VTWG Options History — June 2024 In June 2024, VTWG traded between $187.97 and $192.21. ATM implied volatility averaged 17.7%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 2.7% (HV 20d: 15.0%). Max pain ranged from $180.00 to $192.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-25 : Highest Volume — 2 contracts2024-06-12 : Largest IV drop — 25.5% change2024-06-11 : Highest IV Rank — 21.0%2024-06-03 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $190.00 $187.97 $192.21 $190.68 $190.55 Max Pain $186.00 $180.00 $192.00 $180.00 $192.00 ATM IV 17.7% 15.1% 21.3% 19.8% 15.1% Expected Move 5.0% 4.3% 5.7% 5.7% 4.3% HV 20d 15.0% 13.9% 16.0% 14.6% 14.1% HV 60d 17.3% 16.7% 17.9% 17.4% 16.7% IV Rank 9.4% 1.1% 21.0% 16.0% 1.1% IV Percentile 15.9% 0.4% 45.6% 30.2% 0.4% Term Structure 0.0% -2.4% 3.4% -2.4% 0.7% VWIV 17.1% 17.1% 17.1% 17.1% 17.1% Skew 25d 1.5% -4.1% 6.2% -0.8% -4.1% Skew 10d 3.0% -6.4% 9.4% 0.4% 0.2% Call IV 25d 14.3% 10.6% 17.6% 13.3% 15.6% Put IV 25d 15.8% 11.5% 19.6% 12.5% 11.5% Bid-Ask Spread % 97.89 75.87 116.38 106.39 115.41 Gamma HHI 0.49 0.36 0.66 0.39 0.54 Net GEX 6.6K 1.7K 9.3K 6.2K 6.1K Net DEX -55.0K -80.1K -14.2K -69.4K -34.3K Net VEX -99 -123 -68 -121 -105 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 0.105 0 2 0 0 Total OI 5.263 2 6 6 4
Daily Data (19 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 2024-06-03 $190.68 $180.00 19.8% 5.7% 14.6% 16.0% 0.0% -0.8% -2.4% 6.2K -69.4K -121 0.00 106.39 N/A N/A 0 0 6 0 2024-06-04 $188.84 $180.00 19.2% 5.5% 14.0% 14.2% 0.0% -1.4% -1.8% 6.8K -64.3K -122 0.00 108.05 N/A N/A 0 0 6 0 2024-06-05 $192.21 $180.00 18.0% 5.2% 15.2% 10.2% 0.0% 2.5% -1.5% 6.9K -71.9K -123 0.00 108.03 N/A N/A 0 0 6 0 2024-06-06 $190.67 $0.00 19.1% 5.0% 15.1% 13.9% 0.0% 1.7% -0.5% 6.7K -72.6K -119 0.00 76.85 N/A N/A 0 0 6 0 2024-06-07 $188.82 $0.00 19.1% 5.0% 15.2% 13.9% 0.0% 2.3% -0.0% 6.8K -64.8K -114 0.00 75.87 N/A N/A 0 0 6 0 2024-06-10 $189.94 $0.00 18.6% 5.0% 15.2% 12.2% 0.0% 3.1% 0.1% 8.1K -63.0K -105 0.00 84.50 N/A N/A 0 0 6 0 2024-06-11 $189.26 $0.00 21.3% 5.0% 15.2% 21.0% 0.0% 1.9% -0.1% 7.3K -62.9K -102 0.00 84.31 N/A N/A 0 0 6 0 2024-06-12 $192.11 $0.00 15.9% 4.6% 15.6% 3.5% 0.0% -2.8% 0.3% 7.7K -80.1K -103 0.00 90.44 N/A N/A 0 0 6 0 2024-06-13 $191.09 $0.00 16.9% 4.8% 14.7% 6.7% 0.0% 0.5% 0.1% 8.1K -70.6K -98 0.00 83.56 N/A N/A 0 0 6 0 2024-06-14 $187.97 $0.00 17.5% 5.0% 15.6% 8.6% 0.0% 2.1% 0.1% 7.4K -57.9K -91 0.00 92.34 N/A N/A 0 0 6 0 2024-06-17 $189.73 $0.00 17.9% 5.1% 16.0% 10.0% 0.0% 4.9% -0.5% 8.4K -63.5K -87 0.00 93.87 N/A N/A 0 0 6 0 2024-06-18 $190.28 $0.00 17.7% 5.1% 15.7% 9.3% 0.0% 1.6% -0.2% 9.3K -66.0K -87 0.00 96.61 N/A N/A 0 0 6 0 2024-06-20 $188.90 $0.00 15.6% 4.5% 15.8% 2.6% 0.0% -0.2% 3.4% 7.5K -58.1K -77 0.00 92.23 N/A N/A 0 0 6 0 2024-06-21 $189.12 $0.00 16.8% 4.8% 15.7% 6.5% 0.0% 6.2% 1.2% 7.3K -55.3K -70 0.00 102.72 N/A N/A 0 0 6 0 2024-06-24 $190.19 $0.00 17.4% 5.0% 14.8% 8.5% 0.0% 1.9% -0.2% 1.7K -15.3K -70 0.00 106.87 N/A N/A 0 0 2 0 2024-06-25 $189.67 $0.00 16.9% 4.9% 13.9% 6.8% 17.1% 1.4% 1.2% 1.7K -14.2K -68 0.00 115.14 N/A N/A 2 0 2 0 2024-06-26 $188.83 $192.00 16.9% 4.8% 14.0% 6.7% 0.0% 3.2% 0.5% 5.2K -28.2K -104 0.00 116.38 N/A N/A 0 0 4 0 2024-06-27 $191.07 $192.00 16.9% 4.9% 14.1% 6.8% 0.0% 4.2% -0.1% 5.6K -31.9K -106 0.00 110.26 N/A N/A 0 0 4 0 2024-06-28 $190.55 $192.00 15.1% 4.3% 14.1% 1.1% 0.0% -4.1% 0.7% 6.1K -34.3K -105 0.00 115.41 N/A N/A 0 0 4 0
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