WATT Options History — March 2023

In March 2023, WATT traded between $306.00 and $402.00. ATM implied volatility averaged 285.0%, placing in the 64.0% IV rank vs the trailing year. The 30-day expected move averaged 69.0%. IV traded above realized volatility by 227.0% (HV 20d: 58.0%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.13.

Notable Days

  • 2023-03-16: Largest IV spike — 70.7% change
  • 2023-03-06: Highest IV Rank — 100.0%
  • 2023-03-01: Largest Expected Move — 101.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$332.61$306.00$402.00$342.00$318.00
Max Pain$1500.00$1500.00$1500.00$1500.00$1500.00
ATM IV285.0%177.6%444.3%353.4%241.7%
Expected Move69.0%48.0%101.3%101.3%69.3%
HV 20d58.0%33.0%68.3%35.2%68.3%
HV 60d48.8%42.0%52.0%42.0%48.6%
IV Rank64.0%32.3%100.0%95.2%48.6%
IV Percentile85.5%57.5%100.0%99.2%78.2%
Term Structure-59.7%-130.4%-31.2%-123.9%-83.7%
Skew 25d-9.7%-68.5%41.9%20.4%35.0%
Skew 10d9.7%-17.5%52.7%52.7%12.7%
Call IV 25d105.5%63.5%145.1%114.3%63.5%
Put IV 25d95.7%73.6%134.8%134.8%98.5%
Bid-Ask Spread %26.335.0886.618.0214.18
Gamma HHI0.170.140.230.140.18
Net GEX492386685577418
Net DEX-40.9K-107.1K11.0K-91.9K-17.2K
Net VEX-1.5K-2.0K-1.1K-1.7K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.001.670.500.00
Total Volume00000
Total OI1717171717

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$342.00$1500.00353.4%101.3%35.2%95.2%0.0%20.4%0.0%577-91.9K-1.7K0.508.02N/AN/A00134
2023-03-02$342.00$1500.00318.9%91.4%34.0%84.4%0.0%-15.9%-123.9%526-63.1K-1.6K0.008.02N/AN/A00134
2023-03-03$348.00$1500.00301.9%86.6%33.0%79.1%0.0%-35.5%-130.4%547-66.2K-1.7K0.005.08N/AN/A00134
2023-03-06$360.00$0.00384.1%49.1%37.9%100.0%0.0%-14.6%-32.0%618-93.9K-1.8K0.005.99N/AN/A00134
2023-03-07$372.00$0.00351.6%50.2%40.6%90.3%0.0%5.9%-32.1%585-60.0K-1.8K0.008.20N/AN/A00134
2023-03-08$402.00$0.00350.4%48.0%52.1%89.9%0.0%-24.8%-31.2%685-99.9K-2.0K0.028.32N/AN/A00134
2023-03-09$378.00$0.00403.8%51.6%55.1%100.0%0.0%17.3%-33.5%631-107.1K-1.9K0.0084.92N/AN/A00134
2023-03-10$342.00$0.00444.3%64.5%63.0%100.0%0.0%-2.9%-37.0%556-58.9K-1.6K0.0086.31N/AN/A00134
2023-03-13$336.00$0.00215.5%61.8%63.0%41.9%0.0%36.3%-40.7%528-75.7K-1.6K0.0086.61N/AN/A00134
2023-03-14$324.00$0.00272.9%78.2%63.3%56.5%0.0%11.2%-43.0%534-63.2K-1.6K0.4622.80N/AN/A00134
2023-03-15$330.00$0.00177.6%50.9%64.6%32.3%0.0%-68.5%-43.8%450-4.5K-1.3K0.0031.65N/AN/A00134
2023-03-16$318.00$0.00303.1%86.9%64.9%64.1%0.0%-52.9%-46.3%415-2.8K-1.3K1.6716.86N/AN/A00134
2023-03-17$306.00$0.00191.8%55.0%65.3%35.9%0.0%-29.3%-49.0%406-13.0K-1.3K0.0017.97N/AN/A00134
2023-03-20$306.00$0.00320.9%92.0%64.1%68.7%0.0%-34.9%-54.2%424-9.1K-1.3K0.0023.21N/AN/A00134
2023-03-21$306.00$0.00257.0%73.7%64.2%52.4%0.0%-15.8%-56.3%445-19.4K-1.4K0.0012.38N/AN/A00134
2023-03-22$306.00$0.00207.2%59.4%64.1%39.8%0.0%-63.5%-58.4%4091.9K-1.2K0.0027.36N/AN/A00134
2023-03-23$318.00$0.00337.0%96.6%65.3%72.8%0.0%-38.3%-59.1%458-14.9K-1.3K0.0022.24N/AN/A00134
2023-03-24$306.00$0.00214.5%61.5%64.5%41.7%0.0%-8.5%-63.0%473-36.0K-1.4K0.0032.92N/AN/A00134
2023-03-27$324.00$0.00218.8%62.7%68.1%42.8%0.0%7.5%-68.7%455-24.3K-1.4K0.0028.39N/AN/A00134
2023-03-28$330.00$0.00220.7%63.3%67.8%43.2%0.0%12.2%-71.0%396-2.6K-1.2K0.0020.41N/AN/A00134
2023-03-29$324.00$0.00228.1%65.4%67.1%45.1%0.0%-6.3%-75.1%38611.0K-1.1K0.0022.17N/AN/A00134
2023-03-30$312.00$0.00239.0%68.5%68.2%47.9%0.0%41.9%-80.7%401-30.5K-1.3K0.0011.62N/AN/A00134
2023-03-31$318.00$0.00241.7%69.3%68.3%48.6%0.0%35.0%-83.7%418-17.2K-1.3K0.0014.18N/AN/A00134