W Options History — April 2024 In April 2024, W traded between $50.41 and $66.83. ATM implied volatility averaged 80.1%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 25.9% (HV 20d: 54.3%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-04-10 : Highest Volume — 42,357 contracts2024-04-02 : Largest IV spike — 10.9% change2024-04-04 : Highest IV Rank — 56.1%2024-04-30 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $58.19 $50.41 $66.83 $65.73 $50.41 Max Pain $55.64 $50.00 $60.00 $60.00 $56.00 ATM IV 80.1% 71.8% 84.6% 71.8% 82.6% Expected Move 22.7% 17.2% 28.3% 17.5% 28.3% HV 20d 54.3% 46.9% 62.7% 48.2% 60.5% HV 60d 59.9% 57.6% 62.5% 59.7% 60.6% IV Rank 47.6% 31.6% 56.1% 31.6% 52.3% IV Percentile 65.0% 48.0% 71.0% 48.0% 70.6% Term Structure -2.9% -4.9% 5.2% 2.9% -3.2% VWIV 79.3% 61.3% 98.2% 61.5% 98.2% Skew 25d 0.6% -1.4% 2.9% -0.7% 0.2% Skew 10d 2.5% -2.6% 7.5% -0.7% 2.2% Call IV 25d 80.5% 75.2% 85.5% 77.2% 81.4% Put IV 25d 81.1% 76.5% 85.2% 76.5% 81.6% Bid-Ask Spread % 17.50 5.16 32.75 15.08 14.70 Gamma HHI 0.06 0.05 0.07 0.07 0.06 Net GEX 1.2M -2.1M 6.1M 3.1M 525.3K Net DEX -119.7M -348.0M 34.0M -301.9M 9.4M Net VEX -2.5M -2.6M -2.4M -2.6M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.10 2.17 1.17 1.15 Total Volume 19,416.864 7,796 42,357 17,572 12,973 Total OI 343,948 306,001 375,927 320,183 343,459
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 2024-04-01 $65.73 $60.00 71.8% 17.5% 48.2% 31.6% 61.5% -0.7% 2.9% 3.1M -301.9M -2.6M 1.17 15.08 N/A N/A 8,098 9,474 148,579 171,604 2024-04-02 $63.63 $60.00 79.6% 17.2% 49.1% 46.6% 61.3% -1.4% -3.8% 1.7M -232.5M -2.6M 0.41 5.16 N/A N/A 10,321 4,275 152,036 175,953 2024-04-03 $62.74 $60.00 83.5% 17.6% 48.0% 53.9% 61.4% -0.1% -3.5% 1.3M -210.9M -2.6M 0.92 5.18 N/A N/A 4,068 3,728 156,822 177,755 2024-04-04 $62.94 $50.00 84.6% 22.6% 48.0% 56.1% 79.2% -0.6% -4.8% 1.4M -217.5M -2.6M 0.74 14.03 N/A N/A 10,536 7,826 158,270 179,009 2024-04-05 $63.06 $50.00 82.4% 22.1% 47.9% 51.9% 77.2% 0.5% -4.4% 2.7M -212.8M -2.6M 1.28 28.37 N/A N/A 4,970 6,358 162,344 181,549 2024-04-08 $65.05 $50.00 77.0% 22.0% 48.3% 41.6% 76.8% -0.3% 5.2% 4.3M -291.6M -2.6M 0.54 25.29 N/A N/A 7,443 4,029 154,741 174,053 2024-04-09 $66.83 $50.00 79.2% 21.8% 46.9% 45.8% 76.0% -0.4% -3.1% 6.1M -348.0M -2.6M 0.10 17.16 N/A N/A 36,828 3,814 158,294 176,040 2024-04-10 $61.48 $50.00 78.5% 21.8% 54.7% 44.5% 76.0% 1.6% -2.8% 3.7M -189.5M -2.5M 0.64 23.75 N/A N/A 25,892 16,465 177,943 177,537 2024-04-11 $63.02 $55.00 76.7% 21.2% 53.2% 41.0% 74.1% -0.6% -3.5% 4.6M -227.3M -2.6M 0.79 18.29 N/A N/A 8,103 6,365 179,728 188,961 2024-04-12 $60.31 $55.00 79.3% 22.2% 53.5% 46.0% 77.8% -0.7% -1.7% -34.3K -122.6M -2.6M 2.17 16.16 N/A N/A 5,699 12,360 183,113 191,777 2024-04-15 $56.39 $55.00 78.8% 22.4% 58.2% 45.1% 78.1% 1.2% -3.3% -1.3M -34.8M -2.4M 0.82 7.72 N/A N/A 18,369 15,110 162,576 184,837 2024-04-16 $55.67 $55.00 82.7% 23.5% 58.3% 52.4% 81.9% 1.3% -3.2% -1.7M -15.5M -2.5M 0.61 25.37 N/A N/A 23,983 14,576 166,672 190,974 2024-04-17 $54.99 $55.00 81.7% 23.4% 58.4% 50.5% 81.9% 1.7% -4.2% -1.2M -14.5M -2.5M 0.77 32.75 N/A N/A 6,649 5,096 176,494 195,145 2024-04-18 $54.62 $55.00 81.2% 23.5% 52.6% 49.7% 81.5% 1.1% -4.2% -1.1M -12.6M -2.5M 0.88 29.92 N/A N/A 4,625 4,082 180,096 194,248 2024-04-19 $53.09 $55.00 82.6% 24.1% 51.9% 52.3% 84.1% 1.1% -4.0% -2.1M 34.0M -2.4M 1.31 26.86 N/A N/A 6,942 9,119 181,266 194,661 2024-04-22 $54.72 $60.00 79.7% 23.8% 53.1% 46.8% 83.3% 1.2% -3.6% -136.0K -56.0M -2.4M 0.81 9.44 N/A N/A 10,872 8,848 138,607 167,394 2024-04-23 $57.76 $60.00 77.0% 23.2% 57.4% 41.6% 80.4% 2.9% -3.4% 1.9M -140.2M -2.6M 0.22 12.10 N/A N/A 17,888 3,975 145,807 172,742 2024-04-24 $53.09 $55.00 83.8% 25.5% 62.7% 54.7% 88.5% 2.4% -4.9% 285.2K -41.9M -2.5M 0.48 18.77 N/A N/A 16,081 7,766 155,518 172,503 2024-04-25 $51.19 $58.00 79.1% 24.4% 60.5% 45.6% 84.7% 1.2% -3.8% -13.1K 5.0M -2.5M 1.10 12.47 N/A N/A 6,945 7,611 164,645 176,287 2024-04-26 $52.14 $60.00 79.7% 24.9% 61.3% 46.8% 86.9% 0.9% -4.8% 1.0M -6.5M -2.5M 0.98 12.43 N/A N/A 5,614 5,479 166,695 180,639 2024-04-29 $51.38 $60.00 81.5% 27.3% 60.9% 50.1% 94.9% 1.8% -2.7% 222.4K -5.6M -2.5M 0.45 13.92 N/A N/A 12,335 5,581 153,553 175,930 2024-04-30 $50.41 $56.00 82.6% 28.3% 60.5% 52.3% 98.2% 0.2% -3.2% 525.3K 9.4M -2.5M 1.15 14.70 N/A N/A 6,030 6,943 163,513 179,946
« Mar 2024 | All History | May 2024 » Home W History April 2024