W Options History — June 2021 In June 2021, W traded between $302.90 and $332.91. ATM implied volatility averaged 46.5%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 4.4% (HV 20d: 42.1%). Max pain ranged from $310.00 to $310.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.13.
Notable Days 2021-06-29 : Highest Volume — 22,332 contracts2021-06-21 : Largest IV drop — 5.7% change2021-06-03 : Highest IV Rank — 5.4%2021-06-03 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $317.09 $302.90 $332.91 $317.70 $314.67 Max Pain $310.00 $310.00 $310.00 $310.00 $310.00 ATM IV 46.5% 44.3% 49.8% 49.3% 47.2% Expected Move 13.3% 12.5% 14.3% 13.8% 13.0% HV 20d 42.1% 31.7% 56.2% 54.7% 31.7% HV 60d 46.1% 42.6% 47.6% 47.0% 42.6% IV Rank 1.9% 0.0% 5.4% 4.5% 4.3% IV Percentile 1.8% 0.0% 7.5% 2.4% 6.3% Term Structure 2.0% -2.4% 14.2% -1.9% 14.2% VWIV 46.8% 43.5% 51.1% 48.5% 45.3% Skew 25d 4.4% 1.8% 8.8% 4.2% 2.5% Skew 10d 9.6% 4.3% 13.4% 8.9% 8.5% Call IV 25d 44.5% 41.6% 47.6% 47.4% 45.8% Put IV 25d 48.8% 46.1% 53.4% 51.6% 48.3% Bid-Ask Spread % 49.91 40.52 60.41 47.91 48.33 Gamma HHI 0.05 0.04 0.16 0.04 0.04 Net GEX 185.3K -8.9M 14.1M 917.9K 965.1K Net DEX -967.4M -1.25B -644.4M -996.7M -945.5M Net VEX -10.3M -10.5M -10.0M -10.4M -10.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.53 1.85 1.43 0.77 Total Volume 7,877.409 5,367 22,332 6,074 5,496 Total OI 172,908.5 163,948 183,274 163,948 180,226
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 2021-06-01 $317.70 $310.00 49.3% 13.8% 54.7% 4.5% 48.5% 4.2% -1.9% 917.9K -996.7M -10.4M 1.43 47.91 N/A N/A 2,497 3,577 73,910 90,038 2021-06-02 $332.51 $310.00 48.4% 14.2% 55.4% 3.1% 50.5% 4.6% -0.5% 6.4M -1.25B -10.5M 0.82 51.27 N/A N/A 4,323 3,542 74,869 92,519 2021-06-03 $325.08 $310.00 49.8% 14.3% 56.2% 5.4% 51.1% 5.8% 1.8% 4.6M -1.12B -10.5M 1.85 43.10 N/A N/A 2,576 4,778 77,102 94,938 2021-06-04 $320.07 $310.00 47.2% 13.8% 54.9% 1.2% 47.0% 5.7% -2.4% -358.8K -1.02B -10.5M 1.77 49.66 N/A N/A 2,234 3,951 78,232 96,009 2021-06-07 $327.49 $310.00 46.3% 13.7% 48.6% 0.0% 48.6% 8.8% 1.8% 3.0M -1.14B -10.5M 1.51 52.80 N/A N/A 2,398 3,627 74,847 92,904 2021-06-08 $332.91 $310.00 47.3% 13.6% 46.1% 1.5% 46.3% 2.8% 0.7% 5.8M -1.23B -10.5M 0.88 50.82 N/A N/A 3,834 3,358 75,940 95,311 2021-06-09 $323.35 $310.00 47.8% 13.9% 47.0% 2.4% 49.0% 6.2% -1.2% -846.0K -1.07B -10.4M 1.35 49.82 N/A N/A 2,535 3,425 77,341 97,060 2021-06-10 $326.55 $310.00 45.5% 13.1% 37.9% 0.0% 46.4% 2.8% 0.7% 1.4M -1.13B -10.5M 1.26 49.35 N/A N/A 2,372 2,995 78,289 97,924 2021-06-11 $322.87 $310.00 45.1% 12.9% 37.4% 0.0% 46.3% 6.8% -0.7% -2.5M -1.07B -10.3M 0.87 53.93 N/A N/A 3,825 3,311 78,851 97,899 2021-06-14 $317.14 $310.00 46.5% 13.4% 38.2% 2.1% 46.9% 3.8% 0.0% -176.4K -962.3M -10.3M 0.90 58.47 N/A N/A 4,230 3,786 77,215 93,719 2021-06-15 $308.17 $310.00 45.8% 13.2% 39.7% 1.2% 46.2% 4.5% 0.2% -6.0M -783.3M -10.1M 0.96 57.45 N/A N/A 4,157 3,978 79,180 95,739 2021-06-16 $306.28 $310.00 46.2% 13.3% 39.5% 1.8% 46.3% 5.3% 0.9% -8.9M -740.7M -10.1M 1.38 60.41 N/A N/A 3,689 5,100 80,611 97,744 2021-06-17 $309.79 $310.00 45.8% 13.1% 39.2% 1.0% 45.5% 5.0% -0.2% -7.0M -813.4M -10.2M 1.31 58.21 N/A N/A 2,333 3,045 81,498 99,638 2021-06-18 $302.90 $310.00 47.1% 13.5% 38.6% 3.0% 47.1% 5.1% -0.9% -8.7M -644.4M -10.2M 1.29 60.34 N/A N/A 2,550 3,284 81,978 101,296 2021-06-21 $304.19 $310.00 44.4% 13.0% 38.6% 0.0% 45.7% 4.1% 0.9% -4.9M -757.3M -10.0M 0.53 42.76 N/A N/A 4,199 2,227 74,101 90,764 2021-06-22 $308.04 $310.00 45.5% 12.9% 38.6% 1.6% 45.1% 3.4% 0.4% -1.3M -829.2M -10.1M 0.53 43.65 N/A N/A 5,461 2,900 75,614 92,180 2021-06-23 $310.12 $310.00 44.9% 12.6% 38.6% 0.7% 44.2% 1.8% 1.3% 525.6K -875.8M -10.2M 0.78 41.74 N/A N/A 6,857 5,339 77,688 94,055 2021-06-24 $319.51 $310.00 44.3% 12.5% 38.3% 0.0% 44.7% 4.4% 2.2% 10.7M -1.06B -10.2M 0.57 44.25 N/A N/A 6,583 3,732 78,939 94,678 2021-06-25 $320.63 $310.00 44.4% 12.5% 38.4% 0.0% 43.5% 2.6% 2.1% 14.1M -1.07B -10.3M 0.93 47.09 N/A N/A 3,768 3,521 79,970 96,186 2021-06-28 $319.07 $310.00 46.5% 13.1% 34.2% 3.3% 45.4% 2.8% 12.4% 2.1M -997.2M -10.2M 1.77 46.25 N/A N/A 2,015 3,563 75,145 91,619 2021-06-29 $306.93 $310.00 47.7% 13.3% 34.8% 5.0% 49.2% 3.1% 13.0% -5.6M -774.3M -10.2M 1.33 40.52 N/A N/A 9,589 12,743 76,131 94,090 2021-06-30 $314.67 $310.00 47.2% 13.0% 31.7% 4.3% 45.3% 2.5% 14.2% 965.1K -945.5M -10.4M 0.77 48.33 N/A N/A 3,110 2,386 79,336 100,890
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