WATT Options History — December 2021

In December 2021, WATT traded between $732.00 and $942.00. ATM implied volatility averaged 129.7%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 35.9%. IV traded above realized volatility by 64.7% (HV 20d: 65.0%). Max pain ranged from $900.00 to $1500.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.36.

Notable Days

2021-12-20: Highest Volume — 8 contracts
2021-12-13: Largest IV spike — 23.9% change
2021-12-14: Highest IV Rank — 32.1%
2021-12-03: Largest Expected Move — 40.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$820.64	$732.00	$942.00	$876.00	$756.00
Max Pain	$1309.09	$900.00	$1500.00	$900.00	$1200.00
ATM IV	129.7%	109.7%	156.7%	132.0%	122.0%
Expected Move	35.9%	31.5%	40.3%	37.8%	35.0%
HV 20d	65.0%	56.7%	72.3%	56.7%	63.4%
HV 60d	64.8%	62.2%	66.4%	62.3%	66.3%
IV Rank	21.2%	13.2%	32.1%	22.1%	18.1%
IV Percentile	62.9%	42.5%	81.3%	66.3%	58.3%
Term Structure	0.8%	-18.9%	16.0%	-3.7%	-7.1%
VWIV	127.7%	110.9%	155.4%	155.4%	116.8%
Skew 25d	-10.6%	-51.4%	34.6%	-51.4%	-9.7%
Skew 10d	31.1%	-29.7%	76.4%	-25.2%	40.7%
Call IV 25d	123.8%	83.8%	168.9%	168.9%	111.6%
Put IV 25d	113.2%	71.4%	154.1%	117.5%	101.9%
Bid-Ask Spread %	12.89	7.54	21.89	21.89	9.19
Gamma HHI	0.23	0.17	0.29	0.23	0.26
Net GEX	9.4K	5.0K	16.3K	13.4K	7.4K
Net DEX	93.0K	-193.9K	323.2K	-143.7K	-98.3K
Net VEX	-10.0K	-12.2K	-8.6K	-11.9K	-8.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.36	0.37	2.58	0.72	1.18
Total Volume	3.591	2	8	4	2
Total OI	99.227	90	104	99	97

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-12-01	$876.00	$900.00	132.0%	37.8%	56.7%	22.1%	155.4%	-51.4%	-3.7%	13.4K	-143.7K	-11.9K	0.72	21.89	N/A	N/A	2	2	76	23
2021-12-02	$900.00	$900.00	124.0%	35.6%	58.5%	18.9%	132.4%	-50.2%	16.0%	14.0K	24.3K	-11.6K	1.34	21.69	N/A	N/A	1	2	77	24
2021-12-03	$852.00	$900.00	140.5%	40.3%	60.1%	25.6%	143.5%	13.1%	1.6%	12.3K	76.0K	-10.8K	1.26	19.60	N/A	N/A	1	2	77	24
2021-12-06	$846.00	$1500.00	126.4%	36.6%	57.2%	19.9%	142.7%	-18.3%	-6.7%	10.7K	121.7K	-10.7K	1.69	10.75	N/A	N/A	1	2	77	24
2021-12-07	$912.00	$1500.00	137.7%	35.9%	64.9%	24.4%	125.4%	6.7%	-2.5%	13.4K	-71.3K	-10.6K	1.10	13.24	N/A	N/A	2	2	77	24
2021-12-08	$942.00	$1500.00	155.0%	37.5%	66.6%	31.4%	125.3%	-26.5%	-3.3%	16.3K	-193.9K	-12.2K	1.73	12.03	N/A	N/A	1	2	78	24
2021-12-09	$888.00	$1500.00	142.0%	33.6%	68.0%	26.1%	118.3%	-36.7%	3.3%	13.3K	-66.8K	-11.0K	1.89	14.06	N/A	N/A	1	2	78	24
2021-12-10	$840.00	$1500.00	124.6%	38.4%	68.0%	19.2%	123.3%	-50.7%	-10.3%	10.7K	46.8K	-10.9K	1.60	15.03	N/A	N/A	1	2	78	24
2021-12-13	$834.00	$1500.00	154.4%	37.7%	67.6%	31.1%	133.2%	4.8%	-11.1%	9.5K	152.8K	-10.1K	1.22	13.67	N/A	N/A	2	2	78	25
2021-12-14	$804.00	$1500.00	156.7%	38.3%	67.8%	32.1%	137.2%	-47.6%	0.7%	7.0K	151.2K	-9.7K	1.40	7.91	N/A	N/A	2	2	78	25
2021-12-15	$840.00	$1500.00	127.5%	36.5%	71.2%	20.3%	123.9%	19.6%	10.8%	9.9K	230.5K	-9.6K	2.58	11.55	N/A	N/A	1	2	79	25
2021-12-16	$798.00	$1500.00	113.6%	32.6%	72.3%	14.7%	131.2%	-13.6%	12.6%	6.8K	250.2K	-9.4K	2.35	10.81	N/A	N/A	1	2	79	25
2021-12-17	$810.00	$1500.00	111.5%	32.0%	70.0%	13.9%	110.9%	-34.7%	14.0%	5.6K	323.2K	-9.4K	1.57	16.15	N/A	N/A	2	3	79	25
2021-12-20	$786.00	$1500.00	121.4%	34.8%	70.2%	17.9%	121.5%	7.4%	5.2%	5.0K	166.7K	-8.7K	0.37	10.47	N/A	N/A	6	2	68	22
2021-12-21	$786.00	$1200.00	123.5%	35.4%	62.6%	18.7%	124.5%	-12.1%	-11.6%	7.8K	123.7K	-9.6K	0.95	12.43	N/A	N/A	2	2	72	22
2021-12-22	$780.00	$1200.00	125.6%	36.0%	61.7%	19.5%	142.4%	7.7%	13.4%	8.1K	72.4K	-9.6K	1.12	10.96	N/A	N/A	2	2	72	22
2021-12-23	$810.00	$1200.00	119.0%	34.1%	63.9%	16.9%	120.8%	12.7%	-0.7%	8.2K	127.5K	-9.2K	1.57	13.01	N/A	N/A	1	2	73	22
2021-12-27	$756.00	$1200.00	112.0%	32.1%	67.4%	14.1%	116.6%	-30.7%	14.7%	7.4K	182.1K	-9.1K	1.35	7.54	N/A	N/A	1	2	73	23
2021-12-28	$744.00	$1200.00	135.8%	38.9%	64.2%	23.7%	122.6%	34.6%	-2.4%	6.8K	195.9K	-8.6K	1.07	11.72	N/A	N/A	1	2	73	23
2021-12-29	$732.00	$1200.00	137.4%	39.4%	62.5%	24.3%	125.4%	16.9%	4.4%	6.6K	161.7K	-8.9K	0.90	8.28	N/A	N/A	2	2	74	23
2021-12-30	$762.00	$1200.00	109.7%	31.5%	64.7%	13.2%	115.4%	25.6%	-18.9%	7.5K	214.3K	-9.0K	0.95	11.57	N/A	N/A	2	1	74	23
2021-12-31	$756.00	$1200.00	122.0%	35.0%	63.4%	18.1%	116.8%	-9.7%	-7.1%	7.4K	-98.3K	-8.6K	1.18	9.19	N/A	N/A	1	1	74	23