WATT Options History — June 2022

In June 2022, WATT traded between $564.00 and $660.00. ATM implied volatility averaged 203.0%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 52.2%. IV traded above realized volatility by 129.5% (HV 20d: 73.5%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-06-01: Highest Volume — 3 contracts
  • 2022-06-17: Largest IV spike — 83.3% change
  • 2022-06-02: Highest IV Rank — 100.0%
  • 2022-06-01: Largest Expected Move — 76.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$610.57$564.00$660.00$600.00$600.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV203.0%113.7%294.7%267.5%260.8%
Expected Move52.2%32.6%76.7%76.7%74.8%
HV 20d73.5%67.5%78.0%71.3%71.7%
HV 60d63.4%59.8%65.1%61.0%64.4%
IV Rank60.8%22.0%100.0%94.4%85.4%
IV Percentile87.3%48.0%100.0%99.6%97.6%
Term Structure-31.9%-95.8%4.1%-67.6%-67.8%
VWIV242.3%120.1%348.6%201.7%346.0%
Skew 25d12.0%-29.9%79.2%56.6%-29.8%
Skew 10d29.8%-24.3%93.2%-22.8%12.1%
Call IV 25d103.9%60.7%138.7%72.8%138.7%
Put IV 25d115.9%97.0%151.0%129.5%108.9%
Bid-Ask Spread %28.885.9782.3230.4115.26
Gamma HHI0.190.180.240.190.19
Net GEX4.4K3.4K5.1K3.4K4.3K
Net DEX-270.2K-360.0K-95.2K-205.6K-267.7K
Net VEX-5.1K-5.9K-3.8K-4.8K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.291.970.381.66
Total Volume0.9050330
Total OI38.90538393839

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$600.00$1500.00267.5%76.7%71.3%94.4%0.0%56.6%-67.6%3.4K-205.6K-4.8K0.3830.41N/AN/A21308
2022-06-02$642.00$1500.00294.7%57.8%75.5%100.0%201.7%-2.1%-95.8%4.5K-316.2K-5.7K0.2929.57N/AN/A21308
2022-06-03$648.00$1500.00259.6%41.4%72.0%84.9%120.1%17.7%-15.0%4.9K-332.3K-5.9K0.389.84N/AN/A21318
2022-06-06$612.00$1500.00270.3%35.5%71.3%89.5%140.9%1.3%-2.9%4.5K-296.5K-5.4K0.497.00N/AN/A11318
2022-06-07$618.00$1500.00224.1%39.8%67.5%69.6%132.3%-2.4%-27.6%4.5K-295.9K-5.4K0.585.97N/AN/A11318
2022-06-08$660.00$1500.00113.7%32.6%68.4%22.0%126.0%15.5%-1.8%5.1K-345.7K-5.7K0.7312.15N/AN/A11318
2022-06-09$636.00$1500.00200.3%57.4%69.5%59.3%293.8%2.9%-1.9%4.7K-249.3K-5.2K1.3425.45N/AN/A01318
2022-06-10$642.00$1500.00154.4%44.3%67.5%39.6%201.4%7.8%4.1%4.8K-228.5K-5.0K1.9719.81N/AN/A01318
2022-06-13$564.00$1500.00127.3%36.5%77.8%27.9%0.0%79.2%-21.0%4.1K-253.5K-5.0K1.8351.92N/AN/A01318
2022-06-14$570.00$1500.00127.5%36.6%76.9%28.0%0.0%38.8%-29.6%3.9K-209.8K-4.6K1.3752.93N/AN/A01318
2022-06-15$606.00$1500.00122.7%35.2%76.6%25.9%0.0%-29.9%-19.1%3.5K-95.2K-3.8K1.1570.77N/AN/A00318
2022-06-16$582.00$1500.00130.0%37.3%78.0%29.1%0.0%45.5%-14.3%4.0K-291.6K-5.0K1.1239.62N/AN/A00318
2022-06-17$588.00$1500.00238.3%68.3%77.3%75.7%346.0%44.8%-22.3%4.3K-282.5K-5.1K0.9682.32N/AN/A00318
2022-06-21$606.00$1500.00231.7%66.4%76.5%72.8%326.7%-7.1%-28.3%4.3K-290.4K-5.0K0.9323.22N/AN/A00318
2022-06-22$618.00$1500.00200.4%57.4%75.6%59.4%263.9%-0.2%-34.0%4.6K-265.2K-5.0K1.0031.94N/AN/A00318
2022-06-23$618.00$1500.00192.1%55.1%75.4%55.8%243.6%-7.7%-38.9%4.8K-310.8K-5.3K0.8113.03N/AN/A00318
2022-06-24$618.00$1500.00209.7%60.1%74.8%63.4%276.1%-6.0%-34.8%4.6K-273.0K-4.9K1.2216.79N/AN/A00318
2022-06-27$606.00$1500.00253.1%72.6%75.2%82.1%348.6%-9.5%-41.9%4.5K-360.0K-5.3K1.5534.70N/AN/A00318
2022-06-28$600.00$1500.00164.6%47.2%72.1%43.9%0.0%15.7%-58.5%4.5K-253.5K-4.8K1.4323.38N/AN/A00318
2022-06-29$588.00$1500.00220.5%63.2%72.0%68.0%267.9%20.8%-50.1%4.3K-251.9K-4.8K1.2310.34N/AN/A00318
2022-06-30$600.00$1500.00260.8%74.8%71.7%85.4%346.0%-29.8%-67.8%4.3K-267.7K-4.9K1.6615.26N/AN/A00318