W Options History — May 2023 In May 2023, W traded between $31.29 and $40.56. ATM implied volatility averaged 80.5%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 0.3% (HV 20d: 80.2%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.50.
Notable Days 2023-05-03 : Highest Volume — 96,808 contracts2023-05-04 : Largest IV drop — 23.3% change2023-05-02 : Highest IV Rank — 56.3%2023-05-03 : Largest Expected Move — 36.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.24 $31.29 $40.56 $32.76 $40.20 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 80.5% 74.1% 107.6% 102.3% 80.4% Expected Move 24.2% 21.3% 36.9% 33.8% 24.3% HV 20d 80.2% 42.8% 94.6% 46.2% 93.6% HV 60d 81.7% 69.5% 92.2% 83.4% 73.1% IV Rank 9.4% 0.0% 56.3% 44.6% 11.8% IV Percentile 11.8% 0.0% 79.4% 65.5% 6.7% Term Structure -0.9% -4.7% 2.4% -2.9% -2.9% VWIV 86.9% 75.3% 136.7% 124.9% 87.8% Skew 25d 4.0% 1.0% 9.4% 9.2% 1.0% Skew 10d 8.7% 4.5% 20.9% 20.9% 4.8% Call IV 25d 80.1% 73.4% 106.4% 98.3% 81.1% Put IV 25d 84.1% 77.5% 114.0% 107.5% 82.1% Bid-Ask Spread % 5.14 2.82 15.80 5.37 3.41 Gamma HHI 0.13 0.07 0.36 0.15 0.07 Net GEX -2.8M -7.3M 4.9M -4.6M 1.1M Net DEX 104.9M -51.8M 264.4M 241.3M -22.2M Net VEX -1.8M -1.9M -1.7M -1.7M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 0.64 5.68 5.68 1.14 Total Volume 32,474.773 5,308 96,808 77,422 10,514 Total OI 445,666.182 322,045 543,067 433,129 349,976
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 2023-05-01 $32.76 $40.00 102.3% 33.8% 46.2% 44.6% 124.9% 9.2% -2.9% -4.6M 241.3M -1.7M 5.68 5.37 N/A N/A 11,598 65,824 137,361 295,768 2023-05-02 $31.73 $40.00 107.6% 36.0% 42.8% 56.3% 128.7% 9.4% -4.7% -4.9M 264.4M -1.8M 1.12 4.85 N/A N/A 19,882 22,305 142,867 309,431 2023-05-03 $31.29 $40.00 107.3% 36.9% 42.9% 55.7% 136.7% 7.1% -3.2% -4.6M 261.4M -1.8M 3.33 10.32 N/A N/A 22,371 74,437 151,324 312,268 2023-05-04 $36.38 $40.00 82.3% 23.9% 69.4% 0.2% 84.3% 5.9% -0.8% -3.2M 125.1M -1.9M 1.12 4.48 N/A N/A 40,243 44,891 167,752 345,451 2023-05-05 $40.30 $40.00 76.1% 22.6% 77.5% 0.0% 82.3% 1.8% 0.8% 4.9M -51.8M -1.9M 1.33 15.80 N/A N/A 24,863 33,130 183,193 359,874 2023-05-08 $40.27 $40.00 76.6% 22.4% 76.5% 0.8% 79.0% 2.7% 1.9% -1.9M 14.9M -1.9M 1.26 6.69 N/A N/A 10,749 13,545 156,219 335,078 2023-05-09 $37.17 $40.00 76.7% 22.6% 82.4% 1.0% 79.6% 3.3% 2.4% -3.9M 127.0M -1.8M 1.24 10.35 N/A N/A 12,953 16,008 156,498 337,433 2023-05-10 $35.85 $40.00 75.9% 22.4% 82.2% 0.0% 80.5% 3.5% 2.4% -5.1M 178.6M -1.8M 1.74 3.42 N/A N/A 14,282 24,837 162,252 341,367 2023-05-11 $36.36 $40.00 75.0% 21.9% 82.0% 0.0% 75.9% 3.4% 1.7% -4.7M 136.8M -1.9M 0.91 3.32 N/A N/A 5,861 5,353 168,263 342,578 2023-05-12 $34.72 $40.00 74.6% 21.6% 83.7% 0.0% 80.6% 3.7% 1.1% -6.9M 208.7M -1.8M 1.78 2.99 N/A N/A 8,719 15,555 170,714 344,967 2023-05-15 $36.58 $40.00 76.2% 22.0% 85.6% 3.1% 77.9% 4.8% -2.4% -3.7M 115.1M -1.8M 0.93 2.82 N/A N/A 8,148 7,571 157,163 335,112 2023-05-16 $35.81 $40.00 75.2% 21.6% 85.6% 1.2% 77.7% 4.3% -2.2% -4.0M 143.4M -1.8M 2.65 2.86 N/A N/A 4,231 11,191 160,064 338,562 2023-05-17 $37.09 $40.00 74.9% 21.5% 86.5% 0.6% 75.3% 4.8% -2.2% -2.9M 72.1M -1.8M 1.41 4.10 N/A N/A 6,275 8,840 161,323 336,211 2023-05-18 $38.28 $40.00 74.1% 21.3% 87.2% 0.0% 76.1% 4.5% -0.5% -945.3K -6.9M -1.8M 0.78 5.71 N/A N/A 10,642 8,343 162,979 334,347 2023-05-19 $35.55 $40.00 75.7% 21.9% 91.3% 3.0% 76.8% 3.1% -2.5% -7.3M 80.2M -1.8M 1.12 3.28 N/A N/A 24,574 27,473 167,403 339,368 2023-05-22 $34.66 $40.00 76.5% 22.6% 91.6% 4.5% 82.3% 3.2% -0.9% -2.5M 107.9M -1.8M 0.74 3.10 N/A N/A 15,260 11,322 108,394 213,651 2023-05-23 $35.28 $40.00 76.4% 22.4% 91.5% 4.4% 79.8% 2.1% -1.6% -1.8M 87.0M -1.8M 0.82 3.46 N/A N/A 9,535 7,803 118,479 220,981 2023-05-24 $35.12 $40.00 75.8% 22.6% 91.0% 3.3% 79.9% 2.2% -0.5% -2.1M 89.0M -1.8M 1.72 3.39 N/A N/A 2,631 4,513 120,784 223,434 2023-05-25 $35.00 $40.00 76.8% 22.9% 90.2% 5.0% 80.3% 3.0% -0.5% -2.1M 92.5M -1.8M 0.72 5.48 N/A N/A 3,083 2,225 123,466 225,598 2023-05-26 $36.34 $40.00 74.7% 22.0% 90.1% 1.2% 78.8% 2.9% 0.3% -667.1K 62.9M -1.8M 0.77 4.03 N/A N/A 7,427 5,682 126,653 226,851 2023-05-30 $40.56 $40.00 79.1% 24.2% 94.6% 9.5% 87.1% 1.3% -2.2% 106.7K -20.6M -1.9M 0.64 3.81 N/A N/A 18,095 11,661 117,364 215,835 2023-05-31 $40.20 $40.00 80.4% 24.3% 93.6% 11.8% 87.8% 1.0% -2.9% 1.1M -22.2M -1.9M 1.14 3.41 N/A N/A 4,916 5,598 128,076 221,900
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