W Options History — February 2023 In February 2023, W traded between $37.25 and $70.88. ATM implied volatility averaged 100.1%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded below realized volatility by 38.4% (HV 20d: 138.5%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.60.
Notable Days 2023-02-23 : Highest Volume — 285,906 contracts2023-02-23 : Largest IV drop — 11.6% change2023-02-22 : Highest IV Rank — 66.0%2023-02-21 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.64 $37.25 $70.88 $66.80 $40.47 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 100.1% 87.2% 106.8% 102.3% 87.2% Expected Move 28.5% 25.6% 31.8% 27.7% 25.6% HV 20d 138.5% 108.1% 154.3% 135.7% 129.0% HV 60d 118.8% 111.5% 128.0% 128.0% 123.5% IV Rank 54.9% 33.4% 66.0% 58.6% 33.4% IV Percentile 59.1% 12.7% 76.6% 68.7% 12.7% Term Structure -2.6% -4.8% 2.1% -3.4% -1.5% VWIV 101.5% 89.9% 113.3% 99.7% 89.9% Skew 25d 4.5% 2.4% 7.5% 7.1% 6.3% Skew 10d 8.5% -2.1% 18.2% 18.2% 12.1% Call IV 25d 99.4% 85.3% 105.4% 99.8% 85.3% Put IV 25d 103.9% 91.6% 110.7% 106.9% 91.6% Bid-Ask Spread % 9.35 4.06 15.78 15.16 7.37 Gamma HHI 0.09 0.06 0.15 0.06 0.13 Net GEX -3.1M -8.1M 2.7M 2.2M -5.8M Net DEX 7.6M -420.8M 400.9M -341.9M 224.5M Net VEX -2.3M -2.5M -1.9M -2.2M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.60 0.70 5.15 5.15 1.23 Total Volume 45,870.474 9,122 285,906 70,344 24,722 Total OI 443,480.421 359,343 566,350 377,147 502,309
Daily Data (19 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 2023-02-01 $66.80 $50.00 102.3% 27.7% 135.7% 58.6% 99.7% 7.1% -3.4% 2.2M -341.9M -2.2M 5.15 15.16 N/A N/A 11,440 58,904 118,487 258,660 2023-02-02 $70.88 $50.00 104.9% 28.3% 134.4% 62.9% 101.6% 3.4% -3.6% 2.7M -420.8M -2.4M 0.91 4.86 N/A N/A 31,395 28,473 122,140 304,912 2023-02-03 $66.80 $50.00 103.6% 28.3% 138.1% 60.6% 102.8% 2.9% -3.2% -695.3K -303.7M -2.5M 1.62 12.38 N/A N/A 13,307 21,555 127,781 318,892 2023-02-06 $64.70 $50.00 103.3% 28.4% 139.4% 60.1% 102.1% 4.8% -3.0% 174.5K -228.8M -2.5M 0.81 12.41 N/A N/A 14,942 12,106 117,516 304,147 2023-02-07 $63.36 $50.00 102.2% 28.2% 140.2% 58.4% 101.8% 3.9% -3.8% 366.7K -200.4M -2.5M 1.54 8.50 N/A N/A 9,193 14,124 128,483 308,665 2023-02-08 $62.47 $50.00 99.3% 28.1% 140.7% 53.5% 98.6% 2.4% -1.4% 178.9K -183.5M -2.5M 1.00 4.06 N/A N/A 4,567 4,555 133,642 310,953 2023-02-09 $58.48 $50.00 100.7% 28.4% 144.0% 55.9% 101.0% 3.2% -2.0% -2.3M -74.1M -2.5M 1.03 4.78 N/A N/A 8,024 8,246 135,377 312,673 2023-02-10 $52.48 $50.00 102.4% 28.8% 150.7% 58.7% 102.1% 3.4% -3.2% -4.1M 88.1M -2.4M 1.97 10.48 N/A N/A 12,290 24,204 137,997 313,674 2023-02-13 $52.31 $50.00 105.2% 30.0% 150.8% 63.2% 104.7% 4.6% -3.0% -3.7M 58.9M -2.4M 1.23 11.81 N/A N/A 8,989 11,089 129,411 303,471 2023-02-14 $50.22 $50.00 100.8% 28.8% 151.8% 56.0% 103.6% 5.3% -1.6% -5.0M 118.3M -2.3M 1.16 7.58 N/A N/A 8,991 10,421 132,767 305,585 2023-02-15 $55.35 $50.00 101.2% 29.0% 153.7% 56.6% 104.9% 2.7% -1.9% -2.5M -27.4M -2.4M 0.74 8.06 N/A N/A 13,505 10,045 135,753 307,319 2023-02-16 $51.48 $50.00 101.3% 29.2% 154.3% 56.9% 105.0% 3.9% -3.2% -4.5M 80.3M -2.3M 1.19 10.57 N/A N/A 5,629 6,716 141,857 308,780 2023-02-17 $51.53 $50.00 100.0% 29.0% 139.6% 54.6% 102.6% 4.8% -3.5% -4.6M 76.6M -2.3M 0.70 15.78 N/A N/A 11,407 7,994 142,201 310,393 2023-02-21 $48.16 $50.00 106.4% 31.8% 111.3% 65.4% 110.8% 3.3% -4.8% -4.1M 121.8M -2.1M 3.57 7.98 N/A N/A 12,066 43,069 101,338 258,005 2023-02-22 $49.39 $50.00 106.8% 31.7% 108.1% 66.0% 113.3% 5.7% -4.7% -4.8M 123.7M -2.3M 1.08 9.32 N/A N/A 26,616 28,809 109,448 293,701 2023-02-23 $38.00 $50.00 94.4% 27.2% 140.3% 45.4% 97.3% 2.9% -1.8% -7.3M 357.0M -1.9M 2.57 11.14 N/A N/A 80,061 205,845 127,842 305,765 2023-02-24 $37.25 $50.00 89.8% 26.6% 140.3% 37.8% 93.1% 6.6% 2.1% -8.1M 400.9M -2.3M 1.73 10.51 N/A N/A 18,873 32,597 166,067 400,283 2023-02-27 $38.95 $50.00 90.1% 26.9% 129.1% 38.3% 94.0% 7.5% -1.6% -6.6M 275.6M -2.3M 1.22 4.91 N/A N/A 12,049 14,721 132,731 357,103 2023-02-28 $40.47 $50.00 87.2% 25.6% 129.0% 33.4% 89.9% 6.3% -1.5% -5.8M 224.5M -2.4M 1.23 7.37 N/A N/A 11,108 13,614 140,411 361,898
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