W Options History — July 2021 In July 2021, W traded between $241.06 and $308.89. ATM implied volatility averaged 60.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 27.3% (HV 20d: 33.6%). Max pain ranged from $300.00 to $320.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2021-07-30 : Highest Volume — 22,422 contracts2021-07-06 : Largest IV spike — 21.7% change2021-07-30 : Highest IV Rank — 37.9%2021-07-30 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $288.54 $241.06 $308.89 $308.89 $241.06 Max Pain $312.38 $300.00 $320.00 $310.00 $300.00 ATM IV 60.9% 47.8% 65.8% 47.8% 64.9% Expected Move 17.2% 11.8% 20.5% 12.2% 20.5% HV 20d 33.6% 29.1% 44.1% 31.4% 44.1% HV 60d 43.1% 41.7% 46.5% 42.1% 46.5% IV Rank 27.8% 5.1% 37.9% 5.1% 37.9% IV Percentile 31.7% 8.3% 48.4% 8.3% 48.0% Term Structure -0.2% -5.2% 14.9% 13.7% -5.2% VWIV 60.5% 40.7% 73.3% 43.5% 73.3% Skew 25d 3.0% -5.1% 7.8% 0.4% -5.1% Skew 10d 5.6% -8.6% 13.2% 3.3% -8.6% Call IV 25d 59.8% 44.2% 72.9% 46.6% 72.9% Put IV 25d 62.8% 46.1% 67.7% 47.1% 67.7% Bid-Ask Spread % 48.49 38.45 59.41 48.28 47.48 Gamma HHI 0.08 0.04 0.19 0.04 0.09 Net GEX -9.6M -22.7M 2.0M -4.9M -10.6M Net DEX -476.6M -832.9M 194.7M -805.5M 194.7M Net VEX -10.0M -10.5M -8.7M -10.5M -8.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.44 1.70 0.52 0.91 Total Volume 9,950.81 4,081 22,422 5,862 22,422 Total OI 185,310.762 177,350 197,922 181,816 186,623
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 2021-07-01 $308.89 $310.00 47.8% 12.2% 31.4% 5.1% 43.5% 0.4% 13.7% -4.9M -805.5M -10.5M 0.52 48.28 N/A N/A 3,868 1,994 79,354 102,462 2021-07-02 $301.57 $310.00 48.5% 11.8% 32.0% 6.3% 40.7% 1.9% 14.9% -21.3M -659.3M -10.3M 0.72 52.40 N/A N/A 8,938 6,404 80,455 103,392 2021-07-06 $306.05 $320.00 59.1% 16.5% 31.2% 22.0% 57.8% 5.0% -3.5% -2.8M -810.4M -10.2M 0.64 43.44 N/A N/A 3,603 2,316 80,075 100,906 2021-07-07 $307.64 $320.00 60.5% 16.6% 30.5% 24.2% 58.9% 7.5% -2.1% -2.7M -832.9M -10.3M 0.70 49.75 N/A N/A 2,407 1,674 80,553 102,091 2021-07-08 $302.16 $320.00 63.3% 16.9% 29.5% 28.3% 60.3% 2.7% -2.1% -9.0M -718.2M -10.2M 0.57 50.59 N/A N/A 3,388 1,936 81,085 102,402 2021-07-09 $302.97 $320.00 59.2% 16.3% 29.2% 22.1% 58.2% 3.8% -4.1% -6.2M -744.5M -10.1M 0.98 51.16 N/A N/A 3,439 3,373 82,011 102,717 2021-07-12 $301.15 $320.00 58.2% 16.7% 29.1% 20.8% 58.6% 2.8% 0.8% -5.3M -655.2M -10.1M 0.56 51.97 N/A N/A 8,245 4,642 78,041 99,309 2021-07-13 $291.23 $320.00 61.4% 16.9% 30.6% 25.4% 59.3% 5.3% -2.2% -11.3M -469.7M -10.0M 1.35 56.13 N/A N/A 5,284 7,127 81,873 101,055 2021-07-14 $281.59 $310.00 61.3% 16.8% 31.2% 25.2% 59.9% 1.9% -2.3% -19.6M -217.9M -9.8M 1.18 57.73 N/A N/A 6,478 7,659 84,175 105,169 2021-07-15 $287.40 $310.00 61.7% 16.8% 32.4% 26.6% 59.2% 7.8% -1.8% -20.2M -352.8M -10.0M 0.44 58.26 N/A N/A 8,944 3,912 86,668 107,589 2021-07-16 $280.08 $310.00 64.5% 17.8% 32.9% 31.9% 62.6% 2.7% -1.6% -22.7M -169.5M -9.9M 1.14 59.41 N/A N/A 7,369 8,384 88,561 109,361 2021-07-19 $287.99 $310.00 65.8% 18.6% 34.1% 36.8% 64.7% 3.3% 0.1% -4.4M -498.0M -10.1M 0.50 41.95 N/A N/A 9,740 4,916 81,894 100,101 2021-07-20 $298.72 $310.00 62.5% 17.7% 36.8% 33.5% 62.3% 5.2% -1.2% 2.0M -720.4M -10.3M 1.28 40.48 N/A N/A 3,351 4,302 84,313 102,201 2021-07-21 $292.90 $310.00 60.4% 17.3% 37.0% 29.6% 61.1% 4.2% -0.4% -5.5M -586.9M -10.2M 0.76 38.45 N/A N/A 2,747 2,091 84,734 104,001 2021-07-22 $288.29 $310.00 61.1% 17.5% 37.1% 30.9% 61.0% 3.3% -0.5% -14.7M -474.8M -10.0M 0.99 43.50 N/A N/A 3,368 3,343 85,444 104,810 2021-07-23 $284.89 $310.00 62.9% 17.8% 35.1% 34.3% 62.3% 3.0% 1.5% -9.3M -389.1M -9.9M 1.70 45.39 N/A N/A 3,302 5,602 85,942 105,563 2021-07-26 $282.96 $310.00 63.6% 18.5% 34.9% 35.7% 64.6% 3.7% -2.3% -4.4M -434.4M -9.8M 0.44 42.09 N/A N/A 2,833 1,251 79,285 98,645 2021-07-27 $274.68 $310.00 63.5% 19.3% 35.9% 35.3% 67.6% 0.5% -0.5% -7.6M -293.3M -9.7M 0.88 45.66 N/A N/A 4,079 3,574 80,778 99,804 2021-07-28 $275.48 $310.00 63.3% 19.1% 34.0% 35.1% 66.0% 2.9% -3.1% -8.7M -297.6M -9.6M 0.62 47.34 N/A N/A 2,557 1,578 82,125 100,402 2021-07-29 $261.72 $310.00 64.7% 19.6% 35.7% 37.7% 68.4% 0.6% -1.6% -12.0M -72.3M -9.3M 0.61 46.79 N/A N/A 10,248 6,279 83,232 102,325 2021-07-30 $241.06 $300.00 64.9% 20.5% 44.1% 37.9% 73.3% -5.1% -5.2% -10.6M 194.7M -8.7M 0.91 47.48 N/A N/A 11,725 10,697 83,637 102,986
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