VTWG Options History — October 2024

In October 2024, VTWG traded between $202.23 and $213.18. ATM implied volatility averaged 24.2%, placing in the 29.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.9% (HV 20d: 16.3%). Max pain ranged from $215.00 to $215.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-31: Highest Volume — 7 contracts
2024-10-14: Largest IV spike — 12.8% change
2024-10-31: Highest IV Rank — 49.9%
2024-10-31: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$207.31	$202.23	$213.18	$204.18	$205.28
Max Pain	$215.00	$215.00	$215.00	$215.00	$215.00
ATM IV	24.2%	20.9%	30.4%	21.8%	30.4%
Expected Move	7.0%	6.0%	8.7%	6.3%	8.7%
HV 20d	16.3%	15.4%	17.4%	15.7%	17.2%
HV 60d	22.8%	18.3%	25.5%	25.4%	18.3%
IV Rank	29.5%	18.9%	49.9%	21.8%	49.9%
IV Percentile	58.2%	32.5%	88.9%	42.9%	88.9%
Term Structure	-2.3%	-6.5%	2.1%	2.1%	-6.3%
VWIV	28.4%	25.8%	31.0%	25.8%	31.0%
Skew 25d	3.9%	1.6%	7.2%	5.6%	3.3%
Skew 10d	6.0%	1.9%	12.4%	2.7%	12.4%
Call IV 25d	22.0%	17.6%	27.7%	17.7%	27.7%
Put IV 25d	25.9%	23.3%	31.0%	23.3%	31.0%
Bid-Ask Spread %	70.96	54.84	102.67	100.87	78.54
Gamma HHI	0.87	0.59	1.00	1.00	0.75
Net GEX	4.5K	582	14.3K	593	12.6K
Net DEX	-50.6K	-145.2K	-9.3K	-9.8K	-117.9K
Net VEX	-180	-396	-53	-55	-364
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	0.913	0	7	0	7
Total OI	5.391	1	15	1	15

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-10-01	$204.18	$0.00	21.8%	6.3%	15.7%	21.8%	0.0%	5.6%	2.1%	593	-9.8K	-55	100.87	N/A	N/A	0	1
2024-10-02	$204.59	$0.00	21.3%	6.1%	15.7%	19.9%	0.0%	6.5%	2.0%	591	-9.7K	-56	102.67	N/A	N/A	0	1
2024-10-03	$202.23	$0.00	23.3%	7.1%	16.0%	26.5%	0.0%	3.5%	-1.3%	601	-9.5K	-55	54.93	N/A	N/A	0	1
2024-10-04	$206.00	$0.00	20.9%	6.9%	15.4%	19.0%	0.0%	3.8%	-1.4%	582	-10.2K	-55	54.84	N/A	N/A	0	1
2024-10-07	$203.72	$0.00	21.8%	6.8%	16.2%	21.6%	0.0%	3.1%	-2.1%	601	-9.8K	-54	60.62	N/A	N/A	0	1
2024-10-08	$205.25	$0.00	21.7%	6.9%	16.2%	21.3%	0.0%	4.3%	-1.4%	590	-10.1K	-55	62.61	N/A	N/A	0	1
2024-10-09	$205.20	$0.00	23.4%	6.7%	16.2%	27.1%	0.0%	4.5%	-1.3%	609	-10.3K	-55	59.22	N/A	N/A	0	1
2024-10-10	$203.51	$0.00	23.4%	6.7%	16.1%	26.9%	0.0%	4.0%	-1.4%	593	-9.3K	-53	64.15	N/A	N/A	0	1
2024-10-11	$208.26	$0.00	20.9%	6.0%	16.2%	18.9%	0.0%	5.7%	1.7%	618	-10.8K	-55	58.77	N/A	N/A	0	1
2024-10-14	$210.09	$0.00	23.6%	6.8%	16.4%	27.7%	0.0%	3.8%	-1.5%	627	-11.5K	-54	61.32	N/A	N/A	0	1
2024-10-15	$210.09	$0.00	24.2%	6.9%	16.4%	29.5%	0.0%	4.7%	-1.9%	626	-11.9K	-54	59.55	N/A	N/A	0	1
2024-10-16	$213.18	$0.00	23.5%	6.7%	17.0%	27.2%	0.0%	2.9%	-1.5%	597	-12.6K	-53	63.11	N/A	N/A	6	1
2024-10-17	$212.29	$0.00	23.9%	6.9%	15.8%	28.7%	0.0%	2.0%	-1.9%	6.3K	-75.0K	-266	72.68	N/A	N/A	0	7
2024-10-18	$211.86	$0.00	23.6%	6.8%	15.8%	27.6%	0.0%	2.6%	-1.9%	6.4K	-74.9K	-265	76.20	N/A	N/A	0	7
2024-10-21	$209.19	$0.00	23.8%	6.8%	16.3%	28.4%	0.0%	1.6%	-5.7%	6.6K	-51.4K	-232	65.44	N/A	N/A	1	7
2024-10-22	$208.43	$0.00	25.1%	7.2%	16.4%	32.4%	0.0%	3.3%	-3.3%	6.8K	-68.9K	-313	73.08	N/A	N/A	0	8
2024-10-23	$205.92	$0.00	26.1%	7.5%	16.6%	35.7%	0.0%	3.8%	-3.6%	6.4K	-56.7K	-287	75.41	N/A	N/A	2	8
2024-10-24	$206.41	$0.00	25.9%	7.4%	16.5%	35.2%	0.0%	4.0%	-3.3%	7.3K	-99.7K	-327	72.64	N/A	N/A	0	10
2024-10-25	$206.13	$0.00	24.8%	7.1%	16.4%	31.5%	0.0%	4.3%	-3.1%	7.2K	-101.5K	-325	73.03	N/A	N/A	0	10
2024-10-28	$209.45	$0.00	26.9%	7.7%	17.4%	38.2%	25.8%	4.2%	-4.5%	7.6K	-110.3K	-318	84.03	N/A	N/A	5	10
2024-10-29	$208.56	$215.00	27.8%	8.0%	16.9%	41.3%	0.0%	7.2%	-5.0%	13.8K	-135.7K	-392	78.72	N/A	N/A	0	15
2024-10-30	$208.25	$215.00	28.4%	8.1%	16.9%	43.3%	0.0%	2.1%	-6.5%	14.3K	-145.2K	-396	79.79	N/A	N/A	0	15
2024-10-31	$205.28	$215.00	30.4%	8.7%	17.2%	49.9%	31.0%	3.3%	-6.3%	12.6K	-117.9K	-364	78.54	N/A	N/A	7	15