WATT Options History — August 2022

In August 2022, WATT traded between $732.00 and $918.00. ATM implied volatility averaged 126.5%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 35.8%. IV traded above realized volatility by 47.1% (HV 20d: 79.4%). Max pain ranged from $600.00 to $1500.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.25.

Notable Days

  • 2022-08-03: Highest Volume — 5 contracts
  • 2022-08-16: Largest IV spike — 66.0% change
  • 2022-08-29: Highest IV Rank — 48.4%
  • 2022-08-29: Largest Expected Move — 55.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$826.96$732.00$918.00$732.00$834.00
Max Pain$1382.61$600.00$1500.00$600.00$1500.00
ATM IV126.5%80.9%194.4%125.7%128.6%
Expected Move35.8%23.2%55.7%36.0%36.9%
HV 20d79.4%51.0%95.5%51.0%83.2%
HV 60d69.6%65.2%73.2%65.3%71.4%
IV Rank23.5%6.7%48.4%23.2%24.2%
IV Percentile51.3%2.4%87.7%59.5%60.3%
Term Structure4.3%-62.4%94.0%94.0%-51.8%
VWIV145.8%86.0%178.9%140.6%139.8%
Skew 25d5.2%-30.0%46.5%-30.0%10.8%
Skew 10d30.5%-8.1%70.6%18.6%25.2%
Call IV 25d115.8%74.9%171.5%171.5%110.0%
Put IV 25d121.0%101.5%175.0%141.5%120.8%
Bid-Ask Spread %20.395.2953.7941.4633.25
Gamma HHI0.250.160.500.170.18
Net GEX8.5K3.7K17.5K3.7K5.0K
Net DEX-639.4K-985.2K-423.9K-430.8K-423.9K
Net VEX-6.3K-7.0K-5.1K-5.1K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.000.880.220.30
Total Volume1.0870522
Total OI42.1338454240

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$732.00$600.00125.7%36.0%51.0%23.2%140.6%-30.0%94.0%3.7K-430.8K-5.1K0.2241.46N/AN/A20339
2022-08-02$780.00$600.00135.3%38.8%53.5%26.7%137.7%14.2%-60.3%8.7K-571.8K-5.8K0.3228.15N/AN/A10339
2022-08-03$864.00$600.00151.3%43.4%61.7%32.6%155.2%10.1%-4.8%9.8K-846.9K-7.0K0.1744.83N/AN/A41339
2022-08-04$780.00$1500.00143.9%40.5%74.8%29.8%163.4%-6.7%-40.3%9.0K-641.4K-6.2K0.3619.36N/AN/A21349
2022-08-05$798.00$1500.00131.2%54.2%73.9%25.2%172.3%-19.2%51.7%9.6K-641.5K-6.2K0.3129.19N/AN/A21359
2022-08-08$828.00$1500.00127.5%23.4%73.0%23.8%175.3%22.8%53.1%10.6K-772.5K-6.6K0.445.44N/AN/A11359
2022-08-09$780.00$1500.00140.9%26.9%77.4%28.8%0.0%-20.5%51.3%9.3K-740.9K-6.2K0.886.96N/AN/A00359
2022-08-10$822.00$1500.00100.3%28.7%73.4%13.8%0.0%-21.4%42.7%10.1K-726.2K-6.3K0.228.43N/AN/A00359
2022-08-11$828.00$1500.0085.6%24.5%73.2%8.5%0.0%8.5%40.1%11.1K-731.6K-6.3K0.225.29N/AN/A10369
2022-08-12$828.00$1500.0095.6%27.4%73.5%12.1%0.0%7.4%36.7%10.9K-735.1K-6.4K0.318.21N/AN/A00369
2022-08-15$888.00$1500.0090.8%26.0%75.7%10.4%0.0%10.6%37.2%13.3K-875.4K-6.7K0.547.60N/AN/A00369
2022-08-16$918.00$1500.00150.8%43.2%75.7%32.4%178.9%8.0%-62.4%16.3K-985.2K-6.9K0.3632.02N/AN/A10369
2022-08-17$858.00$1500.00108.8%31.2%81.9%17.0%108.8%20.3%13.4%9.7K-749.7K-6.8K0.0822.17N/AN/A10369
2022-08-18$912.00$1500.0080.9%23.2%83.4%6.7%86.0%7.6%39.3%17.5K-883.8K-6.9K0.1421.12N/AN/A10359
2022-08-19$828.00$1500.0096.8%27.7%92.8%12.6%0.0%0.3%46.2%5.0K-595.0K-6.5K0.0622.94N/AN/A00359
2022-08-22$786.00$1500.00116.2%33.3%95.5%19.7%0.0%0.1%-35.9%4.7K-450.6K-6.0K0.146.96N/AN/A10308
2022-08-23$810.00$1500.00112.1%32.1%93.2%18.2%0.0%4.9%-20.3%4.9K-479.6K-6.0K0.057.13N/AN/A00308
2022-08-24$846.00$1500.00165.5%47.4%92.5%37.7%0.0%46.5%-20.3%5.5K-529.2K-6.3K0.0021.38N/AN/A00318
2022-08-25$864.00$1500.00115.6%33.1%90.7%19.5%0.0%20.7%-21.0%5.6K-513.5K-6.2K0.407.39N/AN/A00318
2022-08-26$828.00$1500.00133.5%38.3%92.5%26.0%0.0%8.2%-24.2%5.3K-488.1K-6.0K0.0021.66N/AN/A00318
2022-08-29$804.00$1500.00194.4%55.7%92.9%48.4%0.0%11.5%-31.6%5.0K-454.3K-5.8K0.1614.20N/AN/A10318
2022-08-30$804.00$1500.00178.4%51.1%90.2%42.5%0.0%3.7%-34.2%5.1K-439.5K-5.8K0.0053.79N/AN/A10318
2022-08-31$834.00$1500.00128.6%36.9%83.2%24.2%139.8%10.8%-51.8%5.0K-423.9K-5.6K0.3033.25N/AN/A20328