VTWG Options History — September 2024 In September 2024, VTWG traded between $192.46 and $207.95. ATM implied volatility averaged 22.2%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.2% (HV 20d: 21.0%). Max pain ranged from $175.00 to $175.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-04 : Highest Volume — 1 contracts2024-09-11 : Largest IV drop — 15.8% change2024-09-10 : Highest IV Rank — 37.5%2024-09-04 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $201.10 $192.46 $207.95 $197.36 $206.53 Max Pain $175.00 $175.00 $175.00 $175.00 $175.00 ATM IV 22.2% 18.7% 26.6% 23.8% 20.7% Expected Move 6.2% 5.4% 7.0% 6.8% 5.9% HV 20d 21.0% 19.4% 23.7% 23.7% 19.4% HV 60d 25.0% 24.5% 25.3% 24.7% 25.3% IV Rank 23.1% 11.7% 37.5% 28.2% 18.0% IV Percentile 42.7% 15.9% 70.6% 56.7% 31.0% Term Structure 0.8% -2.8% 4.1% -2.7% 3.4% VWIV 16.9% 16.9% 16.9% 16.9% 16.9% Skew 25d 2.4% -4.3% 5.9% -1.4% 3.3% Skew 10d 4.0% -3.9% 10.2% 0.2% 2.7% Call IV 25d 18.7% 13.7% 23.8% 23.8% 15.9% Put IV 25d 21.1% 14.3% 25.2% 22.4% 19.2% Bid-Ask Spread % 89.36 57.41 116.97 100.28 106.00 Gamma HHI 0.46 0.13 1.00 0.14 1.00 Net GEX 5.5K 584 9.3K 7.9K 584 Net DEX -81.9K -153.1K -10.3K -109.0K -10.6K Net VEX -88 -136 -56 -134 -56 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 0.05 0 1 0 0 Total OI 7.3 1 10 10 1
Daily Data (20 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 2024-09-03 $197.36 $175.00 23.8% 6.8% 23.7% 28.2% 0.0% -1.4% -2.7% 7.9K -109.0K -134 0.00 100.28 N/A N/A 0 0 9 1 2024-09-04 $197.51 $175.00 24.4% 7.0% 22.8% 30.2% 16.9% 4.6% -2.8% 8.0K -105.3K -131 0.00 96.93 N/A N/A 1 0 9 1 2024-09-05 $195.84 $0.00 25.7% 6.6% 21.9% 34.6% 0.0% 3.7% -0.4% 8.2K -98.9K -133 0.00 57.41 N/A N/A 0 0 9 1 2024-09-06 $192.46 $0.00 25.8% 6.7% 21.6% 34.8% 0.0% 2.5% 1.0% 8.6K -80.8K -136 0.00 62.13 N/A N/A 0 0 9 1 2024-09-09 $193.28 $0.00 25.8% 6.5% 21.7% 34.8% 0.0% 3.4% 0.1% 8.6K -87.2K -114 0.00 66.02 N/A N/A 0 0 9 1 2024-09-10 $192.84 $0.00 26.6% 6.7% 21.6% 37.5% 0.0% 3.9% -0.2% 9.3K -78.1K -108 0.00 69.32 N/A N/A 0 0 9 1 2024-09-11 $194.27 $0.00 22.4% 6.4% 21.0% 23.7% 0.0% 3.6% 0.7% 9.2K -86.8K -108 0.00 71.04 N/A N/A 0 0 9 1 2024-09-12 $196.98 $0.00 21.7% 6.2% 21.5% 21.4% 0.0% 4.2% 0.4% 8.7K -103.6K -100 0.00 64.60 N/A N/A 0 0 9 1 2024-09-13 $201.41 $0.00 21.6% 6.2% 21.1% 21.1% 0.0% 3.2% 0.5% 7.2K -125.9K -92 0.00 74.70 N/A N/A 0 0 9 1 2024-09-16 $202.09 $0.00 22.9% 6.6% 21.2% 25.2% 0.0% 4.8% -0.1% 7.5K -127.0K -79 0.00 83.86 N/A N/A 0 0 9 1 2024-09-17 $203.13 $0.00 22.4% 6.4% 21.0% 23.8% 0.0% 1.8% -0.4% 7.1K -132.5K -80 0.00 77.36 N/A N/A 0 0 9 1 2024-09-18 $203.94 $0.00 22.2% 6.4% 20.9% 23.2% 0.0% -4.3% -0.8% 7.1K -133.9K -75 0.00 116.50 N/A N/A 0 0 9 1 2024-09-19 $207.95 $0.00 21.4% 6.1% 21.5% 20.5% 0.0% 0.9% 0.8% 5.0K -152.4K -62 0.00 93.89 N/A N/A 0 0 9 1 2024-09-20 $207.47 $0.00 19.9% 5.7% 21.2% 15.5% 0.0% 0.9% 2.5% 4.8K -153.1K -59 0.00 101.20 N/A N/A 0 0 9 1 2024-09-23 $205.96 $0.00 18.7% 5.4% 19.5% 11.7% 0.0% 0.7% 4.1% 594 -10.6K -57 0.00 106.52 N/A N/A 0 0 1 0 2024-09-24 $206.54 $0.00 19.4% 5.6% 19.5% 13.8% 0.0% 5.9% 3.6% 589 -10.3K -57 0.00 107.13 N/A N/A 0 0 1 0 2024-09-25 $204.50 $0.00 19.3% 5.5% 19.7% 13.6% 0.0% 2.1% 1.4% 605 -10.3K -57 0.00 107.72 N/A N/A 0 0 1 0 2024-09-26 $205.55 $0.00 19.9% 5.7% 19.5% 15.5% 0.0% -0.2% 2.6% 599 -10.5K -57 0.00 116.97 N/A N/A 0 0 1 0 2024-09-27 $206.47 $0.00 19.8% 5.7% 19.4% 15.2% 0.0% 3.7% 3.1% 593 -10.7K -56 0.00 107.55 N/A N/A 0 0 1 0 2024-09-30 $206.53 $0.00 20.7% 5.9% 19.4% 18.0% 0.0% 3.3% 3.4% 584 -10.6K -56 0.00 106.00 N/A N/A 0 0 1 0
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