VTWG Options History — February 2024 In February 2024, VTWG traded between $178.69 and $192.57. ATM implied volatility averaged 26.3%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.0% (HV 20d: 23.3%). Max pain ranged from $187.00 to $187.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-15 : Highest Volume — 5 contracts2024-02-02 : Largest IV spike — 41.6% change2024-02-02 : Highest IV Rank — 61.3%2024-02-23 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $185.96 $178.69 $192.57 $180.99 $192.02 Max Pain $187.00 $187.00 $187.00 $187.00 $187.00 ATM IV 26.3% 20.7% 35.5% 25.1% 27.4% Expected Move 7.1% 5.9% 9.2% 6.1% 7.8% HV 20d 23.3% 15.9% 28.7% 17.3% 27.4% HV 60d 21.6% 18.9% 22.9% 21.3% 22.4% IV Rank 34.1% 17.3% 61.3% 30.4% 37.2% IV Percentile 67.6% 34.1% 94.8% 67.5% 77.4% Term Structure -5.2% -16.5% 1.9% -3.7% -13.1% Skew 25d 1.6% -13.7% 7.7% -1.5% 6.6% Skew 10d 11.0% -3.6% 19.6% 7.3% 16.4% Call IV 25d 20.7% 15.0% 36.1% 18.1% 20.8% Put IV 25d 22.3% 16.6% 27.4% 16.6% 27.4% Bid-Ask Spread % 138.27 133.01 142.55 141.44 133.01 Gamma HHI 0.78 0.57 1.00 1.00 0.62 Net GEX 8.1K 5.3K 13.0K 6.3K 10.2K Net DEX -90.4K -150.4K -45.0K -48.4K -150.4K Net VEX -283 -635 -183 -199 -289 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 1.1 0 5 0 0 Total OI 10.45 8 17 8 12
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 2024-02-01 $180.99 $187.00 25.1% 6.1% 17.3% 30.4% 0.0% -1.5% -3.7% 6.3K -48.4K -199 0.00 141.44 N/A N/A 0 0 8 0 2024-02-02 $180.49 $187.00 35.5% 5.9% 17.4% 61.3% 0.0% 0.4% -1.8% 6.1K -48.5K -194 0.00 141.21 N/A N/A 0 0 8 0 2024-02-05 $178.69 $187.00 30.2% 6.2% 17.7% 45.6% 0.0% 1.1% -1.3% 6.0K -47.6K -190 0.00 142.00 N/A N/A 0 0 8 0 2024-02-06 $179.76 $187.00 29.6% 6.4% 16.1% 43.9% 0.0% 0.1% -5.1% 6.0K -45.0K -183 0.00 142.55 N/A N/A 0 0 8 0 2024-02-07 $180.38 $187.00 22.4% 6.4% 15.9% 22.5% 0.0% 1.9% -1.7% 6.6K -53.2K -193 0.00 141.48 N/A N/A 0 0 8 0 2024-02-08 $182.91 $187.00 22.9% 6.6% 16.6% 23.9% 0.0% 4.9% -6.3% 6.5K -55.8K -193 0.00 141.13 N/A N/A 0 0 8 0 2024-02-09 $186.73 $187.00 28.9% 8.3% 17.8% 41.8% 0.0% 4.8% -6.9% 6.8K -71.4K -202 0.00 137.60 N/A N/A 0 4 8 0 2024-02-12 $190.10 $187.00 20.7% 5.9% 18.4% 17.3% 0.0% 2.7% -1.8% 5.3K -53.7K -419 0.00 133.84 N/A N/A 0 4 8 4 2024-02-13 $182.20 $187.00 24.1% 6.9% 24.3% 27.6% 0.0% 3.4% -3.0% 6.4K -61.8K -185 0.00 140.21 N/A N/A 0 0 8 0 2024-02-14 $187.35 $187.00 31.8% 9.1% 25.7% 50.2% 0.0% 4.5% -7.6% 6.7K -74.3K -190 0.00 137.87 N/A N/A 4 0 8 0 2024-02-15 $191.50 $187.00 23.6% 6.8% 26.5% 26.0% 0.0% -13.7% -6.7% 9.0K -136.0K -352 0.00 134.25 N/A N/A 0 5 12 0 2024-02-16 $188.89 $187.00 24.3% 7.0% 27.2% 28.1% 0.0% -7.0% -2.8% 6.5K -93.0K -635 0.00 133.32 N/A N/A 0 5 12 5 2024-02-20 $185.34 $187.00 27.5% 7.9% 27.5% 37.6% 0.0% 7.7% -5.3% 9.1K -115.2K -339 0.00 137.10 N/A N/A 0 0 12 0 2024-02-21 $183.65 $187.00 27.3% 7.8% 27.7% 36.8% 0.0% 2.3% -6.1% 9.4K -103.7K -332 0.00 139.84 N/A N/A 0 0 12 0 2024-02-22 $187.56 $187.00 27.8% 8.0% 28.5% 38.4% 0.0% 2.5% -11.8% 10.1K -115.2K -329 0.00 139.60 N/A N/A 0 0 12 0 2024-02-23 $187.38 $187.00 32.1% 9.2% 28.5% 51.2% 0.0% 2.9% -5.3% 10.3K -118.5K -326 0.00 138.98 N/A N/A 0 0 12 0 2024-02-26 $189.59 $187.00 21.7% 6.2% 28.7% 20.5% 0.0% 3.7% 1.9% 10.9K -126.7K -313 0.00 139.42 N/A N/A 0 0 12 0 2024-02-27 $192.57 $187.00 22.0% 6.3% 28.5% 21.3% 0.0% 7.4% 1.2% 10.8K -148.7K -297 0.00 133.47 N/A N/A 0 0 12 0 2024-02-28 $191.12 $187.00 21.8% 6.3% 28.6% 20.8% 0.0% -3.2% -16.5% 13.0K -140.6K -292 0.00 137.03 N/A N/A 0 0 12 0 2024-02-29 $192.02 $187.00 27.4% 7.8% 27.4% 37.2% 0.0% 6.6% -13.1% 10.2K -150.4K -289 0.00 133.01 N/A N/A 0 0 12 0
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