WATT Options History — November 2021

In November 2021, WATT traded between $900.00 and $1242.00. ATM implied volatility averaged 138.0%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 69.7% (HV 20d: 68.3%). Max pain ranged from $900.00 to $1200.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2021-11-05: Highest Volume — 17 contracts
  • 2021-11-30: Largest IV spike — 24.4% change
  • 2021-11-08: Highest IV Rank — 47.3%
  • 2021-11-01: Largest Expected Move — 46.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1091.71$900.00$1242.00$1230.00$900.00
Max Pain$1157.14$900.00$1200.00$1200.00$900.00
ATM IV138.0%101.8%194.8%161.0%146.0%
Expected Move37.6%29.2%46.2%46.2%41.9%
HV 20d68.3%51.2%78.6%77.2%56.6%
HV 60d59.0%56.8%62.2%59.5%62.2%
IV Rank24.5%10.0%47.3%33.8%27.8%
IV Percentile64.7%24.6%95.6%82.5%74.6%
Term Structure-6.7%-28.9%23.1%-28.9%-2.4%
VWIV134.7%110.6%172.5%172.5%150.7%
Skew 25d-11.6%-44.4%36.2%-8.1%-44.4%
Skew 10d5.4%-68.8%58.2%58.2%-4.3%
Call IV 25d138.8%69.5%175.3%173.5%167.6%
Put IV 25d127.2%103.6%165.3%165.3%123.3%
Bid-Ask Spread %19.5510.5226.9715.5519.52
Gamma HHI0.220.170.260.210.24
Net GEX23.7K9.3K42.5K29.6K13.6K
Net DEX-674.9K-2.4M556.6K-1.5M-117.3K
Net VEX-16.4K-21.2K-11.7K-20.7K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.131.380.210.63
Total Volume6.524317105
Total OI120.3339013712299

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$1230.00$1200.00161.0%46.2%77.2%33.8%172.5%-8.1%-28.9%29.6K-1.5M-20.7K0.2115.55N/AN/A829032
2021-11-02$1206.00$1200.00160.1%45.9%77.5%33.4%164.6%-6.8%-24.2%31.3K-1.4M-20.4K0.5415.21N/AN/A219232
2021-11-03$1206.00$1200.00157.4%45.1%77.0%32.3%167.2%-22.9%-26.0%30.4K-1.3M-19.9K0.4114.34N/AN/A419132
2021-11-04$1176.00$1200.00156.0%37.4%77.5%31.8%129.3%-0.2%-11.8%30.2K-1.1M-19.6K1.0621.20N/AN/A229332
2021-11-05$1218.00$1200.00167.2%38.4%78.6%36.3%139.2%-13.3%-0.4%33.1K-2.0M-20.0K0.1526.97N/AN/A1529332
2021-11-08$1242.00$1200.00194.8%40.8%78.4%47.3%141.2%-2.6%-15.9%42.5K-2.4M-21.2K0.3019.37N/AN/A829833
2021-11-09$1200.00$1200.00171.2%39.4%78.5%37.9%140.2%-7.5%-13.7%38.1K-1.5M-19.4K0.6219.39N/AN/A329933
2021-11-10$1152.00$1200.00141.3%40.5%77.0%25.9%139.4%-1.0%-12.1%34.7K-1.3M-19.1K0.9824.91N/AN/A229933
2021-11-11$1182.00$1200.00142.1%40.7%77.8%26.2%144.6%-11.4%-19.0%37.4K-1.5M-19.3K0.6217.83N/AN/A429933
2021-11-12$1140.00$1200.00129.5%37.1%76.7%21.1%123.7%-15.3%-13.3%32.1K-784.3K-17.8K1.1723.96N/AN/A3410134
2021-11-15$1140.00$1200.00124.2%35.6%76.5%19.0%121.7%-3.6%-7.1%28.9K-498.0K-16.4K1.3826.86N/AN/A2210133
2021-11-16$1122.00$1200.00108.8%31.2%62.0%12.8%110.6%-8.8%12.7%24.6K-167.4K-15.9K1.3710.52N/AN/A2310233
2021-11-17$1110.00$1200.00117.6%33.7%51.2%16.3%121.3%-10.4%5.7%13.9K466.5K-14.9K1.2314.81N/AN/A3310234
2021-11-18$1032.00$1200.00112.8%32.3%56.7%14.4%116.7%-27.0%-6.8%11.8K556.6K-13.8K0.7723.40N/AN/A4310333
2021-11-19$1020.00$1200.00101.8%29.2%53.7%10.0%115.7%-28.8%23.1%12.2K508.3K-13.7K1.0924.19N/AN/A3310433
2021-11-22$924.00$1200.00126.0%36.1%60.7%19.7%125.0%-4.8%-9.6%9.3K-33.8K-12.0K0.4113.59N/AN/A526822
2021-11-23$942.00$1200.00127.5%36.5%60.7%20.3%125.5%-9.1%-2.6%9.9K20.9K-11.7K0.5612.95N/AN/A327123
2021-11-24$930.00$1200.00114.2%32.8%60.1%15.0%119.1%-24.3%4.5%10.4K25.2K-11.8K0.5920.57N/AN/A327223
2021-11-26$906.00$900.00121.6%34.9%58.9%18.0%117.8%36.2%0.3%11.0K-19.2K-11.7K0.7719.39N/AN/A227223
2021-11-29$948.00$900.00117.4%33.6%60.9%16.2%142.9%-29.7%6.2%12.4K-102.7K-12.3K0.1325.94N/AN/A1117223
2021-11-30$900.00$900.00146.0%41.9%56.6%27.8%150.7%-44.4%-2.4%13.6K-117.3K-11.8K0.6319.52N/AN/A327623