WATT Options History — July 2021

In July 2021, WATT traded between $1368.00 and $1668.00. ATM implied volatility averaged 111.4%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded above realized volatility by 49.0% (HV 20d: 62.4%). Max pain ranged from $1500.00 to $1800.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2021-07-14: Highest Volume — 69 contracts
  • 2021-07-14: Largest IV spike — 71.7% change
  • 2021-07-28: Highest IV Rank — 24.0%
  • 2021-07-28: Largest Expected Move — 39.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1485.14$1368.00$1668.00$1668.00$1536.00
Max Pain$1614.29$1500.00$1800.00$1800.00$1500.00
ATM IV111.4%76.9%136.6%94.4%118.8%
Expected Move33.7%27.1%39.2%27.1%34.1%
HV 20d62.4%50.8%75.5%75.5%65.9%
HV 60d73.8%72.6%76.3%74.9%73.6%
IV Rank12.7%0.0%24.0%2.7%16.8%
IV Percentile21.5%0.0%46.0%3.6%28.6%
Term Structure-1.4%-12.0%24.4%24.4%1.1%
VWIV120.3%91.8%140.0%91.8%118.7%
Skew 25d-13.2%-40.4%12.9%-26.2%-7.9%
Skew 10d-34.7%-73.8%22.3%-73.8%20.1%
Call IV 25d128.1%86.2%148.3%111.6%130.6%
Put IV 25d114.9%85.3%135.2%85.4%122.7%
Bid-Ask Spread %13.8610.4718.7713.8210.63
Gamma HHI0.170.140.250.160.17
Net GEX26.8K3.3K43.2K43.2K33.9K
Net DEX-1.8M-2.7M-769.3K-2.7M-2.3M
Net VEX-24.6K-28.4K-21.0K-28.4K-26.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.060.770.080.10
Total Volume6.476169112
Total OI104.819812598109

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$1668.00$1800.0094.4%27.1%75.5%2.7%91.8%-26.2%24.4%43.2K-2.7M-28.4K0.0813.82N/AN/A107622
2021-07-02$1662.00$1800.0095.9%27.5%75.5%3.3%98.9%-0.9%12.1%39.9K-2.5M-27.2K0.2513.19N/AN/A217622
2021-07-06$1638.00$1800.0094.8%30.8%71.0%2.9%111.5%-18.2%-5.1%34.5K-2.2M-25.7K0.3717.00N/AN/A107523
2021-07-07$1536.00$1800.0084.4%30.8%74.0%0.0%116.9%-16.3%2.6%22.9K-1.7M-24.8K0.1418.15N/AN/A307623
2021-07-08$1482.00$1800.0084.5%31.8%61.5%0.0%110.9%-15.4%0.3%14.8K-1.3M-22.5K0.5818.72N/AN/A217623
2021-07-09$1572.00$1800.0090.1%32.0%50.8%2.3%115.2%-13.9%0.0%23.7K-1.9M-25.1K0.3212.83N/AN/A207724
2021-07-12$1488.00$1800.0095.3%30.0%52.4%4.5%112.4%-15.1%4.0%8.5K-1.2M-22.7K0.2818.77N/AN/A317724
2021-07-13$1404.00$1800.0076.9%32.0%55.2%0.0%124.2%-40.4%-0.1%3.3K-769.3K-21.0K0.3912.73N/AN/A117825
2021-07-14$1464.00$1500.00132.1%37.9%58.3%22.2%131.8%-17.9%-11.1%20.7K-1.4M-22.5K0.0615.12N/AN/A6547925
2021-07-15$1512.00$1500.00136.6%39.2%59.9%24.0%135.3%-8.7%-11.5%31.0K-2.3M-25.3K0.0716.05N/AN/A609627
2021-07-16$1434.00$1500.00124.1%35.6%62.0%18.9%123.2%-11.8%-7.7%30.3K-1.5M-24.3K0.1616.41N/AN/A209926
2021-07-19$1398.00$1500.00121.8%34.9%61.1%18.0%131.2%-25.6%2.1%30.0K-2.0M-24.0K0.2611.83N/AN/A317622
2021-07-20$1458.00$1500.00126.8%36.3%63.7%20.0%127.7%12.9%-2.3%30.8K-2.1M-24.5K0.7710.47N/AN/A227722
2021-07-21$1494.00$1500.00118.9%34.1%64.6%16.9%119.5%1.9%3.7%30.8K-2.2M-25.3K0.4611.50N/AN/A217824
2021-07-22$1452.00$1500.00112.8%32.3%59.2%14.4%114.3%-3.6%0.2%28.1K-1.9M-24.5K0.3912.55N/AN/A317925
2021-07-23$1410.00$1500.00115.3%33.0%59.6%15.4%118.8%-13.9%-4.7%28.1K-1.6M-24.2K0.4113.17N/AN/A318126
2021-07-26$1368.00$1500.00126.8%36.4%60.0%20.0%131.8%-10.8%-9.7%26.1K-1.5M-23.4K0.1510.98N/AN/A108126
2021-07-27$1374.00$1500.00129.3%37.1%58.8%21.0%128.5%-31.7%-12.0%26.6K-1.5M-24.2K0.4111.60N/AN/A118127
2021-07-28$1374.00$1500.00136.6%39.2%58.6%24.0%140.0%-20.7%-9.3%25.9K-1.5M-24.4K0.2612.10N/AN/A108227
2021-07-29$1464.00$1500.00124.1%35.6%63.7%19.0%124.6%6.6%-5.5%29.2K-1.9M-25.4K0.1813.36N/AN/A418227
2021-07-30$1536.00$1500.00118.8%34.1%65.9%16.8%118.7%-7.9%1.1%33.9K-2.3M-26.8K0.1010.63N/AN/A1118227