WATT Options History — October 2020

In October 2020, WATT traded between $1332.00 and $1734.00. ATM implied volatility averaged 142.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 84.4% (HV 20d: 57.6%). Max pain ranged from $1500.00 to $1800.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.96.

Notable Days

  • 2020-10-13: Highest Volume — 8 contracts
  • 2020-10-13: Largest IV spike — 88.1% change
  • 2020-10-13: Highest IV Rank — 51.0%
  • 2020-10-29: Largest Expected Move — 46.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1572.00$1332.00$1734.00$1734.00$1380.00
Max Pain$1527.27$1500.00$1800.00$1800.00$1500.00
ATM IV142.0%112.6%211.7%134.3%154.0%
Expected Move40.7%36.4%46.1%38.5%44.2%
HV 20d57.6%31.6%79.9%79.9%52.8%
HV 60d77.0%72.4%87.9%87.9%76.7%
IV Rank26.1%16.3%51.0%23.9%28.4%
IV Percentile39.8%15.1%90.9%33.3%53.2%
Term Structure1.2%-18.1%29.9%13.8%-10.9%
VWIV143.0%128.5%161.2%140.2%157.3%
Skew 25d-0.7%-23.1%19.1%5.1%-6.5%
Skew 10d50.9%-21.7%97.6%-8.6%78.1%
Call IV 25d145.7%127.8%170.0%145.6%170.0%
Put IV 25d145.0%133.7%166.7%150.8%163.5%
Bid-Ask Spread %30.7621.9241.8523.2129.65
Gamma HHI0.170.150.210.170.16
Net GEX14.0K8.4K22.3K22.3K10.5K
Net DEX-879.7K-1.6M-140.8K-1.6M-421.6K
Net VEX-11.7K-14.4K-8.7K-13.8K-9.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.043.330.190.98
Total Volume1.1360810
Total OI69.72766756870

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$1734.00$1800.00134.3%38.5%79.9%23.9%140.2%5.1%13.8%22.3K-1.6M-13.8K0.1923.21N/AN/A105216
2020-10-02$1668.00$1800.00127.0%36.4%72.4%21.3%128.5%15.0%13.5%21.6K-1.5M-14.4K0.3436.37N/AN/A105316
2020-10-05$1710.00$1500.00135.6%41.7%72.8%24.3%140.8%-12.2%-5.0%22.1K-1.5M-13.8K1.9533.38N/AN/A015316
2020-10-06$1686.00$1500.00137.6%40.5%72.8%25.0%141.9%-9.6%0.8%20.0K-1.4M-13.2K2.3429.97N/AN/A015317
2020-10-07$1704.00$1500.00135.5%39.8%72.2%24.3%136.7%-2.0%-7.0%18.7K-1.4M-14.1K2.8434.90N/AN/A015318
2020-10-08$1734.00$1500.00131.4%40.2%72.5%22.9%136.5%4.6%17.5%17.2K-1.3M-13.3K0.7839.49N/AN/A005318
2020-10-09$1728.00$1500.00114.7%39.8%72.0%17.0%134.2%6.5%17.3%16.8K-1.4M-13.4K3.3339.09N/AN/A015318
2020-10-12$1674.00$1500.00112.6%38.5%70.7%16.3%133.4%-0.1%-2.6%10.0K-818.0K-11.1K1.9735.39N/AN/A115319
2020-10-13$1620.00$1500.00211.7%39.8%67.4%51.0%151.1%-23.1%29.9%12.7K-791.1K-11.6K0.1825.31N/AN/A715319
2020-10-14$1596.00$1500.00146.1%41.9%61.6%28.0%150.0%-13.5%2.8%13.7K-902.9K-12.7K0.0437.51N/AN/A205619
2020-10-15$1554.00$1500.00147.2%42.2%62.0%28.4%149.3%-4.2%-3.4%10.4K-680.9K-12.0K0.6126.03N/AN/A105619
2020-10-16$1530.00$1500.00149.9%43.0%56.4%29.4%148.4%-2.0%-16.2%12.2K-733.4K-12.1K0.8641.85N/AN/A115619
2020-10-19$1518.00$1500.00149.1%42.7%53.0%29.1%144.1%-2.7%-7.2%10.0K-611.6K-10.5K0.1624.26N/AN/A104917
2020-10-20$1500.00$1500.00134.4%38.5%53.0%23.9%136.2%-5.6%8.0%11.3K-631.7K-10.7K0.5525.49N/AN/A105017
2020-10-21$1500.00$1500.00141.2%40.5%41.3%26.3%139.8%19.1%-7.5%10.8K-510.2K-10.0K0.3236.96N/AN/A105017
2020-10-22$1500.00$1500.00138.8%39.8%40.9%25.4%144.4%11.1%-6.9%11.8K-607.8K-10.5K1.4527.58N/AN/A005017
2020-10-23$1530.00$1500.00140.1%40.2%36.8%25.9%140.0%1.9%10.5%12.9K-774.6K-11.0K0.2026.93N/AN/A005017
2020-10-26$1488.00$1500.00139.7%40.1%32.4%25.8%143.5%5.2%-2.1%11.9K-629.3K-10.6K0.2327.42N/AN/A005017
2020-10-27$1452.00$1500.00138.4%39.7%31.6%22.7%140.1%-2.9%4.2%11.3K-530.2K-10.0K0.8927.70N/AN/A005117
2020-10-28$1332.00$1500.00143.2%41.0%39.5%24.4%149.3%-10.6%-4.2%8.4K-140.8K-8.7K0.7621.92N/AN/A005117
2020-10-29$1446.00$1500.00161.0%46.1%52.2%30.9%161.2%10.0%-18.1%11.0K-496.5K-9.8K0.1826.37N/AN/A105118
2020-10-30$1380.00$1500.00154.0%44.2%52.8%28.4%157.3%-6.5%-10.9%10.5K-421.6K-9.8K0.9829.65N/AN/A005218