W Options History — July 2020 In July 2020, W traded between $213.38 and $265.09. ATM implied volatility averaged 92.2%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 31.7% (HV 20d: 60.6%). Max pain ranged from $150.00 to $205.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2020-07-13 : Highest Volume — 48,379 contracts2020-07-13 : Largest IV spike — 14.1% change2020-07-14 : Highest IV Rank — 41.4%2020-07-14 : Largest Expected Move — 30.5%Monthly Statistics Metric Avg Min Max Open Close Price $226.32 $213.38 $265.09 $221.77 $265.09 Max Pain $168.41 $150.00 $205.00 $205.00 $180.00 ATM IV 92.2% 75.4% 111.4% 77.8% 87.1% Expected Move 26.0% 18.0% 30.5% 21.0% 26.4% HV 20d 60.6% 50.7% 64.5% 62.7% 50.7% HV 60d 84.6% 65.3% 92.4% 92.4% 65.3% IV Rank 30.1% 20.1% 41.4% 21.5% 27.1% IV Percentile 77.2% 62.7% 85.7% 70.6% 73.0% Term Structure -2.3% -6.5% 7.0% 5.5% -3.8% VWIV 93.6% 63.7% 117.1% 74.9% 94.0% Skew 25d 6.6% -0.1% 11.2% 8.9% 1.5% Skew 10d 13.3% 1.3% 26.3% 12.8% 3.3% Call IV 25d 90.6% 71.4% 112.6% 71.4% 89.1% Put IV 25d 97.2% 75.6% 119.3% 80.3% 90.7% Bid-Ask Spread % 26.52 18.50 33.55 30.25 31.46 Gamma HHI 0.06 0.03 0.24 0.05 0.24 Net GEX 5.8M -811.0K 16.3M 6.7M 16.3M Net DEX -1.22B -1.80B -1.03B -1.22B -1.80B Net VEX -5.0M -5.2M -4.7M -4.8M -4.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.37 5.56 0.80 0.37 Total Volume 15,873.045 5,037 48,379 21,390 24,440 Total OI 190,009.182 172,401 211,931 180,354 194,378
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 2020-07-01 $221.77 $205.00 77.8% 21.0% 62.7% 21.5% 74.9% 8.9% 5.5% 6.7M -1.22B -4.8M 0.80 30.25 N/A N/A 11,864 9,526 84,154 96,200 2020-07-02 $213.38 $205.00 75.4% 18.0% 63.1% 20.1% 63.7% 2.1% 7.0% 5.7M -1.09B -4.8M 0.92 31.79 N/A N/A 8,099 7,418 87,509 98,986 2020-07-06 $220.13 $150.00 84.8% 24.2% 61.9% 25.7% 85.6% 3.2% 2.1% 7.3M -1.20B -4.7M 0.86 33.12 N/A N/A 12,030 10,289 85,244 94,575 2020-07-07 $225.88 $155.00 88.3% 24.2% 61.9% 27.8% 85.9% 8.1% -1.3% 7.2M -1.27B -4.7M 0.89 33.45 N/A N/A 4,351 3,881 87,713 98,306 2020-07-08 $220.93 $155.00 90.7% 25.1% 62.3% 29.2% 88.5% -0.1% -2.7% 6.4M -1.19B -4.8M 0.86 27.01 N/A N/A 6,078 5,200 88,834 99,329 2020-07-09 $228.26 $155.00 91.8% 25.6% 61.2% 29.8% 89.6% 4.1% -1.2% 9.6M -1.34B -5.0M 0.79 33.55 N/A N/A 5,117 4,057 91,475 100,507 2020-07-10 $222.23 $160.00 94.7% 26.3% 62.0% 31.5% 94.2% 0.4% -4.0% 5.6M -1.22B -4.9M 2.96 21.13 N/A N/A 6,066 17,982 92,387 101,078 2020-07-13 $213.38 $160.00 108.0% 29.7% 64.5% 39.4% 110.1% 7.8% -2.8% 2.5M -1.03B -5.1M 5.56 18.50 N/A N/A 7,376 41,003 87,656 101,210 2020-07-14 $218.18 $160.00 111.4% 30.5% 61.5% 41.4% 117.1% 6.7% -4.4% 1.1M -1.08B -5.1M 3.00 20.69 N/A N/A 5,823 17,457 89,609 117,427 2020-07-15 $216.48 $160.00 109.7% 30.0% 61.2% 40.4% 107.5% 11.2% -5.3% 746.6K -1.07B -5.2M 1.55 21.59 N/A N/A 6,782 10,500 92,172 117,354 2020-07-16 $219.86 $160.00 107.7% 29.9% 58.2% 39.2% 109.5% 8.5% -5.3% 3.3M -1.16B -5.2M 1.60 29.04 N/A N/A 4,027 6,443 92,888 117,839 2020-07-17 $216.12 $160.00 102.8% 28.2% 58.5% 36.3% 100.6% 7.4% -6.5% -811.0K -1.10B -5.1M 2.12 22.86 N/A N/A 3,556 7,531 93,570 118,361 2020-07-20 $229.55 $160.00 96.0% 27.1% 60.2% 32.3% 96.6% 9.9% -3.7% 4.0M -1.18B -5.0M 0.83 24.76 N/A N/A 9,533 7,940 80,159 92,242 2020-07-21 $226.78 $170.00 91.5% 26.0% 60.4% 29.6% 93.3% 8.3% -1.6% 6.0M -1.17B -5.1M 1.04 21.17 N/A N/A 4,402 4,587 86,111 95,821 2020-07-22 $226.06 $170.00 92.4% 26.5% 60.3% 30.2% 95.2% 9.8% -2.0% 5.2M -1.15B -5.1M 1.18 26.26 N/A N/A 2,313 2,724 87,332 97,493 2020-07-23 $218.58 $170.00 89.0% 25.7% 60.8% 28.2% 91.4% 10.0% -3.8% 1.4M -1.03B -5.0M 1.43 21.93 N/A N/A 4,017 5,728 88,051 98,127 2020-07-24 $222.13 $170.00 87.4% 25.4% 60.8% 27.2% 90.5% 9.5% -4.1% 4.9M -1.09B -5.1M 1.01 25.61 N/A N/A 6,185 6,254 88,655 98,849 2020-07-27 $230.79 $170.00 88.6% 26.0% 61.7% 28.0% 93.0% 6.3% -3.6% 5.7M -1.22B -5.0M 0.81 25.66 N/A N/A 6,779 5,470 85,061 94,938 2020-07-28 $227.12 $175.00 83.0% 25.1% 61.7% 24.6% 89.9% 8.6% -2.6% 6.0M -1.16B -5.0M 1.09 23.76 N/A N/A 2,613 2,858 87,365 96,111 2020-07-29 $241.68 $175.00 84.9% 25.5% 64.2% 25.8% 93.5% 7.0% -2.7% 10.6M -1.40B -5.0M 1.14 30.62 N/A N/A 6,353 7,241 88,268 97,392 2020-07-30 $254.69 $180.00 86.2% 26.3% 52.4% 26.5% 94.0% 7.1% -3.7% 12.4M -1.61B -4.9M 0.78 29.20 N/A N/A 9,703 7,611 89,740 99,726 2020-07-31 $265.09 $180.00 87.1% 26.4% 50.7% 27.1% 94.0% 1.5% -3.8% 16.3M -1.80B -4.7M 0.37 31.46 N/A N/A 17,802 6,638 92,070 102,308
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