WATT Options History — September 2019 In September 2019, WATT traded between $1986.00 and $2454.00. ATM implied volatility averaged 79.9%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 22.2% (HV 20d: 57.8%). Max pain ranged from $1500.00 to $3000.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.43.
Notable Days 2019-09-18 : Highest Volume — 2 contracts2019-09-24 : Largest IV spike — 45.3% change2019-09-09 : Highest IV Rank — 45.9%2019-09-24 : Largest Expected Move — 24.3%Monthly Statistics Metric Avg Min Max Open Close Price $2242.20 $1986.00 $2454.00 $2076.00 $1986.00 Max Pain $2850.00 $1500.00 $3000.00 $3000.00 $3000.00 ATM IV 79.9% 58.3% 107.0% 79.1% 63.1% Expected Move 21.0% 16.5% 24.3% 22.7% 18.1% HV 20d 57.8% 48.4% 68.4% 68.4% 48.9% HV 60d 57.2% 56.3% 59.3% 59.3% 57.5% IV Rank 19.0% 0.0% 45.9% 20.4% 4.8% IV Percentile 18.0% 0.0% 70.2% 14.7% 0.4% Term Structure 6.2% -41.7% 55.3% -28.0% 7.2% VWIV 75.5% 36.9% 147.9% 72.5% 109.2% Skew 25d 6.7% 0.2% 16.7% 3.0% 9.1% Skew 10d 1.1% -14.2% 20.8% 15.1% -8.7% Call IV 25d 94.3% 88.0% 99.5% 99.5% 90.5% Put IV 25d 101.0% 92.8% 106.8% 102.4% 99.6% Bid-Ask Spread % 61.25 18.88 91.32 31.37 65.29 Gamma HHI 0.22 0.20 0.24 0.20 0.23 Net GEX 18.1K 12.7K 23.4K 15.7K 12.7K Net DEX 21.0K -466.9K 406.1K 226.3K 406.1K Net VEX -26.5K -30.7K -22.3K -25.1K -22.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.00 3.24 0.04 0.02 Total Volume 0.4 0 2 1 1 Total OI 115.5 113 118 113 116
Daily Data (20 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 2019-09-03 $2076.00 $3000.00 79.1% 22.7% 68.4% 20.4% 0.0% 3.0% -28.0% 15.7K 226.3K -25.1K 0.04 31.37 N/A N/A 1 0 97 16 2019-09-04 $2100.00 $3000.00 84.7% 24.3% 67.2% 24.3% 0.0% 2.7% -40.4% 16.1K -21.7K -26.0K 0.16 18.88 N/A N/A 0 0 98 16 2019-09-05 $2148.00 $1500.00 93.7% 17.4% 67.2% 33.6% 0.0% 6.6% 0.4% 16.5K 108.5K -26.2K 0.21 61.54 N/A N/A 0 0 98 16 2019-09-06 $2166.00 $1500.00 101.2% 18.3% 64.0% 39.7% 72.5% 5.7% -16.5% 16.0K 185.3K -25.6K 0.59 62.40 N/A N/A 0 0 98 16 2019-09-09 $2160.00 $3000.00 107.0% 16.5% 61.2% 45.9% 51.8% 5.4% -6.4% 15.6K 228.0K -25.2K 0.14 67.31 N/A N/A 1 0 98 16 2019-09-10 $2292.00 $3000.00 89.2% 20.8% 64.5% 27.0% 58.6% 0.8% 52.1% 18.2K 83.9K -27.0K 0.04 63.90 N/A N/A 1 0 99 16 2019-09-11 $2352.00 $3000.00 73.8% 21.2% 62.9% 10.7% 61.2% 6.6% 53.3% 20.0K -135.4K -27.5K 0.59 62.18 N/A N/A 0 0 100 16 2019-09-12 $2418.00 $3000.00 65.5% 18.8% 63.2% 1.9% 36.9% 1.4% 55.3% 21.6K -187.2K -28.5K 0.00 62.30 N/A N/A 0 0 100 16 2019-09-13 $2454.00 $3000.00 76.6% 21.9% 56.1% 13.6% 77.5% 2.1% 12.0% 22.4K -170.3K -28.2K 0.17 90.87 N/A N/A 0 0 100 16 2019-09-16 $2448.00 $3000.00 73.0% 20.9% 56.1% 9.9% 61.5% 7.4% 43.6% 23.4K -187.1K -28.6K 0.27 91.32 N/A N/A 0 0 100 16 2019-09-17 $2340.00 $3000.00 80.1% 23.0% 58.8% 17.4% 66.6% 12.5% 6.5% 20.1K -49.0K -27.5K 3.24 72.25 N/A N/A 0 0 100 16 2019-09-18 $2376.00 $3000.00 79.2% 22.7% 53.7% 16.4% 67.6% 16.7% 6.2% 21.4K -466.9K -30.7K 1.07 41.57 N/A N/A 1 1 100 16 2019-09-19 $2358.00 $3000.00 81.0% 23.2% 53.9% 18.3% 78.6% 13.2% 7.8% 18.3K 59.2K -26.8K 0.58 72.74 N/A N/A 0 0 101 17 2019-09-20 $2346.00 $3000.00 67.6% 19.4% 54.0% 4.1% 61.5% 12.7% 53.4% 19.6K -116.6K -28.2K 0.08 66.06 N/A N/A 0 0 101 17 2019-09-23 $2298.00 $3000.00 58.3% 16.7% 48.9% 0.0% 147.9% 14.9% 40.4% 17.6K 103.4K -26.0K 0.11 70.33 N/A N/A 1 0 98 17 2019-09-24 $2208.00 $3000.00 84.7% 24.3% 51.7% 26.5% 0.0% 5.2% -30.3% 17.4K 12.6K -26.3K 0.23 27.96 N/A N/A 1 0 98 17 2019-09-25 $2220.00 $3000.00 78.4% 22.5% 48.4% 20.1% 78.8% 5.2% -26.2% 18.0K 53.6K -26.0K 0.70 65.23 N/A N/A 0 0 99 17 2019-09-26 $2112.00 $3000.00 83.9% 24.1% 51.5% 25.7% 87.7% 0.2% -24.3% 16.0K 138.4K -25.0K 0.11 60.89 N/A N/A 0 0 99 17 2019-09-27 $1986.00 $3000.00 78.7% 22.6% 55.3% 20.4% 89.4% 2.4% -41.7% 15.1K 148.8K -23.9K 0.31 70.52 N/A N/A 0 0 99 17 2019-09-30 $1986.00 $3000.00 63.1% 18.1% 48.9% 4.8% 109.2% 9.1% 7.2% 12.7K 406.1K -22.3K 0.02 65.29 N/A N/A 1 0 99 17
« Aug 2019 | All History | Oct 2019 » Home WATT History September 2019