WATT Options History — May 2022

In May 2022, WATT traded between $504.00 and $624.00. ATM implied volatility averaged 185.8%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 58.0%. IV traded above realized volatility by 121.6% (HV 20d: 64.2%). Max pain ranged from $600.00 to $1500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-05-31: Highest Volume — 3 contracts
  • 2022-05-19: Largest IV spike — 93.2% change
  • 2022-05-11: Highest IV Rank — 100.0%
  • 2022-05-11: Largest Expected Move — 80.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$570.57$504.00$624.00$624.00$618.00
Max Pain$1371.43$600.00$1500.00$600.00$1500.00
ATM IV185.8%87.6%279.6%90.5%260.8%
Expected Move58.0%26.0%80.2%26.0%74.8%
HV 20d64.2%50.8%74.2%51.0%70.6%
HV 60d60.3%58.2%61.8%59.7%61.0%
IV Rank61.5%18.4%100.0%20.6%91.3%
IV Percentile80.3%7.1%100.0%9.9%99.2%
Term Structure-33.9%-113.5%4.5%4.5%-61.7%
VWIV153.9%79.8%224.8%79.8%220.8%
Skew 25d3.6%-118.3%70.5%-118.3%-18.8%
Skew 10d17.9%-82.8%73.4%-82.8%19.1%
Call IV 25d119.9%85.8%242.6%242.6%111.8%
Put IV 25d123.5%84.9%288.7%124.3%93.0%
Bid-Ask Spread %24.707.4160.4726.1432.27
Gamma HHI0.180.150.240.150.17
Net GEX3.2K2.3K4.7K3.4K3.7K
Net DEX-136.2K-265.3K2.4K-129.5K-212.6K
Net VEX-4.7K-5.8K-3.6K-4.6K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.361.960.660.36
Total Volume1.3810303
Total OI46.47635515037

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$624.00$600.0090.5%26.0%51.0%20.6%79.8%-118.3%4.5%3.4K-129.5K-4.6K0.6626.14N/AN/A004010
2022-05-03$624.00$600.00111.7%32.0%51.0%36.1%116.1%37.0%-14.0%4.7K-265.3K-5.8K0.6029.82N/AN/A004010
2022-05-04$624.00$600.00131.8%37.8%50.8%50.9%127.8%61.7%-10.2%4.5K-206.1K-5.3K0.7640.70N/AN/A004010
2022-05-05$588.00$1500.0093.1%55.1%53.9%22.4%0.0%34.7%0.8%3.6K-143.1K-5.0K1.6019.38N/AN/A014010
2022-05-06$552.00$1500.00129.2%69.6%57.5%49.0%0.0%34.6%-0.0%3.6K-153.2K-5.3K1.2415.77N/AN/A014011
2022-05-09$522.00$1500.0087.6%50.7%59.7%18.4%0.0%70.5%-18.6%2.6K-82.4K-4.7K0.9315.58N/AN/A004011
2022-05-10$504.00$1500.00158.7%57.6%60.1%70.6%0.0%-15.6%-36.5%2.3K-11.1K-4.4K0.5920.32N/AN/A104011
2022-05-11$528.00$1500.00279.6%80.2%63.5%100.0%224.8%23.9%-113.2%2.7K-66.6K-4.7K0.3960.47N/AN/A104010
2022-05-12$510.00$1500.00171.0%49.0%62.4%50.0%0.0%58.1%-17.6%2.3K2.4K-4.2K0.587.41N/AN/A104010
2022-05-13$558.00$1500.00260.6%74.7%70.9%91.3%220.8%7.2%-113.5%3.1K-1.1K-3.6K0.5358.32N/AN/A104110
2022-05-16$540.00$1500.00208.4%59.8%71.4%67.2%0.0%-15.4%-21.0%2.3K-50.9K-3.9K0.6018.51N/AN/A114110
2022-05-17$576.00$1500.00251.9%72.2%74.2%87.3%0.0%3.8%-11.5%3.5K-162.9K-5.1K0.6526.13N/AN/A114110
2022-05-18$582.00$1500.00127.9%36.7%69.9%30.1%0.0%-12.3%-23.0%3.6K-223.2K-5.3K0.6019.90N/AN/A114110
2022-05-19$600.00$1500.00247.0%70.8%68.0%85.0%0.0%12.5%-15.1%4.2K-241.5K-5.3K1.9614.12N/AN/A114110
2022-05-20$576.00$1500.00212.6%61.0%68.7%69.1%0.0%-14.3%-17.0%2.9K-142.7K-4.9K1.4115.96N/AN/A114110
2022-05-23$558.00$1500.00156.5%44.9%69.4%43.3%0.0%-24.6%-45.4%2.8K-191.9K-4.7K0.5114.88N/AN/A11278
2022-05-24$552.00$1500.00200.9%57.6%67.5%63.7%0.0%-17.8%-48.2%2.5K-118.7K-4.1K0.6610.49N/AN/A11288
2022-05-25$570.00$1500.00207.6%59.5%68.5%66.8%0.0%4.8%-48.8%2.7K-96.4K-4.1K0.5212.45N/AN/A11288
2022-05-26$570.00$1500.00253.1%72.6%67.5%87.8%0.0%-25.6%-51.2%3.1K-179.7K-4.5K0.4630.06N/AN/A11288
2022-05-27$606.00$1500.00261.1%74.8%71.0%91.5%0.0%-9.7%-50.7%3.1K-183.8K-4.6K0.7130.06N/AN/A11298
2022-05-31$618.00$1500.00260.8%74.8%70.6%91.3%0.0%-18.8%-61.7%3.7K-212.6K-4.9K0.3632.27N/AN/A21298