VTWG Options History — March 2024 In March 2024, VTWG traded between $190.00 and $197.04. ATM implied volatility averaged 24.9%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.8% (HV 20d: 22.1%). 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 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-12 : Highest Volume — 2 contracts2024-03-11 : Largest IV spike — 106.2% change2024-03-11 : Highest IV Rank — 91.6%2024-03-01 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $193.65 $190.00 $197.04 $194.45 $197.04 Max Pain $187.00 $187.00 $187.00 $187.00 $187.00 ATM IV 24.9% 17.4% 45.8% 33.0% 19.1% Expected Move 6.2% 5.0% 9.5% 9.5% 5.5% HV 20d 22.1% 16.6% 28.0% 27.2% 17.0% HV 60d 22.1% 21.3% 22.9% 22.4% 21.3% IV Rank 30.8% 8.4% 91.6% 53.7% 14.0% IV Percentile 52.7% 8.3% 99.6% 90.1% 21.4% Term Structure -3.7% -15.6% 0.1% -15.6% -7.5% Skew 25d 2.7% -5.9% 10.2% 10.2% 8.9% Skew 10d 6.8% -0.5% 20.5% 20.5% 16.1% Call IV 25d 17.1% 13.0% 22.2% 18.5% 15.1% Put IV 25d 19.7% 16.1% 28.7% 28.7% 24.0% Bid-Ask Spread % 162.76 134.37 171.91 134.37 163.80 Gamma HHI 0.51 0.38 0.65 0.59 0.40 Net GEX 7.8K 3.1K 15.7K 9.6K 3.1K Net DEX -122.2K -188.7K -54.3K -156.5K -73.6K Net VEX -205 -282 -154 -282 -154 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 0.2 0 2 0 0 Total OI 8.9 5 13 12 5
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 2024-03-01 $194.45 $187.00 33.0% 9.5% 27.2% 53.7% 0.0% 10.2% -15.6% 9.6K -156.5K -282 0.00 134.37 N/A N/A 0 0 12 0 2024-03-04 $195.60 $0.00 27.6% 5.7% 27.1% 37.8% 0.0% -3.3% -1.9% 10.5K -170.1K -246 0.00 150.67 N/A N/A 0 0 12 0 2024-03-05 $192.06 $0.00 28.8% 6.0% 27.9% 41.3% 0.0% 2.9% -2.0% 11.2K -150.7K -258 0.00 157.56 N/A N/A 0 0 12 0 2024-03-06 $194.01 $0.00 29.0% 5.9% 27.9% 42.1% 0.0% 3.8% -1.9% 11.7K -159.8K -241 0.00 156.01 N/A N/A 0 0 12 0 2024-03-07 $195.75 $0.00 20.8% 5.7% 28.0% 17.6% 0.0% -5.9% -0.3% 9.9K -186.4K -220 0.00 156.11 N/A N/A 0 0 12 0 2024-03-08 $195.57 $0.00 22.2% 5.8% 27.8% 21.9% 0.0% -2.0% -1.1% 10.1K -188.7K -207 0.00 152.61 N/A N/A 0 0 12 0 2024-03-11 $193.32 $0.00 45.8% 6.1% 27.5% 91.6% 0.0% 3.4% -1.4% 12.2K -174.0K -209 0.00 159.24 N/A N/A 1 0 12 0 2024-03-12 $193.85 $0.00 34.1% 5.8% 26.8% 57.2% 0.0% 3.5% -0.6% 12.3K -187.6K -262 0.00 161.96 N/A N/A 2 0 13 0 2024-03-13 $194.36 $0.00 20.6% 5.9% 21.4% 17.1% 0.0% 3.7% -1.1% 11.5K -180.7K -206 0.00 166.13 N/A N/A 0 0 12 0 2024-03-14 $190.00 $0.00 21.3% 6.1% 21.2% 20.8% 0.0% 2.1% -1.4% 10.2K -138.0K -219 0.00 167.39 N/A N/A 0 0 12 0 2024-03-15 $191.25 $0.00 21.3% 6.1% 19.8% 20.9% 0.0% 2.0% -1.8% 15.7K -160.3K -197 0.00 168.39 N/A N/A 0 0 12 0 2024-03-18 $190.01 $0.00 23.1% 6.6% 19.3% 26.8% 0.0% 2.4% -1.9% 3.4K -61.5K -185 0.00 169.44 N/A N/A 0 0 5 0 2024-03-19 $190.08 $0.00 22.7% 6.5% 17.9% 25.5% 0.0% 1.4% -6.3% 3.8K -54.3K -191 0.00 170.84 N/A N/A 0 0 5 0 2024-03-20 $193.09 $0.00 19.6% 5.6% 18.1% 15.5% 0.0% -1.7% 0.1% 4.1K -59.0K -182 0.00 171.91 N/A N/A 0 0 5 0 2024-03-21 $195.48 $0.00 22.9% 6.6% 17.2% 26.0% 0.0% 4.9% -3.9% 3.2K -68.8K -168 0.00 167.94 N/A N/A 1 0 5 0 2024-03-22 $193.17 $0.00 17.4% 5.0% 17.9% 8.4% 0.0% 4.7% -4.3% 3.4K -67.8K -175 0.00 168.67 N/A N/A 0 0 5 0 2024-03-25 $193.82 $0.00 24.7% 7.1% 17.5% 31.9% 0.0% 1.7% -5.7% 3.3K -66.5K -170 0.00 171.89 N/A N/A 0 0 5 0 2024-03-26 $193.68 $0.00 18.6% 5.3% 16.6% 12.3% 0.0% 5.2% -6.6% 3.4K -68.8K -167 0.00 169.66 N/A N/A 0 0 5 0 2024-03-27 $196.36 $0.00 25.5% 7.3% 17.0% 34.6% 0.0% 5.8% -8.5% 3.3K -70.4K -160 0.00 170.63 N/A N/A 0 0 5 0 2024-03-28 $197.04 $0.00 19.1% 5.5% 17.0% 14.0% 0.0% 8.9% -7.5% 3.1K -73.6K -154 0.00 163.80 N/A N/A 0 0 5 0
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