W Options History — October 2023 In October 2023, W traded between $39.46 and $62.33. ATM implied volatility averaged 90.3%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 22.8% (HV 20d: 67.5%). Max pain ranged from $50.00 to $70.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.79.
Notable Days 2023-10-12 : Highest Volume — 53,352 contracts2023-10-03 : Largest IV spike — 13.1% change2023-10-26 : Highest IV Rank — 60.9%2023-10-30 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $48.60 $39.46 $62.33 $62.33 $42.75 Max Pain $59.55 $50.00 $70.00 $60.00 $50.00 ATM IV 90.3% 77.3% 96.0% 77.3% 90.2% Expected Move 25.6% 17.6% 29.8% 17.6% 29.7% HV 20d 67.5% 56.4% 74.7% 56.4% 62.1% HV 60d 67.9% 61.1% 71.6% 64.4% 61.7% IV Rank 50.6% 30.7% 60.9% 30.7% 57.6% IV Percentile 49.3% 29.8% 69.4% 29.8% 48.0% Term Structure -3.4% -5.1% -1.7% -1.7% -2.7% VWIV 90.6% 62.0% 106.4% 62.0% 105.9% Skew 25d 4.7% 2.9% 6.1% 2.9% 5.3% Skew 10d 8.3% 4.5% 12.2% 5.1% 12.2% Call IV 25d 89.4% 80.8% 96.7% 80.8% 87.6% Put IV 25d 94.1% 83.8% 102.4% 83.8% 92.9% Bid-Ask Spread % 17.35 5.06 36.76 10.08 8.70 Gamma HHI 0.08 0.06 0.24 0.06 0.06 Net GEX -2.9M -6.2M -966.2K -1.1M -2.0M Net DEX 130.2M -53.7M 210.9M -53.7M 142.2M Net VEX -2.2M -2.6M -2.0M -2.6M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.79 0.60 4.76 0.75 0.76 Total Volume 22,467.273 9,583 53,352 9,583 39,813 Total OI 350,798.182 319,684 375,669 319,684 364,863
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 2023-10-02 $62.33 $60.00 77.3% 17.6% 56.4% 30.7% 62.0% 2.9% -1.7% -1.1M -53.7M -2.6M 0.75 10.08 N/A N/A 5,486 4,097 125,683 194,001 2023-10-03 $56.17 $60.00 87.5% 20.9% 63.9% 44.7% 72.3% 3.8% -2.4% -2.3M 65.9M -2.4M 1.55 17.06 N/A N/A 8,704 13,477 129,576 196,326 2023-10-04 $57.81 $60.00 87.6% 19.1% 65.1% 45.0% 67.4% 3.1% -2.9% -1.9M 39.6M -2.5M 0.75 8.44 N/A N/A 5,685 4,265 132,557 200,377 2023-10-05 $55.23 $70.00 90.0% 24.1% 66.2% 48.3% 84.2% 3.6% -4.3% -2.7M 91.7M -2.4M 2.97 24.25 N/A N/A 5,810 17,246 134,927 202,224 2023-10-06 $57.30 $70.00 87.7% 23.7% 68.2% 45.0% 83.7% 3.3% -4.4% -966.2K 31.5M -2.4M 1.40 26.01 N/A N/A 4,738 6,625 136,602 202,063 2023-10-09 $53.52 $70.00 87.9% 24.0% 67.1% 45.3% 84.7% 3.9% -3.0% -2.3M 100.9M -2.2M 0.73 27.14 N/A N/A 12,931 9,381 127,358 196,318 2023-10-10 $55.49 $70.00 86.2% 23.7% 68.8% 43.0% 83.4% 3.2% -3.1% -1.9M 62.4M -2.3M 0.61 21.21 N/A N/A 11,979 7,289 134,265 200,612 2023-10-11 $54.77 $70.00 86.6% 23.9% 68.5% 43.5% 84.1% 4.2% -3.2% -1.6M 78.2M -2.3M 1.03 18.84 N/A N/A 8,541 8,834 141,511 203,678 2023-10-12 $50.42 $70.00 86.7% 24.1% 72.7% 43.7% 84.0% 4.2% -3.4% -3.6M 156.5M -2.2M 1.50 22.09 N/A N/A 21,307 32,045 146,649 207,158 2023-10-13 $47.20 $60.00 92.3% 25.9% 74.7% 51.4% 89.8% 5.3% -2.7% -6.2M 172.6M -2.2M 3.32 13.32 N/A N/A 9,480 31,459 149,966 212,109 2023-10-16 $47.84 $60.00 87.4% 24.7% 68.7% 44.6% 87.5% 5.0% -2.9% -3.5M 146.4M -2.3M 1.21 12.10 N/A N/A 5,337 6,445 141,164 213,133 2023-10-17 $47.24 $60.00 91.5% 26.1% 68.4% 50.4% 90.4% 5.5% -4.7% -3.4M 152.9M -2.3M 3.35 15.88 N/A N/A 6,338 21,242 143,968 215,121 2023-10-18 $44.94 $60.00 95.2% 27.3% 69.2% 55.4% 98.9% 5.9% -4.6% -3.6M 182.5M -2.1M 3.55 32.22 N/A N/A 8,400 29,841 145,409 211,244 2023-10-19 $43.88 $60.00 94.7% 27.4% 68.0% 56.8% 96.8% 5.3% -5.0% -3.7M 193.3M -2.1M 1.52 31.50 N/A N/A 4,530 6,868 148,945 218,818 2023-10-20 $43.84 $60.00 95.8% 28.0% 68.2% 58.4% 102.6% 5.7% -5.1% -5.9M 195.2M -2.1M 4.76 36.76 N/A N/A 4,324 20,569 150,774 220,222 2023-10-23 $42.50 $50.00 96.0% 28.8% 68.4% 58.6% 101.9% 5.5% -3.4% -3.0M 181.5M -2.1M 1.46 9.45 N/A N/A 7,368 10,738 133,310 214,312 2023-10-24 $43.16 $50.00 94.5% 28.7% 68.7% 56.8% 99.6% 5.0% -3.5% -2.6M 171.7M -2.1M 1.40 16.24 N/A N/A 4,490 6,307 137,799 219,454 2023-10-25 $40.69 $50.00 94.6% 29.2% 68.2% 57.0% 100.9% 6.1% -3.1% -3.1M 208.8M -2.0M 0.60 11.05 N/A N/A 12,662 7,633 140,291 221,327 2023-10-26 $39.46 $50.00 94.8% 29.6% 67.5% 60.9% 103.3% 6.1% -3.0% -2.8M 210.9M -2.0M 1.94 5.06 N/A N/A 10,143 19,676 150,329 220,872 2023-10-27 $40.77 $50.00 91.7% 28.4% 68.2% 57.8% 103.8% 5.3% -2.2% -2.4M 177.7M -2.0M 2.67 8.93 N/A N/A 5,209 13,901 157,528 218,141 2023-10-30 $41.84 $50.00 91.2% 29.8% 68.4% 57.7% 106.4% 5.3% -2.8% -2.1M 154.8M -2.0M 1.59 5.45 N/A N/A 5,038 8,029 145,988 210,588 2023-10-31 $42.75 $50.00 90.2% 29.7% 62.1% 57.6% 105.9% 5.3% -2.7% -2.0M 142.2M -2.0M 0.76 8.70 N/A N/A 22,608 17,205 149,338 215,525
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