W Options History — March 2023 In March 2023, W traded between $30.87 and $40.32. ATM implied volatility averaged 90.1%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded below realized volatility by 13.2% (HV 20d: 103.3%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.34.
Notable Days 2023-03-10 : Highest Volume — 99,389 contracts2023-03-10 : Largest IV spike — 21.1% change2023-03-10 : Highest IV Rank — 60.5%2023-03-10 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.67 $30.87 $40.32 $39.70 $34.06 Max Pain $36.96 $35.00 $50.00 $50.00 $35.00 ATM IV 90.1% 82.2% 103.5% 86.9% 89.8% Expected Move 25.6% 22.7% 29.2% 26.0% 24.1% HV 20d 103.3% 68.8% 128.7% 128.7% 71.3% HV 60d 119.2% 116.3% 122.2% 120.3% 116.3% IV Rank 38.2% 25.2% 60.5% 32.9% 35.0% IV Percentile 23.4% 6.0% 70.2% 11.5% 17.1% Term Structure 2.5% -6.1% 15.1% -1.2% 15.1% VWIV 92.0% 81.4% 107.9% 92.2% 90.6% Skew 25d 6.9% 3.8% 12.3% 5.9% 4.5% Skew 10d 12.9% 7.1% 22.9% 11.2% 7.8% Call IV 25d 88.1% 80.1% 100.1% 85.5% 84.4% Put IV 25d 95.0% 86.6% 109.6% 91.4% 88.9% Bid-Ask Spread % 11.39 4.11 20.25 8.60 5.08 Gamma HHI 0.18 0.13 0.27 0.13 0.17 Net GEX -5.7M -8.0M -3.5M -5.9M -4.5M Net DEX 277.5M 177.4M 453.2M 247.1M 177.4M Net VEX -2.1M -2.4M -1.9M -2.4M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.34 0.34 4.26 1.11 1.49 Total Volume 27,377.391 12,357 99,389 12,357 29,682 Total OI 495,951.826 426,599 545,351 510,926 497,734
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 2023-03-01 $39.70 $50.00 86.9% 26.0% 128.7% 32.9% 92.2% 5.9% -1.2% -5.9M 247.1M -2.4M 1.11 8.60 N/A N/A 5,859 6,498 146,017 364,909 2023-03-02 $39.09 $50.00 85.1% 25.1% 118.1% 30.0% 89.8% 6.1% -1.2% -5.8M 264.0M -2.4M 1.73 12.02 N/A N/A 6,142 10,636 149,697 367,430 2023-03-03 $40.32 $50.00 83.0% 24.1% 115.8% 26.5% 85.2% 4.5% -0.7% -6.5M 221.3M -2.3M 1.07 13.14 N/A N/A 13,566 14,513 152,300 370,275 2023-03-06 $39.34 $35.00 82.3% 22.9% 115.2% 25.4% 83.5% 6.5% -1.3% -6.3M 254.2M -2.3M 2.01 14.27 N/A N/A 6,850 13,743 137,586 359,932 2023-03-07 $39.05 $35.00 83.2% 23.0% 115.4% 26.7% 82.5% 4.6% -1.5% -6.5M 254.1M -2.3M 0.47 16.99 N/A N/A 21,382 9,956 139,911 365,816 2023-03-08 $39.05 $35.00 82.2% 22.7% 115.7% 25.2% 81.4% 6.1% -1.1% -5.7M 252.4M -2.2M 1.25 15.63 N/A N/A 7,365 9,188 149,706 370,535 2023-03-09 $36.41 $35.00 85.5% 24.0% 116.8% 30.6% 84.0% 4.6% -1.2% -7.3M 325.8M -2.2M 0.84 15.43 N/A N/A 10,779 9,083 152,142 369,702 2023-03-10 $32.02 $35.00 103.5% 29.2% 121.6% 60.5% 107.9% 9.5% -4.1% -8.0M 447.9M -2.0M 4.26 17.87 N/A N/A 18,892 80,497 153,937 374,025 2023-03-13 $32.84 $35.00 101.5% 27.5% 119.4% 57.2% 100.1% 12.3% -6.1% -7.4M 406.4M -2.1M 1.70 20.25 N/A N/A 11,525 19,545 145,923 376,746 2023-03-14 $30.87 $35.00 95.5% 27.4% 119.9% 47.2% 97.7% 10.9% 0.3% -7.9M 453.2M -1.9M 2.33 11.46 N/A N/A 12,087 28,131 151,804 377,581 2023-03-15 $32.22 $35.00 98.8% 28.8% 122.2% 52.7% 99.1% 10.5% 1.5% -6.8M 390.7M -2.0M 1.94 17.66 N/A N/A 11,524 22,341 156,805 368,383 2023-03-16 $32.34 $35.00 92.2% 26.7% 114.3% 41.8% 93.3% 10.5% 1.0% -6.8M 384.2M -2.0M 0.72 17.07 N/A N/A 18,971 13,572 162,100 371,056 2023-03-17 $31.61 $35.00 92.8% 26.9% 113.1% 42.8% 94.7% 9.7% 1.7% -4.2M 366.4M -2.0M 0.66 12.70 N/A N/A 12,403 8,206 174,979 370,372 2023-03-20 $31.20 $35.00 94.1% 26.8% 112.7% 44.8% 95.9% 9.2% 0.2% -4.5M 256.5M -2.0M 1.06 4.86 N/A N/A 12,818 13,531 132,082 294,517 2023-03-21 $33.62 $35.00 89.8% 25.7% 116.9% 37.7% 94.0% 7.9% 0.6% -4.1M 210.9M -2.1M 1.05 6.28 N/A N/A 8,752 9,204 139,339 301,951 2023-03-22 $33.26 $35.00 88.6% 25.4% 115.8% 35.8% 92.0% 4.8% 2.4% -4.2M 210.6M -2.1M 0.34 14.02 N/A N/A 10,286 3,480 141,747 305,380 2023-03-23 $34.09 $35.00 93.2% 26.8% 73.0% 43.3% 96.8% 5.9% -0.2% -3.5M 194.9M -2.1M 1.00 8.61 N/A N/A 13,250 13,258 144,385 307,737 2023-03-24 $34.33 $35.00 89.9% 25.8% 72.9% 38.0% 92.4% 3.8% 0.3% -3.7M 179.2M -2.1M 0.91 9.15 N/A N/A 10,188 9,313 151,242 316,750 2023-03-27 $33.56 $35.00 89.7% 26.0% 70.9% 37.6% 95.1% 5.5% 13.6% -4.7M 202.2M -2.1M 1.70 7.06 N/A N/A 10,328 17,511 141,852 312,001 2023-03-28 $32.98 $35.00 90.3% 25.9% 68.8% 38.6% 93.0% 5.7% 10.0% -5.0M 223.6M -2.1M 1.18 5.40 N/A N/A 9,703 11,408 145,776 322,154 2023-03-29 $33.17 $35.00 86.2% 24.5% 69.0% 31.8% 89.8% 5.5% 15.1% -5.2M 219.7M -2.1M 0.59 4.38 N/A N/A 8,901 5,256 153,028 330,464 2023-03-30 $32.32 $35.00 88.8% 24.5% 69.2% 36.0% 85.8% 4.8% 14.4% -5.7M 239.2M -2.1M 1.43 4.11 N/A N/A 12,154 17,403 155,870 333,214 2023-03-31 $34.06 $35.00 89.8% 24.1% 71.3% 35.0% 90.6% 4.5% 15.1% -4.5M 177.4M -2.1M 1.49 5.08 N/A N/A 11,897 17,785 161,450 336,284
« Feb 2023 | All History | Apr 2023 » Home W History March 2023