VTWG Options History — July 2024

In July 2024, VTWG traded between $189.78 and $210.76. ATM implied volatility averaged 20.4%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.8% (HV 20d: 18.6%). Max pain ranged from $192.00 to $199.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2024-07-26: Highest Volume — 6 contracts
  • 2024-07-16: Largest IV spike — 20.4% change
  • 2024-07-30: Highest IV Rank — 37.7%
  • 2024-07-30: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$200.36$189.78$210.76$189.78$208.25
Max Pain$197.43$192.00$199.00$192.00$199.00
ATM IV20.4%15.5%26.7%17.1%24.9%
Expected Move5.9%4.5%7.7%4.9%7.1%
HV 20d18.6%11.6%24.3%14.2%24.3%
HV 60d17.2%15.0%18.4%16.5%18.3%
IV Rank17.7%2.1%37.7%7.5%32.0%
IV Percentile36.4%1.2%74.6%10.7%65.9%
Term Structure-1.1%-3.5%0.7%-0.2%-2.2%
VWIV22.8%21.1%25.1%21.4%23.9%
Skew 25d0.2%-3.9%4.6%0.8%-3.9%
Skew 10d-4.1%-10.6%1.3%1.3%-10.6%
Call IV 25d19.4%11.9%26.3%12.1%26.3%
Put IV 25d19.6%12.5%24.6%12.9%22.4%
Bid-Ask Spread %97.0381.06128.53114.76102.86
Gamma HHI0.390.140.590.520.33
Net GEX7.6K1.3K18.3K6.0K18.3K
Net DEX-87.7K-243.6K-27.3K-31.7K-243.6K
Net VEX-161-372-48-99-328
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.001.001.000.00
Total Volume0.8640601
Total OI8.227420420

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$189.78$192.0017.1%4.9%14.2%7.5%0.0%0.8%-0.2%6.0K-31.7K-990.00114.76N/AN/A0040
2024-07-02$189.86$192.0016.0%4.6%14.1%4.0%0.0%1.1%0.4%6.1K-29.4K-960.00126.60N/AN/A0040
2024-07-03$190.19$192.0015.8%4.5%13.7%3.3%0.0%-0.7%0.2%6.5K-32.6K-980.00128.53N/AN/A0040
2024-07-05$190.16$0.0015.5%4.6%12.1%2.1%0.0%0.5%0.7%6.8K-27.3K-900.0081.06N/AN/A0040
2024-07-08$191.37$0.0015.9%4.6%12.0%3.7%0.0%0.1%0.4%7.5K-36.2K-920.0083.88N/AN/A0040
2024-07-09$190.36$0.0015.6%4.6%11.6%2.7%0.0%0.6%0.2%7.9K-31.3K-880.0084.14N/AN/A0040
2024-07-10$191.43$0.0016.7%4.8%11.6%6.2%0.0%0.2%0.1%7.9K-31.9K-860.0087.59N/AN/A0040
2024-07-11$198.35$0.0018.1%5.2%16.9%10.7%0.0%-0.6%-0.5%6.0K-58.4K-760.0094.52N/AN/A0040
2024-07-12$200.99$0.0018.2%5.2%16.7%11.0%0.0%-0.8%-0.3%3.2K-65.0K-670.0093.02N/AN/A0040
2024-07-15$204.73$0.0018.9%5.4%17.4%13.1%0.0%1.5%-0.3%1.9K-70.6K-570.0095.00N/AN/A0040
2024-07-16$210.76$0.0022.7%6.5%18.0%25.5%21.4%0.2%-1.9%1.3K-76.4K-481.0097.21N/AN/A1140
2024-07-17$207.18$199.0021.1%6.1%19.7%20.4%21.1%-0.3%-1.2%1.3K-85.1K-950.0096.64N/AN/A3051
2024-07-18$203.10$199.0021.6%6.2%21.5%21.9%21.4%-0.1%-1.8%4.9K-92.5K-1710.0092.62N/AN/A1081
2024-07-19$201.61$199.0022.1%6.3%21.5%23.5%0.0%3.2%-1.6%6.1K-98.9K-1950.0092.23N/AN/A0091
2024-07-22$205.30$199.0021.1%6.1%22.1%20.5%0.0%4.6%-1.2%7.3K-67.0K-1820.0092.72N/AN/A0071
2024-07-23$207.49$199.0021.8%6.2%22.2%21.7%0.0%0.2%-1.6%6.8K-81.8K-1760.0097.09N/AN/A1071
2024-07-24$203.01$199.0024.1%6.9%24.0%29.2%23.7%1.6%-2.4%7.1K-69.2K-2100.0097.58N/AN/A4081
2024-07-25$204.72$198.0023.6%6.8%23.9%27.8%25.1%0.6%-2.2%9.9K-148.2K-2740.0083.23N/AN/A01121
2024-07-26$207.61$199.0024.4%7.0%24.0%30.3%23.2%-2.1%-2.3%8.6K-147.0K-2780.0095.26N/AN/A60122
2024-07-29$205.85$199.0026.0%7.5%24.3%35.4%0.0%-1.7%-3.5%17.5K-206.1K-3720.0099.60N/AN/A00182
2024-07-30$205.72$199.0026.7%7.7%24.1%37.7%0.0%-1.7%-3.2%17.5K-200.0K-3700.0098.53N/AN/A00182
2024-07-31$208.25$199.0024.9%7.1%24.3%32.0%23.9%-3.9%-2.2%18.3K-243.6K-3280.00102.86N/AN/A10182