VTWG Options History — August 2024

In August 2024, VTWG traded between $186.67 and $204.98. ATM implied volatility averaged 25.3%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 6.0% (HV 20d: 31.4%). Max pain ranged from $175.00 to $199.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.25.

Notable Days

  • 2024-08-07: Highest Volume — 2 contracts
  • 2024-08-14: Largest IV drop — 33.3% change
  • 2024-08-05: Highest IV Rank — 72.3%
  • 2024-08-05: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$197.03$186.67$204.98$200.08$203.90
Max Pain$178.27$175.00$199.00$199.00$175.00
ATM IV25.3%19.9%37.3%28.7%21.1%
Expected Move6.7%5.7%8.7%8.2%6.0%
HV 20d31.4%23.9%35.5%29.0%23.9%
HV 60d23.2%20.0%24.1%20.0%23.8%
IV Rank33.3%15.7%72.3%44.3%19.3%
IV Percentile56.8%26.6%96.8%81.7%35.7%
Term Structure-1.7%-5.0%-0.1%-5.0%-1.0%
VWIV21.4%16.7%27.9%27.9%16.7%
Skew 25d4.6%-1.6%12.4%-1.6%2.3%
Skew 10d6.9%-3.0%20.3%1.5%2.5%
Call IV 25d20.1%13.9%27.6%27.6%18.3%
Put IV 25d24.7%19.4%34.8%26.0%20.6%
Bid-Ask Spread %84.3349.57103.3888.85103.38
Gamma HHI0.160.120.290.240.17
Net GEX8.0K6.1K14.6K14.6K6.9K
Net DEX-79.2K-137.0K-22.5K-132.9K-132.0K
Net VEX-167-342-107-342-133
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.001.001.000.00
Total Volume0.2730200
Total OI15.0458211910

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$200.08$199.0028.7%8.2%29.0%44.3%0.0%-1.6%-5.0%14.6K-132.9K-3420.0088.85N/AN/A00172
2024-08-02$193.00$199.0030.0%8.6%32.1%48.7%0.0%6.6%-4.1%10.4K-56.9K-2630.0070.85N/AN/A00172
2024-08-05$186.67$183.0037.3%8.7%34.2%72.3%0.0%7.3%-4.4%6.4K-23.8K-1940.0060.23N/AN/A00172
2024-08-06$190.53$183.0032.3%7.6%35.0%56.0%0.0%12.4%-2.5%8.8K-39.8K-2140.0083.98N/AN/A00172
2024-08-07$187.14$183.0035.2%8.1%35.5%65.4%27.9%4.6%-2.9%6.6K-22.5K-1791.0049.57N/AN/A11172
2024-08-08$191.38$175.0027.8%7.7%34.0%41.2%0.0%11.3%-1.7%7.4K-28.2K-2130.0076.84N/AN/A00183
2024-08-09$191.76$175.0028.7%7.1%33.5%44.3%0.0%4.8%-1.8%8.5K-35.8K-2120.0058.32N/AN/A00183
2024-08-12$190.65$175.0032.0%6.9%32.6%55.0%0.0%4.6%-1.3%7.3K-26.9K-1820.0070.48N/AN/A00183
2024-08-13$193.62$175.0033.0%6.6%31.2%58.3%19.7%4.1%-1.0%8.8K-35.7K-1840.0069.85N/AN/A20183
2024-08-14$192.74$175.0022.0%6.3%30.8%22.5%0.0%4.0%-0.9%6.4K-24.9K-1420.0077.57N/AN/A00173
2024-08-15$197.57$175.0021.2%6.1%31.7%19.6%0.0%2.9%-1.1%11.9K-66.6K-1390.0083.52N/AN/A00172
2024-08-16$197.90$175.0020.6%5.9%31.7%17.9%0.0%2.2%-0.9%12.9K-70.2K-1230.0089.74N/AN/A00172
2024-08-19$199.81$175.0020.6%5.9%31.1%18.0%16.7%5.5%-0.7%6.1K-87.4K-1120.0096.91N/AN/A1071
2024-08-20$198.70$175.0019.9%5.7%30.8%15.7%0.0%4.9%-0.6%7.0K-103.0K-1150.0092.94N/AN/A0081
2024-08-21$201.23$175.0020.9%6.0%30.3%19.0%0.0%4.9%-0.1%6.6K-106.5K-1220.0094.08N/AN/A0081
2024-08-22$199.36$175.0021.2%6.1%30.3%19.9%0.0%2.8%-0.7%6.6K-106.7K-1120.0093.11N/AN/A0081
2024-08-23$204.48$175.0020.8%6.0%31.3%18.4%0.0%4.9%-0.5%6.1K-118.9K-1070.0091.18N/AN/A1081
2024-08-26$204.98$175.0020.6%5.9%31.2%17.8%0.0%3.3%-0.9%6.6K-137.0K-1520.00101.02N/AN/A0091
2024-08-27$203.83$175.0021.3%6.1%31.3%19.9%0.0%3.8%-1.0%6.9K-130.1K-1490.00101.76N/AN/A0091
2024-08-28$202.00$175.0022.1%6.4%31.0%22.9%0.0%1.2%-1.6%7.1K-124.1K-1500.0098.66N/AN/A0091
2024-08-29$203.31$175.0020.0%5.7%27.6%16.0%0.0%4.2%-1.8%6.9K-132.5K-1360.00102.36N/AN/A0091
2024-08-30$203.90$175.0021.1%6.0%23.9%19.3%0.0%2.3%-1.0%6.9K-132.0K-1330.00103.38N/AN/A0091