WATT Options History — June 2019

In June 2019, WATT traded between $2418.00 and $2658.00. ATM implied volatility averaged 96.3%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 28.8% (HV 20d: 67.5%). Max pain ranged from $3000.00 to $3000.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2019-06-07: Highest Volume — 2 contracts
  • 2019-06-10: Largest IV spike — 29.3% change
  • 2019-06-11: Highest IV Rank — 53.4%
  • 2019-06-03: Largest Expected Move — 30.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2534.10$2418.00$2658.00$2460.00$2628.00
Max Pain$3000.00$3000.00$3000.00$3000.00$3000.00
ATM IV96.3%80.9%110.7%107.5%91.3%
Expected Move27.4%25.3%30.8%30.8%26.2%
HV 20d67.5%51.2%73.7%65.2%51.2%
HV 60d54.9%52.5%57.3%52.9%55.4%
IV Rank39.3%24.2%53.4%50.3%34.3%
IV Percentile57.3%32.5%81.0%75.4%45.2%
Term Structure4.1%-7.8%12.5%-7.8%8.6%
VWIV96.7%91.0%109.9%109.9%91.0%
Skew 25d-19.5%-35.0%7.6%-32.7%-3.3%
Skew 10d-26.5%-57.6%4.1%-51.9%4.1%
Call IV 25d98.9%89.0%109.6%107.8%89.0%
Put IV 25d79.4%67.6%111.3%75.1%85.7%
Bid-Ask Spread %51.2919.1870.5719.1844.75
Gamma HHI0.170.160.180.180.16
Net GEX25.6K21.4K32.9K21.4K32.9K
Net DEX-49.5K-502.4K236.2K236.2K-502.4K
Net VEX-41.0K-44.4K-38.8K-39.2K-41.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.001.700.580.26
Total Volume1.30211
Total OI122.65120125121123

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$2460.00$3000.00107.5%30.8%65.2%50.3%109.9%-32.7%-7.8%21.4K236.2K-39.2K0.5819.18N/AN/A1010021
2019-06-04$2520.00$3000.0088.2%25.3%66.4%31.4%95.8%-35.0%-3.1%24.2K102.8K-41.9K1.0335.79N/AN/A0010121
2019-06-05$2556.00$3000.0095.9%27.5%66.8%38.9%96.3%7.6%-5.9%25.4K48.2K-40.6K1.2830.47N/AN/A0110121
2019-06-06$2502.00$3000.00103.2%26.8%64.3%46.1%96.0%-23.9%4.7%22.1K164.4K-40.1K1.7066.90N/AN/A0110121
2019-06-07$2580.00$3000.0080.9%26.6%65.5%24.2%99.2%-24.1%1.4%25.1K72.8K-42.0K0.9262.39N/AN/A1110121
2019-06-10$2658.00$3000.00104.5%28.4%66.5%47.4%99.0%-23.0%2.2%31.1K-31.7K-42.0K0.0962.85N/AN/A1010121
2019-06-11$2478.00$3000.00110.7%27.7%70.0%53.4%99.4%-23.0%7.2%24.3K35.7K-41.6K0.4970.57N/AN/A1010121
2019-06-12$2484.00$3000.0098.7%28.3%68.4%41.6%96.9%-14.6%7.0%25.1K120.3K-40.8K0.5063.46N/AN/A1110121
2019-06-13$2628.00$3000.0093.5%26.8%72.5%36.5%93.7%-21.0%5.0%29.0K-202.8K-44.4K0.9542.22N/AN/A1110221
2019-06-14$2484.00$3000.0098.0%28.1%73.7%41.0%97.6%-34.6%4.6%24.4K42.8K-41.4K1.1743.83N/AN/A1110221
2019-06-17$2508.00$3000.0094.5%27.1%70.5%37.5%94.3%-18.6%9.8%24.2K157.9K-40.1K0.3261.37N/AN/A1010321
2019-06-18$2610.00$3000.0097.3%27.9%72.3%40.2%97.3%-29.1%7.3%27.4K-152.7K-43.0K0.4240.33N/AN/A1010321
2019-06-19$2574.00$3000.0097.1%27.8%71.5%40.0%96.3%-14.6%2.5%24.6K-155.6K-41.8K0.3342.77N/AN/A1010421
2019-06-20$2580.00$3000.0092.0%26.4%71.5%35.1%91.8%-14.0%8.7%24.2K50.8K-40.6K0.2862.26N/AN/A1010421
2019-06-21$2520.00$3000.0095.1%27.3%71.1%38.1%95.9%-17.4%3.9%23.5K83.6K-39.9K0.3361.40N/AN/A1010421
2019-06-24$2466.00$3000.0094.9%27.2%71.4%37.8%96.6%-19.7%7.6%23.9K-202.7K-39.7K0.0062.99N/AN/A2010020
2019-06-25$2418.00$3000.00100.3%28.7%65.7%43.1%102.7%-24.2%-0.3%23.2K-151.8K-38.8K0.0161.70N/AN/A1010120
2019-06-26$2478.00$3000.0090.3%25.9%65.9%33.4%91.1%-14.0%12.5%26.0K-253.5K-39.5K0.1749.35N/AN/A2010220
2019-06-27$2550.00$3000.0092.5%26.5%59.6%35.5%93.4%-11.7%5.5%29.5K-452.1K-41.3K0.1741.12N/AN/A2010320
2019-06-28$2628.00$3000.0091.3%26.2%51.2%34.3%91.0%-3.3%8.6%32.9K-502.4K-41.9K0.2644.75N/AN/A1010320