WATT Options History — September 2022

In September 2022, WATT traded between $612.00 and $834.00. ATM implied volatility averaged 201.7%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 46.0%. IV traded above realized volatility by 140.4% (HV 20d: 61.3%). 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 1.25.

Notable Days

  • 2022-09-29: Highest Volume — 2 contracts
  • 2022-09-15: Largest IV spike — 132.7% change
  • 2022-09-28: Highest IV Rank — 91.0%
  • 2022-09-28: Largest Expected Move — 89.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$721.14$612.00$834.00$816.00$624.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV201.7%113.0%310.6%142.9%139.5%
Expected Move46.0%24.9%89.1%41.0%40.0%
HV 20d61.3%49.1%75.7%74.8%54.7%
HV 60d67.8%64.3%71.6%71.6%69.7%
IV Rank51.0%18.5%91.0%29.5%28.2%
IV Percentile81.9%34.1%99.6%75.0%64.7%
Term Structure-23.5%-63.0%56.7%-56.3%-49.4%
VWIV156.2%150.5%161.8%161.8%150.5%
Skew 25d1.2%-62.4%41.9%11.9%-14.3%
Skew 10d2.0%-92.8%31.1%21.4%15.7%
Call IV 25d114.9%99.7%141.3%99.7%127.2%
Put IV 25d116.1%52.1%176.9%111.6%112.9%
Bid-Ask Spread %51.3111.9388.1715.9728.27
Gamma HHI0.170.150.180.180.16
Net GEX4.3K3.0K5.5K5.1K3.4K
Net DEX-349.2K-522.6K-193.6K-465.3K-228.8K
Net VEX-5.0K-5.9K-4.0K-5.9K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.0016.150.020.64
Total Volume0.5710202
Total OI40.28640414040

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$816.00$1500.00142.9%41.0%74.8%29.5%161.8%11.9%-56.3%5.1K-465.3K-5.9K0.0215.97N/AN/A00328
2022-09-02$786.00$1500.00134.8%38.7%75.7%26.5%0.0%14.9%-63.0%5.0K-371.9K-5.5K0.3853.46N/AN/A00328
2022-09-06$786.00$1500.00199.1%24.9%74.4%50.1%0.0%11.6%56.7%4.8K-399.2K-5.5K0.2462.30N/AN/A10328
2022-09-07$792.00$1500.00166.6%36.3%71.3%38.2%150.5%3.3%-17.9%5.0K-431.7K-5.6K0.4063.01N/AN/A10328
2022-09-08$798.00$1500.00290.5%26.0%68.7%83.6%0.0%3.3%-2.2%5.2K-488.3K-5.7K0.1163.60N/AN/A00328
2022-09-09$834.00$1500.00281.6%33.1%70.6%80.4%0.0%-8.2%-2.3%5.5K-522.6K-5.6K16.1587.99N/AN/A01328
2022-09-12$822.00$1500.00303.1%36.2%70.8%88.2%0.0%2.6%-3.6%5.3K-483.3K-5.9K0.1368.62N/AN/A00329
2022-09-13$786.00$1500.00292.5%33.9%67.3%84.4%0.0%12.7%-4.5%4.9K-399.2K-5.6K2.3780.34N/AN/A01329
2022-09-14$792.00$1500.00113.0%32.4%65.9%18.5%0.0%10.8%-4.9%4.8K-319.9K-5.1K0.5369.02N/AN/A00329
2022-09-15$774.00$1500.00262.9%75.4%62.3%73.5%0.0%-62.4%-5.6%4.4K-336.6K-5.0K0.1888.17N/AN/A00329
2022-09-16$714.00$1500.00125.3%35.9%62.6%23.0%0.0%-1.0%-7.2%4.1K-297.3K-5.0K0.6669.81N/AN/A10329
2022-09-19$702.00$1500.00175.4%50.3%54.2%41.4%0.0%-9.8%-27.6%4.1K-329.8K-4.9K0.0320.71N/AN/A00329
2022-09-20$678.00$1500.00167.5%48.0%52.7%38.5%0.0%-10.8%-29.8%3.6K-263.0K-4.6K0.0032.23N/AN/A00328
2022-09-21$672.00$1500.00169.8%48.7%50.8%39.3%0.0%41.9%-31.2%3.8K-323.8K-4.8K0.0432.18N/AN/A00328
2022-09-22$624.00$1500.00157.9%45.3%51.7%35.0%0.0%-1.7%-34.9%3.3K-253.5K-4.4K0.0878.87N/AN/A00328
2022-09-23$618.00$1500.00181.8%52.1%50.0%43.8%0.0%18.8%-36.7%4.1K-502.2K-5.1K2.6432.18N/AN/A00328
2022-09-26$612.00$1500.00282.1%80.9%49.1%80.5%0.0%-12.9%-41.7%3.0K-197.5K-4.0K0.6077.50N/AN/A10328
2022-09-27$630.00$1500.00185.4%53.2%51.1%45.1%0.0%22.4%-42.7%3.5K-285.8K-4.3K0.2917.04N/AN/A10328
2022-09-28$660.00$1500.00310.6%89.1%55.1%91.0%0.0%0.3%-42.4%3.4K-239.7K-4.3K0.3124.28N/AN/A10328
2022-09-29$624.00$1500.00153.5%44.0%54.6%33.4%0.0%-9.2%-47.0%3.0K-193.6K-4.1K0.5211.93N/AN/A11328
2022-09-30$624.00$1500.00139.5%40.0%54.7%28.2%0.0%-14.3%-49.4%3.4K-228.8K-4.3K0.6428.27N/AN/A11328