W Options History — November 2024 In November 2024, W traded between $38.02 and $48.23. ATM implied volatility averaged 62.8%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 5.1% (HV 20d: 67.9%). Max pain ranged from $45.00 to $48.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.48.
Notable Days 2024-11-01 : Highest Volume — 82,613 contracts2024-11-04 : Largest IV drop — 12.2% change2024-11-01 : Highest IV Rank — 39.8%2024-11-01 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.65 $38.02 $48.23 $39.36 $46.65 Max Pain $45.15 $45.00 $48.00 $48.00 $45.00 ATM IV 62.8% 57.9% 71.1% 71.1% 57.9% Expected Move 18.5% 17.0% 25.8% 25.8% 17.4% HV 20d 67.9% 48.3% 79.3% 48.3% 79.3% HV 60d 59.4% 56.5% 61.9% 60.1% 60.9% IV Rank 23.7% 14.3% 39.8% 39.8% 14.3% IV Percentile 32.0% 17.9% 61.9% 61.9% 17.9% Term Structure 0.5% -9.2% 11.4% -9.2% -0.2% VWIV 64.4% 58.8% 89.4% 89.4% 60.7% Skew 25d 1.4% -5.9% 16.3% 1.7% 1.9% Skew 10d 6.2% -21.9% 38.1% 20.8% 2.0% Call IV 25d 63.6% 57.6% 72.1% 72.1% 57.6% Put IV 25d 65.0% 59.6% 79.5% 73.8% 59.6% Bid-Ask Spread % 38.27 22.09 54.99 47.90 34.11 Gamma HHI 0.09 0.05 0.24 0.07 0.08 Net GEX 738.8K -2.7M 6.6M -2.7M 4.4M Net DEX 52.2M -138.2M 188.4M 188.4M -102.1M Net VEX -1.8M -2.0M -1.6M -1.6M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.12 1.20 0.68 0.56 Total Volume 25,059.2 6,551 82,613 82,613 11,037 Total OI 329,625.7 290,041 362,203 352,897 312,524
Daily Data (20 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 2024-11-01 $39.36 $48.00 71.1% 25.8% 48.3% 39.8% 89.4% 1.7% -9.2% -2.7M 188.4M -1.6M 0.68 47.90 N/A N/A 49,110 33,503 168,587 184,310 2024-11-04 $42.70 $45.00 62.5% 19.5% 58.8% 23.1% 67.7% 16.3% 11.4% 321.1K 61.1M -1.8M 0.39 45.87 N/A N/A 27,765 10,864 152,605 177,805 2024-11-05 $44.06 $45.00 66.2% 18.7% 60.7% 30.3% 65.7% -5.9% 2.5% 1.6M 15.9M -1.8M 0.37 39.93 N/A N/A 15,421 5,760 160,722 182,646 2024-11-06 $39.93 $45.00 60.8% 17.3% 67.4% 19.9% 59.9% 5.9% 0.6% -1.6M 163.7M -1.6M 0.46 52.62 N/A N/A 41,707 19,270 165,611 184,976 2024-11-07 $40.11 $45.00 60.6% 17.0% 67.7% 19.4% 58.8% 3.1% 3.0% -729.4K 135.3M -1.7M 0.32 54.99 N/A N/A 16,273 5,217 174,674 186,732 2024-11-08 $38.59 $45.00 60.7% 17.7% 67.9% 19.7% 61.8% 1.5% 1.2% -2.4M 169.8M -1.6M 0.61 47.92 N/A N/A 22,093 13,551 177,930 184,273 2024-11-11 $38.02 $45.00 64.2% 18.5% 66.6% 26.3% 64.7% -1.0% 0.0% -2.1M 158.3M -1.6M 0.80 44.58 N/A N/A 7,660 6,144 157,795 181,192 2024-11-12 $39.42 $45.00 65.0% 18.7% 69.2% 27.9% 65.2% 0.1% 0.8% -1.5M 119.2M -1.7M 0.20 41.23 N/A N/A 38,155 7,456 161,803 184,556 2024-11-13 $38.58 $45.00 62.8% 18.2% 67.8% 23.7% 64.0% 0.3% 0.6% -1.4M 139.1M -1.7M 0.26 34.44 N/A N/A 11,289 2,940 172,571 186,086 2024-11-14 $38.83 $45.00 63.0% 18.2% 67.9% 24.0% 63.6% 0.4% 0.4% -1.6M 126.9M -1.7M 1.20 28.74 N/A N/A 6,406 7,684 173,130 186,339 2024-11-15 $38.26 $45.00 63.6% 18.4% 67.9% 25.2% 60.9% 0.8% 0.8% -712.8K 143.6M -1.7M 0.66 41.06 N/A N/A 5,482 3,594 174,527 185,219 2024-11-18 $40.12 $45.00 62.6% 18.0% 66.0% 23.4% 63.5% 0.8% -1.3% 715.5K 48.4M -1.7M 0.38 22.09 N/A N/A 8,300 3,147 135,835 154,206 2024-11-19 $40.72 $45.00 63.5% 18.2% 66.3% 25.0% 63.5% 1.9% -0.9% 1.8M 26.0M -1.8M 0.84 27.82 N/A N/A 9,961 8,379 140,571 156,018 2024-11-20 $42.36 $45.00 65.2% 18.7% 67.3% 28.3% 65.5% 0.4% -1.9% 2.6M -18.5M -1.9M 0.38 28.47 N/A N/A 12,108 4,569 144,101 161,306 2024-11-21 $42.52 $45.00 63.2% 18.2% 67.1% 24.5% 63.8% 0.8% -2.1% 3.2M -20.9M -1.9M 0.12 29.87 N/A N/A 15,908 1,847 146,867 162,574 2024-11-22 $43.69 $45.00 61.8% 17.8% 67.8% 21.8% 62.4% 0.2% 0.0% 6.6M -56.7M -1.9M 0.20 27.81 N/A N/A 18,855 3,734 150,333 163,519 2024-11-25 $48.23 $45.00 62.3% 18.5% 76.5% 22.7% 65.1% -1.2% 1.4% 2.9M -138.2M -2.0M 0.20 38.11 N/A N/A 22,171 4,387 137,291 157,682 2024-11-26 $45.20 $45.00 59.6% 17.6% 79.1% 17.6% 61.2% -0.4% 3.3% 2.5M -51.6M -1.9M 0.31 40.94 N/A N/A 9,849 3,037 142,482 159,666 2024-11-27 $45.66 $45.00 59.3% 17.3% 79.0% 16.9% 61.1% 1.3% -0.6% 2.9M -63.7M -1.9M 0.72 36.97 N/A N/A 3,819 2,732 142,741 160,709 2024-11-29 $46.65 $45.00 57.9% 17.4% 79.3% 14.3% 60.7% 1.9% -0.2% 4.4M -102.1M -1.9M 0.56 34.11 N/A N/A 7,067 3,970 148,469 164,055
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