VTWG Options History — April 2024 In April 2024, VTWG traded between $177.63 and $195.53. ATM implied volatility averaged 22.3%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.6% (HV 20d: 18.7%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-26 : Highest Volume — 1 contracts2024-04-02 : Largest IV spike — 42.2% change2024-04-02 : Highest IV Rank — 49.9%2024-04-02 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $186.15 $177.63 $195.53 $195.53 $182.77 ATM IV 22.3% 18.9% 30.3% 21.3% 20.3% Expected Move 6.2% 5.6% 8.7% 6.1% 5.8% HV 20d 18.7% 16.6% 20.8% 16.7% 20.4% HV 60d 21.7% 20.7% 22.6% 20.7% 22.3% IV Rank 24.3% 13.1% 49.9% 20.9% 17.6% IV Percentile 45.3% 18.7% 87.7% 39.7% 31.0% Term Structure -2.0% -11.3% 3.7% -9.8% -1.8% Skew 25d 3.1% -2.0% 10.6% 2.3% 4.6% Skew 10d 6.2% -3.6% 15.2% 9.0% 0.3% Call IV 25d 17.7% 12.5% 24.0% 24.0% 13.9% Put IV 25d 20.7% 14.7% 28.0% 26.4% 18.6% Bid-Ask Spread % 133.91 87.10 175.39 163.34 108.14 Gamma HHI 0.38 0.32 0.39 0.39 0.32 Net GEX 3.8K 3.2K 5.1K 3.2K 5.1K Net DEX -50.3K -72.2K -30.4K -72.2K -46.7K Net VEX -161 -189 -141 -159 -178 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 0.045 0 1 0 0 Total OI 5.091 5 6 5 6
Daily Data (22 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 2024-04-01 $195.53 $0.00 21.3% 6.1% 16.7% 20.9% 0.0% 2.3% -9.8% 3.2K -72.2K -159 0.00 163.34 N/A N/A 0 0 5 0 2024-04-02 $191.56 $0.00 30.3% 8.7% 18.1% 49.9% 0.0% 1.1% -11.3% 3.6K -63.6K -173 0.00 173.92 N/A N/A 0 0 5 0 2024-04-03 $192.88 $0.00 22.9% 6.6% 17.1% 26.0% 0.0% 4.2% 3.7% 3.6K -61.6K -169 0.00 175.39 N/A N/A 0 0 5 0 2024-04-04 $190.53 $0.00 26.3% 6.2% 17.2% 37.0% 0.0% 1.0% -1.9% 3.6K -66.2K -166 0.00 164.87 N/A N/A 0 0 5 0 2024-04-05 $191.20 $0.00 24.7% 5.6% 16.9% 32.1% 0.0% -2.0% -0.3% 3.6K -60.3K -167 0.00 169.48 N/A N/A 0 0 5 0 2024-04-08 $192.18 $0.00 27.8% 6.0% 17.1% 41.9% 0.0% -1.3% -1.2% 3.5K -64.0K -164 0.00 169.33 N/A N/A 0 0 5 0 2024-04-09 $192.30 $0.00 18.9% 6.1% 16.6% 13.1% 0.0% 3.1% -0.9% 3.6K -64.2K -163 0.00 171.73 N/A N/A 0 0 5 0 2024-04-10 $188.00 $0.00 21.0% 6.0% 18.4% 20.1% 0.0% 4.6% -0.6% 3.9K -53.2K -174 0.00 166.35 N/A N/A 0 0 5 0 2024-04-11 $190.02 $0.00 21.1% 6.0% 18.8% 20.3% 0.0% -0.5% -1.3% 3.6K -58.1K -165 0.00 169.03 N/A N/A 0 0 5 0 2024-04-12 $185.52 $0.00 23.0% 6.6% 19.0% 26.4% 0.0% 10.0% -2.6% 3.8K -55.7K -168 0.00 169.63 N/A N/A 0 0 5 0 2024-04-15 $182.55 $0.00 23.6% 6.8% 19.5% 28.3% 0.0% 6.7% -3.2% 3.4K -46.2K -162 0.00 165.14 N/A N/A 0 0 5 0 2024-04-16 $183.07 $0.00 21.5% 6.2% 19.5% 21.5% 0.0% 1.9% -0.7% 3.7K -41.3K -162 0.00 102.94 N/A N/A 0 0 5 0 2024-04-17 $181.06 $0.00 21.3% 6.1% 19.7% 20.8% 0.0% 2.9% -1.2% 3.7K -39.4K -157 0.00 87.10 N/A N/A 0 0 5 0 2024-04-18 $180.09 $0.00 21.7% 6.2% 18.6% 22.3% 0.0% -0.5% -1.1% 3.7K -36.1K -154 0.00 91.83 N/A N/A 0 0 5 0 2024-04-19 $177.63 $0.00 21.6% 6.2% 17.9% 21.8% 0.0% -0.3% -1.7% 3.4K -30.4K -143 0.00 95.85 N/A N/A 0 0 5 0 2024-04-22 $180.41 $0.00 21.8% 6.3% 19.1% 22.7% 0.0% 5.4% -3.6% 3.8K -34.0K -145 0.00 96.47 N/A N/A 0 0 5 0 2024-04-23 $183.73 $0.00 20.9% 6.0% 20.5% 19.6% 0.0% 10.6% -1.1% 4.0K -42.4K -151 0.00 96.28 N/A N/A 0 0 5 0 2024-04-24 $182.67 $0.00 20.2% 5.8% 20.5% 17.3% 0.0% 2.4% -1.0% 4.1K -41.4K -152 0.00 96.62 N/A N/A 0 0 5 0 2024-04-25 $181.53 $0.00 21.2% 6.1% 19.5% 20.6% 0.0% 4.5% -1.7% 4.0K -35.3K -141 0.00 99.89 N/A N/A 0 0 5 0 2024-04-26 $184.23 $0.00 20.3% 5.8% 20.5% 17.7% 0.0% 5.3% -0.4% 4.2K -41.7K -149 0.00 101.93 N/A N/A 1 0 5 0 2024-04-29 $185.74 $0.00 20.1% 5.8% 20.8% 17.0% 0.0% 1.5% -1.0% 5.0K -53.0K -189 0.00 110.80 N/A N/A 0 0 6 0 2024-04-30 $182.77 $0.00 20.3% 5.8% 20.4% 17.6% 0.0% 4.6% -1.8% 5.1K -46.7K -178 0.00 108.14 N/A N/A 0 0 6 0
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