W Options History — June 2023 In June 2023, W traded between $42.77 and $65.35. ATM implied volatility averaged 74.0%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 8.1% (HV 20d: 65.9%). Max pain ranged from $40.00 to $57.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.08.
Notable Days 2023-06-06 : Highest Volume — 37,045 contracts2023-06-20 : Largest IV spike — 5.0% change2023-06-01 : Highest IV Rank — 15.3%2023-06-01 : Largest Expected Move — 25.2%Monthly Statistics Metric Avg Min Max Open Close Price $54.34 $42.77 $65.35 $42.77 $65.35 Max Pain $50.48 $40.00 $57.00 $40.00 $57.00 ATM IV 74.0% 70.8% 82.2% 82.2% 73.2% Expected Move 21.2% 18.8% 25.2% 25.2% 18.8% HV 20d 65.9% 49.1% 94.7% 94.7% 49.1% HV 60d 69.4% 67.5% 74.2% 74.2% 68.0% IV Rank 2.9% 0.0% 15.3% 15.3% 4.3% IV Percentile 2.0% 0.0% 7.5% 7.5% 4.0% Term Structure 3.1% -1.9% 17.9% -1.9% 17.9% VWIV 75.1% 67.1% 90.5% 90.5% 67.1% Skew 25d -2.7% -4.7% 0.8% 0.5% -2.3% Skew 10d -3.8% -9.2% 5.3% 4.2% -2.4% Call IV 25d 76.8% 69.9% 83.7% 83.7% 69.9% Put IV 25d 74.0% 67.7% 84.2% 84.2% 67.7% Bid-Ask Spread % 5.93 2.46 18.99 4.55 3.00 Gamma HHI 0.07 0.04 0.35 0.08 0.35 Net GEX 1.8M 13.9K 8.5M 2.0M 8.5M Net DEX -193.6M -291.3M -91.9M -91.9M -291.3M Net VEX -2.3M -2.5M -1.9M -1.9M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.65 1.83 1.32 0.81 Total Volume 20,612.667 10,332 37,045 28,486 25,550 Total OI 339,088.524 265,672 402,503 354,663 305,646
Daily Data (21 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 2023-06-01 $42.77 $40.00 82.2% 25.2% 94.7% 15.3% 90.5% 0.5% -1.9% 2.0M -91.9M -1.9M 1.32 4.55 N/A N/A 12,283 16,203 129,452 225,211 2023-06-02 $43.37 $40.00 78.4% 23.6% 80.2% 8.2% 84.4% -1.3% -1.9% 969.5K -107.1M -2.0M 1.14 3.74 N/A N/A 7,779 8,843 134,087 236,532 2023-06-05 $46.12 $45.00 77.6% 21.8% 75.0% 6.7% 78.2% -1.9% 0.2% 13.9K -105.6M -2.0M 1.83 8.16 N/A N/A 8,645 15,831 118,933 226,471 2023-06-06 $49.47 $45.00 75.6% 21.4% 78.2% 2.9% 75.8% 0.8% 0.0% 751.7K -167.1M -2.1M 1.33 13.39 N/A N/A 15,897 21,148 122,753 233,335 2023-06-07 $49.26 $45.00 74.1% 21.5% 70.9% 0.0% 76.1% -4.1% 0.7% 1.0M -175.4M -2.2M 1.03 18.99 N/A N/A 9,664 9,908 131,967 248,940 2023-06-08 $53.30 $45.00 74.5% 21.4% 71.8% 0.7% 75.7% -4.3% -0.5% 2.2M -257.3M -2.3M 1.00 4.78 N/A N/A 11,834 11,867 136,506 252,703 2023-06-09 $51.80 $50.00 72.7% 20.9% 73.8% 0.0% 73.8% -3.4% 0.2% 973.4K -220.1M -2.3M 1.09 2.96 N/A N/A 9,223 10,057 141,006 261,497 2023-06-12 $51.36 $50.00 74.7% 21.6% 70.6% 3.6% 77.5% -3.5% 0.6% 589.5K -185.5M -2.2M 0.89 4.58 N/A N/A 5,785 5,134 132,546 250,431 2023-06-13 $51.45 $50.00 74.1% 21.3% 69.8% 2.4% 76.8% -3.1% 0.1% 701.5K -190.5M -2.2M 1.17 4.20 N/A N/A 5,086 5,960 134,792 251,721 2023-06-14 $52.93 $50.00 73.4% 21.5% 68.4% 1.2% 75.5% -4.7% 1.3% 1.2M -219.3M -2.3M 0.65 5.85 N/A N/A 10,578 6,835 136,161 255,450 2023-06-15 $53.39 $50.00 72.9% 21.2% 68.2% 0.3% 74.9% -3.3% 1.4% 1.5M -233.4M -2.3M 0.81 4.10 N/A N/A 7,166 5,800 139,591 257,931 2023-06-16 $54.98 $50.00 72.0% 20.7% 68.2% 0.0% 73.1% -3.3% 0.0% 4.1M -267.5M -2.3M 1.00 6.30 N/A N/A 12,562 12,547 141,383 258,556 2023-06-20 $56.09 $50.00 75.6% 21.7% 58.9% 6.5% 76.0% -3.7% -0.4% 1.1M -156.1M -2.3M 1.28 14.33 N/A N/A 7,794 9,998 101,661 164,011 2023-06-21 $55.91 $54.00 72.8% 20.9% 57.0% 1.5% 73.7% -3.0% 0.3% 1.3M -151.5M -2.3M 0.89 2.46 N/A N/A 5,478 4,854 105,128 169,364 2023-06-22 $56.69 $54.00 72.2% 20.7% 57.1% 0.4% 72.3% -3.2% 0.4% 1.7M -164.7M -2.3M 0.73 3.67 N/A N/A 12,335 9,058 106,868 171,322 2023-06-23 $57.47 $57.00 70.8% 20.2% 56.2% 0.0% 70.6% -2.9% 1.5% 2.3M -174.2M -2.3M 0.84 6.50 N/A N/A 12,444 10,504 110,163 176,116 2023-06-26 $59.62 $57.00 72.3% 20.6% 55.4% 2.7% 72.7% -2.6% 7.5% 988.9K -183.0M -2.4M 0.93 3.37 N/A N/A 7,993 7,429 103,687 170,949 2023-06-27 $64.17 $57.00 71.6% 20.3% 57.7% 1.5% 72.0% -3.7% 9.9% 2.3M -263.6M -2.4M 1.32 3.29 N/A N/A 13,524 17,807 108,224 174,036 2023-06-28 $62.72 $57.00 70.9% 19.8% 51.8% 0.2% 70.9% -2.4% 10.4% 1.5M -226.1M -2.5M 1.62 3.55 N/A N/A 9,016 14,594 111,788 181,435 2023-06-29 $63.00 $57.00 72.4% 19.5% 51.0% 3.0% 70.4% -2.1% 16.6% 1.4M -235.1M -2.5M 1.06 2.83 N/A N/A 8,684 9,169 115,369 187,137 2023-06-30 $65.35 $57.00 73.2% 18.8% 49.1% 4.3% 67.1% -2.3% 17.9% 8.5M -291.3M -2.5M 0.81 3.00 N/A N/A 14,147 11,403 116,775 188,871
« May 2023 | All History | Jul 2023 » Home W History June 2023