WATT Options History — October 2018

In October 2018, WATT traded between $4752.00 and $6108.00. ATM implied volatility averaged 100.6%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 41.3% (HV 20d: 59.3%). Max pain ranged from $6000.00 to $7500.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.54.

Notable Days

2018-10-22: Highest Volume — 9 contracts
2018-10-31: Largest IV drop — 29.5% change
2018-10-30: Highest IV Rank — 76.6%
2018-10-30: Largest Expected Move — 40.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5458.17	$4752.00	$6108.00	$6108.00	$4806.00
Max Pain	$7304.35	$6000.00	$7500.00	$7500.00	$6000.00
ATM IV	100.6%	73.5%	142.6%	76.7%	100.4%
Expected Move	29.2%	21.9%	40.9%	22.0%	28.8%
HV 20d	59.3%	53.1%	73.6%	61.8%	73.6%
HV 60d	60.6%	59.1%	62.0%	60.0%	61.1%
IV Rank	40.1%	16.5%	76.6%	19.3%	39.9%
IV Percentile	80.7%	42.1%	98.0%	50.4%	88.1%
Term Structure	-10.8%	-30.4%	10.0%	10.0%	-13.9%
VWIV	105.6%	72.4%	158.0%	72.4%	111.6%
Skew 25d	-3.2%	-19.7%	12.7%	-13.1%	12.7%
Skew 10d	-8.6%	-52.8%	18.5%	-35.8%	18.5%
Call IV 25d	107.4%	82.0%	150.2%	82.0%	103.9%
Put IV 25d	104.2%	65.1%	151.2%	68.9%	116.5%
Bid-Ask Spread %	25.93	11.29	58.72	15.33	14.45
Gamma HHI	0.11	0.10	0.12	0.11	0.10
Net GEX	129.4K	99.5K	166.5K	160.7K	103.8K
Net DEX	-2.6M	-5.5M	602.6K	-4.3M	602.6K
Net VEX	-147.4K	-168.4K	-114.8K	-168.4K	-114.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.30	0.85	0.41	0.45
Total Volume	5.739	3	9	5	7
Total OI	182.261	175	189	175	189

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	Call Vol	Put Vol	Call OI	Put OI
2018-10-01	$6108.00	$7500.00	76.7%	22.0%	61.8%	19.3%	72.4%	-13.1%	10.0%	160.7K	-4.3M	-168.4K	0.41	15.33	N/A	N/A	4	1	137	38
2018-10-02	$5982.00	$6000.00	77.1%	22.1%	61.5%	19.6%	76.8%	-19.7%	9.7%	139.6K	-2.7M	-155.0K	0.82	13.22	N/A	N/A	2	2	138	38
2018-10-03	$6018.00	$6000.00	76.3%	21.9%	61.8%	18.9%	77.6%	-19.4%	6.2%	140.3K	-3.1M	-156.4K	0.58	22.80	N/A	N/A	2	1	138	38
2018-10-04	$5910.00	$7500.00	77.3%	24.3%	55.3%	19.8%	88.0%	2.9%	-6.1%	134.3K	-2.5M	-151.4K	0.63	16.72	N/A	N/A	2	1	139	38
2018-10-05	$5610.00	$7500.00	73.5%	23.7%	56.3%	16.5%	84.6%	0.8%	-0.4%	112.2K	-1.3M	-146.4K	0.43	28.87	N/A	N/A	4	2	139	38
2018-10-08	$5406.00	$7500.00	79.1%	25.3%	57.1%	21.3%	88.0%	-1.8%	-6.8%	99.5K	188.3K	-132.0K	0.53	16.49	N/A	N/A	3	2	141	38
2018-10-09	$5442.00	$7500.00	82.3%	24.9%	56.6%	24.1%	100.2%	-6.4%	-5.2%	111.6K	-1.3M	-143.1K	0.41	11.29	N/A	N/A	3	1	142	38
2018-10-10	$5142.00	$7500.00	100.4%	28.8%	58.6%	39.9%	101.8%	1.3%	-8.3%	102.2K	-1.8M	-141.8K	0.30	23.00	N/A	N/A	4	1	142	38
2018-10-11	$5490.00	$7500.00	112.8%	32.3%	64.1%	50.7%	97.3%	-10.1%	-21.5%	127.4K	-4.7M	-154.0K	0.42	58.72	N/A	N/A	5	2	143	38
2018-10-12	$5496.00	$7500.00	101.7%	29.2%	63.8%	41.0%	103.0%	-1.1%	-13.4%	130.7K	-2.8M	-149.1K	0.45	32.75	N/A	N/A	4	2	145	39
2018-10-15	$5526.00	$7500.00	96.5%	27.7%	61.1%	36.5%	101.8%	-0.3%	-6.7%	125.8K	-2.0M	-147.1K	0.51	21.27	N/A	N/A	4	2	146	39
2018-10-16	$5850.00	$7500.00	93.4%	26.8%	55.8%	33.8%	99.1%	2.5%	-6.6%	158.5K	-4.7M	-161.5K	0.51	17.80	N/A	N/A	4	2	147	39
2018-10-17	$5880.00	$7500.00	99.2%	28.4%	55.2%	38.9%	106.1%	1.0%	-11.0%	166.5K	-4.7M	-165.4K	0.57	28.28	N/A	N/A	3	2	148	39
2018-10-18	$5622.00	$7500.00	102.4%	29.4%	54.5%	41.7%	104.8%	0.7%	-13.5%	144.4K	-2.9M	-153.0K	0.48	24.80	N/A	N/A	4	2	148	39
2018-10-19	$5466.00	$7500.00	105.5%	30.3%	53.2%	44.4%	108.0%	-5.9%	-16.2%	140.8K	-2.7M	-149.4K	0.85	21.06	N/A	N/A	3	3	149	39
2018-10-22	$5214.00	$7500.00	108.1%	31.0%	55.0%	46.6%	109.6%	-5.2%	-14.8%	120.1K	-2.9M	-145.1K	0.47	20.04	N/A	N/A	6	3	142	36
2018-10-23	$5196.00	$7500.00	113.8%	32.6%	54.9%	51.6%	112.6%	-4.2%	-13.5%	118.1K	-2.3M	-141.6K	0.39	15.33	N/A	N/A	4	2	144	37
2018-10-24	$5118.00	$7500.00	112.9%	32.4%	54.3%	50.8%	117.0%	-6.0%	-12.5%	116.4K	-2.2M	-138.2K	0.36	20.97	N/A	N/A	5	2	145	37
2018-10-25	$5256.00	$7500.00	114.5%	32.8%	53.1%	52.2%	123.2%	-4.2%	-21.1%	132.3K	-2.4M	-142.5K	0.73	43.00	N/A	N/A	3	2	147	37
2018-10-26	$4752.00	$7500.00	129.8%	37.2%	62.5%	65.5%	134.8%	0.9%	-25.2%	102.6K	-1.3M	-128.9K	0.77	50.20	N/A	N/A	4	3	148	37
2018-10-29	$5016.00	$7500.00	138.7%	39.8%	66.0%	73.3%	153.2%	0.1%	-30.4%	135.3K	-3.5M	-147.2K	0.61	32.41	N/A	N/A	4	3	150	37
2018-10-30	$5232.00	$7500.00	142.6%	40.9%	68.4%	76.6%	158.0%	1.0%	-27.8%	152.3K	-5.5M	-158.8K	0.69	47.53	N/A	N/A	4	3	151	37
2018-10-31	$4806.00	$6000.00	100.4%	28.8%	73.6%	39.9%	111.6%	12.7%	-13.9%	103.8K	602.6K	-114.8K	0.45	14.45	N/A	N/A	5	2	152	37