VTWG Options History — January 2025 In January 2025, VTWG traded between $207.04 and $220.72. ATM implied volatility averaged 21.4%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 1.4% (HV 20d: 22.8%). Max pain ranged from $215.00 to $220.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-13 : Highest Volume — 10 contracts2025-01-15 : Largest IV drop — 38.8% change2025-01-14 : Highest IV Rank — 56.0%2025-01-08 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $214.82 $207.04 $220.72 $210.43 $216.78 Max Pain $219.17 $215.00 $220.00 $215.00 $220.00 ATM IV 21.4% 18.1% 32.3% 22.6% 20.8% Expected Move 5.8% 5.2% 6.6% 6.5% 6.0% HV 20d 22.8% 18.9% 26.6% 23.8% 18.9% HV 60d 23.8% 23.2% 24.2% 23.2% 24.0% IV Rank 20.5% 9.8% 56.0% 24.3% 18.3% IV Percentile 37.7% 13.9% 95.6% 57.1% 38.9% Term Structure -0.2% -2.5% 1.1% -0.7% -0.4% VWIV 18.0% 18.0% 18.0% 18.0% 18.0% Skew 25d 4.0% -3.5% 9.1% 4.4% 1.4% Skew 10d 5.7% -1.2% 13.1% 0.1% 3.0% Call IV 25d 17.1% 12.4% 20.8% 18.0% 19.3% Put IV 25d 21.1% 13.8% 25.9% 22.4% 20.7% Bid-Ask Spread % 85.23 60.68 107.89 103.83 95.89 Gamma HHI 0.26 0.21 0.34 0.27 0.22 Net GEX 14.0K 9.2K 23.5K 10.4K 14.1K Net DEX -246.7K -356.0K -113.5K -150.5K -274.4K Net VEX -798 -1.1K -621 -693 -770 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 0.85 0 10 0 0 Total OI 21.85 18 29 18 22
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 2025-01-02 $210.43 $215.00 22.6% 6.5% 23.8% 24.3% 0.0% 4.4% -0.7% 10.4K -150.5K -693 0.00 103.83 N/A N/A 0 0 16 2 2025-01-03 $215.08 $215.00 18.5% 5.3% 25.4% 11.1% 0.0% 9.1% 1.1% 11.8K -177.9K -689 0.00 107.89 N/A N/A 0 0 16 2 2025-01-06 $215.63 $0.00 20.6% 5.8% 25.2% 17.8% 0.0% 2.7% -0.3% 12.4K -191.7K -659 0.00 65.94 N/A N/A 0 0 16 2 2025-01-07 $212.89 $0.00 19.5% 5.9% 25.2% 14.1% 0.0% 6.0% -1.4% 12.1K -172.6K -666 0.00 78.97 N/A N/A 0 0 16 2 2025-01-08 $212.34 $0.00 24.2% 6.6% 25.1% 29.6% 0.0% 5.3% -0.9% 11.3K -156.7K -670 0.00 60.68 N/A N/A 0 0 16 2 2025-01-10 $207.97 $0.00 26.8% 6.5% 25.8% 38.1% 0.0% 4.0% -0.2% 9.8K -128.7K -650 0.00 63.33 N/A N/A 0 0 16 2 2025-01-13 $207.04 $0.00 30.1% 6.5% 25.3% 49.0% 0.0% 5.7% -0.8% 9.2K -113.5K -621 0.00 71.79 N/A N/A 10 0 16 2 2025-01-14 $209.02 $0.00 32.3% 6.3% 25.3% 56.0% 0.0% 3.5% -0.2% 15.2K -274.1K -1.1K 0.00 67.94 N/A N/A 0 0 26 2 2025-01-15 $213.58 $0.00 19.8% 5.7% 26.6% 15.1% 0.0% 3.2% 0.1% 18.6K -324.5K -1.1K 0.00 75.59 N/A N/A 0 0 26 2 2025-01-16 $214.73 $0.00 19.3% 5.5% 26.5% 13.5% 18.0% 3.7% 0.9% 20.0K -327.6K -1.1K 0.00 80.55 N/A N/A 2 0 26 2 2025-01-17 $215.29 $220.00 18.9% 5.4% 26.3% 12.3% 0.0% 2.6% -0.4% 23.5K -356.0K -1.1K 0.00 88.95 N/A N/A 5 0 27 2 2025-01-21 $219.83 $220.00 19.8% 5.7% 19.6% 15.1% 0.0% 5.1% -2.5% 13.3K -294.2K -788 0.00 86.23 N/A N/A 0 0 20 2 2025-01-22 $219.75 $220.00 18.5% 5.3% 19.5% 11.1% 0.0% 2.2% 0.3% 13.5K -303.7K -770 0.00 91.88 N/A N/A 0 0 20 2 2025-01-23 $220.72 $220.00 18.8% 5.4% 19.4% 12.0% 0.0% 7.0% 0.1% 13.2K -299.5K -777 0.00 89.29 N/A N/A 0 0 20 2 2025-01-24 $219.46 $220.00 18.1% 5.2% 19.4% 9.8% 0.0% 4.3% 0.6% 13.9K -303.9K -758 0.00 94.86 N/A N/A 0 0 20 2 2025-01-27 $214.96 $220.00 19.9% 5.7% 20.8% 15.5% 0.0% 2.4% 0.5% 14.3K -253.1K -794 0.00 89.03 N/A N/A 0 0 20 2 2025-01-28 $216.83 $220.00 20.5% 5.9% 20.4% 17.4% 0.0% 8.3% -0.3% 14.6K -268.8K -789 0.00 95.77 N/A N/A 0 0 20 2 2025-01-29 $216.52 $220.00 19.7% 5.6% 18.9% 14.8% 0.0% 2.9% 0.4% 14.4K -272.2K -777 0.00 92.88 N/A N/A 0 0 20 2 2025-01-30 $217.52 $220.00 19.8% 5.7% 18.9% 15.1% 0.0% -3.5% -0.9% 14.8K -289.5K -734 0.00 103.23 N/A N/A 0 0 20 2 2025-01-31 $216.78 $220.00 20.8% 6.0% 18.9% 18.3% 0.0% 1.4% -0.4% 14.1K -274.4K -770 0.00 95.89 N/A N/A 0 0 20 2
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