WATT Options History — July 2022

In July 2022, WATT traded between $570.00 and $708.00. ATM implied volatility averaged 156.8%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 35.8%. IV traded above realized volatility by 105.0% (HV 20d: 51.8%). Max pain ranged from $600.00 to $1500.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.10.

Notable Days

  • 2022-07-07: Highest Volume — 1 contracts
  • 2022-07-11: Largest IV drop — 58.7% change
  • 2022-07-08: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 61.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$611.10$570.00$708.00$582.00$708.00
Max Pain$645.00$600.00$1500.00$1500.00$600.00
ATM IV156.8%95.7%335.2%215.8%110.9%
Expected Move35.8%27.4%61.9%61.9%31.8%
HV 20d51.8%40.5%67.8%67.8%52.4%
HV 60d64.3%62.4%65.8%64.6%65.0%
IV Rank36.9%12.2%100.0%66.0%17.8%
IV Percentile63.3%13.1%100.0%93.3%38.5%
Term Structure-13.2%-84.6%105.3%-84.6%-3.5%
VWIV132.3%107.5%244.0%244.0%136.3%
Skew 25d37.1%-41.3%111.4%-19.0%-41.3%
Skew 10d56.4%5.9%156.1%21.1%34.6%
Call IV 25d98.5%66.0%182.5%140.3%125.9%
Put IV 25d135.5%84.6%177.4%121.3%84.6%
Bid-Ask Spread %44.528.1663.598.1649.96
Gamma HHI0.190.180.230.190.23
Net GEX4.5K2.7K6.7K4.1K6.7K
Net DEX-227.8K-356.8K-157.8K-172.5K-356.8K
Net VEX-4.4K-5.0K-4.2K-4.4K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.322.500.870.37
Total Volume0.650101
Total OI39.8539413941

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$582.00$1500.00215.8%61.9%67.8%66.0%244.0%-19.0%-84.6%4.1K-172.5K-4.4K0.878.16N/AN/A00318
2022-07-05$576.00$600.00253.3%34.4%67.6%82.1%148.9%-35.2%-59.8%4.1K-214.3K-4.5K1.2257.58N/AN/A00318
2022-07-06$582.00$600.00270.9%31.6%65.0%89.7%146.3%-18.3%-48.5%4.1K-157.8K-4.2K0.8862.20N/AN/A00318
2022-07-07$606.00$600.00237.7%34.1%66.7%75.4%125.4%111.4%-66.0%4.6K-271.1K-4.8K0.3661.84N/AN/A10318
2022-07-08$594.00$600.00335.2%32.2%62.1%100.0%118.6%58.2%-53.4%4.5K-194.6K-4.4K0.5845.63N/AN/A10328
2022-07-11$582.00$600.00138.6%39.7%61.2%27.9%135.3%70.4%-63.1%4.3K-217.2K-4.4K0.6152.40N/AN/A10328
2022-07-12$606.00$600.00127.3%36.5%63.1%23.8%131.1%64.1%-52.1%4.5K-209.6K-4.4K2.5045.63N/AN/A01328
2022-07-13$570.00$600.00111.4%31.9%47.7%17.9%114.7%91.5%-49.0%4.3K-223.5K-4.5K2.3861.35N/AN/A01328
2022-07-14$570.00$600.00122.6%35.1%47.6%22.0%124.6%35.7%36.4%4.1K-205.9K-4.4K2.4857.23N/AN/A01328
2022-07-15$576.00$600.00114.0%32.7%42.0%18.9%119.0%22.5%-4.8%4.2K-203.5K-4.2K1.9636.68N/AN/A01328
2022-07-18$594.00$600.00117.8%33.8%41.1%20.3%116.6%33.2%42.6%4.3K-176.4K-4.2K0.3559.90N/AN/A10318
2022-07-19$600.00$600.00119.4%34.2%41.1%20.9%115.6%79.8%12.4%4.5K-193.8K-4.3K0.3234.15N/AN/A10318
2022-07-20$618.00$600.00119.6%34.3%41.0%20.9%122.7%70.3%1.2%4.7K-181.9K-4.3K1.4728.26N/AN/A00328
2022-07-21$624.00$600.00109.6%31.4%40.5%17.3%108.5%32.8%46.4%4.9K-216.7K-4.4K1.1526.03N/AN/A00328
2022-07-22$642.00$600.00119.7%34.3%41.7%21.0%111.6%54.5%-5.1%5.5K-274.8K-4.8K0.7643.59N/AN/A10328
2022-07-25$642.00$600.00138.7%39.8%41.7%27.9%137.7%60.2%18.8%5.3K-261.7K-4.6K0.8136.52N/AN/A00328
2022-07-26$612.00$600.00133.2%38.2%44.8%25.9%133.4%49.0%-1.4%4.9K-210.2K-4.2K1.2228.43N/AN/A01328
2022-07-27$648.00$600.00144.4%41.4%48.8%30.0%147.9%42.5%-36.3%2.7K-275.9K-4.2K1.1963.59N/AN/A00329
2022-07-28$690.00$600.0095.7%27.4%52.2%12.2%107.5%-20.9%105.3%3.1K-337.8K-4.4K0.4331.24N/AN/A10329
2022-07-29$708.00$600.00110.9%31.8%52.4%17.8%136.3%-41.3%-3.5%6.7K-356.8K-5.0K0.3749.96N/AN/A10329