WATT Options History — April 2019

In April 2019, WATT traded between $2934.00 and $3732.00. ATM implied volatility averaged 102.0%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 55.9% (HV 20d: 46.1%). Max pain ranged from $4500.00 to $4500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2019-04-24: Highest Volume — 4 contracts
  • 2019-04-03: Largest IV drop — 25.6% change
  • 2019-04-30: Highest IV Rank — 58.5%
  • 2019-04-30: Largest Expected Move — 33.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3321.14$2934.00$3732.00$3654.00$3060.00
Max Pain$4500.00$4500.00$4500.00$4500.00$4500.00
ATM IV102.0%84.0%115.1%92.0%115.1%
Expected Move30.2%25.2%33.0%29.5%33.0%
HV 20d46.1%40.7%53.2%47.3%44.8%
HV 60d100.1%97.6%103.7%103.6%97.8%
IV Rank45.8%28.5%58.5%36.1%58.5%
IV Percentile73.0%54.4%85.7%64.3%85.7%
Term Structure-3.3%-18.3%39.6%27.8%-18.3%
VWIV111.2%102.1%122.3%110.4%122.3%
Skew 25d-5.3%-20.9%26.4%14.8%-15.5%
Skew 10d-15.9%-33.6%28.5%14.8%-27.8%
Call IV 25d114.1%102.9%129.2%112.7%129.2%
Put IV 25d108.8%99.2%131.1%127.5%113.7%
Bid-Ask Spread %38.015.9164.3635.1442.36
Gamma HHI0.130.120.160.140.14
Net GEX50.6K32.8K78.8K54.9K41.9K
Net DEX-649.9K-1.8M728.9K-751.1K-890.2K
Net VEX-66.8K-82.2K-53.4K-70.9K-57.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.051.320.290.13
Total Volume1.9051414
Total OI137.952124147139131

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$3654.00$4500.0092.0%29.5%47.3%36.1%110.4%14.8%27.8%54.9K-751.1K-70.9K0.2935.14N/AN/A1011029
2019-04-02$3732.00$4500.00112.9%29.9%44.8%56.3%102.1%26.4%-13.3%67.9K-1.6M-82.2K0.1426.21N/AN/A2011029
2019-04-03$3684.00$4500.0084.0%30.6%42.8%28.5%111.6%-3.4%-9.1%53.9K-767.6K-72.1K0.1741.73N/AN/A2011129
2019-04-04$3642.00$4500.0088.3%25.2%42.9%32.6%109.3%4.4%39.6%76.5K-1.4M-78.8K0.2150.33N/AN/A1011229
2019-04-05$3648.00$4500.0086.0%30.2%42.7%30.3%112.2%-9.7%-4.5%78.8K-1.8M-81.1K0.3352.77N/AN/A2011229
2019-04-08$3720.00$4500.0096.4%30.4%40.7%40.4%112.3%-8.8%-12.1%76.5K-1.7M-77.7K0.1127.90N/AN/A1011229
2019-04-09$3612.00$4500.0090.8%31.5%41.9%35.0%109.6%-1.0%-15.6%69.9K-1.3M-75.6K1.2646.73N/AN/A1111329
2019-04-10$3570.00$4500.00107.3%30.8%42.0%51.0%107.9%-6.6%-15.1%64.8K-828.9K-74.6K0.5229.45N/AN/A2111330
2019-04-11$3522.00$4500.00103.1%29.6%41.9%46.9%109.7%-8.3%-9.2%57.6K-829.6K-78.0K1.3231.59N/AN/A1111430
2019-04-12$3414.00$4500.00102.0%29.2%42.3%45.8%102.9%2.7%-4.6%45.4K8.3K-66.2K0.7946.18N/AN/A1111430
2019-04-15$3132.00$4500.00108.2%31.0%51.7%51.8%115.2%-12.4%-10.5%44.0K441.2K-66.1K0.2545.13N/AN/A2011531
2019-04-16$3198.00$4500.0099.3%28.5%52.6%43.2%113.8%0.4%13.6%35.3K179.1K-66.7K0.2542.27N/AN/A2011531
2019-04-17$3108.00$4500.00101.2%29.0%53.2%45.0%110.9%-7.9%-4.1%40.0K728.9K-61.3K0.2444.58N/AN/A1011631
2019-04-18$3054.00$4500.00103.6%29.7%47.2%47.4%106.4%4.5%1.7%34.8K696.3K-58.7K0.4464.36N/AN/A1011631
2019-04-22$2934.00$4500.00113.2%32.5%48.0%56.6%119.4%-20.9%-11.2%33.6K-610.6K-56.7K0.0841.74N/AN/A2010222
2019-04-23$2952.00$4500.00110.6%31.7%48.3%54.1%113.4%-19.7%-6.0%32.8K-460.2K-54.5K0.0842.05N/AN/A2010323
2019-04-24$3018.00$4500.00102.4%29.3%48.9%46.2%105.5%-13.8%1.2%33.7K-456.4K-54.4K0.0543.75N/AN/A4010423
2019-04-25$2952.00$4500.00107.5%30.8%49.1%51.1%115.6%-19.7%-4.3%34.6K-460.3K-53.4K0.155.91N/AN/A2010623
2019-04-26$3078.00$4500.00106.0%30.4%49.4%49.7%109.7%-8.9%-10.2%43.5K-1.1M-59.9K0.1929.72N/AN/A1010723
2019-04-29$3060.00$4500.00112.0%32.1%46.6%55.5%115.4%-7.7%-5.1%42.2K-891.7K-57.1K0.128.25N/AN/A1010723
2019-04-30$3060.00$4500.00115.1%33.0%44.8%58.5%122.3%-15.5%-18.3%41.9K-890.2K-57.8K0.1342.36N/AN/A4010823