WATT Options History — December 2022

In December 2022, WATT traded between $450.00 and $612.00. ATM implied volatility averaged 130.3%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 95.0% (HV 20d: 35.3%). Max pain ranged from $600.00 to $1500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2022-12-28: Largest IV spike — 67.5% change
2022-12-08: Highest IV Rank — 100.0%
2022-12-02: Largest Expected Move — 53.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$539.14	$450.00	$612.00	$612.00	$486.00
Max Pain	$814.29	$600.00	$1500.00	$1500.00	$600.00
ATM IV	130.3%	50.4%	355.6%	181.7%	74.9%
Expected Move	26.6%	14.4%	53.9%	52.1%	21.5%
HV 20d	35.3%	25.2%	54.3%	54.3%	48.8%
HV 60d	50.2%	47.4%	53.1%	53.1%	50.8%
IV Rank	25.2%	0.0%	100.0%	42.7%	8.0%
IV Percentile	31.6%	0.0%	100.0%	71.8%	4.0%
Term Structure	7.1%	-84.3%	50.5%	-69.8%	45.6%
VWIV	119.9%	69.7%	309.0%	97.7%	226.4%
Skew 25d	27.9%	1.3%	49.0%	36.5%	36.7%
Skew 10d	28.4%	1.3%	41.1%	15.2%	30.7%
Call IV 25d	75.3%	56.9%	115.0%	65.8%	79.4%
Put IV 25d	103.2%	93.7%	116.4%	102.3%	116.1%
Bid-Ask Spread %	26.20	9.95	52.36	9.95	12.86
Gamma HHI	0.18	0.15	0.21	0.18	0.18
Net GEX	932	349	2.0K	2.0K	398
Net DEX	-32.0K	-87.9K	62.9K	-78.2K	40.7K
Net VEX	-2.5K	-3.1K	-1.7K	-3.1K	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	4.25	0.01	0.05
Total Volume	0	0	0	0	0
Total OI	40.381	39	41	41	40

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call OI	Put OI
2022-12-01	$612.00	$1500.00	181.7%	52.1%	54.3%	42.7%	0.0%	36.5%	-69.8%	2.0K	-78.2K	-3.1K	0.01	9.95	N/A	N/A	32	9
2022-12-02	$612.00	$1500.00	188.0%	53.9%	48.7%	45.0%	0.0%	35.0%	-84.3%	1.9K	-87.9K	-3.1K	0.33	21.28	N/A	N/A	32	9
2022-12-05	$600.00	$900.00	205.7%	28.2%	30.7%	51.3%	97.7%	28.4%	-19.2%	1.6K	-64.2K	-3.0K	1.18	52.36	N/A	N/A	32	9
2022-12-06	$588.00	$900.00	206.8%	28.7%	30.8%	51.7%	175.0%	12.9%	-19.4%	1.5K	-83.1K	-3.0K	0.04	26.96	N/A	N/A	32	9
2022-12-07	$576.00	$900.00	235.1%	26.5%	30.1%	61.9%	104.3%	29.8%	-9.7%	1.4K	-72.9K	-2.9K	0.09	35.74	N/A	N/A	32	9
2022-12-08	$588.00	$900.00	355.6%	23.9%	30.9%	100.0%	83.4%	22.6%	-1.7%	1.1K	-58.4K	-3.0K	0.00	26.40	N/A	N/A	32	9
2022-12-09	$582.00	$900.00	264.0%	29.7%	27.0%	68.7%	103.5%	30.2%	-20.4%	1.5K	-77.9K	-3.0K	0.00	29.23	N/A	N/A	32	9
2022-12-12	$576.00	$900.00	88.1%	25.3%	25.5%	8.7%	0.0%	24.1%	-2.3%	1.1K	-26.7K	-2.7K	0.29	33.54	N/A	N/A	32	9
2022-12-13	$570.00	$900.00	86.9%	24.9%	25.2%	8.3%	0.0%	18.9%	1.0%	841	-76.9K	-2.6K	0.02	28.53	N/A	N/A	32	8
2022-12-14	$552.00	$900.00	79.5%	22.8%	25.7%	5.8%	79.4%	21.3%	10.8%	577	-53.2K	-2.3K	0.20	28.52	N/A	N/A	32	8
2022-12-15	$522.00	$900.00	100.4%	28.8%	30.9%	12.9%	100.5%	15.8%	-4.9%	918	-70.4K	-2.5K	0.03	23.65	N/A	N/A	33	8
2022-12-16	$540.00	$600.00	88.1%	25.3%	34.3%	8.7%	92.2%	15.7%	1.5%	870	-60.3K	-2.5K	0.00	23.62	N/A	N/A	33	8
2022-12-19	$528.00	$600.00	64.6%	18.5%	33.4%	0.7%	69.7%	23.5%	29.3%	405	-27.3K	-2.4K	0.06	39.08	N/A	N/A	32	8
2022-12-20	$504.00	$600.00	50.4%	14.4%	35.3%	0.0%	0.0%	34.0%	50.5%	374	-7.1K	-2.2K	0.00	23.13	N/A	N/A	32	8
2022-12-21	$498.00	$600.00	64.3%	18.4%	34.6%	4.6%	73.8%	42.4%	49.6%	349	12.9K	-2.1K	0.95	21.89	N/A	N/A	32	7
2022-12-22	$492.00	$600.00	64.8%	18.6%	33.8%	4.7%	0.0%	38.4%	48.6%	411	10.4K	-2.1K	0.01	29.67	N/A	N/A	32	7
2022-12-23	$504.00	$600.00	67.1%	19.2%	35.9%	5.5%	79.1%	49.0%	50.4%	455	-4.6K	-2.2K	0.03	24.72	N/A	N/A	33	7
2022-12-27	$480.00	$600.00	69.1%	19.8%	38.4%	6.1%	309.0%	32.7%	45.7%	489	5.8K	-2.1K	0.06	16.80	N/A	N/A	33	7
2022-12-28	$450.00	$600.00	115.7%	33.2%	42.5%	21.4%	84.1%	1.3%	6.2%	649	62.9K	-1.7K	4.25	12.74	N/A	N/A	33	7
2022-12-29	$462.00	$600.00	86.3%	24.7%	44.6%	11.8%	0.0%	36.9%	41.5%	702	44.6K	-1.9K	0.73	29.55	N/A	N/A	33	7
2022-12-30	$486.00	$600.00	74.9%	21.5%	48.8%	8.0%	226.4%	36.7%	45.6%	398	40.7K	-2.0K	0.05	12.86	N/A	N/A	33	7