WATT Options History — September 2021

In September 2021, WATT traded between $1236.00 and $1488.00. ATM implied volatility averaged 100.5%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 52.8% (HV 20d: 47.7%). Max pain ranged from $1200.00 to $1500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-09-20: Highest Volume — 3 contracts
  • 2021-09-28: Largest IV spike — 14.6% change
  • 2021-09-13: Highest IV Rank — 12.2%
  • 2021-09-13: Largest Expected Move — 30.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1352.00$1236.00$1488.00$1464.00$1242.00
Max Pain$1300.00$1200.00$1500.00$1500.00$1200.00
ATM IV100.5%86.6%107.4%96.5%95.8%
Expected Move29.0%24.8%30.8%27.7%27.5%
HV 20d47.7%40.7%59.2%59.2%50.2%
HV 60d57.1%55.1%64.8%64.8%57.0%
IV Rank9.5%3.9%12.2%7.9%7.6%
IV Percentile16.6%1.6%26.2%9.9%9.5%
Term Structure6.7%-2.5%16.3%-1.4%13.6%
VWIV102.6%88.3%117.2%88.4%117.0%
Skew 25d-2.7%-21.9%31.1%-4.0%-20.2%
Skew 10d13.1%-37.7%125.6%-4.4%-4.3%
Call IV 25d98.4%67.4%116.3%71.7%116.1%
Put IV 25d95.7%67.7%107.9%67.7%95.9%
Bid-Ask Spread %21.6013.3440.8813.6323.92
Gamma HHI0.180.150.210.180.18
Net GEX21.4K14.8K30.3K25.6K18.1K
Net DEX-811.2K-1.5M-225.0K-1.4M-500.0K
Net VEX-18.3K-22.2K-15.6K-22.2K-15.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.020.660.260.13
Total Volume0.9520310
Total OI79.95273857980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$1464.00$1500.0096.5%27.7%59.2%7.9%88.4%-4.0%-1.4%25.6K-1.4M-22.2K0.2613.63N/AN/A105722
2021-09-02$1488.00$1200.0098.8%29.6%55.9%8.8%103.4%31.1%6.5%27.6K-1.5M-21.9K0.0640.88N/AN/A205823
2021-09-03$1470.00$1200.00103.0%30.0%49.2%10.5%105.6%-3.6%4.4%27.4K-1.4M-21.3K0.0727.68N/AN/A105823
2021-09-07$1470.00$1200.0099.0%29.3%44.6%8.9%111.1%-4.3%8.5%30.3K-1.5M-21.5K0.6216.12N/AN/A005923
2021-09-08$1404.00$1200.0099.7%28.6%46.9%9.1%103.4%-8.7%13.8%26.2K-1.1M-20.3K0.1331.32N/AN/A105923
2021-09-09$1440.00$1200.00105.0%30.1%47.9%11.3%107.4%-2.2%6.9%28.2K-1.2M-19.9K0.0219.33N/AN/A106023
2021-09-10$1386.00$1200.00107.1%30.7%49.4%12.1%117.2%-21.9%3.2%26.6K-1.1M-19.9K0.2527.58N/AN/A006023
2021-09-13$1380.00$1200.00107.4%30.8%44.5%12.2%112.0%-3.6%-1.0%24.4K-804.9K-19.0K0.0423.58N/AN/A106023
2021-09-14$1344.00$1200.0098.4%28.2%41.1%8.6%103.9%-12.3%2.8%21.5K-620.0K-18.6K0.5913.93N/AN/A006023
2021-09-15$1344.00$1200.00101.0%28.9%40.7%9.6%104.2%-17.7%6.6%17.9K-444.6K-17.8K0.5518.74N/AN/A106123
2021-09-16$1284.00$1200.00104.7%30.0%43.7%11.2%103.6%-17.1%4.5%16.0K-225.0K-16.6K0.2114.12N/AN/A106123
2021-09-17$1332.00$1200.00106.3%30.5%44.5%11.8%97.8%-11.0%12.1%17.1K-300.0K-17.0K0.0916.36N/AN/A106223
2021-09-20$1254.00$1200.0098.5%28.2%49.3%8.7%101.5%-2.2%12.9%14.8K-469.2K-15.6K0.4928.71N/AN/A215419
2021-09-21$1284.00$1200.0097.6%28.0%48.7%8.3%89.8%7.4%12.2%15.8K-591.5K-16.4K0.1219.17N/AN/A105420
2021-09-22$1302.00$1500.00103.8%29.8%45.5%10.8%100.8%15.9%5.2%17.7K-657.8K-17.0K0.3524.90N/AN/A105520
2021-09-23$1344.00$1500.00105.5%30.2%46.8%11.5%102.9%22.1%-2.5%19.3K-808.9K-17.3K0.0418.33N/AN/A105620
2021-09-24$1296.00$1500.0096.3%27.6%48.2%7.8%93.4%2.3%8.4%18.3K-709.8K-16.9K0.6621.26N/AN/A005620
2021-09-27$1344.00$1500.0086.6%24.8%47.0%3.9%88.3%7.7%16.3%20.1K-700.0K-16.9K0.0313.34N/AN/A305720
2021-09-28$1284.00$1500.0099.2%28.4%49.1%8.9%101.4%0.8%5.6%18.2K-546.6K-16.1K0.4221.84N/AN/A105721
2021-09-29$1236.00$1500.00101.0%28.9%50.0%9.7%100.6%-14.1%1.7%18.5K-502.7K-15.9K0.4018.79N/AN/A005921
2021-09-30$1242.00$1200.0095.8%27.5%50.2%7.6%117.0%-20.2%13.6%18.1K-500.0K-15.6K0.1323.92N/AN/A005921