WATT Options History — June 2018

In June 2018, WATT traded between $8922.00 and $10782.00. ATM implied volatility averaged 65.6%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 28.6% (HV 20d: 37.0%). Max pain ranged from $10500.00 to $12000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2018-06-05: Highest Volume — 13 contracts
  • 2018-06-11: Largest IV spike — 38.8% change
  • 2018-06-11: Highest IV Rank — 14.0%
  • 2018-06-29: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9769.14$8922.00$10782.00$10782.00$8922.00
Max Pain$10571.43$10500.00$12000.00$12000.00$10500.00
ATM IV65.6%56.2%78.0%58.4%71.0%
Expected Move18.1%16.6%20.4%16.7%20.4%
HV 20d37.0%31.0%41.2%41.2%40.0%
HV 60d63.2%51.9%70.1%69.7%51.9%
IV Rank6.7%1.6%14.0%2.9%9.8%
IV Percentile19.5%1.6%50.8%3.6%32.9%
Term Structure6.0%-6.8%21.8%3.1%8.6%
VWIV63.9%56.7%73.9%63.9%73.9%
Skew 25d5.0%-4.5%26.1%0.1%-4.5%
Skew 10d21.3%-8.2%70.8%-8.1%21.1%
Call IV 25d64.6%54.9%74.0%62.3%73.9%
Put IV 25d69.6%60.4%90.1%62.4%69.4%
Bid-Ask Spread %26.0813.2956.9514.4613.29
Gamma HHI0.180.140.310.310.14
Net GEX461.8K382.8K690.5K676.3K382.8K
Net DEX-19.3M-26.7M-15.1M-26.7M-16.6M
Net VEX-303.6K-323.8K-283.5K-315.6K-298.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.541.900.570.68
Total Volume7.857513612
Total OI174.762164185166178

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$10782.00$12000.0058.4%16.7%41.2%2.9%63.9%0.1%3.1%676.3K-26.7M-315.6K0.5714.46N/AN/A4213036
2018-06-04$10716.00$10500.0062.5%17.2%38.9%5.3%56.7%9.9%4.6%690.5K-26.5M-323.8K0.6616.62N/AN/A3213137
2018-06-05$10416.00$10500.0072.0%18.4%37.3%11.0%63.3%0.1%2.1%550.5K-23.2M-310.3K0.5920.61N/AN/A8513237
2018-06-06$10062.00$10500.0073.1%18.4%38.7%11.6%64.9%6.6%0.8%449.5K-18.5M-291.9K0.6422.65N/AN/A5313439
2018-06-07$10008.00$10500.0073.0%18.3%37.1%11.6%65.6%12.2%3.8%449.6K-19.0M-300.9K0.5617.87N/AN/A6313639
2018-06-08$9636.00$10500.0056.2%17.7%38.2%1.6%63.5%-1.6%-6.8%383.5K-15.6M-300.4K0.7519.54N/AN/A4313739
2018-06-11$9870.00$10500.0078.0%18.5%38.9%14.0%66.1%10.5%3.8%427.3K-18.6M-305.1K0.7916.95N/AN/A4314040
2018-06-12$9804.00$10500.0073.0%17.6%38.0%11.0%61.7%1.7%9.7%431.7K-17.9M-308.5K0.7147.19N/AN/A4314140
2018-06-13$9774.00$10500.0062.5%17.9%37.8%4.7%62.1%3.6%9.1%424.8K-17.4M-303.5K0.6947.20N/AN/A4314140
2018-06-14$9750.00$10500.0062.4%17.9%35.1%4.7%60.1%1.8%4.8%437.5K-18.3M-301.1K1.2225.07N/AN/A3414341
2018-06-15$9534.00$10500.0061.3%17.6%34.4%4.1%62.7%3.2%3.0%435.1K-15.1M-298.9K1.0019.38N/AN/A4414342
2018-06-18$9762.00$10500.0060.1%17.2%36.0%3.3%59.7%15.6%4.9%436.8K-18.1M-283.5K0.6220.03N/AN/A5312836
2018-06-19$9888.00$10500.0061.9%17.8%36.1%4.4%61.0%9.6%7.4%471.6K-20.8M-299.5K0.9018.00N/AN/A3313137
2018-06-20$10002.00$10500.0060.4%17.3%31.0%3.5%60.7%-2.8%6.0%515.5K-23.2M-309.3K1.1918.66N/AN/A4413337
2018-06-21$9552.00$10500.0057.8%16.6%33.8%2.0%59.0%26.1%10.8%457.4K-18.1M-303.3K1.9047.75N/AN/A3613438
2018-06-22$9534.00$10500.0062.2%17.8%33.1%4.6%63.3%1.3%-0.5%425.7K-17.7M-298.8K1.0322.76N/AN/A3313538
2018-06-25$9168.00$10500.0068.3%19.6%34.4%8.2%69.1%-0.3%5.6%390.9K-16.4M-300.1K0.7930.94N/AN/A4313539
2018-06-26$9516.00$10500.0065.0%18.6%38.0%6.2%70.1%-4.2%10.3%436.1K-20.0M-312.2K0.7223.01N/AN/A4313740
2018-06-27$9162.00$10500.0070.9%20.3%39.5%9.8%71.0%3.7%12.6%404.5K-17.9M-304.5K0.5428.73N/AN/A5313840
2018-06-28$9294.00$10500.0066.5%19.1%39.1%7.1%62.8%12.3%21.8%420.1K-19.1M-306.7K0.7156.95N/AN/A6413840
2018-06-29$8922.00$10500.0071.0%20.4%40.0%9.8%73.9%-4.5%8.6%382.8K-16.6M-298.0K0.6813.29N/AN/A7513939