WATT Options History — February 2023 In February 2023, WATT traded between $354.00 and $510.00. ATM implied volatility averaged 219.9%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 60.3%. IV traded above realized volatility by 186.2% (HV 20d: 33.7%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.59.
Notable Days 2023-02-28 : Highest Volume — 1 contracts2023-02-09 : Largest IV spike — 84.2% change2023-02-27 : Highest IV Rank — 100.0%2023-02-27 : Largest Expected Move — 105.7%Monthly Statistics Metric Avg Min Max Open Close Price $446.53 $354.00 $510.00 $498.00 $354.00 Max Pain $1500.00 $1500.00 $1500.00 $1500.00 $1500.00 ATM IV 219.9% 142.8% 368.6% 190.2% 250.5% Expected Move 60.3% 34.1% 105.7% 54.5% 71.8% HV 20d 33.7% 27.6% 37.5% 36.5% 36.2% HV 60d 40.2% 38.7% 45.4% 45.4% 42.1% IV Rank 55.2% 30.3% 100.0% 45.8% 62.9% IV Percentile 77.6% 48.8% 100.0% 72.2% 86.1% Term Structure -58.6% -107.7% -27.9% -79.6% -107.7% VWIV 155.4% 155.4% 155.4% 155.4% 155.4% Skew 25d 6.4% -45.3% 41.5% 0.0% -19.2% Skew 10d 30.4% -10.8% 52.6% 28.9% 15.7% Call IV 25d 97.5% 65.0% 133.8% 95.3% 120.3% Put IV 25d 103.8% 88.5% 135.9% 95.3% 101.1% Bid-Ask Spread % 14.95 3.82 57.16 5.82 21.12 Gamma HHI 0.14 0.13 0.15 0.15 0.15 Net GEX 647 509 732 652 509 Net DEX -92.8K -121.1K -52.8K -88.5K -53.9K Net VEX -2.0K -2.4K -1.6K -2.2K -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.00 6.00 0.00 0.01 Total Volume 0.053 0 1 0 1 Total OI 15.895 15 16 15 16
Daily Data (19 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 2023-02-01 $498.00 $1500.00 190.2% 54.5% 36.5% 45.8% 0.0% 0.0% -79.6% 652 -88.5K -2.2K 0.00 5.82 N/A N/A 0 0 11 4 2023-02-02 $510.00 $1500.00 204.3% 35.0% 33.3% 50.4% 0.0% -2.8% -43.7% 712 -109.7K -2.4K 0.00 3.82 N/A N/A 0 0 11 4 2023-02-03 $498.00 $1500.00 203.1% 34.1% 34.1% 50.0% 0.0% -7.0% -45.7% 679 -98.3K -2.2K 0.48 4.60 N/A N/A 0 0 12 4 2023-02-06 $504.00 $1500.00 233.8% 77.7% 34.2% 60.1% 0.0% -14.0% -48.8% 674 -101.9K -2.2K 0.00 36.76 N/A N/A 0 0 12 4 2023-02-07 $504.00 $1500.00 245.0% 54.7% 34.2% 63.8% 0.0% 3.0% -50.1% 728 -121.1K -2.4K 0.00 25.43 N/A N/A 0 0 12 4 2023-02-08 $498.00 $1500.00 143.4% 41.1% 34.4% 30.5% 155.4% 1.9% -51.9% 654 -107.5K -2.2K 0.17 8.19 N/A N/A 0 0 12 4 2023-02-09 $486.00 $1500.00 264.1% 75.7% 35.0% 70.0% 0.0% -0.5% -54.4% 732 -118.3K -2.3K 0.00 27.35 N/A N/A 0 0 12 4 2023-02-10 $480.00 $1500.00 209.8% 60.2% 35.1% 52.2% 0.0% -6.5% -56.4% 714 -105.2K -2.2K 0.00 9.99 N/A N/A 0 0 12 4 2023-02-13 $468.00 $1500.00 142.8% 40.9% 32.9% 30.3% 0.0% 32.1% -62.8% 699 -103.4K -2.2K 0.01 4.54 N/A N/A 0 0 12 4 2023-02-14 $462.00 $0.00 162.6% 46.6% 32.3% 36.8% 0.0% 31.8% -65.4% 696 -94.9K -2.1K 0.00 5.48 N/A N/A 0 0 12 4 2023-02-15 $450.00 $0.00 194.7% 55.8% 31.6% 47.3% 0.0% 16.6% -68.8% 698 -98.5K -2.1K 0.00 57.16 N/A N/A 0 0 12 4 2023-02-16 $444.00 $0.00 196.8% 56.4% 27.6% 48.0% 0.0% 33.0% -27.9% 649 -94.7K -2.0K 0.00 9.55 N/A N/A 0 0 12 4 2023-02-17 $420.00 $0.00 212.3% 60.9% 32.0% 53.1% 0.0% 37.0% -31.0% 647 -89.7K -1.9K 1.06 10.62 N/A N/A 0 0 12 4 2023-02-21 $408.00 $0.00 226.6% 65.0% 32.6% 57.7% 0.0% 41.5% -40.8% 702 -119.5K -2.0K 2.75 8.32 N/A N/A 0 0 12 4 2023-02-22 $396.00 $0.00 228.6% 65.5% 31.8% 58.4% 0.0% 12.8% -44.6% 579 -73.5K -1.8K 0.00 8.32 N/A N/A 0 0 12 4 2023-02-23 $378.00 $1500.00 250.1% 71.7% 33.7% 65.4% 0.0% 2.7% -80.0% 523 -61.6K -1.6K 6.00 8.20 N/A N/A 0 0 12 4 2023-02-24 $360.00 $1500.00 251.2% 72.0% 35.4% 65.8% 0.0% 3.7% -54.6% 538 -70.2K -1.7K 0.71 8.20 N/A N/A 0 0 12 4 2023-02-27 $366.00 $1500.00 368.6% 105.7% 37.5% 100.0% 0.0% -45.3% -99.6% 515 -52.8K -1.7K 0.08 20.59 N/A N/A 0 0 12 4 2023-02-28 $354.00 $1500.00 250.5% 71.8% 36.2% 62.9% 0.0% -19.2% -107.7% 509 -53.9K -1.7K 0.01 21.12 N/A N/A 1 0 12 4
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