WATT Options History — June 2020

In June 2020, WATT traded between $1128.00 and $1980.00. ATM implied volatility averaged 197.8%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 55.9%. IV traded above realized volatility by 28.9% (HV 20d: 168.9%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2020-06-17: Highest Volume — 22 contracts
  • 2020-06-09: Largest IV spike — 54.3% change
  • 2020-06-09: Highest IV Rank — 76.3%
  • 2020-06-17: Largest Expected Move — 68.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1467.27$1128.00$1980.00$1128.00$1692.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV197.8%135.0%282.0%154.3%186.3%
Expected Move55.9%38.7%68.7%44.2%53.4%
HV 20d168.9%61.7%216.8%77.4%216.8%
HV 60d258.9%243.2%266.8%246.6%263.7%
IV Rank47.6%26.2%76.3%32.7%43.6%
IV Percentile88.2%65.9%99.2%77.0%84.5%
Term Structure-0.6%-32.2%32.9%5.3%32.9%
VWIV205.3%169.3%257.3%169.3%192.5%
Skew 25d3.5%-58.8%60.4%7.3%9.9%
Skew 10d5.2%-95.2%69.5%47.2%-31.4%
Call IV 25d186.5%133.0%259.1%159.4%177.6%
Put IV 25d190.0%154.5%214.8%166.7%187.4%
Bid-Ask Spread %33.108.3060.698.3049.30
Gamma HHI0.250.200.420.230.21
Net GEX18.8K9.5K35.7K9.5K26.0K
Net DEX-2.4M-4.6M-738.1K-770.7K-3.4M
Net VEX-16.4K-21.3K-10.9K-11.2K-20.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.001.310.160.38
Total Volume3.90902201
Total OI64.22757775767

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$1128.00$1500.00154.3%44.2%77.4%32.7%0.0%7.3%5.3%9.5K-770.7K-11.2K0.168.30N/AN/A00498
2020-06-02$1146.00$1500.00174.6%50.1%74.5%39.7%0.0%-2.3%-16.5%9.9K-738.1K-10.9K0.2120.85N/AN/A00498
2020-06-03$1146.00$1500.00135.0%38.7%70.1%26.2%0.0%9.9%5.1%10.1K-814.2K-11.3K0.0010.82N/AN/A20498
2020-06-04$1164.00$1500.00159.6%50.4%61.7%34.5%169.3%1.8%-11.9%10.3K-819.3K-11.3K0.4021.27N/AN/A10498
2020-06-05$1338.00$1500.00187.6%48.9%73.7%44.1%171.0%17.0%12.4%18.1K-1.7M-14.3K0.1130.35N/AN/A30498
2020-06-08$1368.00$1500.00182.8%51.9%69.7%42.4%180.7%22.4%-9.1%20.9K-1.7M-13.9K0.0518.63N/AN/A10508
2020-06-09$1980.00$1500.00282.0%62.4%145.7%76.3%233.6%60.4%-32.2%18.9K-4.6M-20.3K0.0131.89N/AN/A190508
2020-06-10$1440.00$1500.00204.9%58.8%188.1%50.0%216.2%19.6%-10.9%24.3K-2.5M-16.2K0.1922.03N/AN/A51578
2020-06-11$1200.00$1500.00214.7%61.5%199.0%53.3%221.8%22.4%-1.4%11.5K-1.5M-13.5K0.3422.41N/AN/A10578
2020-06-12$1266.00$1500.00231.5%66.4%199.7%59.1%257.3%5.3%-24.2%11.7K-1.6M-14.3K0.0431.47N/AN/A30579
2020-06-15$1266.00$1500.00221.1%63.4%199.6%55.5%221.1%8.8%-8.6%12.4K-1.7M-14.1K0.0540.61N/AN/A10599
2020-06-16$1332.00$1500.00213.9%61.3%200.0%53.0%215.0%-22.1%-11.3%13.8K-1.7M-14.9K0.0138.60N/AN/A10609
2020-06-17$1650.00$1500.00239.7%68.7%213.0%61.8%248.2%26.9%-18.3%17.4K-4.1M-18.0K0.3419.05N/AN/A166609
2020-06-18$1560.00$1500.00204.1%58.5%213.2%49.7%218.4%-58.8%14.0%35.7K-3.3M-18.4K1.3144.80N/AN/A226511
2020-06-19$1464.00$1500.00209.6%60.1%215.0%51.6%211.3%-30.4%-10.6%16.7K-1.8M-16.6K1.2549.05N/AN/A226611
2020-06-22$1584.00$1500.00199.8%57.3%216.2%48.2%200.7%8.9%-2.0%18.7K-2.6M-18.4K0.0936.79N/AN/A614910
2020-06-23$1668.00$1500.00183.6%52.6%216.4%42.7%187.6%-1.5%16.4%24.5K-3.2M-20.2K0.1744.43N/AN/A415510
2020-06-24$1746.00$1500.00191.8%55.0%216.5%45.5%191.4%7.8%-2.8%26.0K-3.7M-21.3K0.4939.00N/AN/A115510
2020-06-25$1740.00$1500.00187.2%53.7%216.6%43.9%185.8%-15.0%23.9%26.2K-3.5M-21.3K0.4340.25N/AN/A115611
2020-06-26$1728.00$1500.00186.3%53.4%216.5%43.6%182.6%-5.3%19.1%26.4K-3.5M-20.9K0.2947.57N/AN/A105611
2020-06-29$1674.00$1500.00202.2%58.0%216.8%49.0%195.4%-15.5%18.5%25.6K-3.3M-20.0K0.3560.69N/AN/A005611
2020-06-30$1692.00$1500.00186.3%53.4%216.8%43.6%192.5%9.9%32.9%26.0K-3.4M-20.3K0.3849.30N/AN/A105611