WATT Options History — February 2020

In February 2020, WATT traded between $828.00 and $1146.00. ATM implied volatility averaged 134.7%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 41.1%. IV traded above realized volatility by 56.5% (HV 20d: 78.2%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.13.

Notable Days

2020-02-11: Highest Volume — 1 contracts
2020-02-12: Largest IV spike — 61.9% change
2020-02-26: Highest IV Rank — 100.0%
2020-02-26: Largest Expected Move — 56.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1040.53	$828.00	$1146.00	$1002.00	$828.00
Max Pain	$1500.00	$1500.00	$1500.00	$1500.00	$1500.00
ATM IV	134.7%	85.4%	196.5%	97.8%	146.4%
Expected Move	41.1%	26.6%	56.3%	28.0%	42.0%
HV 20d	78.2%	64.6%	84.2%	82.7%	84.2%
HV 60d	75.0%	71.0%	79.6%	78.4%	79.1%
IV Rank	60.6%	21.9%	100.0%	32.0%	63.7%
IV Percentile	78.1%	16.7%	100.0%	43.7%	93.7%
Term Structure	-11.7%	-65.4%	68.9%	64.4%	-30.1%
VWIV	147.9%	138.0%	170.8%	140.4%	170.8%
Skew 25d	-10.1%	-22.2%	36.3%	-11.5%	-6.5%
Skew 10d	-10.7%	-40.4%	46.3%	-31.0%	-16.9%
Call IV 25d	147.0%	92.5%	173.8%	145.6%	173.8%
Put IV 25d	136.9%	121.9%	167.3%	134.0%	167.3%
Bid-Ask Spread %	43.09	16.17	80.84	17.03	80.84
Gamma HHI	0.21	0.19	0.23	0.20	0.19
Net GEX	7.1K	4.9K	8.8K	6.6K	4.9K
Net DEX	-650.5K	-916.4K	-465.6K	-611.9K	-582.9K
Net VEX	-11.4K	-13.3K	-9.0K	-11.3K	-9.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.39	0.21	0.03
Total Volume	0.474	0	1	0	1
Total OI	46.789	42	50	47	44

Daily Data (19 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	Call OI	Put OI
2020-02-03	$1002.00	$1500.00	97.8%	28.0%	82.7%	32.0%	0.0%	-11.5%	64.4%	6.6K	-611.9K	-11.3K	0.21	17.03	N/A	N/A	0	41	6
2020-02-04	$1062.00	$1500.00	116.3%	33.3%	82.2%	47.0%	0.0%	-19.7%	58.5%	7.2K	-631.4K	-11.8K	0.02	17.18	N/A	N/A	0	41	6
2020-02-05	$1062.00	$1500.00	92.9%	26.6%	81.8%	28.1%	0.0%	36.3%	68.9%	6.9K	-578.2K	-11.1K	0.28	16.17	N/A	N/A	0	41	6
2020-02-06	$1098.00	$1500.00	91.5%	39.9%	82.5%	26.9%	140.4%	-16.8%	-16.4%	7.5K	-543.9K	-11.5K	0.00	61.84	N/A	N/A	0	41	6
2020-02-07	$1056.00	$1500.00	126.5%	43.0%	81.9%	55.4%	149.9%	-15.1%	-19.1%	7.2K	-574.6K	-11.5K	0.04	25.31	N/A	N/A	0	42	6
2020-02-10	$1074.00	$1500.00	102.3%	41.3%	82.0%	35.7%	144.7%	-18.3%	-12.9%	7.4K	-617.6K	-11.8K	0.03	61.87	N/A	N/A	0	42	6
2020-02-11	$1128.00	$1500.00	85.4%	39.4%	83.5%	21.9%	138.0%	-7.9%	-23.9%	8.8K	-677.7K	-12.2K	0.05	25.63	N/A	N/A	1	42	6
2020-02-12	$1104.00	$1500.00	138.2%	39.6%	76.7%	64.8%	139.2%	-11.2%	-18.3%	7.8K	-605.9K	-11.9K	0.19	20.30	N/A	N/A	0	42	6
2020-02-13	$1038.00	$1500.00	148.5%	42.6%	77.8%	73.2%	0.0%	-7.8%	-20.1%	7.1K	-465.6K	-10.4K	0.00	19.04	N/A	N/A	0	42	6
2020-02-14	$1056.00	$1500.00	144.0%	41.3%	76.7%	69.5%	0.0%	-11.2%	-22.9%	7.3K	-511.4K	-10.8K	0.09	56.91	N/A	N/A	0	42	6
2020-02-18	$1050.00	$1500.00	170.3%	48.8%	67.7%	90.9%	0.0%	-14.3%	-40.0%	7.3K	-575.1K	-11.4K	0.38	60.86	N/A	N/A	1	42	6
2020-02-19	$1146.00	$1500.00	151.0%	43.3%	75.4%	75.2%	151.0%	-4.5%	-33.5%	8.3K	-735.8K	-12.7K	0.39	62.58	N/A	N/A	0	43	6
2020-02-20	$1128.00	$1500.00	148.0%	42.4%	73.1%	72.8%	148.9%	-9.3%	-15.0%	8.3K	-881.0K	-13.3K	0.32	58.07	N/A	N/A	1	44	6
2020-02-21	$1128.00	$1500.00	170.2%	48.8%	64.6%	90.7%	170.8%	-21.6%	-27.7%	8.3K	-916.4K	-13.2K	0.01	54.56	N/A	N/A	1	44	6
2020-02-24	$996.00	$1500.00	155.7%	44.6%	76.2%	79.0%	0.0%	-22.2%	-2.1%	7.0K	-801.9K	-11.2K	0.02	57.41	N/A	N/A	1	37	5
2020-02-25	$954.00	$1500.00	156.3%	44.8%	76.7%	79.5%	0.0%	-11.3%	-41.9%	5.9K	-716.5K	-10.3K	0.03	37.83	N/A	N/A	1	38	5
2020-02-26	$972.00	$1500.00	196.5%	56.3%	77.1%	100.0%	0.0%	-13.1%	-65.4%	6.2K	-745.6K	-11.0K	0.31	66.58	N/A	N/A	1	38	5
2020-02-27	$888.00	$1500.00	121.0%	34.7%	82.9%	45.4%	0.0%	-6.3%	-25.3%	5.6K	-586.1K	-9.5K	0.17	18.68	N/A	N/A	1	39	5
2020-02-28	$828.00	$1500.00	146.4%	42.0%	84.2%	63.7%	0.0%	-6.5%	-30.1%	4.9K	-582.9K	-9.0K	0.03	80.84	N/A	N/A	1	39	5