WATT Options History — April 2022

In April 2022, WATT traded between $594.00 and $708.00. ATM implied volatility averaged 120.1%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded above realized volatility by 70.0% (HV 20d: 50.1%). Max pain ranged from $900.00 to $900.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-04-20: Highest Volume — 3 contracts
  • 2022-04-06: Largest IV spike — 43.9% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-14: Largest Expected Move — 38.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$648.30$594.00$708.00$708.00$606.00
Max Pain$900.00$900.00$900.00$900.00$900.00
ATM IV120.1%62.5%198.7%96.9%90.2%
Expected Move31.7%17.9%38.8%36.1%25.9%
HV 20d50.1%35.9%61.3%61.3%49.6%
HV 60d62.8%60.3%65.4%63.1%60.3%
IV Rank38.6%0.0%100.0%18.8%20.3%
IV Percentile52.9%0.0%100.0%19.8%9.5%
Term Structure-4.7%-48.9%45.9%0.4%5.5%
VWIV118.3%50.1%171.5%123.7%90.5%
Skew 25d18.2%-26.6%55.0%-8.3%29.8%
Skew 10d51.0%6.4%75.6%44.8%56.7%
Call IV 25d100.7%69.1%152.3%88.9%88.2%
Put IV 25d118.9%80.5%143.1%80.5%118.1%
Bid-Ask Spread %32.6817.0263.5148.0849.56
Gamma HHI0.220.170.250.230.22
Net GEX5.4K3.2K8.2K8.2K3.9K
Net DEX-312.6K-633.3K-149.3K-633.3K-198.8K
Net VEX-6.2K-7.8K-4.6K-7.8K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.391.660.720.45
Total Volume1.550321
Total OI49.7547514949

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$708.00$900.0096.9%36.1%61.3%18.8%123.7%-8.3%0.4%8.2K-633.3K-7.8K0.7248.08N/AN/A113910
2022-04-04$708.00$900.00110.6%32.0%60.8%30.2%133.3%18.3%16.0%7.7K-452.2K-6.4K0.4249.96N/AN/A113910
2022-04-05$696.00$900.00121.1%33.0%59.2%38.9%126.7%20.4%6.5%7.8K-419.4K-6.9K1.0040.35N/AN/A113910
2022-04-06$678.00$900.00174.3%35.2%59.7%83.0%129.7%15.4%-14.6%5.8K-412.9K-6.7K0.7963.51N/AN/A113911
2022-04-07$672.00$900.00121.7%33.8%59.7%39.4%109.3%14.1%-12.3%6.6K-323.9K-6.8K1.4324.44N/AN/A114011
2022-04-08$660.00$900.00135.5%31.8%57.8%50.8%113.9%-0.2%1.6%6.4K-432.7K-7.1K1.6631.56N/AN/A114011
2022-04-11$660.00$900.00190.3%35.9%47.9%96.3%171.5%3.7%-13.4%6.4K-345.5K-6.6K1.6240.75N/AN/A114011
2022-04-12$642.00$900.00198.7%37.2%48.3%100.0%116.8%18.3%-22.7%6.1K-375.8K-6.6K1.2918.69N/AN/A114011
2022-04-13$660.00$900.00117.9%33.8%43.2%35.1%151.0%-12.6%-30.1%5.5K-370.5K-6.5K0.9050.82N/AN/A114011
2022-04-14$630.00$900.00135.4%38.8%45.0%49.1%162.4%17.3%-38.8%5.5K-290.5K-6.1K0.9623.15N/AN/A114011
2022-04-18$618.00$900.00114.6%32.9%36.3%32.5%128.8%-26.6%45.9%4.8K-162.2K-5.4K1.4425.06N/AN/A113710
2022-04-19$642.00$900.00124.3%35.6%35.9%40.3%123.3%55.0%-20.9%4.9K-240.4K-6.3K1.0417.95N/AN/A113810
2022-04-20$684.00$900.00126.8%36.4%44.0%42.2%132.7%38.9%-48.9%3.8K-302.0K-6.1K0.3930.13N/AN/A213811
2022-04-21$642.00$900.00101.9%29.2%48.7%22.2%98.9%41.9%3.2%5.1K-284.2K-6.3K0.4225.79N/AN/A113911
2022-04-22$624.00$900.0087.1%25.0%48.9%10.4%92.5%28.6%20.8%4.3K-200.3K-5.9K1.0817.02N/AN/A003911
2022-04-25$624.00$900.00105.6%30.3%48.2%25.2%102.6%34.5%-15.8%4.3K-233.2K-6.0K0.4723.62N/AN/A103911
2022-04-26$594.00$900.0098.6%28.3%50.4%19.6%115.0%7.4%-28.3%3.6K-210.7K-4.6K0.8619.36N/AN/A003911
2022-04-27$600.00$900.0062.5%17.9%47.4%0.0%50.1%39.4%45.0%3.2K-213.6K-5.7K0.8017.05N/AN/A003911
2022-04-28$618.00$900.0087.5%25.1%49.5%18.3%92.5%29.0%6.0%4.1K-149.3K-5.5K0.8136.80N/AN/A003910
2022-04-29$606.00$900.0090.2%25.9%49.6%20.3%90.5%29.8%5.5%3.9K-198.8K-5.7K0.4549.56N/AN/A103910