VTWG Options History — November 2023

In November 2023, VTWG traded between $150.86 and $164.09. ATM implied volatility averaged 30.2%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 5.1% (HV 20d: 25.1%). Max pain ranged from $150.00 to $180.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2023-11-28: Largest IV spike — 85.3% change
  • 2023-11-02: Highest IV Rank — 61.4%
  • 2023-11-01: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$159.58$150.86$164.09$150.86$164.06
Max Pain$178.57$150.00$180.00$150.00$180.00
ATM IV30.2%19.1%41.2%39.4%37.8%
Expected Move8.1%5.5%11.3%11.3%10.8%
HV 20d25.1%20.3%28.8%20.3%25.5%
HV 60d19.8%16.5%21.3%16.5%20.8%
IV Rank35.8%10.0%61.4%57.3%53.5%
IV Percentile81.5%21.0%97.6%96.8%95.2%
Term Structure-8.4%-18.6%4.3%-18.6%-16.2%
Skew 25d1.5%-3.3%9.6%-2.4%1.8%
Skew 10d-3.2%-15.2%6.8%-12.9%6.8%
Call IV 25d21.7%16.1%31.8%23.8%31.8%
Put IV 25d23.3%14.9%33.6%21.4%33.6%
Bid-Ask Spread %149.32137.87155.20149.97155.01
Gamma HHI0.550.380.740.390.72
Net GEX1.9K3463.3K4003.3K
Net DEX-9.8K-19.1K1.9K1.9K-15.8K
Net VEX-75-107-27-59-69
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI8.6198998

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$150.86$150.0039.4%11.3%20.3%57.3%0.0%-2.4%-18.6%4001.9K-590.00149.97N/AN/A0081
2023-11-02$153.95$180.0041.2%8.1%21.8%61.4%0.0%-2.9%-9.2%912-3.2K-760.00140.62N/AN/A0081
2023-11-03$158.65$180.0027.8%6.0%24.2%30.3%0.0%3.5%-13.1%1.1K-9.5K-980.00137.87N/AN/A0081
2023-11-06$156.31$180.0035.3%7.9%24.7%47.6%0.0%5.2%-1.5%1.7K-7.1K-850.00145.46N/AN/A0081
2023-11-07$157.18$180.0034.3%6.6%24.1%45.3%0.0%0.7%-6.3%874-7.3K-800.00143.06N/AN/A0081
2023-11-08$154.94$180.0025.2%7.2%24.4%24.2%0.0%1.0%-1.7%1.2K-3.7K-710.00148.39N/AN/A0081
2023-11-09$152.59$180.0026.1%7.5%23.5%26.3%0.0%2.1%-2.1%1.1K-3.1K-700.00148.96N/AN/A0081
2023-11-10$154.59$180.0026.2%7.5%23.9%26.6%0.0%-0.1%-9.5%526-2.9K-610.00147.24N/AN/A0081
2023-11-13$155.00$180.0027.3%7.8%22.9%29.0%0.0%-3.3%-10.6%346-3.0K-480.00148.25N/AN/A0081
2023-11-14$162.75$180.0019.4%5.6%28.8%10.6%0.0%9.6%4.3%367283-360.00151.81N/AN/A0081
2023-11-15$163.18$180.0026.4%7.6%27.4%26.9%0.0%1.7%-7.3%2.8K-19.1K-1070.00151.34N/AN/A0081
2023-11-16$160.84$180.0026.8%7.7%27.2%28.0%0.0%1.2%-3.5%2.5K-15.3K-890.00151.47N/AN/A0081
2023-11-17$162.47$180.0028.4%8.1%27.0%31.6%0.0%7.0%-9.1%2.6K-16.2K-1010.00152.78N/AN/A0081
2023-11-20$163.97$180.0029.2%8.4%26.8%33.4%0.0%1.1%-12.4%3.1K-17.4K-940.00152.25N/AN/A0080
2023-11-21$162.10$180.0030.1%8.6%27.2%35.5%0.0%1.6%-8.7%2.9K-15.3K-740.00152.77N/AN/A0080
2023-11-22$163.14$180.0030.4%8.7%26.0%36.4%0.0%1.5%-11.1%3.2K-17.9K-1010.00153.21N/AN/A0080
2023-11-24$164.09$180.0031.5%9.0%25.7%38.8%0.0%1.1%-13.5%3.2K-16.0K-810.00153.54N/AN/A0080
2023-11-27$164.01$180.0019.1%5.5%25.2%10.0%0.0%0.8%2.3%1.4K-3.2K-270.00142.34N/AN/A0080
2023-11-28$162.93$180.0035.4%10.1%25.5%47.8%0.0%2.0%-13.3%3.1K-15.6K-660.00154.22N/AN/A0080
2023-11-29$163.65$180.0036.5%10.5%25.5%50.5%0.0%-1.1%-14.7%3.3K-16.5K-720.00155.20N/AN/A0080
2023-11-30$164.06$180.0037.8%10.8%25.5%53.5%0.0%1.8%-16.2%3.3K-15.8K-690.00155.01N/AN/A0080