WATT Options History — February 2022

In February 2022, WATT traded between $636.00 and $762.00. ATM implied volatility averaged 129.5%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded above realized volatility by 58.6% (HV 20d: 70.9%). Max pain ranged from $600.00 to $900.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.48.

Notable Days

2022-02-01: Highest Volume — 6 contracts
2022-02-07: Largest IV drop — 26.3% change
2022-02-22: Highest IV Rank — 66.7%
2022-02-22: Largest Expected Move — 45.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$696.00	$636.00	$762.00	$726.00	$684.00
Max Pain	$631.58	$600.00	$900.00	$900.00	$600.00
ATM IV	129.5%	97.4%	157.5%	111.3%	102.1%
Expected Move	36.6%	29.3%	45.2%	31.9%	29.3%
HV 20d	70.9%	62.7%	81.4%	64.4%	77.3%
HV 60d	64.9%	62.7%	66.8%	63.0%	66.4%
IV Rank	28.4%	8.2%	66.7%	13.8%	21.3%
IV Percentile	71.0%	17.9%	95.6%	49.6%	29.4%
Term Structure	-13.0%	-50.1%	21.6%	-19.6%	3.3%
VWIV	129.3%	90.6%	169.5%	136.6%	94.3%
Skew 25d	11.0%	-55.5%	105.3%	50.5%	10.2%
Skew 10d	36.5%	-41.9%	130.5%	63.3%	53.7%
Call IV 25d	126.2%	78.0%	254.5%	78.0%	80.6%
Put IV 25d	137.2%	67.4%	279.6%	128.5%	90.8%
Bid-Ask Spread %	48.93	22.44	94.56	32.95	31.04
Gamma HHI	0.23	0.20	0.25	0.20	0.22
Net GEX	7.3K	5.2K	10.8K	7.1K	10.8K
Net DEX	-454.7K	-644.7K	-230.1K	-501.3K	-644.7K
Net VEX	-8.3K	-9.0K	-7.3K	-8.7K	-8.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.08	1.08	0.08	1.08
Total Volume	2.632	1	6	6	2
Total OI	55.737	47	62	51	52

Daily Data (19 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
2022-02-01	$726.00	$900.00	111.3%	31.9%	64.4%	13.8%	136.6%	50.5%	-19.6%	7.1K	-501.3K	-8.7K	0.08	32.95	N/A	N/A	6	0	39	12
2022-02-02	$696.00	$900.00	137.2%	39.3%	65.6%	24.2%	169.5%	-55.5%	-5.7%	5.9K	-531.0K	-8.8K	0.12	36.55	N/A	N/A	4	1	44	13
2022-02-03	$660.00	$600.00	149.9%	30.3%	62.7%	29.3%	100.6%	81.4%	21.6%	7.5K	-494.9K	-8.9K	0.11	64.43	N/A	N/A	5	0	44	12
2022-02-04	$690.00	$600.00	132.1%	32.9%	64.7%	22.2%	118.0%	-7.0%	2.2%	5.6K	-365.9K	-7.7K	0.45	69.53	N/A	N/A	1	1	45	12
2022-02-07	$672.00	$600.00	97.4%	34.6%	63.9%	8.2%	118.5%	-41.4%	-9.4%	7.1K	-310.2K	-8.0K	0.41	74.20	N/A	N/A	1	0	45	12
2022-02-08	$690.00	$600.00	116.1%	34.1%	64.4%	15.7%	117.0%	16.2%	-14.2%	7.7K	-288.7K	-7.9K	0.66	44.64	N/A	N/A	1	0	45	12
2022-02-09	$726.00	$600.00	122.6%	35.2%	66.6%	18.4%	112.4%	12.7%	-1.1%	8.6K	-397.7K	-8.6K	0.78	44.30	N/A	N/A	1	1	45	12
2022-02-10	$714.00	$600.00	143.6%	41.2%	66.8%	26.8%	127.1%	36.6%	-43.8%	7.1K	-380.2K	-8.5K	0.48	94.56	N/A	N/A	1	1	46	13
2022-02-11	$702.00	$600.00	120.9%	34.7%	65.5%	17.7%	114.5%	16.7%	10.0%	9.1K	-508.2K	-8.7K	0.79	40.60	N/A	N/A	1	1	46	13
2022-02-14	$690.00	$600.00	129.5%	37.1%	65.5%	21.1%	128.4%	11.6%	-25.1%	6.2K	-479.8K	-7.6K	0.83	65.10	N/A	N/A	1	1	46	13
2022-02-15	$762.00	$600.00	136.9%	39.2%	74.2%	24.1%	138.2%	-4.2%	-25.8%	7.3K	-408.2K	-8.9K	0.13	36.38	N/A	N/A	4	1	46	13
2022-02-16	$756.00	$600.00	139.5%	40.0%	72.2%	25.1%	143.8%	-22.1%	-19.1%	9.3K	-515.4K	-9.0K	0.21	31.86	N/A	N/A	2	0	49	12
2022-02-17	$702.00	$600.00	140.9%	40.4%	77.6%	25.7%	138.7%	19.9%	0.0%	8.7K	-528.2K	-8.9K	0.42	22.44	N/A	N/A	1	0	50	12
2022-02-18	$684.00	$600.00	144.5%	41.4%	77.0%	56.0%	146.0%	3.4%	-22.6%	5.2K	-230.1K	-7.3K	0.62	26.71	N/A	N/A	1	1	50	12
2022-02-22	$678.00	$600.00	157.5%	45.2%	77.0%	66.7%	155.5%	13.4%	-50.1%	5.2K	-566.0K	-8.1K	0.50	25.77	N/A	N/A	1	1	38	9
2022-02-23	$636.00	$600.00	130.4%	37.4%	80.6%	44.3%	140.0%	-23.7%	-6.0%	7.2K	-456.4K	-7.8K	0.83	56.06	N/A	N/A	1	1	39	9
2022-02-24	$660.00	$600.00	142.0%	40.7%	81.4%	53.9%	167.1%	-14.7%	-48.8%	7.5K	-528.7K	-7.9K	0.51	86.69	N/A	N/A	1	1	39	10
2022-02-25	$696.00	$600.00	106.1%	30.4%	79.2%	24.7%	90.6%	105.3%	19.5%	5.3K	-503.4K	-8.0K	0.21	45.90	N/A	N/A	3	1	40	10
2022-02-28	$684.00	$600.00	102.1%	29.3%	77.3%	21.3%	94.3%	10.2%	3.3%	10.8K	-644.7K	-8.2K	1.08	31.04	N/A	N/A	1	1	42	10