W Options History — May 2024 In May 2024, W traded between $51.33 and $72.94. ATM implied volatility averaged 56.9%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 20.7% (HV 20d: 77.6%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2024-05-01 : Highest Volume — 59,840 contracts2024-05-02 : Largest IV drop — 28.3% change2024-05-01 : Highest IV Rank — 55.9%2024-05-01 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $64.66 $51.33 $72.94 $51.33 $58.95 Max Pain $61.41 $55.00 $65.00 $56.00 $65.00 ATM IV 56.9% 52.0% 84.5% 84.5% 53.5% Expected Move 16.6% 14.8% 29.2% 29.2% 15.8% HV 20d 77.6% 61.4% 87.4% 61.4% 62.2% HV 60d 64.6% 60.0% 68.0% 60.0% 62.3% IV Rank 6.4% 0.0% 55.9% 55.9% 3.0% IV Percentile 5.7% 0.0% 73.0% 73.0% 1.2% Term Structure -1.2% -10.3% 2.7% -6.6% -10.3% VWIV 58.1% 52.2% 101.2% 101.2% 55.9% Skew 25d -0.7% -1.8% 0.9% 0.0% -0.7% Skew 10d -0.2% -4.3% 3.9% 3.9% -1.5% Call IV 25d 57.7% 53.3% 83.8% 83.8% 56.5% Put IV 25d 56.9% 52.4% 83.8% 83.8% 55.9% Bid-Ask Spread % 20.63 10.42 38.44 11.73 21.79 Gamma HHI 0.10 0.06 0.24 0.06 0.08 Net GEX 5.4M 319.7K 12.1M 811.1K 1.5M Net DEX -322.7M -665.4M -15.2M -15.2M -79.7M Net VEX -2.8M -3.0M -2.5M -2.5M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.22 1.49 0.58 0.41 Total Volume 25,700.318 9,050 59,840 59,840 20,706 Total OI 356,794 315,855 400,095 350,069 346,221
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 2024-05-01 $51.33 $56.00 84.5% 29.2% 61.4% 55.9% 101.2% 0.0% -6.6% 811.1K -15.2M -2.5M 0.58 11.73 N/A N/A 37,872 21,968 166,048 184,021 2024-05-02 $57.73 $56.00 60.6% 18.4% 76.3% 10.3% 64.8% -1.5% -0.2% 6.9M -247.1M -2.6M 0.55 20.15 N/A N/A 30,298 16,525 181,420 195,798 2024-05-03 $63.23 $59.00 57.6% 16.8% 83.4% 4.5% 59.0% -1.7% 0.6% 6.6M -466.3M -2.7M 0.60 36.24 N/A N/A 21,580 12,972 182,216 200,468 2024-05-06 $68.41 $55.00 58.5% 16.6% 87.4% 7.0% 58.2% -1.5% 0.7% 7.6M -512.8M -2.7M 0.48 14.28 N/A N/A 19,509 9,383 162,814 184,066 2024-05-07 $69.16 $55.00 56.6% 16.2% 87.0% 3.0% 57.6% 0.2% 0.0% 8.7M -536.0M -2.7M 0.68 16.56 N/A N/A 8,860 6,029 166,760 188,404 2024-05-08 $67.85 $55.00 57.0% 15.9% 81.5% 3.8% 52.2% -0.5% 1.3% 8.0M -481.7M -2.7M 0.61 18.48 N/A N/A 14,804 8,985 169,588 191,299 2024-05-09 $72.94 $55.00 56.1% 16.2% 84.7% 1.9% 56.9% -1.2% -0.1% 11.6M -665.4M -2.7M 0.86 19.08 N/A N/A 15,917 13,666 171,146 195,336 2024-05-10 $70.66 $60.00 55.3% 15.8% 83.8% 0.2% 55.2% 0.9% 2.7% 12.1M -577.4M -2.8M 1.41 17.81 N/A N/A 12,570 17,755 177,775 203,006 2024-05-13 $71.61 $60.00 57.5% 16.5% 79.0% 4.9% 58.5% 0.0% -0.6% 8.2M -561.4M -2.8M 0.46 21.67 N/A N/A 33,530 15,576 167,134 191,849 2024-05-14 $71.27 $60.00 62.0% 16.6% 78.7% 14.3% 58.5% -1.8% -7.4% 8.6M -571.1M -2.9M 0.72 22.93 N/A N/A 26,500 19,182 180,024 196,608 2024-05-15 $71.38 $65.00 54.7% 15.5% 78.3% 0.0% 55.3% -1.6% -1.1% 9.6M -552.0M -3.0M 0.60 21.89 N/A N/A 13,178 7,846 189,895 199,848 2024-05-16 $68.43 $65.00 54.2% 15.5% 80.4% 0.0% 54.7% -1.2% 0.1% 5.7M -414.3M -3.0M 0.49 37.81 N/A N/A 15,503 7,603 191,611 202,172 2024-05-17 $67.40 $65.00 52.0% 14.8% 79.7% 0.0% 52.2% -0.9% -1.1% 3.9M -368.4M -3.0M 1.00 38.44 N/A N/A 6,746 6,754 195,804 204,291 2024-05-20 $66.84 $65.00 52.5% 15.0% 79.7% 1.0% 53.4% -0.9% 0.5% 4.9M -279.0M -2.9M 0.66 10.42 N/A N/A 6,822 4,479 151,808 164,047 2024-05-21 $64.34 $65.00 53.8% 15.4% 79.7% 3.7% 54.0% -1.0% -0.1% 3.5M -214.3M -2.9M 0.60 17.43 N/A N/A 15,910 9,611 155,789 166,842 2024-05-22 $62.28 $65.00 54.4% 15.6% 73.8% 4.8% 54.9% -0.9% -1.7% 3.3M -156.0M -2.9M 0.75 17.10 N/A N/A 5,170 3,880 163,631 169,220 2024-05-23 $60.68 $65.00 53.7% 15.4% 73.1% 3.4% 55.6% -0.9% -0.5% 1.6M -94.5M -2.8M 0.39 23.54 N/A N/A 10,223 3,952 166,610 170,392 2024-05-24 $61.67 $65.00 53.2% 15.3% 73.1% 2.4% 53.0% -0.7% 0.1% 1.6M -137.3M -2.8M 1.49 12.41 N/A N/A 4,038 6,008 172,250 172,094 2024-05-28 $59.39 $65.00 55.1% 15.8% 74.5% 6.1% 55.3% 0.4% -1.2% 1.3M -70.6M -2.7M 0.72 19.30 N/A N/A 9,852 7,121 160,304 168,371 2024-05-29 $58.00 $65.00 55.1% 15.8% 74.7% 6.1% 55.6% -0.4% -0.0% 319.7K -21.5M -2.6M 0.96 19.11 N/A N/A 8,518 8,155 164,920 173,416 2024-05-30 $58.91 $65.00 54.0% 15.8% 74.7% 3.9% 56.6% -0.1% -2.4% 1.8M -78.3M -2.7M 0.22 15.66 N/A N/A 16,295 3,556 170,640 173,512 2024-05-31 $58.95 $65.00 53.5% 15.8% 62.2% 3.0% 55.9% -0.7% -10.3% 1.5M -79.7M -2.7M 0.41 21.79 N/A N/A 14,721 5,985 171,554 174,667
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