W Options History — August 2021 In August 2021, W traded between $242.31 and $315.18. ATM implied volatility averaged 50.5%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 13.8% (HV 20d: 64.2%). Max pain ranged from $280.00 to $300.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2021-08-05 : Highest Volume — 43,630 contracts2021-08-05 : Largest IV drop — 15.3% change2021-08-02 : Highest IV Rank — 39.1%2021-08-02 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $284.35 $242.31 $315.18 $242.31 $281.83 Max Pain $282.73 $280.00 $300.00 $300.00 $280.00 ATM IV 50.5% 44.4% 65.5% 65.5% 45.1% Expected Move 14.8% 12.3% 21.3% 21.3% 12.7% HV 20d 64.2% 44.3% 71.7% 44.3% 61.2% HV 60d 47.9% 41.5% 50.6% 45.3% 48.0% IV Rank 11.3% 0.1% 39.1% 39.1% 1.4% IV Percentile 14.1% 1.2% 51.2% 51.2% 2.4% Term Structure -0.2% -4.6% 1.8% -4.6% 1.0% VWIV 52.3% 43.4% 75.3% 75.3% 44.4% Skew 25d 2.9% 0.8% 5.5% 0.8% 2.5% Skew 10d 5.2% -2.6% 12.8% -2.6% 2.6% Call IV 25d 50.1% 43.4% 66.3% 65.3% 45.2% Put IV 25d 53.0% 46.5% 68.8% 66.1% 47.7% Bid-Ask Spread % 43.75 33.97 55.46 39.44 39.54 Gamma HHI 0.06 0.04 0.08 0.08 0.06 Net GEX -1.1M -9.1M 8.9M -9.1M -4.5M Net DEX -583.0M -1.23B 107.8M 107.8M -509.0M Net VEX -9.8M -10.2M -8.7M -8.7M -9.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.28 1.81 1.30 0.40 Total Volume 14,700.727 7,170 43,630 18,051 13,655 Total OI 195,417.864 176,607 217,229 180,867 183,608
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 2021-08-02 $242.31 $300.00 65.5% 21.3% 44.3% 39.1% 75.3% 0.8% -4.6% -9.1M 107.8M -8.7M 1.30 39.44 N/A N/A 7,857 10,194 79,832 101,035 2021-08-03 $249.83 $300.00 64.0% 20.7% 45.8% 36.3% 72.8% 2.5% -2.2% -7.5M -22.0M -9.1M 0.60 40.45 N/A N/A 8,512 5,072 84,326 104,938 2021-08-04 $251.12 $300.00 61.8% 20.9% 45.8% 32.2% 73.8% 4.7% -3.1% -7.9M -46.0M -9.2M 1.10 46.87 N/A N/A 11,915 13,125 87,857 111,666 2021-08-05 $276.79 $280.00 52.3% 14.4% 59.5% 14.8% 50.8% 1.1% -2.5% 2.6M -502.4M -9.6M 0.58 45.32 N/A N/A 27,633 15,997 90,644 114,716 2021-08-06 $262.75 $280.00 47.0% 14.5% 61.7% 5.0% 49.8% 4.1% 0.6% -4.1M -241.6M -9.3M 0.51 53.03 N/A N/A 19,131 9,703 97,059 120,170 2021-08-09 $278.40 $280.00 47.3% 13.9% 65.9% 5.5% 49.6% 1.9% 1.6% -1.0M -483.5M -9.6M 1.11 47.62 N/A N/A 7,746 8,627 85,844 106,860 2021-08-10 $286.98 $280.00 48.7% 14.4% 66.0% 8.0% 51.4% 3.9% 1.5% 2.5M -662.3M -9.7M 0.71 43.26 N/A N/A 9,424 6,709 86,700 109,674 2021-08-11 $309.09 $280.00 49.0% 14.3% 69.9% 8.6% 51.0% 2.8% 1.2% 7.8M -1.10B -10.2M 0.67 45.16 N/A N/A 12,164 8,177 87,550 113,825 2021-08-12 $315.18 $280.00 49.2% 14.3% 69.8% 9.0% 50.7% 5.5% 0.2% 8.9M -1.23B -10.1M 0.65 46.94 N/A N/A 9,663 6,264 88,576 116,066 2021-08-13 $308.46 $280.00 48.2% 13.9% 69.6% 7.1% 49.4% 1.4% -0.2% 6.8M -1.10B -10.1M 0.71 42.90 N/A N/A 5,277 3,767 91,023 119,902 2021-08-16 $300.74 $280.00 49.4% 14.2% 69.8% 9.4% 50.8% 2.5% 1.8% 1.5M -809.0M -10.1M 0.73 43.94 N/A N/A 4,636 3,374 85,527 115,416 2021-08-17 $298.80 $280.00 50.9% 14.6% 68.7% 12.1% 52.1% 2.6% -0.1% 326.7K -763.5M -10.0M 1.00 53.76 N/A N/A 4,729 4,749 86,028 115,995 2021-08-18 $282.02 $280.00 51.6% 14.8% 71.4% 13.3% 52.2% 2.6% -0.4% -6.0M -449.7M -10.0M 1.81 47.15 N/A N/A 3,033 5,479 88,182 117,098 2021-08-19 $283.21 $280.00 52.1% 15.0% 71.3% 14.3% 53.1% 3.2% -0.7% -6.6M -473.7M -10.0M 0.92 55.46 N/A N/A 4,170 3,841 88,825 117,836 2021-08-20 $290.47 $280.00 49.3% 13.9% 71.7% 9.3% 49.5% 2.3% 1.2% -3.1M -627.2M -10.1M 1.11 52.99 N/A N/A 4,793 5,333 89,798 120,620 2021-08-23 $288.23 $280.00 46.8% 13.4% 71.7% 4.5% 47.0% 2.7% 0.2% -2.2M -627.6M -9.9M 0.71 36.39 N/A N/A 4,580 3,240 77,175 99,432 2021-08-24 $287.25 $280.00 46.6% 13.2% 70.8% 4.2% 46.5% 2.8% -0.2% -3.4M -597.1M -9.9M 0.42 33.97 N/A N/A 5,406 2,268 77,986 100,413 2021-08-25 $288.18 $280.00 46.3% 12.8% 70.8% 3.6% 45.2% 3.0% 0.7% -2.9M -605.7M -10.0M 0.28 37.52 N/A N/A 5,946 1,667 80,181 102,351 2021-08-26 $290.79 $280.00 48.3% 13.5% 68.0% 7.4% 47.8% 2.8% 0.3% 887.7K -684.5M -10.0M 0.34 38.86 N/A N/A 12,815 4,396 82,170 103,193 2021-08-27 $291.24 $280.00 46.4% 12.6% 59.7% 3.8% 44.0% 4.6% -0.4% 3.5M -695.6M -10.0M 0.32 37.27 N/A N/A 8,490 2,689 83,818 103,721 2021-08-30 $292.01 $280.00 44.4% 12.3% 59.7% 0.1% 43.4% 3.1% 0.4% 419.0K -696.1M -9.9M 0.69 34.66 N/A N/A 4,246 2,924 80,303 101,254 2021-08-31 $281.83 $280.00 45.1% 12.7% 61.2% 1.4% 44.4% 2.5% 1.0% -4.5M -509.0M -9.8M 0.40 39.54 N/A N/A 9,748 3,907 81,528 102,080
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