W Options History — October 2021 In October 2021, W traded between $230.88 and $254.14. ATM implied volatility averaged 61.5%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 22.1% (HV 20d: 39.4%). Max pain ranged from $260.00 to $300.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2021-10-28 : Highest Volume — 29,288 contracts2021-10-04 : Largest IV spike — 22.1% change2021-10-06 : Highest IV Rank — 47.5%2021-10-29 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $241.35 $230.88 $254.14 $254.14 $248.53 Max Pain $264.29 $260.00 $300.00 $270.00 $260.00 ATM IV 61.5% 54.4% 69.3% 54.4% 59.9% Expected Move 17.6% 14.4% 19.0% 14.4% 19.0% HV 20d 39.4% 35.5% 44.1% 35.5% 44.0% HV 60d 48.3% 43.4% 50.4% 49.0% 43.4% IV Rank 33.6% 20.9% 47.5% 20.9% 30.8% IV Percentile 48.1% 30.2% 73.4% 30.2% 41.3% Term Structure -1.8% -4.5% 12.4% 12.4% -1.6% VWIV 61.3% 50.9% 66.8% 50.9% 66.8% Skew 25d 4.3% 1.4% 9.0% 5.9% 1.4% Skew 10d 7.0% 2.6% 13.7% 12.4% 3.3% Call IV 25d 59.4% 45.9% 64.3% 45.9% 61.9% Put IV 25d 63.7% 51.8% 71.2% 51.8% 63.3% Bid-Ask Spread % 46.48 39.44 57.22 52.25 45.81 Gamma HHI 0.07 0.05 0.21 0.06 0.06 Net GEX -8.8M -14.9M -3.4M -10.3M -4.4M Net DEX 59.8M -197.9M 246.7M -23.6M -175.3M Net VEX -10.2M -10.7M -9.6M -10.0M -10.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.60 1.40 1.40 0.63 Total Volume 14,638.429 4,819 29,288 11,099 21,075 Total OI 219,536.381 198,349 233,313 202,409 233,313
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 2021-10-01 $254.14 $270.00 54.4% 14.4% 35.5% 20.9% 50.9% 5.9% 12.4% -10.3M -23.6M -10.0M 1.40 52.25 N/A N/A 4,625 6,474 94,347 108,062 2021-10-04 $239.39 $300.00 66.4% 18.1% 40.7% 42.4% 63.6% 6.9% -2.0% -9.5M 159.3M -9.6M 0.95 46.78 N/A N/A 4,114 3,903 91,972 106,377 2021-10-05 $241.65 $280.00 64.3% 17.6% 41.0% 38.5% 61.8% 5.2% -2.3% -10.3M 157.6M -9.7M 1.12 49.58 N/A N/A 10,558 11,823 94,553 109,390 2021-10-06 $240.73 $270.00 69.3% 18.2% 40.5% 47.5% 63.0% 9.0% -3.6% -9.3M 160.1M -9.7M 1.39 44.89 N/A N/A 5,908 8,225 96,383 110,247 2021-10-07 $243.24 $270.00 63.6% 17.6% 40.5% 37.3% 61.4% 4.1% -1.8% -9.8M 59.1M -10.2M 0.88 51.15 N/A N/A 2,558 2,261 98,857 112,617 2021-10-08 $242.93 $260.00 62.2% 17.3% 40.4% 34.8% 59.4% 6.5% -1.9% -9.8M 88.9M -10.4M 0.96 52.51 N/A N/A 4,555 4,359 102,740 116,738 2021-10-11 $235.39 $260.00 63.6% 17.5% 41.2% 37.4% 60.5% 4.7% -1.7% -10.0M 199.3M -10.0M 0.61 55.70 N/A N/A 4,281 2,624 99,591 115,700 2021-10-12 $234.69 $260.00 64.9% 18.1% 41.1% 39.7% 62.3% 3.1% -0.7% -11.1M 223.7M -10.1M 0.90 53.61 N/A N/A 4,125 3,707 101,855 118,387 2021-10-13 $234.92 $260.00 63.0% 17.5% 37.6% 36.3% 61.1% 5.0% -2.2% -11.6M 246.7M -10.1M 0.88 57.22 N/A N/A 9,918 8,688 103,338 119,547 2021-10-14 $241.99 $260.00 62.8% 17.4% 39.9% 35.9% 59.7% 1.9% -2.5% -9.7M 90.7M -10.4M 0.70 41.07 N/A N/A 7,148 4,979 104,610 120,464 2021-10-15 $240.14 $260.00 60.6% 16.7% 37.3% 31.9% 58.0% 4.3% -4.1% -14.9M 112.4M -10.3M 0.66 52.70 N/A N/A 4,315 2,867 108,329 123,500 2021-10-18 $241.69 $260.00 60.4% 17.1% 37.2% 31.7% 60.1% 4.2% -3.1% -5.6M -43.8M -10.4M 0.88 40.15 N/A N/A 2,827 2,480 101,112 115,744 2021-10-19 $247.85 $260.00 59.5% 17.0% 38.8% 29.9% 59.6% 4.1% -3.9% -4.3M -152.6M -10.6M 0.85 39.44 N/A N/A 3,281 2,785 101,495 116,777 2021-10-20 $248.02 $260.00 60.1% 17.2% 38.8% 31.0% 60.1% 3.9% -3.2% -3.6M -166.3M -10.7M 0.70 39.72 N/A N/A 12,744 8,922 103,369 119,475 2021-10-21 $243.92 $260.00 59.6% 17.3% 38.9% 30.3% 60.4% 2.5% -4.5% -9.6M -51.1M -10.6M 0.61 44.15 N/A N/A 11,982 7,275 104,003 122,263 2021-10-22 $236.61 $260.00 60.1% 17.5% 39.8% 31.1% 62.0% 3.9% -3.7% -7.4M 115.8M -10.2M 0.91 41.07 N/A N/A 12,100 10,976 104,904 122,597 2021-10-25 $234.74 $260.00 59.9% 18.0% 36.3% 30.8% 62.6% 3.9% -3.8% -10.0M 134.6M -10.0M 0.62 40.60 N/A N/A 11,232 6,947 102,174 121,069 2021-10-26 $237.25 $260.00 57.0% 18.0% 36.7% 25.5% 63.0% 4.3% 0.8% -9.9M 93.4M -10.1M 0.73 39.76 N/A N/A 11,727 8,541 103,225 122,020 2021-10-27 $230.88 $260.00 60.0% 18.6% 36.7% 30.9% 65.1% 2.9% -1.7% -10.7M 225.7M -9.8M 0.70 44.83 N/A N/A 12,486 8,724 105,320 123,148 2021-10-28 $249.58 $260.00 60.4% 18.9% 44.1% 31.5% 65.7% 2.8% -3.1% -3.4M -197.9M -10.6M 0.60 43.11 N/A N/A 18,328 10,960 106,020 124,632 2021-10-29 $248.53 $260.00 59.9% 19.0% 44.0% 30.8% 66.8% 1.4% -1.6% -4.4M -175.3M -10.6M 0.63 45.81 N/A N/A 12,897 8,178 106,571 126,742
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