W Options History — December 2021 In December 2021, W traded between $188.85 and $247.56. ATM implied volatility averaged 58.2%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 11.2% (HV 20d: 69.4%). Max pain ranged from $200.00 to $250.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.97.
Notable Days 2021-12-16 : Highest Volume — 25,442 contracts2021-12-16 : Largest IV spike — 17.8% change2021-12-16 : Highest IV Rank — 48.6%2021-12-03 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $209.81 $188.85 $247.56 $247.56 $190.08 Max Pain $206.82 $200.00 $250.00 $250.00 $200.00 ATM IV 58.2% 47.6% 69.8% 63.6% 54.8% Expected Move 16.9% 14.2% 20.5% 18.9% 14.2% HV 20d 69.4% 62.0% 79.5% 65.4% 66.7% HV 60d 56.1% 49.3% 60.7% 49.3% 58.8% IV Rank 27.7% 8.7% 48.6% 37.4% 21.5% IV Percentile 45.1% 17.9% 81.7% 66.3% 38.1% Term Structure -0.1% -4.1% 5.3% 1.0% -0.4% VWIV 60.2% 49.4% 74.0% 68.6% 50.5% Skew 25d 5.1% -4.8% 13.4% -4.8% 10.1% Skew 10d 8.6% -2.6% 22.9% 9.6% 9.6% Call IV 25d 57.5% 48.9% 72.2% 68.5% 49.2% Put IV 25d 62.6% 52.5% 77.6% 63.7% 59.3% Bid-Ask Spread % 56.61 46.52 66.85 51.53 56.14 Gamma HHI 0.06 0.05 0.09 0.06 0.09 Net GEX -7.6M -9.9M -5.0M -5.3M -9.9M Net DEX 353.7M -179.1M 689.8M -179.1M 493.9M Net VEX -7.6M -9.7M -6.3M -9.7M -6.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.69 1.60 0.89 0.88 Total Volume 13,147.682 10,302 25,442 11,933 11,526 Total OI 209,486.273 197,482 227,101 214,712 201,457
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 2021-12-01 $247.56 $250.00 63.6% 18.9% 65.4% 37.4% 68.6% -4.8% 1.0% -5.3M -179.1M -9.7M 0.89 51.53 N/A N/A 6,313 5,620 99,268 115,444 2021-12-02 $236.95 $250.00 60.9% 19.0% 64.2% 32.5% 67.9% 1.0% -3.1% -8.2M 48.5M -9.3M 1.11 54.11 N/A N/A 5,066 5,610 101,096 116,235 2021-12-03 $234.00 $250.00 64.1% 20.5% 62.0% 38.3% 74.0% 2.3% 5.3% -8.0M 92.1M -9.2M 1.60 55.69 N/A N/A 4,259 6,823 101,424 116,931 2021-12-06 $222.55 $200.00 62.2% 18.5% 62.8% 34.8% 66.0% 4.1% -1.5% -8.9M 309.7M -8.5M 1.26 56.63 N/A N/A 6,031 7,624 97,980 115,193 2021-12-07 $229.62 $200.00 59.1% 17.3% 64.1% 29.3% 63.5% 7.8% -4.1% -8.3M 162.8M -8.6M 1.05 58.64 N/A N/A 5,032 5,270 95,753 112,789 2021-12-08 $238.01 $200.00 58.8% 16.1% 64.8% 28.7% 62.4% -1.6% -2.1% -6.7M 11.0M -8.9M 0.80 63.90 N/A N/A 5,911 4,755 96,454 113,066 2021-12-09 $219.39 $200.00 58.4% 17.1% 69.5% 28.1% 59.1% 3.8% 0.6% -9.4M 338.2M -8.0M 0.85 63.14 N/A N/A 7,287 6,158 97,842 113,265 2021-12-10 $202.95 $200.00 57.9% 17.9% 73.6% 27.2% 63.1% 4.8% -2.1% -9.9M 561.1M -7.3M 1.60 61.26 N/A N/A 8,256 13,177 99,022 114,542 2021-12-13 $205.46 $200.00 58.1% 17.0% 70.7% 27.6% 59.4% 9.2% 1.4% -9.5M 520.9M -7.3M 0.83 59.37 N/A N/A 8,159 6,766 99,218 115,899 2021-12-14 $207.41 $200.00 60.1% 16.9% 71.1% 31.1% 57.4% 8.0% -2.5% -8.7M 482.0M -7.4M 0.71 65.41 N/A N/A 6,576 4,701 101,785 116,733 2021-12-15 $208.28 $200.00 59.3% 17.4% 67.0% 29.7% 62.2% 9.5% 1.9% -8.1M 458.7M -7.5M 0.95 66.85 N/A N/A 5,939 5,613 102,993 117,016 2021-12-16 $188.85 $200.00 69.8% 19.0% 73.5% 48.6% 66.1% 5.4% -2.4% -8.2M 689.8M -6.8M 1.38 60.43 N/A N/A 10,697 14,745 103,134 119,265 2021-12-17 $202.31 $200.00 62.4% 17.9% 79.5% 35.1% 63.4% 13.4% -0.3% -5.7M 521.4M -7.5M 0.78 60.67 N/A N/A 10,341 8,029 105,250 121,851 2021-12-20 $196.11 $200.00 62.3% 17.7% 75.0% 35.0% 62.6% 7.0% 0.9% -6.0M 411.5M -7.0M 0.70 46.52 N/A N/A 7,325 5,163 89,471 108,011 2021-12-21 $202.55 $200.00 55.4% 15.9% 76.1% 22.7% 57.6% 4.5% 0.5% -5.8M 340.3M -7.2M 0.77 51.27 N/A N/A 6,861 5,273 90,617 108,722 2021-12-22 $203.64 $200.00 53.5% 15.4% 76.3% 19.4% 55.7% 4.7% 0.1% -5.3M 333.6M -7.3M 0.69 50.17 N/A N/A 6,462 4,480 91,735 109,276 2021-12-23 $203.87 $200.00 53.2% 15.2% 70.0% 18.7% 55.8% 4.6% 2.3% -5.0M 333.4M -7.2M 0.75 48.44 N/A N/A 7,436 5,581 92,294 109,381 2021-12-27 $198.16 $200.00 54.7% 15.3% 69.9% 21.4% 55.7% 6.0% -0.6% -6.3M 409.6M -6.8M 0.84 50.63 N/A N/A 6,200 5,196 90,346 107,532 2021-12-28 $194.09 $200.00 52.9% 15.0% 69.6% 18.1% 53.1% 3.6% 3.4% -7.2M 467.2M -6.6M 0.94 53.40 N/A N/A 5,450 5,127 91,312 108,376 2021-12-29 $191.22 $200.00 47.6% 14.6% 67.3% 8.7% 51.5% 3.7% -0.5% -7.8M 514.5M -6.3M 1.04 56.67 N/A N/A 5,557 5,797 91,742 108,611 2021-12-30 $192.82 $200.00 51.8% 14.2% 67.7% 16.2% 49.4% 4.9% 0.8% -8.4M 460.2M -6.4M 0.91 54.66 N/A N/A 5,778 5,279 92,366 108,001 2021-12-31 $190.08 $200.00 54.8% 14.2% 66.7% 21.5% 50.5% 10.1% -0.4% -9.9M 493.9M -6.3M 0.88 56.14 N/A N/A 6,116 5,410 93,223 108,234
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