WATT Options History — April 2018

In April 2018, WATT traded between $8484.00 and $12234.00. ATM implied volatility averaged 80.2%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded below realized volatility by 12.3% (HV 20d: 92.5%). Max pain ranged from $10500.00 to $10500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2018-04-10: Highest Volume — 34 contracts
  • 2018-04-09: Largest IV spike — 15.9% change
  • 2018-04-30: Highest IV Rank — 24.7%
  • 2018-04-30: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10765.71$8484.00$12234.00$9360.00$10758.00
Max Pain$10500.00$10500.00$10500.00$10500.00$10500.00
ATM IV80.2%64.5%95.1%73.4%95.1%
Expected Move23.3%21.1%27.3%21.1%27.3%
HV 20d92.5%77.3%110.2%77.3%80.4%
HV 60d83.0%76.2%87.8%85.5%76.2%
IV Rank16.3%7.8%24.7%13.1%24.7%
IV Percentile56.8%14.7%84.5%43.7%84.5%
Term Structure-6.3%-15.4%6.2%6.2%-15.4%
VWIV79.6%72.0%93.3%76.6%93.3%
Skew 25d3.7%-3.8%16.4%-3.3%8.0%
Skew 10d11.3%-11.4%41.3%-11.4%1.3%
Call IV 25d81.1%71.6%92.6%76.8%92.6%
Put IV 25d84.8%73.4%100.7%73.4%100.7%
Bid-Ask Spread %22.9815.8833.0919.0822.84
Gamma HHI0.170.130.230.140.17
Net GEX636.0K196.3K1.0M317.2K591.9K
Net DEX-26.4M-51.3M-4.2M-11.5M-18.0M
Net VEX-288.3K-329.8K-221.8K-254.6K-271.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.280.950.440.72
Total Volume10.42953479
Total OI178.143164196164178

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$9360.00$10500.0073.4%21.1%77.3%13.1%76.6%-3.3%6.2%317.2K-11.5M-254.6K0.4419.08N/AN/A5212341
2018-04-03$8484.00$10500.0079.5%22.8%82.0%16.6%79.0%-3.8%2.1%196.3K-4.8M-224.8K0.9115.88N/AN/A5412441
2018-04-04$8802.00$10500.0075.5%21.6%84.7%14.2%76.1%4.5%2.2%219.1K-4.2M-221.8K0.4516.60N/AN/A5212543
2018-04-05$9330.00$10500.0071.5%21.8%89.1%11.9%72.3%12.1%2.8%345.4K-12.3M-264.5K0.5417.15N/AN/A4212742
2018-04-06$9438.00$10500.0064.5%22.5%88.8%7.8%74.0%16.4%2.2%333.0K-13.1M-260.3K0.4421.55N/AN/A3212843
2018-04-09$10026.00$10500.0074.8%22.7%92.5%13.8%82.4%4.8%-8.2%464.8K-20.1M-283.6K0.5633.09N/AN/A4212943
2018-04-10$10962.00$10500.0081.8%23.9%99.5%18.0%80.7%-0.3%-8.2%696.3K-31.5M-303.2K0.3622.97N/AN/A25912943
2018-04-11$10362.00$10500.0081.4%23.3%100.9%17.7%81.7%4.4%-8.6%525.7K-22.3M-285.7K0.5321.87N/AN/A10513647
2018-04-12$10890.00$10500.0079.6%22.8%102.9%16.7%79.8%6.0%-2.4%669.1K-29.0M-308.4K0.4021.94N/AN/A6313749
2018-04-13$10782.00$10500.0076.7%22.0%102.4%13.8%77.2%-3.5%-4.1%633.0K-26.3M-289.5K0.3826.82N/AN/A7313849
2018-04-16$12018.00$10500.0080.9%23.2%110.2%16.3%78.4%5.3%-10.3%988.2K-47.5M-326.5K0.2828.10N/AN/A15413950
2018-04-17$11892.00$10500.0081.0%23.2%110.2%16.3%80.1%6.0%-10.5%1.0M-44.1M-312.9K0.4621.50N/AN/A7314151
2018-04-18$11778.00$10500.0079.2%22.7%99.8%15.2%79.6%1.7%-9.1%1.0M-42.2M-329.8K0.3626.03N/AN/A7314251
2018-04-19$12234.00$10500.0082.8%23.7%100.5%17.4%74.9%-0.5%-10.6%894.8K-51.3M-317.3K0.5826.08N/AN/A9514351
2018-04-20$11850.00$10500.0084.4%24.2%97.5%18.3%72.0%1.9%-12.0%781.0K-35.4M-326.7K0.8822.08N/AN/A6514353
2018-04-23$11976.00$10500.0081.5%23.4%92.3%16.6%81.5%4.3%-5.9%819.5K-36.3M-308.2K0.6218.59N/AN/A4212643
2018-04-24$11688.00$10500.0089.4%25.6%85.7%21.3%85.5%1.0%-4.1%804.1K-32.5M-303.7K0.5126.85N/AN/A5312644
2018-04-25$11202.00$10500.0083.9%24.0%83.8%18.0%84.2%2.4%-12.6%692.9K-26.8M-295.8K0.6720.40N/AN/A5312745
2018-04-26$11220.00$10500.0081.3%23.3%81.5%16.5%78.2%3.9%-11.6%711.2K-25.1M-295.8K0.5823.68N/AN/A5312946
2018-04-27$11028.00$10500.0086.0%24.7%80.6%19.3%84.9%7.2%-14.0%646.0K-21.0M-269.6K0.9529.47N/AN/A4413046
2018-04-30$10758.00$10500.0095.1%27.3%80.4%24.7%93.3%8.0%-15.4%591.9K-18.0M-271.7K0.7222.84N/AN/A5413147