WATT Options History — November 2019

In November 2019, WATT traded between $1218.00 and $1704.00. ATM implied volatility averaged 109.7%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 44.2% (HV 20d: 65.5%). 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 6 of 20 days. Put/call ratio averaged 0.58.

Notable Days

  • 2019-11-08: Highest Volume — 2 contracts
  • 2019-11-12: Largest IV spike — 57.9% change
  • 2019-11-07: Highest IV Rank — 82.6%
  • 2019-11-14: Largest Expected Move — 34.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1395.60$1218.00$1704.00$1662.00$1260.00
Max Pain$1800.00$1500.00$3000.00$3000.00$1500.00
ATM IV109.7%75.7%140.7%115.1%97.7%
Expected Move30.8%28.0%34.7%33.0%28.0%
HV 20d65.5%46.5%76.7%46.5%76.2%
HV 60d60.7%54.3%64.1%56.2%61.1%
IV Rank51.5%17.4%82.6%56.9%39.5%
IV Percentile70.8%7.9%97.6%82.9%47.2%
Term Structure-2.7%-19.5%23.9%-6.8%-0.5%
VWIV108.9%99.4%129.6%114.9%102.5%
Skew 25d-0.4%-20.4%12.7%-13.9%9.7%
Skew 10d1.4%-47.4%21.4%4.2%21.2%
Call IV 25d106.1%87.0%129.2%116.5%97.5%
Put IV 25d105.7%99.6%119.8%102.7%107.3%
Bid-Ask Spread %33.6614.1871.2418.8471.24
Gamma HHI0.230.210.240.210.23
Net GEX5.9K3.6K8.4K7.2K6.4K
Net DEX750.8K521.1K960.2K701.6K521.1K
Net VEX-13.5K-17.5K-11.3K-17.5K-13.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.002.480.042.48
Total Volume0.40200
Total OI117.9113122119115

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$1662.00$3000.00115.1%33.0%46.5%56.9%114.9%-13.9%-6.8%7.2K701.6K-17.5K0.0418.84N/AN/A0010217
2019-11-04$1704.00$3000.00117.6%30.4%47.1%59.4%0.0%-1.9%-14.9%7.6K725.6K-17.3K0.7625.92N/AN/A0010217
2019-11-05$1692.00$3000.00116.0%31.6%46.9%57.7%100.7%-14.0%10.3%7.7K623.1K-17.2K0.1514.18N/AN/A1010217
2019-11-06$1680.00$3000.00114.6%31.5%46.9%56.4%129.6%-13.3%8.8%7.4K632.8K-17.2K0.1041.04N/AN/A1010317
2019-11-07$1662.00$1500.00140.7%29.3%46.5%82.6%115.3%-4.4%23.9%8.4K679.2K-16.9K1.6041.85N/AN/A0110317
2019-11-08$1404.00$1500.00109.3%28.8%69.4%51.1%100.2%-15.2%5.7%3.6K956.3K-13.2K0.7331.77N/AN/A1110417
2019-11-11$1308.00$1500.0075.7%31.3%69.0%17.4%109.2%1.3%-17.8%5.5K863.6K-12.8K0.1217.77N/AN/A1010517
2019-11-12$1368.00$1500.00119.5%32.6%71.5%61.3%113.5%12.7%-13.9%5.5K960.2K-12.6K0.6728.31N/AN/A0010517
2019-11-13$1326.00$1500.00117.9%33.8%69.6%59.7%0.0%10.7%-19.5%5.3K902.1K-12.4K1.5920.62N/AN/A0010517
2019-11-14$1296.00$1500.00121.2%34.7%69.3%63.0%120.1%-19.0%-10.2%5.4K903.4K-12.2K0.4517.07N/AN/A0010517
2019-11-15$1290.00$1500.00105.1%30.1%68.8%46.9%105.4%9.7%-1.9%4.9K930.2K-11.9K1.2428.65N/AN/A0110517
2019-11-18$1284.00$1500.00106.5%30.5%68.0%48.2%106.5%7.6%-5.6%4.7K774.0K-11.7K0.3618.02N/AN/A109815
2019-11-19$1302.00$1500.00104.3%29.9%68.9%46.0%104.0%7.1%-2.2%5.2K744.3K-12.3K0.0322.33N/AN/A009915
2019-11-20$1314.00$1500.0099.8%28.6%69.4%41.5%99.4%6.5%1.5%5.9K623.2K-13.0K0.8144.84N/AN/A009915
2019-11-21$1218.00$1500.00110.7%31.7%72.5%52.5%110.7%8.3%-0.2%5.1K700.4K-11.3K0.0666.76N/AN/A009915
2019-11-22$1260.00$1500.00100.4%28.8%75.0%42.2%101.5%-20.4%1.1%5.6K750.5K-11.3K0.0036.10N/AN/A0010015
2019-11-25$1296.00$1500.00103.3%29.6%76.7%45.1%102.5%5.7%-0.7%5.9K715.5K-11.9K0.1967.52N/AN/A0010015
2019-11-26$1314.00$1500.00110.3%31.6%76.1%52.1%0.0%6.2%-4.9%6.0K673.5K-12.3K0.0423.84N/AN/A0010015
2019-11-27$1272.00$1500.00108.0%31.0%76.3%49.8%0.0%9.0%-6.4%5.6K634.9K-12.1K0.2336.60N/AN/A0010015
2019-11-29$1260.00$1500.0097.7%28.0%76.2%39.5%0.0%9.7%-0.5%6.4K521.1K-13.2K2.4871.24N/AN/A0010015