WATT Options History — June 2021

In June 2021, WATT traded between $1650.00 and $1998.00. ATM implied volatility averaged 115.2%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 37.3% (HV 20d: 77.9%). 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 14 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-06-09: Highest Volume — 39 contracts
  • 2021-06-09: Largest IV spike — 43.0% change
  • 2021-06-09: Highest IV Rank — 31.4%
  • 2021-06-09: Largest Expected Move — 46.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1740.00$1650.00$1998.00$1692.00$1728.00
Max Pain$1704.55$1500.00$1800.00$1500.00$1800.00
ATM IV115.2%91.6%162.6%100.6%110.7%
Expected Move33.0%26.3%46.6%28.8%31.7%
HV 20d77.9%72.2%88.5%86.8%74.5%
HV 60d80.2%74.3%87.0%86.0%74.8%
IV Rank11.5%1.5%31.4%5.3%9.6%
IV Percentile18.7%2.0%65.5%5.6%17.9%
Term Structure4.7%-21.1%20.1%-1.9%1.6%
VWIV120.5%87.1%166.8%87.1%111.2%
Skew 25d-27.5%-63.1%22.5%22.5%-13.5%
Skew 10d-50.6%-112.4%19.4%15.6%-26.8%
Call IV 25d130.4%68.3%183.8%74.3%111.1%
Put IV 25d102.8%84.1%141.2%96.8%97.6%
Bid-Ask Spread %22.948.9554.9018.578.95
Gamma HHI0.140.130.160.140.14
Net GEX46.4K33.9K61.6K36.2K47.6K
Net DEX-3.5M-5.6M-2.6M-2.8M-3.3M
Net VEX-30.6K-34.8K-26.5K-27.5K-30.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.021.270.140.12
Total Volume4.22713911
Total OI94.955801108098

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$1692.00$1500.00100.6%28.8%86.8%5.3%87.1%22.5%-1.9%36.2K-2.8M-27.5K0.1418.57N/AN/A106218
2021-06-02$1680.00$1500.0091.6%26.3%86.7%1.5%90.4%15.8%10.5%36.3K-2.6M-26.5K0.5028.59N/AN/A106218
2021-06-03$1692.00$1500.0098.1%30.5%82.2%4.3%105.2%-19.5%3.5%37.8K-2.9M-28.0K0.0316.40N/AN/A206318
2021-06-04$1680.00$1500.00109.3%29.7%77.6%9.0%114.5%-25.8%12.5%37.8K-2.9M-27.8K0.0429.18N/AN/A506318
2021-06-07$1800.00$1500.00108.4%31.3%79.1%8.6%109.5%1.1%-0.4%47.4K-3.7M-30.7K0.0754.90N/AN/A206518
2021-06-08$1800.00$1500.00113.7%31.8%74.2%10.8%108.2%-19.0%-2.2%49.3K-3.6M-30.0K0.0628.99N/AN/A106619
2021-06-09$1998.00$1500.00162.6%46.6%81.0%31.4%166.8%-42.6%-21.1%46.1K-5.6M-34.8K0.0916.19N/AN/A3636619
2021-06-10$1758.00$1800.00135.4%38.8%88.5%19.9%137.9%-55.9%-0.5%54.0K-4.2M-33.3K0.3927.85N/AN/A528321
2021-06-11$1800.00$1800.00132.5%38.0%84.6%18.7%139.3%-55.1%3.9%60.5K-4.4M-34.3K0.0618.51N/AN/A208323
2021-06-14$1770.00$1800.00128.6%36.9%77.4%17.1%149.2%-58.8%1.4%61.6K-4.2M-33.5K0.0725.96N/AN/A208423
2021-06-15$1746.00$1800.00127.6%36.6%77.8%16.7%147.2%-47.3%1.2%55.3K-4.1M-33.3K0.1330.78N/AN/A108423
2021-06-16$1758.00$1800.00121.9%34.9%75.5%14.3%117.7%-51.8%14.0%55.2K-3.6M-30.9K0.1034.76N/AN/A108424
2021-06-17$1734.00$1800.00140.1%40.2%73.5%21.9%151.0%-40.1%-9.5%53.4K-3.7M-31.8K0.0230.58N/AN/A808424
2021-06-18$1662.00$1800.00134.9%38.7%75.3%19.8%124.3%-63.1%-5.2%35.6K-2.9M-30.0K0.4924.14N/AN/A218624
2021-06-21$1650.00$1800.00106.7%30.6%74.6%7.9%130.0%-48.1%18.2%33.9K-3.0M-29.6K0.1013.42N/AN/A307121
2021-06-22$1650.00$1800.00111.7%32.0%72.2%10.0%116.5%-34.8%-3.0%36.0K-3.0M-29.7K0.1115.39N/AN/A207221
2021-06-23$1764.00$1800.00100.6%28.8%75.6%5.3%106.6%-5.2%11.2%44.9K-3.6M-31.1K0.3813.80N/AN/A317321
2021-06-24$1740.00$1800.00102.3%29.3%73.6%6.0%110.8%-15.6%17.1%46.8K-3.4M-30.4K0.2213.78N/AN/A107521
2021-06-25$1716.00$1800.0096.8%27.8%73.8%3.7%101.4%-12.7%19.1%49.7K-3.4M-30.5K0.6725.27N/AN/A117521
2021-06-28$1758.00$1800.00103.9%29.8%74.0%6.7%112.7%-21.1%12.6%48.7K-3.5M-30.2K0.6418.21N/AN/A117522
2021-06-29$1704.00$1800.0096.7%27.7%74.4%3.7%114.1%-15.5%20.1%46.9K-3.1M-29.7K1.2710.39N/AN/A127622
2021-06-30$1728.00$1800.00110.7%31.7%74.5%9.6%111.2%-13.5%1.6%47.6K-3.3M-30.1K0.128.95N/AN/A107622