WATT Options History — October 2021

In October 2021, WATT traded between $1098.00 and $1350.00. ATM implied volatility averaged 107.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 48.5% (HV 20d: 58.7%). 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 9 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-10-19: Highest Volume — 39 contracts
  • 2021-10-19: Largest IV spike — 33.6% change
  • 2021-10-26: Highest IV Rank — 24.3%
  • 2021-10-26: Largest Expected Move — 39.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1205.71$1098.00$1350.00$1260.00$1158.00
Max Pain$1371.43$1200.00$1500.00$1200.00$1200.00
ATM IV107.2%78.1%137.5%89.8%133.1%
Expected Move31.4%24.9%39.4%25.7%38.1%
HV 20d58.7%46.0%74.0%50.1%74.0%
HV 60d56.1%51.1%61.1%56.8%59.9%
IV Rank12.2%0.5%24.3%5.2%22.6%
IV Percentile31.1%0.4%67.9%3.2%65.9%
Term Structure-1.6%-17.8%13.7%12.4%-15.9%
VWIV112.0%87.2%136.3%110.8%131.5%
Skew 25d-19.3%-49.4%10.4%-20.3%-49.4%
Skew 10d2.4%-46.3%46.1%10.1%-46.3%
Call IV 25d118.1%91.8%143.2%117.7%129.3%
Put IV 25d98.8%69.0%131.6%97.4%80.0%
Bid-Ask Spread %14.629.3429.6828.3512.04
Gamma HHI0.190.170.220.180.22
Net GEX19.0K12.3K26.3K18.6K24.6K
Net DEX-587.8K-1.3M-91.8K-545.6K-824.9K
Net VEX-16.5K-20.7K-13.2K-15.8K-19.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.030.950.110.91
Total Volume5.90513914
Total OI94.6198012180121

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$1260.00$1200.0089.8%25.7%50.1%5.2%110.8%-20.3%12.4%18.6K-545.6K-15.8K0.1128.35N/AN/A105921
2021-10-04$1236.00$1500.00105.6%30.0%50.3%11.5%107.2%-0.7%1.2%15.4K-322.9K-14.8K0.1212.74N/AN/A105921
2021-10-05$1230.00$1500.0091.9%30.4%50.2%6.0%107.1%-1.2%-4.8%15.5K-194.0K-13.9K0.0512.00N/AN/A205921
2021-10-06$1200.00$1500.0099.8%30.0%48.6%9.2%104.9%-8.0%-1.2%15.1K-222.7K-14.2K0.3714.01N/AN/A105921
2021-10-07$1200.00$1500.0094.5%30.3%47.2%7.1%99.1%-36.1%2.6%14.5K-271.5K-14.4K0.6612.46N/AN/A116021
2021-10-08$1200.00$1500.0078.1%29.3%46.0%0.5%102.6%-35.5%-0.3%13.3K-108.4K-13.4K0.0411.74N/AN/A105921
2021-10-11$1176.00$1500.0086.7%27.8%46.2%3.9%114.7%-43.6%7.5%12.3K-91.8K-13.2K0.2811.67N/AN/A105921
2021-10-12$1218.00$1500.00101.5%24.9%48.0%9.9%87.2%-42.8%9.7%14.1K-169.6K-13.7K0.5815.34N/AN/A216021
2021-10-13$1284.00$1500.00103.5%29.7%52.2%10.7%103.5%10.4%-4.3%17.4K-344.1K-14.5K0.0519.20N/AN/A406021
2021-10-14$1284.00$1500.00104.3%29.9%49.7%11.0%93.6%-18.6%-1.8%16.1K-629.7K-15.8K0.0322.28N/AN/A206122
2021-10-15$1218.00$1500.0095.5%27.4%51.0%7.5%92.1%-35.0%5.1%15.8K-483.2K-15.0K0.4329.68N/AN/A106622
2021-10-18$1200.00$1500.0095.5%27.4%46.8%7.5%94.9%-22.8%13.7%17.2K-431.7K-15.1K0.3711.63N/AN/A216321
2021-10-19$1350.00$1500.00127.6%36.6%62.9%20.3%130.0%-24.4%-17.0%22.9K-1.2M-18.2K0.2712.83N/AN/A3186322
2021-10-20$1218.00$1200.00108.6%31.1%72.9%12.7%115.3%-4.4%1.8%26.3K-1.1M-19.3K0.3412.01N/AN/A1247928
2021-10-21$1206.00$1200.00111.2%31.9%71.8%13.8%120.2%-5.7%-6.1%26.2K-1.3M-20.7K0.5311.91N/AN/A528329
2021-10-22$1140.00$1200.00109.7%31.4%73.2%13.2%112.9%-33.8%7.2%21.4K-725.1K-18.7K0.5611.55N/AN/A638429
2021-10-25$1182.00$1200.00127.3%36.5%73.2%20.2%136.3%-11.6%-15.3%26.3K-1.2M-20.2K0.2613.43N/AN/A928630
2021-10-26$1134.00$1200.00137.5%39.4%72.9%24.3%135.4%-3.3%-17.8%24.2K-914.6K-19.5K0.819.34N/AN/A438730
2021-10-27$1098.00$1200.00127.1%36.4%72.6%20.1%127.7%-12.2%-4.3%20.5K-614.5K-18.5K0.959.74N/AN/A228831
2021-10-28$1128.00$1200.00122.6%35.1%73.5%18.3%125.1%-5.3%-5.6%21.7K-657.1K-18.6K0.6213.11N/AN/A328831
2021-10-29$1158.00$1200.00133.1%38.1%74.0%22.6%131.5%-49.4%-15.9%24.6K-824.9K-19.0K0.9112.04N/AN/A228932