VTWG Options History — January 2024 In January 2024, VTWG traded between $173.86 and $182.77. ATM implied volatility averaged 25.5%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 5.3% (HV 20d: 20.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-18 : Highest Volume — 6 contracts2024-01-04 : Largest IV spike — 39.9% change2024-01-04 : Highest IV Rank — 59.7%2024-01-29 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $178.17 $173.86 $182.77 $180.91 $178.09 ATM IV 25.5% 20.0% 35.0% 23.7% 24.9% Expected Move 6.8% 5.7% 8.6% 6.8% 7.1% HV 20d 20.3% 17.4% 23.5% 20.6% 18.5% HV 60d 22.4% 21.5% 23.6% 23.0% 21.9% IV Rank 31.7% 15.5% 59.7% 26.4% 29.7% IV Percentile 66.8% 28.2% 93.7% 63.9% 64.7% Term Structure -6.5% -13.5% 0.0% -11.6% -13.0% Skew 25d 1.6% -4.0% 10.2% 2.1% 1.2% Skew 10d 3.5% -9.2% 23.7% 23.7% 0.7% Call IV 25d 20.6% 13.3% 30.3% 19.9% 30.3% Put IV 25d 22.1% 17.4% 31.5% 22.0% 31.5% Bid-Ask Spread % 166.07 155.59 171.79 158.14 171.59 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 5.7K 4.4K 6.8K 6.4K 6.8K Net DEX -47.4K -64.9K -26.6K -58.2K -57.9K Net VEX -192 -224 -148 -222 -209 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 0.381 0 6 0 0 Total OI 7.19 7 8 7 8
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 2024-01-02 $180.91 $0.00 23.7% 6.8% 20.6% 26.4% 0.0% 2.1% -11.6% 6.4K -58.2K -222 0.00 158.14 N/A N/A 0 0 7 0 2024-01-03 $176.66 $0.00 25.0% 7.2% 22.6% 30.2% 0.0% 1.7% -13.5% 5.0K -57.0K -221 0.00 158.03 N/A N/A 0 0 7 0 2024-01-04 $176.94 $0.00 35.0% 5.9% 22.1% 59.7% 0.0% 0.9% -0.3% 5.4K -35.4K -180 0.00 162.75 N/A N/A 0 0 7 0 2024-01-05 $176.02 $0.00 27.3% 6.1% 22.2% 36.9% 0.0% 0.3% 0.0% 5.7K -41.6K -199 0.00 162.13 N/A N/A 1 0 7 0 2024-01-08 $179.77 $0.00 29.7% 6.7% 23.2% 44.0% 0.0% 6.8% -5.2% 5.6K -46.1K -205 0.00 161.68 N/A N/A 0 0 7 0 2024-01-09 $178.53 $0.00 30.0% 5.9% 23.3% 45.0% 0.0% 0.2% -4.6% 5.7K -40.4K -195 0.00 155.59 N/A N/A 0 0 7 0 2024-01-10 $178.03 $0.00 22.4% 6.4% 23.4% 22.6% 0.0% 0.7% -0.8% 5.9K -36.6K -184 0.00 167.10 N/A N/A 0 0 7 0 2024-01-11 $177.25 $0.00 23.5% 6.7% 23.5% 25.6% 0.0% 0.6% -1.5% 5.6K -34.2K -170 0.00 167.04 N/A N/A 0 0 7 0 2024-01-12 $176.78 $0.00 23.3% 6.7% 21.1% 25.2% 0.0% 2.4% -2.4% 5.3K -34.1K -168 0.00 168.77 N/A N/A 0 0 7 0 2024-01-16 $175.12 $0.00 24.5% 7.0% 19.1% 28.7% 0.0% 1.4% -3.9% 4.7K -30.3K -162 0.00 167.01 N/A N/A 0 0 7 0 2024-01-17 $173.86 $0.00 25.7% 7.4% 19.1% 32.1% 0.0% -4.0% -9.1% 4.4K -26.6K -148 0.00 165.41 N/A N/A 0 0 7 0 2024-01-18 $174.92 $0.00 25.7% 7.4% 19.3% 32.2% 0.0% -0.5% -4.9% 6.1K -52.8K -190 0.00 168.14 N/A N/A 6 0 7 0 2024-01-19 $176.49 $0.00 26.2% 7.5% 18.7% 33.6% 0.0% 2.0% -6.3% 6.1K -48.8K -185 0.00 168.79 N/A N/A 0 0 7 0 2024-01-22 $180.23 $0.00 26.6% 7.6% 19.4% 34.7% 0.0% -0.5% -10.0% 4.9K -56.8K -191 0.00 171.25 N/A N/A 0 0 7 0 2024-01-23 $180.13 $0.00 20.0% 5.7% 18.8% 15.5% 0.0% 2.3% -7.1% 5.2K -53.3K -189 0.00 169.71 N/A N/A 0 0 7 0 2024-01-24 $178.89 $0.00 22.1% 6.3% 18.3% 21.7% 0.0% 1.4% -11.2% 6.1K -53.1K -183 0.00 169.98 N/A N/A 0 0 7 0 2024-01-25 $179.22 $0.00 21.0% 6.0% 17.4% 18.4% 0.0% 1.0% -8.6% 6.0K -48.8K -176 0.00 171.41 N/A N/A 1 0 7 0 2024-01-26 $179.57 $0.00 29.0% 8.3% 17.4% 41.9% 0.0% 2.2% -8.1% 6.3K -54.4K -222 0.00 171.79 N/A N/A 0 0 8 0 2024-01-29 $182.77 $0.00 30.1% 8.6% 18.8% 45.1% 0.0% 0.2% -11.4% 6.2K -64.9K -224 0.00 168.99 N/A N/A 0 0 8 0 2024-01-30 $181.49 $0.00 20.1% 5.8% 18.5% 15.7% 0.0% 10.2% -3.4% 6.1K -63.3K -219 0.00 162.10 N/A N/A 0 0 8 0 2024-01-31 $178.09 $0.00 24.9% 7.1% 18.5% 29.7% 0.0% 1.2% -13.0% 6.8K -57.9K -209 0.00 171.59 N/A N/A 0 0 8 0
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