WATT Options History — August 2019

In August 2019, WATT traded between $1896.00 and $2430.00. ATM implied volatility averaged 96.6%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 35.0% (HV 20d: 61.6%). Max pain ranged from $1500.00 to $3000.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.80.

Notable Days

  • 2019-08-22: Highest Volume — 3 contracts
  • 2019-08-12: Largest IV spike — 53.9% change
  • 2019-08-12: Highest IV Rank — 96.3%
  • 2019-08-01: Largest Expected Move — 36.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2177.18$1896.00$2430.00$2412.00$2166.00
Max Pain$2795.45$1500.00$3000.00$3000.00$3000.00
ATM IV96.6%63.7%154.3%126.5%82.6%
Expected Move24.3%18.3%36.3%36.3%23.7%
HV 20d61.6%51.8%72.1%53.9%72.1%
HV 60d59.2%56.3%62.5%57.3%59.2%
IV Rank39.1%7.2%96.3%68.9%24.0%
IV Percentile43.7%3.6%99.6%94.0%19.8%
Term Structure-7.3%-49.8%32.6%-31.2%-27.8%
VWIV90.3%57.3%118.5%96.5%98.9%
Skew 25d1.3%-50.4%16.2%-50.4%7.8%
Skew 10d-7.2%-50.4%26.0%-50.4%26.0%
Call IV 25d102.3%92.8%138.9%138.9%94.2%
Put IV 25d103.5%88.5%111.0%88.5%102.1%
Bid-Ask Spread %28.5414.4359.3946.2924.55
Gamma HHI0.200.180.220.190.21
Net GEX17.9K11.3K24.6K24.3K16.6K
Net DEX427.0K124.0K729.5K296.1K218.2K
Net VEX-27.6K-33.6K-21.8K-32.7K-26.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.023.960.150.08
Total Volume0.8640321
Total OI120.545111129126113

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$2412.00$3000.00126.5%36.3%53.9%68.9%0.0%-50.4%-31.2%24.3K296.1K-32.7K0.1546.29N/AN/A2010620
2019-08-02$2352.00$3000.00101.5%29.1%51.8%44.3%0.0%-21.3%-19.7%24.6K199.3K-33.6K0.1346.31N/AN/A1010620
2019-08-05$2178.00$3000.00111.9%32.9%56.2%54.6%96.5%-3.7%-41.3%21.7K287.1K-31.2K0.3340.64N/AN/A1010620
2019-08-06$2256.00$1500.00134.9%28.3%58.1%77.2%94.0%2.5%-4.6%21.6K454.5K-30.5K0.0621.56N/AN/A1010620
2019-08-07$2304.00$1500.00137.3%29.8%58.3%79.5%104.5%10.0%-6.9%23.5K277.7K-31.6K0.1259.39N/AN/A1010720
2019-08-08$2430.00$1500.00126.5%27.5%61.9%68.9%96.2%6.9%5.1%24.2K389.5K-31.9K0.2839.33N/AN/A2010820
2019-08-09$2298.00$3000.00100.3%27.9%55.7%43.2%97.8%0.8%1.7%22.2K396.6K-30.3K0.5934.13N/AN/A1010920
2019-08-12$2244.00$3000.00154.3%19.2%56.0%96.3%114.1%12.5%-3.0%19.3K729.5K-27.4K1.3525.18N/AN/A0010820
2019-08-13$2352.00$3000.00141.6%20.5%59.2%83.8%78.9%7.2%11.0%18.7K679.8K-29.3K1.5423.32N/AN/A0010820
2019-08-14$2304.00$3000.0076.1%21.8%59.0%19.4%87.7%4.8%8.8%17.6K656.5K-28.9K3.9651.40N/AN/A0110820
2019-08-15$2136.00$3000.0094.2%27.0%63.5%37.2%118.5%0.0%-49.8%17.3K718.4K-26.7K1.3321.08N/AN/A0010920
2019-08-16$2172.00$3000.0074.5%21.4%62.9%17.8%95.5%16.2%32.6%18.1K705.5K-27.5K2.2117.14N/AN/A0110920
2019-08-19$2208.00$3000.0088.7%25.4%63.4%31.8%90.1%3.5%-10.3%16.7K251.4K-26.9K0.0916.05N/AN/A009516
2019-08-20$2076.00$3000.0064.8%18.6%66.4%8.3%66.4%2.8%-19.3%13.9K392.3K-25.1K0.1118.91N/AN/A109516
2019-08-21$2076.00$3000.0065.6%18.8%64.9%9.1%80.8%2.7%5.5%13.3K402.4K-24.9K0.1619.09N/AN/A109616
2019-08-22$2100.00$3000.0063.7%18.3%64.7%7.2%0.0%0.8%17.9%15.6K165.1K-26.6K0.0214.43N/AN/A309616
2019-08-23$1974.00$3000.0083.6%24.0%66.7%25.7%0.0%2.6%6.6%15.2K124.0K-25.5K0.1718.68N/AN/A109716
2019-08-26$1980.00$3000.0078.5%22.5%63.3%20.7%0.0%2.9%-5.8%11.3K697.4K-21.8K3.9523.90N/AN/A009616
2019-08-27$1896.00$3000.0073.1%21.0%64.1%14.4%77.1%6.3%-3.0%11.4K490.6K-22.3K0.6119.49N/AN/A009616
2019-08-28$1962.00$3000.0066.4%19.0%65.6%7.6%57.3%4.0%11.4%12.1K436.7K-23.2K0.3320.95N/AN/A009716
2019-08-29$2022.00$3000.0078.2%22.4%67.0%19.6%81.4%8.7%-37.8%14.0K425.3K-24.1K0.0926.05N/AN/A109716
2019-08-30$2166.00$3000.0082.6%23.7%72.1%24.0%98.9%7.8%-27.8%16.6K218.2K-26.1K0.0824.55N/AN/A109716