N/A 0 0 8 0 2023-09-13 $169.39 $0.00 20.2% 5.8% 15.4% 12.5% 0.0% -1.9% 1.8% 4.8K -47.0K -274 0.00 130.72 N/A N/A 0 0 8 0 2023-09-14 $171.17 $0.00 16.7% 4.8% 15.5% 4.4% 0.0% 6.8% 3.2% 5.7K -41.1K -265 0.00 130.17 N/A N/A 0 0 8 0 2023-09-15 $168.88 $0.00 18.6% 5.3% 14.9% 8.9% 0.0% 1.9% -6.5% 5.7K -40.5K -253 0.00 140.80 N/A N/A 0 0 8 0 2023-09-18 $168.45 $0.00 16.6% 4.8% 14.5% 4.1% 0.0% 2.1% 0.6% 5.2K -39.8K -252 0.00 141.27 N/A N/A 0 0 8 0 2023-09-19 $167.73 $0.00 17.3% 5.0% 14.6% 5.8% 0.0% 7.2% 2.7% 4.6K -30.2K -223 0.00 140.22 N/A N/A 0 0 8 0 2023-09-20 $166.04 $0.00 20.5% 5.9% 14.9% 13.2% 0.0% 1.3% -0.1% 4.7K -31.6K -224 0.00 134.47 N/A N/A 0 0 8 0 2023-09-21 $163.01 $0.00 18.9% 5.4% 15.2% 9.6% 0.0% 5.0% 0.8% 3.7K -23.9K -189 0.00 138.13 N/A N/A 0 0 8 0 2023-09-22 $162.72 $0.00 21.6% 6.2% 14.3% 15.7% 0.0% 0.6% 0.2% 3.4K -28.8K -214 0.00 133.28 N/A N/A 0 0 8 0 2023-09-25 $162.56 $0.00 21.9% 6.3% 14.0% 16.6% 0.0% 0.8% 0.2% 3.4K -25.7K -189 0.00 137.01 N/A N/A 0 0 8 0 2023-09-26 $161.22 $0.00 22.5% 6.4% 13.8% 17.9% 0.0% 0.4% -0.4% 3.1K -24.1K -179 0.00 137.78 N/A N/A 0 0 8 0 2023-09-27 $162.53 $0.00 21.9% 6.3% 12.7% 16.5% 0.0% -2.1% -0.2% 3.3K -28.7K -196 0.00 138.93 N/A N/A 0 0 8 0 2023-09-28 $164.32 $0.00 19.2% 5.5% 13.2% 10.2% 0.0% 4.5% -1.6% 3.8K -26.1K -193 0.00 140.09 N/A N/A 0 0 8 0 2023-09-29 $163.12 $0.00 23.1% 6.6% 13.2% 19.4% 0.0% -3.6% -9.7% 3.5K -20.1K -160 0.00 143.25 N/A N/A 0 0 8 0
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