WATT Options History — August 2014 In August 2014, WATT traded between $6696.00 and $7452.00. ATM implied volatility averaged 152.8%. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 82.8% (HV 20d: 70.0%). Max pain ranged from $6000.00 to $7500.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-08-29 : Largest IV spike — 498.2% change2014-08-12 : Largest Expected Move — 29.6%Monthly Statistics Metric Avg Min Max Open Close Price $7180.57 $6696.00 $7452.00 $6810.00 $7350.00 Max Pain $6142.86 $6000.00 $7500.00 $7500.00 $6000.00 ATM IV 152.8% 19.9% 199.3% 149.0% 118.8% Expected Move 19.3% 17.6% 29.6% 20.1% 19.4% HV 20d 70.0% 34.5% 85.0% 85.0% 34.5% Term Structure -44.6% -72.3% -17.5% -47.9% -72.3% VWIV 77.9% 54.4% 106.5% 87.9% 62.6% Skew 25d 5.9% -4.7% 12.6% 8.0% 12.6% Call IV 25d 185.3% 176.2% 196.4% 176.2% 185.7% Put IV 25d 191.2% 179.7% 198.8% 184.2% 198.3% Bid-Ask Spread % 157.86 148.47 161.37 149.08 153.93 Gamma HHI 0.48 0.34 1.00 1.00 0.51 Net GEX 73 -448 416 64 -81 Net DEX -23.9K -43.7K -1.5K -2.4K -28.6K Net VEX -225 -279 -96 -96 -259 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 (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 2014-08-01 $6810.00 $7500.00 149.0% 20.1% 0.0% 0.0% 0.0% 0.0% 0.0% 64 -2.4K -96 0.00 149.08 N/A N/A 0 0 0 0 2014-08-04 $7128.00 $7500.00 150.0% 18.1% 0.0% 0.0% 87.9% 0.0% -47.9% -85 -1.5K -97 0.00 158.65 N/A N/A 0 0 0 0 2014-08-05 $7272.00 $6000.00 104.2% 17.8% 0.0% 0.0% 0.0% 0.0% -36.4% -200 -11.4K -127 0.00 160.46 N/A N/A 0 0 0 0 2014-08-06 $7200.00 $6000.00 51.0% 18.1% 85.0% 0.0% 0.0% 0.0% -33.0% 70 -23.2K -177 0.00 159.69 N/A N/A 0 0 0 0 2014-08-07 $7080.00 $6000.00 155.6% 19.5% 82.4% 0.0% 0.0% 0.0% -36.9% 86 -12.5K -214 0.00 158.55 N/A N/A 0 0 0 0 2014-08-08 $6906.00 $6000.00 159.5% 18.6% 80.3% 0.0% 54.4% 0.0% -36.4% 101 -12.1K -211 0.00 158.57 N/A N/A 0 0 0 0 2014-08-11 $6792.00 $6000.00 166.8% 19.0% 78.1% 0.0% 106.5% 0.0% -36.5% 112 -13.6K -209 0.00 156.81 N/A N/A 0 0 0 0 2014-08-12 $6696.00 $6000.00 167.5% 29.6% 76.0% 0.0% 0.0% 0.0% -70.8% 129 -16.7K -206 0.00 158.73 N/A N/A 0 0 0 0 2014-08-13 $6780.00 $6000.00 171.3% 18.3% 74.2% 0.0% 0.0% 0.0% -59.4% 259 -29.6K -252 0.00 160.77 N/A N/A 0 0 0 0 2014-08-14 $7104.00 $6000.00 169.4% 17.6% 76.0% 0.0% 0.0% 0.0% -20.3% 342 -28.4K -244 0.00 161.25 N/A N/A 0 0 0 0 2014-08-15 $7176.00 $6000.00 170.8% 19.8% 75.5% 0.0% 0.0% 0.0% -40.1% 252 -30.6K -253 0.00 148.47 N/A N/A 0 0 0 0 2014-08-18 $7440.00 $6000.00 182.6% 18.8% 73.4% 0.0% 62.6% 8.0% -61.8% 356 -37.1K -267 0.00 157.30 N/A N/A 0 0 0 0 2014-08-19 $7260.00 $6000.00 180.1% 19.0% 73.5% 0.0% 0.0% 1.6% -50.7% 328 -37.8K -266 0.00 160.06 N/A N/A 0 0 0 0 2014-08-20 $7440.00 $6000.00 180.7% 18.6% 74.0% 0.0% 0.0% -4.7% -50.3% 363 -38.8K -269 0.00 157.48 N/A N/A 0 0 0 0 2014-08-21 $7386.00 $6000.00 184.3% 18.3% 73.9% 0.0% 0.0% 2.4% -52.8% 416 -43.7K -261 0.00 161.33 N/A N/A 0 0 0 0 2014-08-22 $7428.00 $6000.00 187.0% 18.7% 73.8% 0.0% 0.0% 8.7% -54.3% 247 -31.5K -279 0.00 160.20 N/A N/A 0 0 0 0 2014-08-25 $7386.00 $6000.00 193.9% 18.5% 73.1% 0.0% 0.0% 6.6% -22.2% -229 -25.3K -264 0.00 160.91 N/A N/A 0 0 0 0 2014-08-26 $7452.00 $6000.00 199.3% 18.4% 71.7% 0.0% 0.0% 10.2% -17.5% -220 -26.1K -265 0.00 160.83 N/A N/A 0 0 0 0 2014-08-27 $7380.00 $6000.00 146.7% 18.6% 43.2% 0.0% 0.0% 2.4% -21.3% -329 -25.0K -261 0.00 161.37 N/A N/A 0 0 0 0 2014-08-28 $7326.00 $6000.00 19.9% 19.7% 40.8% 0.0% 0.0% 11.4% -70.3% -448 -25.7K -254 0.00 150.63 N/A N/A 0 0 0 0 2014-08-29 $7350.00 $6000.00 118.8% 19.4% 34.5% 0.0% 0.0% 12.6% -72.3% -81 -28.6K -259 0.00 153.93 N/A N/A 0 0 0 0
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