WATT Options History — July 2014 In July 2014, WATT traded between $6912.00 and $8094.00. ATM implied volatility averaged 144.6%. The 30-day expected move averaged 19.3%. Max pain ranged from $7500.00 to $7500.00. Net GEX was positive for 5 of 12 trading days. Term structure was in contango for 0 of 12 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-31 : Largest IV spike — 197.6% change2014-07-31 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $7426.00 $6912.00 $8094.00 $7200.00 $7212.00 Max Pain $7500.00 $7500.00 $7500.00 $7500.00 $7500.00 ATM IV 144.6% 34.1% 197.7% 183.7% 101.4% Expected Move 19.3% 16.6% 20.8% 19.8% 20.8% Term Structure -47.3% -130.7% -22.4% -61.0% -130.7% VWIV 69.3% 68.7% 69.9% 68.7% 69.9% Skew 25d 5.3% -25.2% 16.3% 12.8% 12.5% Call IV 25d 179.8% 171.0% 192.6% 171.9% 186.1% Put IV 25d 185.2% 145.9% 198.6% 184.7% 198.6% Bid-Ask Spread % 175.43 144.62 182.15 180.52 144.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 55 0 188 0 59 Net DEX -5.2K -17.6K 0 0 -4.3K Net VEX -33 -99 0 0 -99 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (12 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 2014-07-16 $7200.00 $0.00 183.7% 19.8% 0.0% 0.0% 0.0% 0.0% -61.0% 0 0 0 0.00 180.52 N/A N/A 0 0 0 0 2014-07-17 $7308.00 $0.00 185.3% 19.7% 0.0% 0.0% 0.0% 0.0% -61.5% 0 0 0 0.00 181.25 N/A N/A 0 0 0 0 2014-07-18 $7116.00 $0.00 177.6% 16.6% 0.0% 0.0% 0.0% 0.0% -31.5% 0 0 0 0.00 169.70 N/A N/A 0 0 0 0 2014-07-21 $7560.00 $0.00 195.6% 19.6% 0.0% 0.0% 0.0% 12.8% -67.1% 0 0 0 0.00 180.31 N/A N/A 0 0 0 0 2014-07-22 $7386.00 $0.00 197.7% 19.8% 0.0% 0.0% 0.0% 2.0% -24.2% 0 0 0 0.00 181.16 N/A N/A 0 0 0 0 2014-07-23 $7422.00 $0.00 131.1% 19.8% 0.0% 0.0% 0.0% 5.5% -33.8% 0 0 0 0.00 181.32 N/A N/A 0 0 0 0 2014-07-24 $7512.00 $0.00 131.4% 19.8% 0.0% 0.0% 68.7% 10.3% -22.4% 0 0 0 0.00 182.15 N/A N/A 0 0 0 0 2014-07-25 $7596.00 $7500.00 131.7% 19.7% 0.0% 0.0% 69.9% 13.5% -24.4% 154 -16.0K -72 0.00 180.08 N/A N/A 0 0 0 0 2014-07-28 $7794.00 $7500.00 133.3% 19.5% 0.0% 0.0% 0.0% 16.3% -31.4% 144 -15.8K -80 0.00 180.57 N/A N/A 0 0 0 0 2014-07-29 $8094.00 $7500.00 131.6% 19.1% 0.0% 0.0% 0.0% -25.2% -32.1% 113 -17.6K -79 0.00 175.91 N/A N/A 0 0 0 0 2014-07-30 $6912.00 $7500.00 34.1% 17.8% 0.0% 0.0% 0.0% 0.3% 0.0% 188 -8.7K -69 0.00 167.60 N/A N/A 0 0 0 0 2014-07-31 $7212.00 $7500.00 101.4% 20.8% 0.0% 0.0% 0.0% 12.5% -130.7% 59 -4.3K -99 0.00 144.62 N/A N/A 0 0 0 0
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