W Options History — March 2022 In March 2022, W traded between $104.63 and $131.39. ATM implied volatility averaged 77.1%, placing in the 57.3% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 1.1% (HV 20d: 76.1%). Max pain ranged from $145.00 to $190.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2022-03-16 : Highest Volume — 46,231 contracts2022-03-16 : Largest IV drop — 10.6% change2022-03-14 : Highest IV Rank — 80.7%2022-03-07 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $121.49 $104.63 $131.39 $131.35 $112.43 Max Pain $158.04 $145.00 $190.00 $145.00 $155.00 ATM IV 77.1% 67.0% 91.1% 83.4% 73.0% Expected Move 24.0% 22.0% 27.2% 25.5% 23.6% HV 20d 76.1% 64.1% 90.1% 75.6% 90.1% HV 60d 71.2% 67.6% 78.2% 69.8% 78.2% IV Rank 57.3% 40.5% 80.7% 67.7% 50.3% IV Percentile 84.5% 72.2% 94.8% 90.9% 84.1% Term Structure 1.8% -5.9% 14.7% 0.1% 13.7% VWIV 82.8% 73.0% 93.0% 90.4% 84.9% Skew 25d 9.6% 6.3% 13.4% 13.4% 7.4% Skew 10d 19.8% 14.1% 25.9% 25.9% 18.2% Call IV 25d 72.5% 63.7% 84.8% 76.5% 66.3% Put IV 25d 82.1% 70.7% 97.4% 89.8% 73.7% Bid-Ask Spread % 38.38 21.60 47.63 25.90 47.63 Gamma HHI 0.06 0.04 0.10 0.04 0.07 Net GEX -1.7M -4.5M 2.3M -3.8M -943.7K Net DEX 439.5M 186.8M 608.0M 526.6M 396.1M Net VEX -3.7M -4.7M -2.6M -3.5M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.09 1.48 1.48 1.20 Total Volume 16,417.391 8,709 46,231 11,496 12,784 Total OI 167,717.522 141,008 193,264 141,008 193,231
Daily Data (23 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 2022-03-01 $131.35 $145.00 83.4% 25.5% 75.6% 67.7% 90.4% 13.4% 0.1% -3.8M 526.6M -3.5M 1.48 25.90 N/A N/A 4,638 6,858 53,982 87,026 2022-03-02 $131.39 $145.00 78.0% 22.7% 72.9% 58.8% 79.7% 10.2% -0.3% -4.2M 545.8M -3.4M 1.31 21.60 N/A N/A 4,560 5,973 54,489 88,059 2022-03-03 $122.22 $145.00 80.9% 24.3% 69.7% 63.6% 83.1% 10.3% 0.9% -4.5M 583.1M -3.1M 1.17 29.45 N/A N/A 7,238 8,492 54,876 88,944 2022-03-04 $124.50 $145.00 82.6% 24.6% 66.8% 66.5% 85.1% 11.4% -1.0% -4.2M 579.5M -3.2M 1.23 25.54 N/A N/A 8,049 9,918 58,039 92,124 2022-03-07 $126.60 $145.00 87.7% 27.2% 64.7% 74.9% 91.8% 11.3% -0.6% -3.8M 546.6M -3.6M 1.17 31.91 N/A N/A 9,272 10,822 58,155 92,586 2022-03-08 $130.74 $145.00 87.7% 27.2% 65.9% 74.9% 93.0% 10.2% -1.3% -3.5M 511.7M -3.9M 1.04 33.85 N/A N/A 8,391 8,687 62,091 95,806 2022-03-09 $125.50 $145.00 82.2% 25.6% 64.9% 65.8% 90.4% 8.7% -0.4% -4.0M 567.9M -3.4M 1.09 33.62 N/A N/A 4,159 4,550 61,181 94,826 2022-03-10 $120.80 $145.00 81.8% 26.1% 64.1% 65.1% 90.4% 11.4% 1.0% -4.5M 592.0M -3.2M 0.98 25.82 N/A N/A 5,042 4,945 61,628 94,833 2022-03-11 $114.50 $145.00 83.7% 25.6% 65.5% 68.3% 89.3% 11.1% 0.8% -4.1M 608.0M -2.9M 0.93 35.92 N/A N/A 8,409 7,799 62,478 95,319 2022-03-14 $104.63 $190.00 91.1% 25.9% 71.1% 80.7% 88.8% 12.6% -5.9% -3.2M 585.8M -2.6M 0.94 39.51 N/A N/A 6,490 6,076 62,140 87,910 2022-03-15 $113.52 $180.00 87.8% 26.0% 79.1% 75.2% 85.8% 11.3% -4.6% -3.1M 557.6M -3.0M 0.61 43.80 N/A N/A 9,220 5,626 63,904 88,739 2022-03-16 $118.00 $175.00 78.5% 23.9% 79.4% 59.6% 82.3% 10.6% -2.4% -3.1M 557.9M -3.2M 0.09 43.38 N/A N/A 42,533 3,698 64,469 90,404 2022-03-17 $119.05 $175.00 74.5% 22.9% 75.3% 52.9% 76.8% 10.7% 0.7% -30.3K 362.6M -4.2M 0.34 41.83 N/A N/A 13,084 4,502 100,253 90,855 2022-03-18 $123.10 $175.00 70.5% 22.0% 75.7% 46.3% 75.9% 8.2% 0.3% 1.2M 317.9M -4.3M 0.39 41.97 N/A N/A 16,349 6,297 101,954 91,310 2022-03-21 $118.03 $160.00 70.2% 22.2% 76.8% 45.7% 73.0% 10.3% 2.3% 823.7K 314.2M -4.1M 0.35 45.99 N/A N/A 13,703 4,756 92,897 83,459 2022-03-22 $128.97 $160.00 67.0% 22.1% 81.6% 40.5% 75.9% 6.3% -0.3% 2.0M 206.6M -4.7M 0.54 41.89 N/A N/A 12,382 6,727 93,717 83,839 2022-03-23 $121.49 $160.00 71.3% 22.3% 84.5% 47.5% 74.3% 7.3% -2.1% 513.6K 291.4M -4.3M 0.52 45.62 N/A N/A 9,820 5,111 95,991 86,181 2022-03-24 $121.88 $160.00 68.6% 22.1% 83.2% 43.1% 75.2% 9.2% 0.0% 102.4K 296.5M -4.3M 0.49 44.95 N/A N/A 8,317 4,077 97,030 87,231 2022-03-25 $114.79 $160.00 69.2% 22.8% 84.1% 44.0% 79.3% 8.8% 0.7% -322.2K 366.5M -3.9M 0.78 45.80 N/A N/A 9,105 7,088 98,310 87,454 2022-03-28 $119.25 $160.00 67.8% 22.8% 82.3% 41.8% 81.1% 6.6% 13.4% 800.8K 313.5M -4.1M 1.13 46.22 N/A N/A 8,008 9,056 95,731 85,467 2022-03-29 $130.04 $160.00 67.0% 22.2% 86.3% 40.5% 79.3% 7.0% 12.5% 2.3M 186.8M -4.7M 0.66 43.97 N/A N/A 8,484 5,588 97,417 90,561 2022-03-30 $121.53 $160.00 69.6% 23.0% 89.5% 44.8% 78.8% 7.6% 14.7% 756.5K 294.5M -4.3M 1.10 46.53 N/A N/A 5,199 5,718 98,703 91,904 2022-03-31 $112.43 $155.00 73.0% 23.6% 90.1% 50.3% 84.9% 7.4% 13.7% -943.7K 396.1M -3.8M 1.20 47.63 N/A N/A 5,806 6,978 99,967 93,264
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