W Options History — April 2021 In April 2021, W traded between $296.42 and $339.18. ATM implied volatility averaged 70.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 24.9% (HV 20d: 45.1%). Max pain ranged from $315.00 to $330.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2021-04-13 : Highest Volume — 19,088 contracts2021-04-05 : Largest IV spike — 14.8% change2021-04-30 : Highest IV Rank — 29.0%2021-04-30 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $318.44 $296.42 $339.18 $334.35 $296.42 Max Pain $320.71 $315.00 $330.00 $320.00 $315.00 ATM IV 70.0% 60.2% 74.3% 60.2% 74.3% Expected Move 19.9% 16.4% 22.6% 16.4% 22.6% HV 20d 45.1% 34.1% 50.3% 44.6% 34.1% HV 60d 67.3% 63.2% 74.2% 72.9% 63.6% IV Rank 17.7% 3.5% 29.0% 3.5% 29.0% IV Percentile 36.9% 8.3% 52.8% 8.3% 52.8% Term Structure -2.0% -6.4% 10.3% 10.3% -3.0% VWIV 69.4% 56.7% 78.6% 56.7% 78.6% Skew 25d 4.4% 1.1% 7.7% 4.4% 1.9% Skew 10d 8.3% 3.6% 12.3% 9.2% 6.6% Call IV 25d 67.9% 55.4% 74.7% 55.4% 74.7% Put IV 25d 72.2% 59.8% 76.6% 59.8% 76.6% Bid-Ask Spread % 40.69 34.02 51.75 51.75 37.96 Gamma HHI 0.05 0.03 0.14 0.09 0.13 Net GEX 121.6K -17.1M 12.2M 12.2M -17.1M Net DEX -974.1M -1.29B -646.8M -1.23B -646.8M Net VEX -9.2M -9.5M -8.7M -8.9M -9.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.35 1.50 0.63 1.46 Total Volume 9,928.905 5,842 19,088 13,272 14,020 Total OI 165,318.476 151,447 176,553 156,948 176,553
Daily Data (21 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 2021-04-01 $334.35 $320.00 60.2% 16.4% 44.6% 3.5% 56.7% 4.4% 10.3% 12.2M -1.23B -8.9M 0.63 51.75 N/A N/A 8,159 5,113 77,458 79,490 2021-04-05 $322.14 $330.00 69.1% 19.2% 46.2% 10.3% 67.9% 7.7% -5.3% 2.7M -1.00B -8.7M 1.06 35.93 N/A N/A 3,148 3,323 73,542 77,905 2021-04-06 $339.18 $330.00 68.4% 19.4% 47.8% 9.7% 67.8% 4.0% -0.1% 9.9M -1.29B -8.9M 0.58 42.22 N/A N/A 6,316 3,677 76,099 81,372 2021-04-07 $326.68 $330.00 66.9% 18.9% 49.4% 11.7% 67.2% 4.5% 1.2% 3.1M -1.06B -8.9M 1.12 42.02 N/A N/A 3,452 3,875 76,916 82,346 2021-04-08 $333.86 $330.00 67.6% 18.7% 49.4% 14.5% 65.6% 5.5% -2.0% 7.6M -1.18B -9.0M 0.35 36.69 N/A N/A 7,229 2,509 77,766 84,116 2021-04-09 $326.91 $330.00 67.8% 18.8% 49.5% 14.8% 66.5% 5.3% -1.3% 3.2M -1.07B -8.8M 0.56 46.70 N/A N/A 5,957 3,315 80,178 84,862 2021-04-12 $319.10 $330.00 71.2% 19.3% 50.3% 18.9% 68.1% 3.5% -3.2% -1.5M -929.0M -8.8M 1.01 41.30 N/A N/A 6,996 7,035 76,835 83,034 2021-04-13 $319.74 $320.00 72.2% 19.4% 49.7% 20.0% 68.2% 3.5% -3.8% -1.7M -943.6M -8.9M 1.50 41.22 N/A N/A 7,630 11,458 77,138 84,786 2021-04-14 $323.96 $320.00 72.2% 19.3% 48.9% 20.0% 66.8% 3.0% -6.4% 510.9K -1.02B -9.2M 0.47 46.55 N/A N/A 6,333 2,978 79,369 88,657 2021-04-15 $322.54 $320.00 69.5% 18.9% 48.4% 16.9% 66.6% 3.7% -3.3% -2.6M -1.00B -9.2M 0.90 44.91 N/A N/A 4,616 4,152 80,557 88,943 2021-04-16 $321.98 $320.00 67.8% 18.8% 48.4% 15.5% 65.6% 5.5% -3.5% -9.0M -994.8M -9.3M 0.96 46.19 N/A N/A 8,323 7,951 82,840 90,662 2021-04-19 $315.32 $320.00 72.7% 20.6% 46.2% 21.7% 71.8% 4.7% -0.9% -1.4M -911.2M -9.4M 0.44 37.16 N/A N/A 7,005 3,068 74,948 85,032 2021-04-20 $314.12 $315.00 72.2% 20.5% 44.8% 21.0% 71.5% 4.2% -3.6% 158.4K -933.6M -9.4M 0.59 34.02 N/A N/A 4,264 2,503 79,337 86,670 2021-04-21 $316.48 $315.00 70.7% 20.3% 43.3% 19.1% 70.2% 4.3% -1.5% 2.3M -971.4M -9.5M 0.52 38.74 N/A N/A 4,071 2,107 81,085 87,328 2021-04-22 $309.51 $315.00 71.4% 20.6% 43.4% 20.1% 72.2% 4.9% -2.6% -2.6M -859.0M -9.3M 0.52 38.44 N/A N/A 4,091 2,128 81,561 88,109 2021-04-23 $308.54 $315.00 70.8% 20.5% 43.2% 19.3% 71.3% 4.8% -3.2% -4.8M -834.6M -9.4M 0.49 35.70 N/A N/A 6,387 3,120 83,753 89,045 2021-04-26 $308.62 $315.00 70.4% 20.8% 41.2% 18.8% 72.4% 1.1% -4.5% 741.9K -881.9M -9.3M 0.63 34.96 N/A N/A 3,579 2,263 79,006 84,898 2021-04-27 $310.58 $315.00 71.0% 21.2% 41.1% 19.6% 72.5% 5.5% -4.8% 2.6M -923.9M -9.3M 1.10 40.87 N/A N/A 3,689 4,072 80,897 86,197 2021-04-28 $311.00 $315.00 71.0% 21.3% 38.4% 22.4% 74.3% 4.8% -1.0% 552.2K -927.4M -9.3M 0.71 41.21 N/A N/A 3,651 2,588 81,138 88,409 2021-04-29 $306.29 $315.00 71.7% 21.9% 38.7% 24.9% 75.5% 4.8% -0.5% -2.5M -837.5M -9.4M 0.53 39.97 N/A N/A 8,059 4,297 82,549 90,302 2021-04-30 $296.42 $315.00 74.3% 22.6% 34.1% 29.0% 78.6% 1.9% -3.0% -17.1M -646.8M -9.4M 1.46 37.96 N/A N/A 5,690 8,330 84,121 92,432
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