WATT Options History — January 2023

In January 2023, WATT traded between $486.00 and $540.00. ATM implied volatility averaged 133.2%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 84.1% (HV 20d: 49.0%). Max pain ranged from $600.00 to $1500.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2023-01-20: Highest Volume — 1 contracts
2023-01-11: Largest IV spike — 48.4% change
2023-01-31: Highest IV Rank — 42.3%
2023-01-31: Largest Expected Move — 51.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$518.40	$486.00	$540.00	$498.00	$492.00
Max Pain	$1410.00	$600.00	$1500.00	$600.00	$1500.00
ATM IV	133.2%	73.1%	179.4%	85.2%	179.4%
Expected Move	40.7%	20.9%	51.4%	24.4%	51.4%
HV 20d	49.0%	37.3%	54.1%	50.3%	37.3%
HV 60d	50.5%	47.1%	52.4%	51.1%	47.2%
IV Rank	27.1%	7.4%	42.3%	11.4%	42.3%
IV Percentile	43.0%	2.8%	69.0%	6.3%	69.0%
Term Structure	-45.6%	-75.6%	50.4%	45.5%	-75.6%
VWIV	171.4%	98.5%	228.8%	98.5%	186.9%
Skew 25d	26.5%	-22.5%	112.5%	53.5%	8.6%
Skew 10d	35.6%	-75.9%	97.9%	36.9%	44.5%
Call IV 25d	100.4%	69.6%	146.3%	79.8%	94.4%
Put IV 25d	126.9%	92.2%	209.6%	133.4%	103.0%
Bid-Ask Spread %	12.67	3.58	37.05	16.25	3.58
Gamma HHI	0.17	0.15	0.21	0.18	0.15
Net GEX	621	350	945	451	586
Net DEX	-27.6K	-97.1K	73.1K	16.4K	-74.9K
Net VEX	-2.2K	-2.4K	-1.7K	-2.1K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.00	3.80	3.80	0.11
Total Volume	0.1	0	1	0	0
Total OI	31.4	15	41	40	15

Daily Data (20 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 Vol	Put Vol	Call OI	Put OI
2023-01-03	$498.00	$600.00	85.2%	24.4%	50.3%	11.4%	98.5%	53.5%	45.5%	451	16.4K	-2.1K	3.80	16.25	N/A	N/A	0	0	33	7
2023-01-04	$522.00	$600.00	73.1%	20.9%	54.1%	7.4%	0.0%	66.0%	50.4%	421	-31.7K	-2.3K	0.00	18.48	N/A	N/A	0	0	33	7
2023-01-05	$516.00	$1500.00	74.5%	35.5%	53.9%	7.9%	0.0%	63.2%	-51.7%	356	28.4K	-2.1K	0.00	11.38	N/A	N/A	0	0	33	7
2023-01-06	$510.00	$1500.00	76.0%	35.4%	53.7%	8.4%	228.8%	52.1%	-37.5%	350	27.0K	-2.0K	0.87	6.17	N/A	N/A	0	0	33	7
2023-01-09	$510.00	$1500.00	85.7%	36.7%	52.8%	11.6%	0.0%	58.4%	-57.2%	386	17.2K	-2.0K	0.46	6.50	N/A	N/A	0	0	33	7
2023-01-10	$510.00	$1500.00	89.8%	37.2%	52.9%	12.9%	0.0%	36.2%	-58.6%	598	73.1K	-1.7K	0.00	18.19	N/A	N/A	0	0	33	7
2023-01-11	$516.00	$1500.00	133.3%	38.2%	53.2%	27.2%	0.0%	75.8%	-59.4%	478	-28.1K	-2.3K	0.00	14.77	N/A	N/A	0	0	33	7
2023-01-12	$516.00	$1500.00	135.1%	38.7%	53.2%	27.7%	0.0%	50.1%	-60.9%	892	14.5K	-2.2K	0.91	19.94	N/A	N/A	0	0	33	7
2023-01-13	$534.00	$1500.00	141.6%	40.6%	54.0%	29.9%	0.0%	112.5%	-45.0%	427	-55.3K	-2.4K	0.00	30.44	N/A	N/A	0	0	33	7
2023-01-17	$540.00	$1500.00	136.3%	39.1%	50.1%	28.1%	0.0%	-15.2%	-66.9%	933	10.4K	-2.3K	0.00	37.05	N/A	N/A	0	0	33	7
2023-01-18	$522.00	$1500.00	149.4%	42.8%	50.1%	32.4%	0.0%	-12.2%	-70.9%	921	10.6K	-2.3K	0.04	11.44	N/A	N/A	0	0	34	7
2023-01-19	$540.00	$1500.00	140.8%	40.4%	51.0%	29.6%	0.0%	-22.5%	0.0%	945	-5.9K	-2.3K	0.03	7.52	N/A	N/A	0	0	34	7
2023-01-20	$534.00	$1500.00	140.7%	40.3%	48.1%	29.6%	0.0%	22.7%	-41.9%	927	-7.0K	-2.3K	3.07	4.72	N/A	N/A	0	1	34	7
2023-01-23	$528.00	$1500.00	165.3%	47.4%	48.1%	37.6%	0.0%	3.8%	-47.9%	618	-93.5K	-2.2K	0.00	11.33	N/A	N/A	1	0	11	4
2023-01-24	$534.00	$1500.00	170.4%	48.8%	47.8%	39.3%	186.9%	-2.3%	-49.5%	646	-97.1K	-2.3K	0.11	5.71	N/A	N/A	0	0	11	4
2023-01-25	$528.00	$1500.00	172.2%	49.4%	47.5%	39.9%	0.0%	-2.0%	-52.3%	647	-93.2K	-2.3K	0.00	4.66	N/A	N/A	0	0	11	4
2023-01-26	$522.00	$1500.00	174.0%	49.9%	43.9%	40.5%	0.0%	-11.4%	-55.4%	647	-96.5K	-2.3K	0.00	6.60	N/A	N/A	0	0	11	4
2023-01-27	$510.00	$1500.00	173.1%	49.6%	37.3%	40.2%	0.0%	0.5%	-59.3%	567	-73.2K	-2.1K	0.00	4.60	N/A	N/A	0	0	11	4
2023-01-30	$486.00	$1500.00	167.5%	48.0%	41.1%	38.4%	0.0%	-7.8%	-72.1%	619	-92.9K	-2.2K	0.00	14.08	N/A	N/A	0	0	11	4
2023-01-31	$492.00	$1500.00	179.4%	51.4%	37.3%	42.3%	0.0%	8.6%	-75.6%	586	-74.9K	-2.1K	0.11	3.58	N/A	N/A	0	0	11	4