WATT Options History — November 2022

In November 2022, WATT traded between $600.00 and $738.00. ATM implied volatility averaged 211.8%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 56.7%. IV traded above realized volatility by 149.4% (HV 20d: 62.4%). 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 0.54.

Notable Days

  • 2022-11-01: Highest Volume — 2 contracts
  • 2022-11-15: Largest IV spike — 75.0% change
  • 2022-11-08: Highest IV Rank — 100.0%
  • 2022-11-28: Largest Expected Move — 85.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$634.57$600.00$738.00$708.00$600.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV211.8%150.4%341.4%164.7%190.7%
Expected Move56.7%27.8%85.5%47.2%54.7%
HV 20d62.4%48.3%69.1%48.3%53.5%
HV 60d57.2%52.9%63.7%60.4%52.9%
IV Rank53.7%32.2%100.0%37.5%46.0%
IV Percentile80.7%65.1%100.0%72.2%75.4%
Term Structure-19.6%-85.2%42.1%-53.5%-85.2%
VWIV270.9%99.0%451.4%214.3%261.6%
Skew 25d1.5%-27.0%36.9%-9.7%28.7%
Skew 10d21.9%-14.6%49.4%41.1%23.9%
Call IV 25d106.4%63.3%132.7%114.2%64.2%
Put IV 25d107.9%92.0%129.5%104.5%92.9%
Bid-Ask Spread %21.675.2849.1616.7015.17
Gamma HHI0.170.150.200.170.19
Net GEX2.8K1.6K4.4K4.1K1.6K
Net DEX-160.3K-337.3K-54.7K-298.5K-98.6K
Net VEX-3.7K-4.8K-3.1K-4.7K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.001.000.791.00
Total Volume0.810220
Total OI42.47641444341

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$708.00$1500.00164.7%47.2%48.3%37.5%214.3%-9.7%-53.5%4.1K-298.5K-4.7K0.7916.70N/AN/A113310
2022-11-02$696.00$1500.00150.4%43.1%48.7%32.2%188.6%1.5%-57.8%4.0K-240.7K-4.2K0.545.28N/AN/A103310
2022-11-03$738.00$1500.00151.2%39.5%51.6%32.5%192.1%8.5%42.1%4.4K-337.3K-4.8K0.5020.76N/AN/A103410
2022-11-04$660.00$1500.00165.7%27.8%66.6%37.8%99.0%-13.5%14.5%3.6K-232.8K-4.3K0.559.55N/AN/A103410
2022-11-07$648.00$1500.00242.6%44.9%66.1%66.0%213.1%4.0%18.5%3.5K-195.5K-4.3K0.6713.86N/AN/A103410
2022-11-08$630.00$1500.00341.4%62.5%67.0%100.0%330.6%5.4%-2.5%2.9K-123.9K-3.8K0.7132.98N/AN/A10349
2022-11-09$618.00$1500.00168.5%48.3%67.0%38.0%228.8%10.0%3.5%2.0K-59.9K-3.2K0.3928.79N/AN/A10349
2022-11-10$642.00$1500.00153.1%43.9%67.5%32.5%200.1%-3.2%25.7%3.5K-210.7K-4.2K0.5922.45N/AN/A10349
2022-11-11$654.00$1500.00252.9%72.5%66.7%68.3%400.7%15.3%14.8%3.1K-203.6K-4.0K0.6049.16N/AN/A10349
2022-11-14$642.00$1500.00162.5%46.6%66.9%35.8%212.9%26.4%17.4%3.3K-267.1K-4.0K0.6129.58N/AN/A10349
2022-11-15$624.00$1500.00284.3%81.5%67.7%79.5%451.4%-25.2%-31.3%2.4K-144.4K-3.5K0.4946.62N/AN/A10349
2022-11-16$612.00$1500.00186.4%53.4%68.0%44.4%251.4%10.3%-2.0%3.0K-119.1K-3.3K0.5526.10N/AN/A10349
2022-11-17$606.00$1500.00248.6%71.3%68.1%66.7%372.7%-1.1%-11.1%2.6K-157.8K-3.6K0.4730.95N/AN/A10349
2022-11-18$618.00$1500.00227.6%65.3%68.4%59.2%330.8%-16.3%-23.2%2.3K-104.1K-3.6K0.5826.44N/AN/A10349
2022-11-21$600.00$1500.00191.3%54.9%69.1%46.2%247.7%-21.1%-26.8%2.3K-114.3K-3.5K0.6717.04N/AN/A00329
2022-11-22$606.00$1500.00272.9%78.2%65.8%75.4%409.2%-18.1%-29.2%2.7K-90.7K-3.4K0.5921.44N/AN/A10329
2022-11-23$612.00$1500.00200.2%57.4%64.3%49.4%261.6%-15.9%-33.2%2.4K-130.0K-3.5K0.5610.53N/AN/A10329
2022-11-25$612.00$1500.00208.9%59.9%56.6%52.5%0.0%-27.0%-68.6%2.0K-77.6K-3.2K0.4210.10N/AN/A00329
2022-11-28$600.00$1500.00298.1%85.5%56.7%84.5%0.0%36.5%-59.9%1.9K-54.7K-3.1K0.0014.46N/AN/A00329
2022-11-29$600.00$1500.00185.1%53.1%55.4%43.9%0.0%36.9%-63.6%1.9K-104.0K-3.2K0.017.14N/AN/A00329
2022-11-30$600.00$1500.00190.7%54.7%53.5%46.0%0.0%28.7%-85.2%1.6K-98.6K-3.1K1.0015.17N/AN/A00329