WATT Options History — October 2019 In October 2019, WATT traded between $1644.00 and $2082.00. ATM implied volatility averaged 91.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 33.6% (HV 20d: 57.6%). Max pain ranged from $3000.00 to $3000.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.49.
Notable Days 2019-10-22 : Highest Volume — 1 contracts2019-10-28 : Largest IV spike — 39.5% change2019-10-30 : Highest IV Rank — 69.2%2019-10-30 : Largest Expected Move — 36.5%Monthly Statistics Metric Avg Min Max Open Close Price $1896.00 $1644.00 $2082.00 $1896.00 $1644.00 Max Pain $3000.00 $3000.00 $3000.00 $3000.00 $3000.00 ATM IV 91.2% 66.1% 127.4% 80.1% 122.9% Expected Move 26.1% 19.0% 36.5% 23.0% 35.2% HV 20d 57.6% 46.9% 62.6% 49.3% 46.9% HV 60d 59.2% 57.4% 60.8% 57.6% 57.4% IV Rank 33.0% 7.8% 69.2% 21.9% 64.7% IV Percentile 37.9% 2.4% 93.7% 12.3% 92.1% Term Structure 3.6% -52.7% 43.9% -14.8% -18.3% VWIV 100.7% 66.5% 139.7% 88.8% 127.3% Skew 25d 3.1% -25.4% 31.4% 11.6% -13.0% Skew 10d -9.7% -30.7% 11.2% -8.4% 6.8% Call IV 25d 99.6% 83.9% 126.3% 88.8% 115.7% Put IV 25d 102.6% 93.1% 121.4% 100.4% 102.7% Bid-Ask Spread % 49.79 13.61 73.64 66.74 59.45 Gamma HHI 0.22 0.19 0.25 0.19 0.21 Net GEX 10.1K 6.5K 15.5K 8.9K 7.7K Net DEX 571.0K 153.9K 815.0K 521.1K 658.8K Net VEX -19.5K -23.8K -15.4K -20.9K -17.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 4.52 0.41 0.44 Total Volume 0.13 0 1 0 0 Total OI 117.087 116 119 116 119
Daily Data (23 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 2019-10-01 $1896.00 $3000.00 80.1% 23.0% 49.3% 21.9% 0.0% 11.6% -14.8% 8.9K 521.1K -20.9K 0.41 66.74 N/A N/A 0 0 99 17 2019-10-02 $1836.00 $3000.00 77.0% 22.1% 49.8% 18.7% 88.8% 11.8% -30.8% 11.3K 479.5K -20.9K 0.08 67.78 N/A N/A 0 0 99 17 2019-10-03 $1998.00 $3000.00 98.2% 27.5% 58.7% 40.0% 0.0% 3.6% -19.6% 10.2K 509.5K -21.6K 0.44 58.00 N/A N/A 0 0 99 17 2019-10-04 $1932.00 $3000.00 74.2% 23.9% 59.5% 15.9% 105.1% 6.3% 36.4% 11.9K 434.4K -21.8K 0.52 25.66 N/A N/A 0 0 100 17 2019-10-07 $1968.00 $3000.00 93.8% 25.4% 60.1% 35.5% 0.0% 13.9% 27.3% 10.0K 534.7K -21.0K 0.01 63.97 N/A N/A 0 0 100 17 2019-10-08 $1974.00 $3000.00 105.6% 28.0% 55.3% 47.4% 105.9% 6.1% 22.7% 12.8K 307.3K -22.1K 0.00 30.90 N/A N/A 0 0 100 17 2019-10-09 $1968.00 $3000.00 70.0% 20.1% 53.9% 11.7% 0.0% 31.4% -27.0% 12.2K 328.0K -22.2K 0.00 53.34 N/A N/A 0 0 100 17 2019-10-10 $1986.00 $3000.00 90.0% 25.8% 52.6% 31.7% 0.0% 9.3% 25.4% 10.3K 516.4K -21.2K 0.27 60.92 N/A N/A 0 0 100 17 2019-10-11 $2082.00 $3000.00 97.3% 27.9% 55.8% 39.1% 99.1% 9.0% 19.4% 15.5K 153.9K -23.8K 0.71 36.38 N/A N/A 0 0 100 17 2019-10-14 $1932.00 $3000.00 96.2% 27.6% 60.5% 38.0% 0.0% 2.1% 11.3% 10.0K 543.1K -20.6K 4.52 22.27 N/A N/A 0 0 100 17 2019-10-15 $1968.00 $3000.00 88.4% 25.3% 60.1% 30.1% 117.6% -2.3% 28.1% 11.3K 625.5K -20.4K 1.12 32.70 N/A N/A 0 0 100 17 2019-10-16 $2022.00 $3000.00 107.3% 30.8% 60.8% 49.1% 0.0% 3.5% 2.6% 9.8K 522.4K -21.3K 0.15 51.78 N/A N/A 0 0 100 17 2019-10-17 $1944.00 $3000.00 94.3% 27.0% 61.8% 36.0% 0.0% 10.5% 4.6% 9.1K 656.7K -19.7K 0.35 62.23 N/A N/A 0 0 100 17 2019-10-18 $1956.00 $3000.00 93.9% 26.9% 62.1% 35.7% 123.8% 9.7% 27.1% 11.4K 595.8K -20.3K 0.03 61.48 N/A N/A 0 0 100 17 2019-10-21 $1980.00 $3000.00 102.7% 29.5% 62.4% 44.5% 129.5% 1.9% 43.9% 11.5K 526.6K -20.6K 0.06 36.27 N/A N/A 0 0 100 17 2019-10-22 $1908.00 $3000.00 71.8% 20.6% 62.2% 13.5% 73.7% 9.1% 25.9% 9.8K 731.6K -16.7K 0.02 52.20 N/A N/A 1 0 100 17 2019-10-23 $1848.00 $3000.00 68.7% 19.7% 62.6% 10.4% 70.6% -25.4% 21.4% 8.9K 787.7K -15.8K 0.02 52.29 N/A N/A 0 0 100 17 2019-10-24 $1824.00 $3000.00 67.2% 19.3% 60.7% 8.9% 66.5% -14.1% -12.7% 9.0K 766.7K -15.7K 1.20 53.29 N/A N/A 0 0 100 17 2019-10-25 $1794.00 $3000.00 66.1% 19.0% 57.4% 7.8% 68.3% -9.4% -0.1% 8.3K 731.2K -15.4K 0.66 13.61 N/A N/A 0 0 100 17 2019-10-28 $1776.00 $3000.00 92.2% 26.4% 57.4% 34.0% 93.6% -4.9% 2.7% 8.8K 688.7K -15.9K 0.22 73.64 N/A N/A 0 0 101 17 2019-10-29 $1686.00 $3000.00 112.5% 32.3% 58.0% 54.3% 139.7% 6.0% -52.7% 6.5K 815.0K -16.2K 0.00 55.93 N/A N/A 1 0 101 17 2019-10-30 $1686.00 $3000.00 127.4% 36.5% 57.2% 69.2% 127.3% -6.5% -40.7% 7.3K 697.4K -17.3K 0.02 54.32 N/A N/A 1 0 101 17 2019-10-31 $1644.00 $3000.00 122.9% 35.2% 46.9% 64.7% 0.0% -13.0% -18.3% 7.7K 658.8K -17.0K 0.44 59.45 N/A N/A 0 0 102 17
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