W Options History — May 2019 In May 2019, W traded between $137.36 and $163.83. ATM implied volatility averaged 44.6%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 3.4% (HV 20d: 48.0%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.41.
Notable Days 2019-05-01 : Highest Volume — 31,755 contracts2019-05-02 : Largest IV drop — 37.4% change2019-05-01 : Highest IV Rank — 45.9%2019-05-01 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $147.11 $137.36 $163.83 $163.83 $143.49 Max Pain $149.32 $145.00 $150.00 $145.00 $150.00 ATM IV 44.6% 36.8% 61.9% 61.9% 47.6% Expected Move 13.1% 10.6% 22.6% 22.6% 13.7% HV 20d 48.0% 29.6% 55.0% 29.6% 43.9% HV 60d 56.1% 40.7% 67.2% 62.5% 42.2% IV Rank 16.3% 3.5% 45.9% 45.9% 18.9% IV Percentile 24.0% 3.6% 59.9% 59.9% 34.1% Term Structure -0.0% -3.6% 1.0% -3.6% -0.1% VWIV 46.0% 37.5% 80.1% 80.1% 44.5% Skew 25d 7.7% 4.8% 10.9% 10.9% 7.4% Skew 10d 16.4% 10.3% 19.3% 19.2% 15.5% Call IV 25d 41.1% 34.2% 57.5% 57.5% 44.2% Put IV 25d 48.9% 39.0% 68.3% 68.3% 51.6% Bid-Ask Spread % 24.92 17.22 39.07 21.20 19.64 Gamma HHI 0.08 0.04 0.48 0.05 0.12 Net GEX -1.7M -9.5M 2.5M 2.5M -2.7M Net DEX -85.4M -250.5M 6.1M -250.5M -63.8M Net VEX -1.9M -2.0M -1.7M -1.8M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.41 0.53 3.68 0.71 1.14 Total Volume 8,647.409 1,568 31,755 31,755 6,178 Total OI 78,084.773 62,693 93,496 74,603 73,138
Daily Data (22 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 2019-05-01 $163.83 $145.00 61.9% 22.6% 29.6% 45.9% 80.1% 10.9% -3.6% 2.5M -250.5M -1.8M 0.71 21.20 N/A N/A 18,612 13,143 35,610 38,993 2019-05-02 $149.93 $145.00 38.8% 11.8% 41.2% 6.9% 41.9% 5.9% 1.0% -2.7M -84.2M -1.7M 1.82 21.12 N/A N/A 7,465 13,580 43,891 46,277 2019-05-03 $148.61 $145.00 36.8% 10.6% 41.2% 3.5% 37.5% 4.8% 0.4% -2.9M -75.0M -1.7M 1.79 17.22 N/A N/A 4,869 8,727 44,521 48,975 2019-05-06 $152.15 $150.00 39.4% 11.7% 41.7% 7.9% 40.6% 7.9% -0.1% -499.1K -130.7M -1.7M 1.27 31.41 N/A N/A 1,915 2,427 37,501 41,779 2019-05-07 $144.85 $150.00 47.7% 13.3% 45.0% 21.9% 49.9% 9.7% -1.0% -2.3M -54.5M -1.7M 3.68 28.57 N/A N/A 1,324 4,875 38,627 43,001 2019-05-08 $149.21 $150.00 44.5% 12.7% 45.4% 16.6% 46.5% 8.4% -0.2% -1.8M -102.2M -1.8M 1.62 26.27 N/A N/A 3,653 5,914 38,857 45,054 2019-05-09 $147.60 $150.00 46.4% 13.0% 45.5% 19.7% 51.9% 7.7% 0.0% -2.5M -86.4M -1.9M 1.71 39.07 N/A N/A 3,042 5,205 41,190 47,472 2019-05-10 $145.13 $150.00 44.3% 12.8% 45.9% 16.3% 45.3% 8.0% 0.7% -3.1M -51.0M -1.8M 0.87 32.35 N/A N/A 6,901 5,970 41,625 47,922 2019-05-13 $137.36 $150.00 49.2% 14.2% 49.7% 24.5% 50.3% 9.2% -0.0% -1.4M 6.1M -1.7M 0.69 23.91 N/A N/A 6,262 4,329 35,793 43,322 2019-05-14 $141.33 $150.00 44.7% 13.1% 50.9% 17.0% 42.2% 8.3% 0.7% -2.0M -20.2M -1.9M 1.98 28.04 N/A N/A 3,783 7,489 37,777 46,407 2019-05-15 $144.04 $150.00 42.1% 12.2% 51.3% 12.5% 43.7% 7.8% 0.5% -1.9M -49.4M -1.9M 0.66 21.62 N/A N/A 943 625 38,154 46,832 2019-05-16 $147.21 $150.00 40.6% 11.9% 51.2% 10.1% 42.4% 6.8% 0.8% -796.6K -109.3M -1.9M 0.97 32.04 N/A N/A 2,162 2,092 38,752 46,711 2019-05-17 $150.10 $150.00 40.0% 11.6% 51.6% 8.9% 39.8% 7.5% 0.9% -9.5M -168.8M -1.9M 0.91 34.97 N/A N/A 3,185 2,904 39,590 47,590 2019-05-20 $152.60 $150.00 42.7% 12.3% 51.5% 13.5% 42.7% 8.8% -0.3% 1.1M -121.9M -1.9M 1.15 20.80 N/A N/A 2,121 2,429 29,237 33,456 2019-05-21 $152.01 $150.00 41.7% 12.0% 51.1% 11.8% 42.2% 6.9% 0.2% 1.5M -125.1M -2.0M 1.14 18.41 N/A N/A 1,619 1,840 30,609 34,412 2019-05-22 $151.52 $150.00 42.8% 12.3% 51.1% 13.7% 45.3% 6.9% 0.1% 1.2M -122.0M -2.0M 1.54 22.06 N/A N/A 2,242 3,449 31,002 34,857 2019-05-23 $142.68 $150.00 47.9% 13.7% 55.0% 22.3% 47.4% 7.7% 0.3% -1.5M -50.3M -2.0M 2.45 21.96 N/A N/A 2,036 4,984 31,958 36,348 2019-05-24 $142.92 $150.00 45.5% 13.0% 55.0% 18.1% 45.0% 7.5% 0.8% -1.9M -45.6M -2.0M 1.38 21.84 N/A N/A 2,163 2,991 32,622 38,158 2019-05-28 $144.24 $150.00 45.6% 13.1% 52.5% 17.6% 47.0% 7.8% -0.8% -1.2M -63.8M -2.0M 1.57 22.14 N/A N/A 1,315 2,064 31,719 36,680 2019-05-29 $140.96 $150.00 46.8% 13.4% 52.7% 17.6% 44.5% 7.5% -0.5% -2.2M -39.3M -2.0M 1.42 21.96 N/A N/A 2,868 4,083 32,360 37,501 2019-05-30 $144.63 $150.00 44.9% 12.8% 53.6% 14.2% 41.8% 6.6% -0.4% -1.9M -71.7M -2.0M 0.53 21.65 N/A N/A 4,230 2,235 32,625 38,960 2019-05-31 $143.49 $150.00 47.6% 13.7% 43.9% 18.9% 44.5% 7.4% -0.1% -2.7M -63.8M -2.0M 1.14 19.64 N/A N/A 2,887 3,291 33,628 39,510
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