W Options History — July 2024 In July 2024, W traded between $48.48 and $57.39. ATM implied volatility averaged 81.7%, placing in the 60.2% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 26.8% (HV 20d: 54.9%). Max pain ranged from $49.50 to $55.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-07-26 : Highest Volume — 44,439 contracts2024-07-31 : Largest IV drop — 11.9% change2024-07-29 : Highest IV Rank — 77.3%2024-07-29 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.90 $48.48 $57.39 $50.27 $54.74 Max Pain $54.27 $49.50 $55.00 $50.00 $55.00 ATM IV 81.7% 73.1% 90.6% 73.1% 75.2% Expected Move 23.2% 15.1% 28.3% 15.3% 25.4% HV 20d 54.9% 47.2% 63.4% 55.2% 60.6% HV 60d 62.1% 56.0% 64.6% 64.3% 56.0% IV Rank 60.2% 43.6% 77.3% 43.6% 47.6% IV Percentile 73.4% 63.9% 86.9% 63.9% 64.7% Term Structure -2.8% -12.5% 7.8% 3.6% -6.2% VWIV 81.0% 52.1% 98.6% 54.4% 87.9% Skew 25d 1.7% -4.2% 13.8% 7.4% -2.7% Skew 10d 3.7% -0.6% 18.4% -0.0% 0.9% Call IV 25d 80.5% 69.6% 88.9% 69.6% 79.2% Put IV 25d 82.2% 76.5% 92.3% 77.0% 76.5% Bid-Ask Spread % 18.14 9.25 30.61 18.21 23.38 Gamma HHI 0.07 0.05 0.10 0.07 0.05 Net GEX 1.3M -3.7M 6.1M 786.4K 1.2M Net DEX -78.0M -271.1M 85.4M -4.1M -85.1M Net VEX -2.2M -2.3M -2.1M -2.2M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.23 1.46 0.95 0.93 Total Volume 18,307.545 6,673 44,439 18,196 41,241 Total OI 312,869.909 281,779 342,561 299,477 304,364
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 2024-07-01 $50.27 $50.00 73.1% 15.3% 55.2% 43.6% 54.4% 7.4% 3.6% 786.4K -4.1M -2.2M 0.95 18.21 N/A N/A 9,326 8,870 137,447 162,030 2024-07-02 $51.55 $49.50 74.7% 15.1% 56.1% 46.7% 52.1% -0.1% -3.4% 1.3M -52.1M -2.3M 0.84 18.08 N/A N/A 6,305 5,305 143,345 168,211 2024-07-03 $51.55 $49.50 77.0% 15.3% 56.0% 51.0% 54.1% 0.4% -1.6% 1.7M -59.4M -2.3M 0.32 19.38 N/A N/A 5,054 1,619 147,358 169,748 2024-07-05 $51.72 $55.00 80.3% 21.2% 54.5% 57.5% 73.8% -0.7% 0.2% 2.9M -64.2M -2.3M 1.46 24.68 N/A N/A 4,530 6,626 148,290 170,274 2024-07-08 $52.89 $55.00 83.4% 21.4% 54.7% 63.5% 74.6% 2.3% -12.5% 2.5M -96.7M -2.3M 0.35 21.25 N/A N/A 8,726 3,019 142,437 163,260 2024-07-09 $52.89 $55.00 77.6% 21.6% 51.0% 52.2% 75.6% -0.5% -1.6% 3.1M -100.5M -2.3M 0.77 30.61 N/A N/A 7,609 5,859 147,179 164,312 2024-07-10 $52.99 $55.00 85.9% 22.3% 50.6% 68.2% 78.2% 0.8% -3.2% 3.4M -114.2M -2.3M 0.77 28.19 N/A N/A 5,108 3,935 152,152 167,643 2024-07-11 $55.52 $55.00 78.3% 21.7% 53.4% 53.6% 76.2% 0.4% -2.8% 6.1M -202.2M -2.3M 0.59 25.74 N/A N/A 10,927 6,497 153,979 170,058 2024-07-12 $57.39 $55.00 80.3% 22.1% 53.6% 57.5% 77.3% -0.6% -5.8% 4.7M -271.1M -2.3M 0.50 18.91 N/A N/A 27,481 13,667 155,896 170,890 2024-07-15 $53.78 $55.00 80.5% 22.8% 47.2% 57.8% 79.1% -0.4% -3.6% 1.3M -108.6M -2.2M 0.23 20.14 N/A N/A 20,496 4,757 150,765 170,057 2024-07-16 $57.00 $55.00 82.1% 23.3% 48.3% 60.9% 81.3% -0.8% -4.0% 3.6M -234.3M -2.3M 0.45 16.43 N/A N/A 9,637 4,313 159,948 171,604 2024-07-17 $54.16 $55.00 83.6% 24.0% 51.1% 63.8% 83.5% 0.5% -2.8% 2.4M -134.2M -2.3M 0.66 16.30 N/A N/A 12,012 7,873 162,734 171,903 2024-07-18 $52.54 $55.00 84.4% 24.3% 51.7% 65.3% 84.9% 0.5% -2.9% 2.2M -81.3M -2.2M 0.31 18.80 N/A N/A 13,505 4,176 165,716 172,873 2024-07-19 $51.55 $55.00 87.8% 25.8% 52.2% 72.0% 89.5% 0.8% -6.9% -2.2M -69.0M -2.2M 1.29 28.08 N/A N/A 4,348 5,608 169,484 173,077 2024-07-22 $51.22 $55.00 84.0% 25.1% 52.1% 64.6% 87.4% 4.8% -4.1% -705.0K 17.1M -2.1M 1.43 11.36 N/A N/A 8,344 11,948 121,432 160,347 2024-07-23 $52.57 $55.00 82.7% 25.6% 52.9% 62.1% 89.2% 1.7% -2.9% -803.0K -12.8M -2.2M 0.63 9.25 N/A N/A 5,215 3,268 124,319 170,740 2024-07-24 $48.48 $55.00 85.8% 27.4% 59.3% 68.1% 94.4% -4.2% 2.2% -3.7M 85.4M -2.1M 0.83 9.31 N/A N/A 10,640 8,855 126,215 172,372 2024-07-25 $49.88 $55.00 80.6% 27.5% 60.2% 58.1% 96.2% 0.4% 7.8% -2.7M 38.7M -2.2M 0.46 9.70 N/A N/A 8,011 3,653 132,165 176,377 2024-07-26 $53.06 $55.00 84.3% 27.3% 63.2% 65.2% 95.3% 7.4% 0.9% 998.8K -53.5M -2.3M 0.38 10.21 N/A N/A 32,117 12,322 134,667 176,976 2024-07-29 $54.16 $55.00 90.6% 28.3% 63.4% 77.3% 97.5% 13.8% -3.8% 501.1K -62.2M -2.3M 0.41 10.49 N/A N/A 7,768 3,197 122,300 165,247 2024-07-30 $53.88 $55.00 85.4% 28.2% 61.0% 67.3% 98.6% 6.3% -8.4% 431.2K -52.6M -2.2M 0.29 10.47 N/A N/A 14,674 4,325 125,447 167,500 2024-07-31 $54.74 $55.00 75.2% 25.4% 60.6% 47.6% 87.9% -2.7% -6.2% 1.2M -85.1M -2.2M 0.93 23.38 N/A N/A 21,420 19,821 134,246 170,118
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