VTWG Options History — May 2024 In May 2024, VTWG traded between $182.82 and $194.63. ATM implied volatility averaged 18.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.1% (HV 20d: 17.6%). Max pain ranged from $180.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days.
Notable Days 2024-05-13 : Largest IV spike — 53.1% change2024-05-14 : Highest IV Rank — 53.8%2024-05-01 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $190.58 $182.82 $194.63 $182.82 $191.05 Max Pain $180.00 $180.00 $180.00 $180.00 $180.00 ATM IV 18.6% 15.4% 31.5% 18.8% 18.3% Expected Move 4.9% 4.4% 5.4% 5.4% 5.3% HV 20d 17.6% 14.9% 21.6% 20.1% 15.0% HV 60d 19.3% 17.5% 22.4% 22.2% 17.5% IV Rank 12.4% 1.8% 53.8% 13.0% 11.4% IV Percentile 18.3% 0.4% 88.1% 17.9% 19.8% Term Structure 0.1% -1.1% 2.6% -0.4% -1.0% Skew 25d 2.3% -2.6% 5.4% 1.8% -1.2% Skew 10d 1.5% -0.6% 3.5% 1.2% 1.0% Call IV 25d 14.5% 10.8% 20.2% 20.2% 17.5% Put IV 25d 16.8% 13.4% 21.9% 21.9% 16.3% Bid-Ask Spread % 103.34 93.51 115.03 106.40 105.56 Gamma HHI 0.36 0.31 0.43 0.32 0.39 Net GEX 5.6K 5.0K 6.9K 5.1K 6.3K Net DEX -69.3K -82.1K -46.9K -47.0K -69.1K Net VEX -156 -183 -128 -182 -128 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 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 2024-05-01 $182.82 $0.00 18.8% 5.4% 20.1% 13.0% 0.0% 1.8% -0.4% 5.1K -47.0K -182 0.00 106.40 N/A N/A 0 0 6 0 2024-05-02 $184.53 $0.00 18.8% 5.4% 20.2% 12.8% 0.0% 5.4% -0.4% 5.1K -46.9K -176 0.00 113.61 N/A N/A 0 0 6 0 2024-05-03 $186.70 $0.00 17.9% 5.1% 20.7% 9.9% 0.0% 1.2% 1.3% 5.3K -58.7K -183 0.00 115.03 N/A N/A 0 0 6 0 2024-05-06 $189.63 $180.00 20.3% 5.2% 21.4% 17.6% 0.0% 2.0% 0.2% 5.2K -63.9K -180 0.00 94.59 N/A N/A 0 0 6 0 2024-05-07 $190.95 $180.00 20.3% 5.3% 21.6% 17.7% 0.0% 1.9% -0.1% 5.2K -69.0K -178 0.00 93.51 N/A N/A 0 0 6 0 2024-05-08 $189.13 $180.00 20.9% 5.3% 20.3% 19.6% 0.0% 1.8% 0.1% 5.3K -63.7K -177 0.00 97.08 N/A N/A 0 0 6 0 2024-05-09 $190.52 $180.00 18.9% 5.1% 20.1% 13.4% 0.0% 1.7% 0.3% 5.4K -65.5K -172 0.00 96.00 N/A N/A 0 0 6 0 2024-05-10 $189.18 $180.00 17.2% 4.6% 18.2% 7.9% 0.0% 1.6% 2.6% 5.7K -66.8K -172 0.00 97.24 N/A N/A 0 0 6 0 2024-05-13 $189.57 $180.00 26.4% 5.1% 17.0% 37.4% 0.0% 3.1% -0.1% 5.6K -67.9K -167 0.00 97.51 N/A N/A 0 0 6 0 2024-05-14 $191.78 $180.00 31.5% 5.3% 17.4% 53.8% 0.0% 2.2% -0.6% 5.3K -71.2K -162 0.00 98.31 N/A N/A 0 0 6 0 2024-05-15 $194.63 $180.00 17.1% 4.9% 17.1% 7.3% 0.0% 3.6% 0.5% 5.0K -80.5K -150 0.00 100.39 N/A N/A 0 0 6 0 2024-05-16 $193.36 $180.00 16.2% 4.6% 17.2% 4.4% 0.0% 1.9% 0.7% 5.4K -82.1K -142 0.00 102.86 N/A N/A 0 0 6 0 2024-05-17 $192.62 $180.00 16.1% 4.6% 16.2% 4.1% 0.0% 5.1% 0.3% 5.6K -77.1K -152 0.00 103.29 N/A N/A 0 0 6 0 2024-05-20 $194.39 $180.00 16.2% 4.6% 15.8% 4.5% 0.0% 1.5% 0.1% 5.3K -81.9K -140 0.00 103.85 N/A N/A 0 0 6 0 2024-05-21 $193.99 $180.00 15.9% 4.6% 14.9% 3.6% 0.0% 3.5% -0.2% 5.5K -81.5K -141 0.00 107.69 N/A N/A 0 0 6 0 2024-05-22 $192.52 $180.00 15.4% 4.4% 15.1% 1.8% 0.0% 2.5% -0.2% 5.9K -79.4K -138 0.00 105.77 N/A N/A 0 0 6 0 2024-05-23 $189.56 $180.00 16.8% 4.8% 16.1% 6.4% 0.0% -2.6% 0.4% 6.9K -63.0K -156 0.00 106.69 N/A N/A 0 0 6 0 2024-05-24 $192.27 $180.00 16.3% 4.7% 16.1% 4.8% 0.0% 4.4% -0.2% 6.2K -73.2K -139 0.00 106.01 N/A N/A 0 0 6 0 2024-05-28 $192.39 $180.00 15.7% 4.5% 15.9% 2.8% 0.0% 3.6% 1.3% 6.0K -77.0K -130 0.00 106.32 N/A N/A 0 0 6 0 2024-05-29 $190.25 $180.00 17.6% 5.0% 15.3% 9.0% 0.0% 3.2% -0.7% 6.6K -68.0K -135 0.00 109.64 N/A N/A 0 0 6 0 2024-05-30 $190.82 $180.00 17.6% 5.0% 15.2% 8.9% 0.0% 1.4% -1.1% 6.5K -72.3K -133 0.00 106.11 N/A N/A 0 0 6 0 2024-05-31 $191.05 $180.00 18.3% 5.3% 15.0% 11.4% 0.0% -1.2% -1.0% 6.3K -69.1K -128 0.00 105.56 N/A N/A 0 0 6 0
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