W Options History — December 2024 In December 2024, W traded between $43.77 and $55.41. ATM implied volatility averaged 58.7%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded below realized volatility by 3.3% (HV 20d: 62.0%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2024-12-06 : Highest Volume — 45,159 contracts2024-12-12 : Largest IV spike — 21.4% change2024-12-19 : Highest IV Rank — 29.6%2024-12-19 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $48.85 $43.77 $55.41 $48.33 $44.51 Max Pain $49.05 $45.00 $50.00 $45.00 $50.00 ATM IV 58.7% 47.8% 64.0% 57.1% 60.4% Expected Move 17.5% 16.6% 18.6% 18.2% 17.9% HV 20d 62.0% 54.4% 72.4% 72.4% 57.3% HV 60d 62.2% 60.7% 64.0% 61.3% 61.8% IV Rank 18.5% 0.0% 29.6% 12.8% 23.1% IV Percentile 23.2% 0.0% 44.4% 15.9% 29.4% Term Structure 1.0% -8.2% 16.2% 1.7% 1.0% VWIV 61.4% 59.0% 65.1% 63.3% 62.0% Skew 25d 1.0% -18.4% 9.3% 1.2% 6.1% Skew 10d -1.9% -41.7% 31.4% -21.9% -10.6% Call IV 25d 59.7% 51.2% 77.6% 60.3% 58.7% Put IV 25d 60.7% 52.6% 66.4% 61.5% 64.8% Bid-Ask Spread % 34.86 18.91 63.16 47.17 19.67 Gamma HHI 0.10 0.05 0.59 0.06 0.08 Net GEX 2.8M -1.6M 12.2M 2.9M -1.5M Net DEX -122.6M -330.7M 47.0M -131.6M 34.1M Net VEX -1.8M -1.9M -1.6M -1.9M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.18 2.97 0.61 0.95 Total Volume 10,665.667 2,744 45,159 10,637 5,831 Total OI 299,057.095 259,227 320,354 301,986 262,108
Daily Data (21 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 2024-12-02 $48.33 $45.00 57.1% 18.2% 72.4% 12.8% 63.3% 1.2% 1.7% 2.9M -131.6M -1.9M 0.61 47.17 N/A N/A 6,601 4,036 140,595 161,391 2024-12-03 $48.98 $45.00 60.5% 17.8% 67.4% 19.3% 60.4% 2.0% -4.1% 3.2M -150.9M -1.9M 0.79 34.09 N/A N/A 3,767 2,987 141,816 163,688 2024-12-04 $49.26 $45.00 56.6% 17.7% 66.8% 11.7% 62.1% 6.7% 1.3% 3.7M -163.3M -1.9M 0.18 38.94 N/A N/A 14,164 2,576 142,943 163,954 2024-12-05 $49.48 $50.00 56.7% 16.6% 54.4% 11.9% 59.0% -3.9% 2.1% 4.8M -179.6M -1.9M 0.43 35.51 N/A N/A 5,565 2,372 147,715 164,848 2024-12-06 $53.66 $50.00 57.6% 16.9% 59.7% 13.6% 60.0% -3.1% 0.8% 3.7M -302.0M -1.9M 0.25 26.82 N/A N/A 36,212 8,947 148,076 166,129 2024-12-09 $55.18 $47.50 55.2% 17.5% 56.5% 9.0% 62.1% -18.4% 10.2% 4.4M -328.7M -1.9M 0.36 33.58 N/A N/A 9,048 3,218 147,958 163,722 2024-12-10 $54.94 $47.50 59.5% 17.2% 55.8% 17.3% 61.1% -0.5% -0.2% 4.6M -313.4M -1.9M 0.82 31.57 N/A N/A 4,095 3,375 147,862 163,320 2024-12-11 $55.41 $50.00 47.8% 17.0% 55.5% 0.0% 60.3% 0.6% 16.2% 4.7M -330.7M -1.9M 0.77 25.06 N/A N/A 4,811 3,703 148,865 164,451 2024-12-12 $53.51 $50.00 58.1% 16.9% 56.9% 18.8% 60.5% 0.5% 1.3% 4.6M -269.0M -1.9M 0.58 36.30 N/A N/A 5,699 3,280 150,105 166,889 2024-12-13 $52.02 $50.00 57.9% 16.9% 59.0% 18.5% 60.0% 0.3% 1.4% 5.1M -215.1M -1.8M 0.44 41.75 N/A N/A 10,240 4,471 151,445 168,909 2024-12-16 $51.01 $50.00 60.2% 17.3% 59.3% 22.6% 62.6% -0.2% -2.6% 3.1M -180.9M -1.8M 0.69 32.71 N/A N/A 5,091 3,529 144,380 164,549 2024-12-17 $50.47 $50.00 60.4% 17.4% 58.6% 23.0% 61.1% 0.3% -1.5% 3.3M -167.2M -1.8M 1.61 39.06 N/A N/A 1,690 2,714 146,751 166,065 2024-12-18 $45.67 $50.00 62.3% 17.9% 70.6% 26.5% 62.7% 0.1% -1.8% 3.1M -7.3M -1.7M 0.35 63.16 N/A N/A 12,404 4,366 147,061 167,640 2024-12-19 $43.88 $50.00 64.0% 18.6% 71.2% 29.6% 65.1% 1.6% -8.2% 2.1M 45.6M -1.7M 0.95 42.82 N/A N/A 6,400 6,071 149,074 168,827 2024-12-20 $45.42 $50.00 62.3% 18.0% 72.2% 26.6% 62.8% 2.9% -1.0% 12.2M -46.5M -1.7M 0.71 46.78 N/A N/A 6,860 4,845 150,415 166,115 2024-12-23 $45.30 $50.00 60.0% 17.3% 71.7% 22.3% 60.5% 9.3% 2.1% -994.6K 17.2M -1.7M 0.80 31.67 N/A N/A 2,912 2,319 112,086 153,115 2024-12-24 $44.89 $50.00 54.8% 16.9% 61.8% 12.7% 59.5% 7.4% -0.1% -973.5K 27.0M -1.6M 0.44 23.85 N/A N/A 1,900 844 113,858 154,164 2024-12-26 $45.10 $50.00 59.4% 17.4% 57.5% 21.1% 59.2% 2.3% 0.7% -505.6K 18.6M -1.6M 2.97 36.10 N/A N/A 1,344 3,993 114,887 154,112 2024-12-27 $43.77 $50.00 60.1% 17.6% 58.3% 22.5% 62.9% 2.6% -0.6% -1.6M 47.0M -1.6M 2.09 18.91 N/A N/A 1,817 3,801 115,550 155,534 2024-12-30 $45.11 $50.00 61.7% 18.0% 58.8% 25.5% 62.4% 3.9% 1.5% -1.5M 23.1M -1.6M 0.81 26.53 N/A N/A 3,352 2,729 106,306 152,921 2024-12-31 $44.51 $50.00 60.4% 17.9% 57.3% 23.1% 62.0% 6.1% 1.0% -1.5M 34.1M -1.6M 0.95 19.67 N/A N/A 2,997 2,834 107,959 154,149
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