W Options History — October 2024 In October 2024, W traded between $42.65 and $56.47. ATM implied volatility averaged 79.2%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 28.7% (HV 20d: 50.5%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.08.
Notable Days 2024-10-31 : Highest Volume — 55,235 contracts2024-10-31 : Largest IV spike — 17.3% change2024-10-25 : Highest IV Rank — 69.2%2024-10-31 : Largest Expected Move — 31.9%Monthly Statistics Metric Avg Min Max Open Close Price $50.52 $42.65 $56.47 $53.52 $42.88 Max Pain $50.78 $50.00 $52.50 $50.00 $50.00 ATM IV 79.2% 70.0% 86.4% 70.0% 85.8% Expected Move 23.8% 17.1% 31.9% 17.1% 31.9% HV 20d 50.5% 46.2% 55.2% 48.2% 47.7% HV 60d 64.5% 57.4% 68.4% 68.1% 57.4% IV Rank 55.3% 37.6% 69.2% 37.6% 68.1% IV Percentile 73.8% 59.5% 89.7% 59.5% 89.7% Term Structure -1.5% -6.0% 11.6% 6.4% -4.5% VWIV 83.5% 59.3% 109.8% 59.3% 109.8% Skew 25d 2.5% -3.0% 9.8% 3.9% 1.8% Skew 10d 8.1% -28.0% 47.9% 8.2% 10.3% Call IV 25d 78.8% 70.4% 85.2% 70.4% 85.2% Put IV 25d 81.3% 74.3% 87.1% 74.3% 87.1% Bid-Ask Spread % 28.38 18.93 37.12 28.77 32.78 Gamma HHI 0.06 0.05 0.10 0.06 0.05 Net GEX -658.9K -2.9M 1.4M -268.5K -801.0K Net DEX -42.6M -157.3M 94.2M -93.5M 79.0M Net VEX -1.9M -2.0M -1.7M -2.0M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.08 0.41 1.94 0.64 0.49 Total Volume 15,141.522 3,999 55,235 11,162 55,235 Total OI 279,506.304 260,570 315,850 262,738 315,850
Daily Data (23 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 2024-10-01 $53.52 $50.00 70.0% 17.1% 48.2% 37.6% 59.3% 3.9% 6.4% -268.5K -93.5M -2.0M 0.64 28.77 N/A N/A 6,794 4,368 106,726 156,012 2024-10-02 $53.02 $50.00 76.0% 17.3% 48.3% 49.2% 59.3% 2.0% 0.4% -484.5K -83.4M -2.0M 1.05 18.93 N/A N/A 1,954 2,045 108,388 157,018 2024-10-03 $52.45 $50.00 77.6% 21.6% 48.9% 52.2% 76.6% 4.1% 0.5% -906.4K -71.8M -2.0M 1.79 36.69 N/A N/A 1,918 3,438 109,072 157,661 2024-10-04 $55.42 $50.00 74.3% 21.1% 51.3% 45.9% 74.2% 1.1% 6.5% 991.6K -147.3M -2.0M 0.70 37.12 N/A N/A 9,040 6,335 109,884 159,614 2024-10-07 $56.28 $50.00 79.9% 22.1% 51.1% 56.7% 78.0% 2.6% -2.8% 1.4M -153.3M -2.0M 1.01 25.19 N/A N/A 5,217 5,291 106,305 154,265 2024-10-08 $56.47 $50.00 79.8% 22.0% 51.3% 56.6% 77.0% 2.1% -1.4% 947.1K -157.3M -2.0M 1.08 29.91 N/A N/A 4,404 4,753 108,199 157,974 2024-10-09 $54.26 $50.00 79.3% 21.8% 54.1% 55.4% 75.5% 1.4% -2.8% -671.6K -98.3M -1.9M 0.41 27.37 N/A N/A 8,597 3,548 109,833 160,742 2024-10-10 $53.69 $50.00 77.7% 21.7% 54.6% 52.5% 79.2% 2.3% -2.0% -1.1M -98.1M -1.9M 1.27 33.65 N/A N/A 7,563 9,624 115,690 162,238 2024-10-11 $53.80 $50.00 78.1% 22.0% 51.8% 53.2% 76.5% 2.9% -1.9% -1.0M -103.5M -1.9M 1.48 31.63 N/A N/A 8,196 12,164 119,078 167,602 2024-10-14 $54.86 $50.00 78.3% 22.2% 51.9% 53.7% 78.2% 3.5% -3.8% 749.3K -148.6M -1.9M 1.63 27.42 N/A N/A 3,036 4,944 114,172 158,255 2024-10-15 $53.27 $52.50 80.1% 22.9% 50.1% 57.1% 79.0% 3.6% -5.3% 227.8K -106.6M -1.9M 0.44 29.42 N/A N/A 5,625 2,479 115,896 161,234 2024-10-16 $54.45 $52.50 78.7% 22.6% 50.6% 54.4% 78.9% 2.8% -4.4% 566.2K -137.8M -1.9M 0.94 21.14 N/A N/A 4,236 3,966 116,913 162,487 2024-10-17 $52.56 $52.50 77.8% 22.5% 46.5% 52.6% 81.1% 3.1% -3.7% 71.6K -85.4M -1.9M 1.94 31.40 N/A N/A 4,276 8,289 118,989 163,104 2024-10-18 $52.16 $52.50 78.6% 22.9% 46.2% 54.2% 79.6% 3.4% 3.2% -587.2K -67.9M -1.9M 1.02 34.22 N/A N/A 8,000 8,144 120,484 165,337 2024-10-21 $47.87 $52.50 79.5% 24.4% 55.0% 55.9% 84.2% -3.0% -3.1% -1.2M 15.8M -1.8M 1.15 24.74 N/A N/A 10,947 12,608 106,602 154,762 2024-10-22 $48.20 $52.50 77.1% 25.4% 54.9% 51.2% 88.6% 1.4% -4.7% -1.4M 9.5M -1.8M 1.38 23.08 N/A N/A 8,386 11,564 112,967 161,164 2024-10-23 $46.28 $51.00 83.4% 26.1% 55.2% 63.5% 91.8% 3.3% -6.0% -2.0M 57.3M -1.8M 1.39 22.43 N/A N/A 6,042 8,381 117,637 168,328 2024-10-24 $45.35 $51.00 82.8% 26.4% 52.3% 62.2% 92.1% 2.0% -5.6% -2.6M 76.5M -1.8M 1.84 26.01 N/A N/A 4,539 8,364 120,826 169,365 2024-10-25 $44.78 $51.00 86.4% 26.4% 48.2% 69.2% 93.3% 2.1% -0.2% -2.9M 86.4M -1.8M 1.33 25.85 N/A N/A 7,015 9,344 123,315 169,916 2024-10-28 $44.63 $50.00 82.0% 27.5% 48.2% 60.7% 96.3% 2.1% -4.9% -1.3M 64.9M -1.8M 0.83 26.00 N/A N/A 5,847 4,864 118,858 166,361 2024-10-29 $43.00 $50.00 85.0% 29.6% 47.3% 66.6% 103.6% 9.8% -4.8% -1.6M 94.2M -1.7M 0.59 31.17 N/A N/A 13,336 7,884 123,066 169,340 2024-10-30 $42.65 $50.00 73.2% 30.8% 47.3% 43.7% 107.6% -0.7% 11.6% -1.1M 88.9M -1.8M 0.47 27.81 N/A N/A 10,656 4,999 133,874 173,242 2024-10-31 $42.88 $50.00 85.8% 31.9% 47.7% 68.1% 109.8% 1.8% -4.5% -801.0K 79.0M -1.8M 0.49 32.78 N/A N/A 36,949 18,286 140,049 175,801
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