VTWG Options History — December 2023 In December 2023, VTWG traded between $168.09 and $186.96. ATM implied volatility averaged 27.6%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.9% (HV 20d: 20.7%). Max pain ranged from $180.00 to $180.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-14 : Highest Volume — 5 contracts2023-12-27 : Largest IV spike — 38.4% change2023-12-08 : Highest IV Rank — 58.9%2023-12-28 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $177.26 $168.09 $186.96 $168.42 $184.35 Max Pain $180.00 $180.00 $180.00 $180.00 $180.00 ATM IV 27.6% 18.5% 40.1% 27.3% 20.9% Expected Move 6.6% 5.3% 8.0% 7.8% 6.0% HV 20d 20.7% 17.4% 26.0% 26.0% 20.3% HV 60d 22.1% 21.4% 22.9% 21.4% 22.5% IV Rank 32.5% 10.3% 58.9% 29.2% 18.1% IV Percentile 69.1% 15.5% 97.2% 81.7% 40.1% Term Structure -4.0% -10.2% 4.7% -1.3% -7.2% Skew 25d -0.1% -9.3% 9.3% -5.0% 6.7% Skew 10d 6.6% -6.0% 21.2% -6.0% 19.3% Call IV 25d 21.6% 13.9% 32.3% 32.3% 19.7% Put IV 25d 21.5% 17.2% 27.3% 27.3% 26.4% Bid-Ask Spread % 157.79 136.83 172.66 154.97 151.38 Gamma HHI 0.82 0.55 1.00 0.65 1.00 Net GEX 6.5K 4.0K 18.7K 4.0K 6.4K Net DEX -47.7K -105.4K -14.0K -18.8K -69.1K Net VEX -161 -248 -66 -86 -236 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 0.25 0 5 0 0 Total OI 7.8 7 13 8 7
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 2023-12-01 $168.42 $180.00 27.3% 7.8% 26.0% 29.2% 0.0% -5.0% -1.3% 4.0K -18.8K -86 0.00 154.97 N/A N/A 0 0 8 0 2023-12-04 $170.12 $0.00 29.8% 6.0% 24.4% 35.0% 0.0% -5.1% -3.6% 4.4K -14.0K -68 0.00 172.18 N/A N/A 0 0 8 0 2023-12-05 $168.22 $0.00 33.3% 6.3% 24.0% 43.0% 0.0% -6.8% -0.6% 4.6K -25.1K -84 0.00 169.59 N/A N/A 0 0 8 0 2023-12-06 $168.09 $0.00 35.1% 6.3% 24.1% 47.3% 0.0% -7.0% -0.8% 4.5K -25.0K -81 0.00 170.44 N/A N/A 0 0 8 0 2023-12-07 $168.61 $0.00 37.1% 6.2% 23.1% 51.8% 0.0% 5.8% -2.2% 4.6K -16.8K -72 0.00 172.66 N/A N/A 0 0 8 0 2023-12-08 $170.45 $0.00 40.1% 6.3% 22.0% 58.9% 0.0% -4.8% -3.4% 5.3K -32.7K -95 0.00 172.10 N/A N/A 0 0 8 0 2023-12-11 $170.72 $0.00 33.6% 6.6% 21.9% 43.6% 0.0% -6.9% -5.6% 5.8K -19.7K -70 0.00 170.41 N/A N/A 0 0 8 0 2023-12-12 $171.27 $0.00 38.7% 6.5% 21.9% 55.5% 0.0% -6.6% -4.2% 6.2K -20.5K -66 0.00 169.58 N/A N/A 0 0 8 0 2023-12-13 $176.39 $0.00 24.1% 6.9% 17.4% 21.7% 0.0% -3.8% -5.1% 6.8K -54.2K -94 0.00 145.44 N/A N/A 0 0 8 0 2023-12-14 $180.89 $0.00 18.5% 5.3% 18.9% 10.3% 0.0% -1.2% -2.2% 12.5K -74.6K -93 0.00 136.83 N/A N/A 5 0 8 0 2023-12-15 $179.72 $0.00 22.4% 6.4% 18.0% 22.5% 0.0% -9.3% -0.4% 18.7K -105.4K -245 0.00 152.55 N/A N/A 0 0 13 0 2023-12-18 $179.99 $0.00 23.6% 6.8% 18.0% 26.1% 0.0% 6.7% -4.3% 6.1K -49.4K -241 0.00 156.59 N/A N/A 0 0 7 0 2023-12-19 $182.71 $0.00 24.0% 6.9% 18.3% 27.2% 0.0% -3.9% -6.5% 5.7K -52.9K -243 0.00 154.85 N/A N/A 0 0 7 0 2023-12-20 $179.49 $0.00 18.8% 5.4% 19.2% 11.9% 0.0% 7.4% -4.8% 6.1K -59.2K -248 0.00 151.91 N/A N/A 0 0 7 0 2023-12-21 $181.77 $0.00 24.9% 7.1% 19.3% 29.8% 0.0% 5.9% -8.3% 5.7K -52.2K -236 0.00 156.15 N/A N/A 0 0 7 0 2023-12-22 $183.95 $0.00 25.0% 7.2% 19.5% 30.1% 0.0% 1.0% -6.4% 5.7K -59.1K -245 0.00 151.09 N/A N/A 0 0 7 0 2023-12-26 $186.56 $0.00 19.4% 5.5% 19.6% 13.5% 0.0% 7.9% 4.7% 5.8K -65.0K -241 0.00 149.57 N/A N/A 0 0 7 0 2023-12-27 $186.96 $0.00 26.8% 7.7% 19.0% 35.4% 0.0% 9.3% -6.9% 5.9K -70.7K -240 0.00 147.40 N/A N/A 0 0 7 0 2023-12-28 $186.56 $0.00 27.8% 8.0% 19.3% 38.4% 0.0% 7.2% -10.2% 6.1K -69.7K -239 0.00 150.20 N/A N/A 0 0 7 0 2023-12-29 $184.35 $0.00 20.9% 6.0% 20.3% 18.1% 0.0% 6.7% -7.2% 6.4K -69.1K -236 0.00 151.38 N/A N/A 0 0 7 0
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