WATT Options History — December 2019

In December 2019, WATT traded between $1044.00 and $1212.00. ATM implied volatility averaged 121.5%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 60.7% (HV 20d: 60.8%). Max pain ranged from $1500.00 to $3000.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2019-12-09: Highest Volume — 3 contracts
  • 2019-12-10: Largest IV drop — 34.4% change
  • 2019-12-09: Highest IV Rank — 94.4%
  • 2019-12-20: Largest Expected Move — 41.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1131.43$1044.00$1212.00$1170.00$1062.00
Max Pain$2785.71$1500.00$3000.00$1500.00$3000.00
ATM IV121.5%81.9%152.5%136.7%119.5%
Expected Move34.3%23.5%41.6%39.2%34.3%
HV 20d60.8%49.5%78.7%78.5%53.5%
HV 60d61.8%60.2%63.7%62.4%60.7%
IV Rank63.5%23.6%94.4%78.5%63.7%
IV Percentile77.7%13.1%99.2%95.6%83.7%
Term Structure5.8%-27.9%60.7%-16.7%52.0%
VWIV123.1%114.4%133.9%119.0%117.7%
Skew 25d3.4%-18.6%92.9%8.1%-10.9%
Skew 10d9.2%-43.2%92.9%24.3%-43.2%
Call IV 25d119.3%73.3%144.6%113.6%129.3%
Put IV 25d122.7%99.1%166.2%121.7%118.5%
Bid-Ask Spread %17.343.1953.0814.9027.01
Gamma HHI0.220.210.240.220.22
Net GEX5.6K4.5K7.3K4.6K5.0K
Net DEX703.3K574.2K844.3K740.8K704.0K
Net VEX-9.9K-11.8K-8.5K-10.4K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.025.240.400.38
Total Volume0.4760300
Total OI117.905115120115120

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$1170.00$1500.00136.7%39.2%78.5%78.5%0.0%8.1%-16.7%4.6K740.8K-10.4K0.4014.90N/AN/A0010015
2019-12-03$1152.00$1500.00123.9%35.5%76.9%65.7%0.0%2.8%-27.9%4.5K757.7K-10.3K0.1114.52N/AN/A0010015
2019-12-04$1176.00$1500.00134.9%38.7%78.1%76.7%0.0%2.7%-24.2%4.6K667.3K-10.8K0.1015.22N/AN/A0010015
2019-12-05$1188.00$3000.00140.2%34.1%78.7%82.0%119.0%7.8%-7.8%4.6K771.3K-10.3K0.2430.89N/AN/A0010015
2019-12-06$1176.00$3000.00144.6%32.5%78.7%86.4%114.4%3.8%-4.5%4.7K666.0K-11.1K0.638.66N/AN/A0010115
2019-12-09$1212.00$3000.00152.5%36.7%56.5%94.4%128.4%11.6%-10.8%5.2K574.2K-11.8K0.027.22N/AN/A3010115
2019-12-10$1164.00$3000.00100.0%38.4%52.9%41.8%133.9%9.3%-13.7%6.6K635.6K-10.8K0.0519.48N/AN/A1010315
2019-12-11$1164.00$3000.00120.9%34.7%49.5%62.7%121.4%3.8%-7.8%6.7K683.3K-10.1K0.0253.08N/AN/A0010315
2019-12-12$1194.00$3000.00122.2%35.0%50.0%64.0%122.0%4.9%-6.3%7.3K608.1K-11.2K0.6227.65N/AN/A0010415
2019-12-13$1188.00$3000.00119.7%34.3%49.6%61.5%120.8%2.0%-23.3%7.2K673.3K-10.6K0.0328.36N/AN/A0010415
2019-12-16$1104.00$3000.00127.5%36.5%55.3%69.3%127.5%-0.2%-6.6%5.4K844.3K-8.8K0.1311.14N/AN/A1010415
2019-12-17$1140.00$3000.00123.9%35.5%57.1%65.7%125.4%-3.0%-3.7%6.0K776.3K-10.1K0.3610.59N/AN/A0010415
2019-12-18$1128.00$3000.00108.4%31.1%56.6%50.2%117.7%-18.6%-0.1%5.4K793.6K-9.2K0.1329.33N/AN/A0010415
2019-12-19$1044.00$3000.00135.2%38.8%61.5%77.1%0.0%-0.1%-7.8%5.2K743.9K-8.8K0.144.48N/AN/A1010415
2019-12-20$1050.00$3000.00145.1%41.6%56.8%87.0%0.0%1.1%-23.2%4.7K701.2K-8.9K0.083.19N/AN/A1010515
2019-12-23$1086.00$3000.00105.6%30.3%56.7%47.4%0.0%-13.5%36.9%6.0K646.3K-9.8K0.055.07N/AN/A1010414
2019-12-24$1116.00$3000.00119.8%34.3%56.7%61.6%0.0%92.9%48.6%6.3K702.1K-9.3K5.245.66N/AN/A0010514
2019-12-26$1128.00$3000.0096.1%27.6%56.5%37.9%0.0%-10.8%60.7%6.6K677.2K-9.8K0.2027.60N/AN/A0010514
2019-12-27$1068.00$3000.0081.9%23.5%58.3%23.6%0.0%-10.8%55.7%5.1K735.1K-8.7K0.0716.29N/AN/A1010514
2019-12-30$1050.00$3000.0093.3%26.7%58.4%36.4%0.0%-10.4%51.5%5.1K667.6K-9.0K0.093.82N/AN/A1010514
2019-12-31$1062.00$3000.00119.5%34.3%53.5%63.7%0.0%-10.9%52.0%5.0K704.0K-8.5K0.3827.01N/AN/A0010614