WATT Options History — October 2014

Name: WATT Options Analytics - October 2014
Creator: Options Analysis Suite

In October 2014, WATT traded between $5586.00 and $6876.00. ATM implied volatility averaged 89.4%. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 25.6% (HV 20d: 63.9%). Max pain ranged from $7500.00 to $7500.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 4.05.

Notable Days

2014-10-08: Largest IV spike — 120.6% change
2014-10-15: Largest Expected Move — 39.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6131.48	$5586.00	$6876.00	$6876.00	$5886.00
Max Pain	$7500.00	$7500.00	$7500.00	$7500.00	$7500.00
ATM IV	89.4%	52.0%	126.5%	67.4%	87.3%
Expected Move	27.2%	19.4%	39.5%	19.4%	22.6%
HV 20d	63.9%	46.1%	106.9%	106.9%	49.5%
HV 60d	75.6%	69.1%	80.0%	80.0%	69.7%
Term Structure	47.9%	-19.1%	142.1%	17.0%	124.6%
VWIV	84.6%	55.3%	160.6%	55.3%	67.1%
Skew 25d	12.2%	-11.2%	30.6%	-6.2%	22.9%
Skew 10d	20.2%	-7.5%	51.1%	18.8%	20.6%
Call IV 25d	74.7%	55.7%	104.7%	63.1%	71.4%
Put IV 25d	86.9%	56.9%	105.8%	56.9%	94.3%
Bid-Ask Spread %	123.11	95.28	148.69	146.21	103.50
Gamma HHI	0.45	0.29	0.87	0.35	0.30
Net GEX	-800	-9.0K	521	-1.1K	317
Net DEX	52.9K	7.9K	150.7K	7.9K	37.8K
Net VEX	-592	-862	-440	-862	-451
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.05	0.00	18.00	4.33	2.64
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

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
2014-10-01	$6876.00	$7500.00	67.4%	19.4%	106.9%	0.0%	0.0%	-6.2%	17.0%	-1.1K	7.9K	-862	0.00	146.21	N/A	N/A
2014-10-02	$6708.00	$7500.00	86.8%	30.2%	106.8%	0.0%	0.0%	30.6%	-18.6%	-719	8.9K	-847	0.00	145.51	N/A	N/A
2014-10-03	$6696.00	$7500.00	72.7%	29.9%	91.5%	0.0%	0.0%	10.4%	-14.2%	-1.3K	23.8K	-803	4.33	144.18	N/A	N/A
2014-10-06	$6468.00	$7500.00	79.0%	30.8%	86.3%	0.0%	55.3%	25.6%	16.4%	-1.4K	60.2K	-685	0.00	144.39	N/A	N/A
2014-10-07	$6636.00	$7500.00	52.0%	30.8%	63.8%	0.0%	0.0%	29.9%	18.1%	-466	19.3K	-727	0.00	143.42	N/A	N/A
2014-10-08	$6594.00	$7500.00	114.7%	35.2%	59.8%	0.0%	94.9%	18.7%	37.2%	-1.2K	22.3K	-794	2.12	126.35	N/A	N/A
2014-10-09	$6216.00	$7500.00	81.7%	30.9%	62.4%	0.0%	0.0%	13.9%	1.4%	-1.6K	77.0K	-660	0.00	144.72	N/A	N/A
2014-10-10	$6108.00	$7500.00	103.5%	31.4%	61.4%	0.0%	0.0%	8.1%	6.4%	-1.4K	76.9K	-654	0.00	148.69	N/A	N/A
2014-10-13	$5700.00	$7500.00	107.9%	31.1%	64.9%	0.0%	160.6%	6.3%	49.6%	-1.1K	127.7K	-518	18.00	147.17	N/A	N/A
2014-10-14	$5586.00	$7500.00	126.5%	38.3%	64.9%	0.0%	151.4%	24.2%	42.4%	-915	95.0K	-599	2.56	133.52	N/A	N/A
2014-10-15	$5700.00	$7500.00	124.5%	39.5%	65.9%	0.0%	111.5%	-3.4%	20.7%	-911	92.0K	-606	2.56	132.08	N/A	N/A
2014-10-16	$5910.00	$7500.00	92.0%	32.6%	66.7%	0.0%	0.0%	4.2%	-10.2%	-936	87.6K	-603	0.00	142.50	N/A	N/A
2014-10-17	$5940.00	$7500.00	103.3%	22.8%	66.6%	0.0%	77.2%	13.5%	-19.1%	-9.0K	150.7K	-519	7.50	108.52	N/A	N/A
2014-10-20	$6096.00	$7500.00	85.6%	22.3%	57.1%	0.0%	66.8%	-11.2%	101.7%	343	35.2K	-505	3.00	100.60	N/A	N/A
2014-10-21	$6174.00	$7500.00	84.4%	22.1%	52.3%	0.0%	64.7%	2.3%	65.9%	518	27.2K	-518	3.00	100.85	N/A	N/A
2014-10-22	$6252.00	$7500.00	86.5%	22.1%	51.6%	0.0%	64.7%	8.9%	79.7%	521	26.5K	-519	3.00	99.48	N/A	N/A
2014-10-23	$5946.00	$7500.00	86.3%	22.2%	53.2%	0.0%	68.4%	-8.8%	86.2%	398	36.1K	-483	3.00	95.28	N/A	N/A
2014-10-24	$5958.00	$7500.00	85.7%	21.9%	46.8%	0.0%	65.2%	2.1%	88.3%	376	41.7K	-457	3.00	103.72	N/A	N/A
2014-10-27	$5916.00	$7500.00	90.5%	22.4%	46.6%	0.0%	0.0%	22.3%	84.9%	399	39.7K	-459	0.00	107.59	N/A	N/A
2014-10-28	$5808.00	$7500.00	91.8%	22.8%	46.1%	0.0%	0.0%	25.4%	90.9%	426	34.5K	-463	0.00	107.11	N/A	N/A
2014-10-29	$6030.00	$7500.00	76.1%	22.4%	48.4%	0.0%	67.4%	19.3%	91.1%	99	44.2K	-444	3.00	102.50	N/A	N/A
2014-10-30	$5820.00	$7500.00	70.5%	22.2%	49.1%	0.0%	69.8%	20.8%	142.1%	197	44.4K	-440	3.00	103.72	N/A	N/A
2014-10-31	$5886.00	$7500.00	87.3%	22.6%	49.5%	0.0%	67.1%	22.9%	124.6%	317	37.8K	-451	2.64	103.50	N/A	N/A