WATT Options History — October 2022

In October 2022, WATT traded between $600.00 and $744.00. ATM implied volatility averaged 204.2%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 51.3%. IV traded above realized volatility by 156.2% (HV 20d: 47.9%). 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 7 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-10-04: Highest Volume — 4 contracts
  • 2022-10-07: Largest IV spike — 94.2% change
  • 2022-10-07: Highest IV Rank — 94.9%
  • 2022-10-05: Largest Expected Move — 82.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$638.57$600.00$744.00$618.00$744.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV204.2%129.1%321.3%184.7%178.0%
Expected Move51.3%29.2%82.1%52.9%51.0%
HV 20d47.9%39.2%56.4%54.0%44.3%
HV 60d66.9%60.1%69.7%69.6%60.1%
IV Rank52.0%24.4%94.9%44.8%42.4%
IV Percentile80.8%48.0%99.6%82.9%76.6%
Term Structure-11.8%-62.6%64.0%-58.1%-47.7%
VWIV252.5%154.2%341.7%158.3%255.5%
Skew 25d-0.8%-19.6%37.0%-7.8%-0.8%
Skew 10d11.2%-53.3%38.0%4.4%-16.0%
Call IV 25d112.4%78.1%131.2%120.0%111.2%
Put IV 25d111.6%96.6%124.1%112.2%110.4%
Bid-Ask Spread %21.244.1845.4428.5426.39
Gamma HHI0.170.160.180.160.17
Net GEX3.3K2.7K4.7K3.0K4.7K
Net DEX-210.6K-424.4K-101.9K-177.6K-321.4K
Net VEX-4.1K-5.2K-3.5K-4.1K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.252.690.842.69
Total Volume2.7622423
Total OI41.95240434043

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$618.00$1500.00184.7%52.9%54.0%44.8%0.0%-7.8%-58.1%3.0K-177.6K-4.1K0.8428.54N/AN/A11328
2022-10-04$636.00$1500.00160.5%46.0%55.8%35.9%0.0%-1.0%-60.1%3.3K-202.4K-4.2K0.284.18N/AN/A31328
2022-10-05$648.00$1500.00286.2%82.1%56.4%82.0%0.0%-0.4%-62.6%3.4K-212.8K-4.4K0.2922.93N/AN/A31339
2022-10-06$636.00$1500.00165.4%29.2%56.1%37.7%158.3%-7.1%15.9%3.3K-194.1K-4.3K0.3011.32N/AN/A31339
2022-10-07$630.00$1500.00321.3%32.2%52.1%94.9%225.3%-19.6%12.1%3.0K-188.9K-4.2K0.2619.27N/AN/A31339
2022-10-10$612.00$1500.00306.3%41.4%52.4%89.4%217.1%-12.1%4.8%3.0K-167.1K-4.0K0.2529.34N/AN/A31339
2022-10-11$612.00$1500.00210.5%32.9%51.4%54.3%169.3%-13.7%0.8%2.8K-139.9K-3.9K0.3614.71N/AN/A21339
2022-10-12$600.00$1500.00219.9%63.0%50.9%57.7%326.4%13.7%-3.1%2.7K-129.5K-3.7K0.7242.06N/AN/A11339
2022-10-13$618.00$1500.00190.4%54.6%53.0%46.9%290.9%28.1%6.5%3.0K-137.2K-3.9K0.7132.81N/AN/A11339
2022-10-14$600.00$1500.00226.1%64.8%46.9%60.0%341.7%7.7%-2.9%2.8K-101.9K-3.7K0.7445.44N/AN/A11339
2022-10-17$612.00$1500.00190.9%54.7%47.8%47.1%328.7%2.6%-6.2%2.8K-158.1K-4.0K0.6727.91N/AN/A11339
2022-10-18$618.00$1500.00183.6%52.6%47.0%44.4%261.5%-15.4%-6.7%2.7K-126.7K-3.7K0.5325.69N/AN/A11339
2022-10-19$612.00$1500.00129.1%37.0%47.0%24.4%154.2%-15.8%-3.3%3.2K-212.7K-4.1K0.784.91N/AN/A11339
2022-10-20$612.00$1500.00248.4%71.2%39.2%68.2%330.1%37.0%0.0%3.0K-284.8K-4.0K0.6927.14N/AN/A11339
2022-10-21$618.00$1500.00135.1%38.7%39.2%26.6%180.8%20.4%-36.6%2.8K-145.7K-3.8K0.725.44N/AN/A11339
2022-10-24$612.00$1500.00141.9%40.7%39.2%29.1%188.6%-10.8%-41.6%3.2K-141.7K-3.5K0.669.93N/AN/A11339
2022-10-25$648.00$1500.00151.8%43.5%43.1%32.7%193.4%-0.9%64.0%3.1K-353.4K-3.9K0.505.96N/AN/A11339
2022-10-26$672.00$1500.00204.7%58.7%41.8%52.1%314.1%-12.9%-21.3%3.7K-250.2K-4.4K0.8522.72N/AN/A22339
2022-10-27$726.00$1500.00212.4%60.9%44.4%55.0%286.0%-9.5%-20.8%4.5K-424.4K-5.2K1.1318.06N/AN/A123310
2022-10-28$726.00$1500.00240.4%68.9%44.4%65.3%323.4%1.9%31.2%4.3K-351.0K-4.9K2.5221.20N/AN/A123310
2022-10-31$744.00$1500.00178.0%51.0%44.3%42.4%255.5%-0.8%-47.7%4.7K-321.4K-4.9K2.6926.39N/AN/A123310