WATT Options History — July 2019

In July 2019, WATT traded between $2466.00 and $2784.00. ATM implied volatility averaged 98.4%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded above realized volatility by 47.3% (HV 20d: 51.1%). Max pain ranged from $3000.00 to $3000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2019-07-29: Highest Volume — 7 contracts
  • 2019-07-29: Largest IV spike — 23.7% change
  • 2019-07-29: Highest IV Rank — 61.0%
  • 2019-07-29: Largest Expected Move — 34.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2580.00$2466.00$2784.00$2574.00$2472.00
Max Pain$3000.00$3000.00$3000.00$3000.00$3000.00
ATM IV98.4%78.2%118.4%95.2%96.8%
Expected Move28.5%22.4%34.0%27.3%27.7%
HV 20d51.1%47.7%55.2%51.9%53.4%
HV 60d56.3%54.1%57.3%55.5%57.3%
IV Rank41.3%21.5%61.0%38.1%39.7%
IV Percentile58.0%20.2%91.3%55.2%54.0%
Term Structure-6.3%-26.4%7.2%7.2%-19.5%
VWIV101.1%82.7%119.6%97.1%113.0%
Skew 25d-23.0%-40.2%-8.0%-8.0%-30.6%
Skew 10d-31.5%-63.2%0.7%-0.1%-27.8%
Call IV 25d106.0%92.5%116.8%97.2%116.8%
Put IV 25d83.0%73.3%100.5%89.2%86.2%
Bid-Ask Spread %53.4011.2960.5241.2246.87
Gamma HHI0.170.150.240.160.18
Net GEX29.7K22.1K41.8K31.9K26.5K
Net DEX-293.8K-937.2K322.2K-407.3K322.2K
Net VEX-38.6K-43.5K-33.6K-40.3K-33.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.011.180.520.04
Total Volume1.2730704
Total OI122.727119126123126

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$2574.00$3000.0095.2%27.3%51.9%38.1%97.1%-8.0%7.2%31.9K-407.3K-40.3K0.5241.22N/AN/A0010320
2019-07-02$2496.00$3000.0097.0%27.8%52.5%40.0%98.4%-16.5%6.4%25.9K-140.0K-38.7K0.3250.98N/AN/A1010320
2019-07-03$2520.00$3000.0078.2%22.4%52.3%21.5%82.7%-16.8%6.5%26.6K-87.9K-38.3K0.7811.29N/AN/A0010320
2019-07-05$2628.00$3000.0093.3%29.3%53.8%36.3%101.9%-25.4%-7.7%32.7K-463.8K-40.5K1.1857.15N/AN/A0010320
2019-07-08$2514.00$3000.00101.5%30.7%55.2%44.3%107.4%-40.2%-9.7%27.7K-359.8K-40.9K0.2456.60N/AN/A0010320
2019-07-09$2520.00$3000.0095.5%29.7%54.0%38.4%105.2%-36.1%-5.1%25.6K-139.2K-38.6K0.9358.54N/AN/A0010320
2019-07-10$2562.00$3000.00101.5%29.1%48.0%44.4%100.6%-32.9%-3.9%29.4K-282.7K-40.1K0.9258.23N/AN/A0010320
2019-07-11$2562.00$3000.0095.7%27.4%48.0%38.7%94.9%-30.2%3.3%29.6K-313.1K-41.1K0.8556.00N/AN/A0010320
2019-07-12$2784.00$3000.00102.2%29.3%52.8%45.1%101.9%-23.7%-9.5%38.9K-937.2K-43.5K0.4456.56N/AN/A1010320
2019-07-15$2754.00$3000.00102.1%29.3%48.3%45.0%102.9%-28.7%-8.8%39.1K-789.4K-42.3K0.2460.04N/AN/A1010420
2019-07-16$2784.00$3000.00100.2%28.7%48.3%43.0%102.2%-25.4%-3.5%41.8K-885.7K-42.2K0.2758.50N/AN/A0010420
2019-07-17$2712.00$3000.00103.2%29.6%47.7%46.0%105.8%-29.0%-8.3%33.1K-651.2K-41.9K0.3659.07N/AN/A0010420
2019-07-18$2646.00$3000.00102.7%29.4%48.3%45.5%103.7%-30.3%-6.3%29.5K-306.5K-39.8K0.5157.33N/AN/A1010420
2019-07-19$2532.00$3000.0099.0%28.4%50.9%41.9%100.7%-28.6%-6.0%27.2K-158.7K-38.8K0.3446.99N/AN/A1010420
2019-07-22$2496.00$3000.0093.1%26.7%50.5%36.1%93.1%-15.4%-5.0%23.3K69.0K-35.0K0.0458.12N/AN/A1010019
2019-07-23$2472.00$3000.0096.3%27.6%50.0%39.2%96.7%-18.0%-6.6%22.1K123.9K-33.9K0.1158.27N/AN/A1010119
2019-07-24$2550.00$3000.0084.1%24.1%50.6%27.3%87.8%-16.6%-2.0%24.9K-24.1K-35.8K0.1259.66N/AN/A1010119
2019-07-25$2466.00$3000.0095.6%27.4%51.5%38.6%95.3%-13.7%-1.9%24.5K-12.8K-35.0K0.0958.60N/AN/A2010219
2019-07-26$2508.00$3000.0095.7%27.4%50.7%38.7%95.7%-15.3%-7.6%24.5K-18.9K-34.7K0.1146.95N/AN/A1010219
2019-07-29$2628.00$3000.00118.4%34.0%52.4%61.0%118.4%-11.3%-24.0%29.6K-511.9K-38.1K0.0157.26N/AN/A7010219
2019-07-30$2580.00$3000.00116.4%33.4%52.3%59.0%119.6%-13.4%-26.4%38.5K-487.5K-37.1K0.0260.52N/AN/A6010619
2019-07-31$2472.00$3000.0096.8%27.7%53.4%39.7%113.0%-30.6%-19.5%26.5K322.2K-33.6K0.0446.87N/AN/A4010719