WATT Options History — March 2019 In March 2019, WATT traded between $3516.00 and $3912.00. ATM implied volatility averaged 101.6%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded below realized volatility by 38.2% (HV 20d: 139.7%). Max pain ranged from $4500.00 to $6000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.45.
Notable Days 2019-03-08 : Highest Volume — 10 contracts2019-03-05 : Largest IV drop — 29.7% change2019-03-04 : Highest IV Rank — 87.6%2019-03-04 : Largest Expected Move — 41.6%Monthly Statistics Metric Avg Min Max Open Close Price $3650.29 $3516.00 $3912.00 $3912.00 $3828.00 Max Pain $4571.43 $4500.00 $6000.00 $6000.00 $4500.00 ATM IV 101.6% 85.0% 145.2% 117.7% 89.7% Expected Move 30.4% 26.7% 41.6% 33.7% 29.9% HV 20d 139.7% 44.7% 160.4% 159.6% 44.7% HV 60d 146.7% 103.4% 156.4% 156.4% 103.4% IV Rank 45.4% 29.4% 87.6% 61.0% 33.9% IV Percentile 74.6% 61.5% 99.2% 89.7% 63.1% Term Structure 3.2% -40.6% 34.0% -13.2% 1.5% VWIV 112.8% 102.1% 145.6% 118.2% 106.4% Skew 25d -5.4% -24.6% 7.8% -1.8% 7.6% Skew 10d -10.1% -32.5% 36.6% -19.3% 36.6% Call IV 25d 109.9% 96.6% 124.0% 108.4% 96.6% Put IV 25d 104.5% 91.3% 115.3% 106.6% 104.2% Bid-Ask Spread % 34.39 11.38 59.75 17.65 43.04 Gamma HHI 0.13 0.12 0.15 0.15 0.13 Net GEX 52.3K 36.5K 79.7K 54.1K 79.7K Net DEX 420.9K -3.5M 2.5M -559.7K -3.5M Net VEX -75.8K -94.0K -68.1K -85.6K -94.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.03 1.75 0.15 0.03 Total Volume 3.429 1 10 9 4 Total OI 144.571 127 163 141 137
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 2019-03-01 $3912.00 $6000.00 117.7% 33.7% 159.6% 61.0% 118.2% -1.8% -13.2% 54.1K -559.7K -85.6K 0.15 17.65 N/A N/A 8 1 109 32 2019-03-04 $3852.00 $4500.00 145.2% 41.6% 159.3% 87.6% 145.6% -5.5% -1.8% 48.3K 1.7M -71.2K 0.14 11.38 N/A N/A 4 1 114 34 2019-03-05 $3672.00 $4500.00 102.2% 29.3% 159.7% 46.0% 125.6% -4.1% -8.1% 51.8K 993.9K -74.2K 0.13 18.75 N/A N/A 5 1 114 34 2019-03-06 $3534.00 $4500.00 110.6% 31.7% 159.3% 54.1% 0.0% -8.6% -40.6% 40.4K 2.1M -68.1K 0.49 15.04 N/A N/A 2 1 116 34 2019-03-07 $3564.00 $4500.00 95.5% 27.4% 159.3% 39.5% 127.1% -12.8% -9.7% 48.3K 567.3K -82.4K 0.15 27.39 N/A N/A 2 0 118 35 2019-03-08 $3528.00 $4500.00 93.1% 26.7% 159.2% 37.2% 121.3% -2.6% 3.5% 36.5K 1.3M -69.9K 0.70 27.39 N/A N/A 6 4 118 35 2019-03-11 $3678.00 $4500.00 93.7% 30.5% 160.4% 37.8% 109.0% 2.0% 7.7% 55.5K 1.7M -83.6K 1.75 24.66 N/A N/A 1 1 122 39 2019-03-12 $3714.00 $4500.00 102.3% 29.8% 160.0% 46.1% 105.9% -11.4% -6.0% 43.8K 2.4M -73.7K 0.96 40.74 N/A N/A 1 1 123 39 2019-03-13 $3720.00 $4500.00 101.9% 30.3% 159.9% 45.7% 113.1% -8.8% 4.8% 47.4K 2.3M -74.6K 1.66 36.81 N/A N/A 1 2 123 39 2019-03-14 $3660.00 $4500.00 108.5% 29.6% 157.5% 52.1% 102.1% -9.1% 3.6% 50.8K 2.2M -75.7K 0.78 32.07 N/A N/A 1 1 123 39 2019-03-15 $3564.00 $4500.00 99.7% 30.5% 155.0% 43.6% 107.2% -7.2% 7.8% 47.2K 2.5M -73.4K 0.59 32.41 N/A N/A 2 1 124 39 2019-03-18 $3564.00 $4500.00 101.8% 28.9% 154.9% 45.7% 104.9% -4.8% 1.2% 46.0K -180.1K -72.0K 0.08 28.41 N/A N/A 4 0 99 28 2019-03-19 $3564.00 $4500.00 92.9% 29.2% 148.3% 37.0% 106.8% -8.9% 8.5% 52.4K -412.3K -75.7K 0.15 36.95 N/A N/A 1 0 102 28 2019-03-20 $3516.00 $4500.00 96.6% 29.1% 142.2% 40.6% 109.2% -24.6% 8.5% 47.9K 359.5K -69.4K 0.05 29.80 N/A N/A 2 0 103 28 2019-03-21 $3732.00 $4500.00 85.0% 29.0% 145.7% 29.4% 109.0% 6.1% 34.0% 58.3K -950.4K -75.7K 0.15 30.85 N/A N/A 5 1 104 28 2019-03-22 $3630.00 $4500.00 89.2% 30.0% 144.6% 33.4% 105.6% -1.0% 26.2% 65.3K -1.2M -80.5K 0.11 39.93 N/A N/A 3 0 107 28 2019-03-25 $3564.00 $4500.00 101.3% 29.3% 143.6% 45.1% 108.0% -1.5% 1.7% 52.7K -355.3K -71.9K 0.39 56.78 N/A N/A 1 0 107 28 2019-03-26 $3612.00 $4500.00 105.9% 30.4% 135.8% 49.6% 111.9% -17.4% 3.7% 49.1K -428.3K -69.5K 0.35 54.63 N/A N/A 1 0 107 28 2019-03-27 $3552.00 $4500.00 93.9% 30.3% 63.7% 38.0% 107.4% -5.9% 23.0% 55.9K -646.6K -73.2K 0.47 57.77 N/A N/A 1 0 107 28 2019-03-28 $3696.00 $4500.00 106.3% 31.5% 61.6% 50.0% 110.7% 7.8% 10.7% 67.5K -1.0M -76.4K 0.10 59.75 N/A N/A 2 0 107 29 2019-03-29 $3828.00 $4500.00 89.7% 29.9% 44.7% 33.9% 106.4% 7.6% 1.5% 79.7K -3.5M -94.0K 0.03 43.04 N/A N/A 4 0 108 29
« Feb 2019 | All History | Apr 2019 » Home WATT History March 2019