WATT Options History — April 2023 In April 2023, WATT traded between $210.00 and $312.00. ATM implied volatility averaged 282.1%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 83.4%. IV traded above realized volatility by 230.2% (HV 20d: 51.9%). 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 3.35.
Notable Days 2023-04-10 : Highest Volume — 1 contracts2023-04-28 : Largest IV spike — 104.6% change2023-04-25 : Highest IV Rank — 100.0%2023-04-25 : Largest Expected Move — 129.4%Monthly Statistics Metric Avg Min Max Open Close Price $265.58 $210.00 $312.00 $312.00 $222.00 Max Pain $1500.00 $1500.00 $1500.00 $1500.00 $1500.00 ATM IV 282.1% 188.7% 451.2% 309.6% 410.7% Expected Move 83.4% 54.1% 129.4% 88.8% 117.7% HV 20d 51.9% 44.6% 66.9% 66.9% 57.0% HV 60d 50.5% 48.1% 54.9% 48.7% 54.9% IV Rank 58.6% 35.1% 100.0% 65.8% 89.9% IV Percentile 83.5% 55.2% 100.0% 94.0% 99.2% Term Structure -87.9% -114.4% -29.1% -99.2% -96.0% VWIV 410.7% 410.7% 410.7% 410.7% 410.7% Skew 25d -4.8% -70.6% 37.3% -40.5% 30.1% Skew 10d -4.8% -76.4% 32.3% -18.5% -7.2% Call IV 25d 93.0% 65.3% 122.0% 113.4% 84.1% Put IV 25d 88.2% 46.9% 114.2% 72.9% 114.2% Bid-Ask Spread % 17.63 7.63 30.17 7.91 18.97 Gamma HHI 0.25 0.14 0.41 0.25 0.25 Net GEX 360 269 444 369 294 Net DEX -4.1K -44.0K 41.7K 21.0K 5.6K Net VEX -901 -1.2K -532 -1.0K -714 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.35 0.00 55.00 0.00 0.19 Total Volume 0.053 0 1 0 0 Total OI 16.947 16 17 17 17
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 2023-04-03 $312.00 $0.00 309.6% 88.8% 66.9% 65.8% 0.0% -40.5% -99.2% 369 21.0K -1.0K 0.00 7.91 N/A N/A 0 0 13 4 2023-04-04 $312.00 $0.00 271.9% 78.0% 65.3% 56.2% 0.0% 30.7% -105.0% 413 -15.5K -1.2K 0.00 23.78 N/A N/A 0 0 13 4 2023-04-05 $300.00 $0.00 274.9% 0.0% 57.5% 57.0% 0.0% -5.3% 0.0% 320 18.0K -977 0.00 12.97 N/A N/A 0 0 13 4 2023-04-06 $306.00 $1500.00 303.2% 86.9% 55.9% 64.2% 0.0% -51.9% -75.5% 337 41.7K -868 0.00 15.66 N/A N/A 0 0 13 4 2023-04-10 $300.00 $1500.00 291.5% 83.6% 45.1% 61.2% 0.0% 32.8% -83.6% 380 -21.9K -1.1K 55.00 23.21 N/A N/A 0 1 13 4 2023-04-11 $294.00 $1500.00 188.7% 54.1% 45.2% 35.1% 0.0% -0.4% -86.7% 352 9.9K -954 0.00 30.17 N/A N/A 0 0 13 4 2023-04-12 $282.00 $1500.00 326.8% 93.7% 45.7% 70.2% 0.0% 21.3% -91.2% 376 -21.3K -938 0.00 20.48 N/A N/A 0 0 13 4 2023-04-13 $276.00 $1500.00 256.1% 73.4% 45.0% 52.2% 0.0% 6.1% -94.8% 363 1.6K -871 0.00 8.49 N/A N/A 0 0 13 4 2023-04-14 $264.00 $1500.00 258.2% 74.0% 45.6% 52.7% 0.0% -44.2% -72.7% 323 20.8K -708 0.33 8.49 N/A N/A 0 0 13 4 2023-04-17 $258.00 $1500.00 268.8% 77.0% 44.6% 55.4% 0.0% 37.3% -81.6% 441 -34.0K -1.0K 0.00 8.49 N/A N/A 0 0 13 4 2023-04-18 $252.00 $1500.00 272.1% 78.0% 44.8% 56.3% 0.0% -10.6% -114.4% 444 -44.0K -1.1K 0.00 7.63 N/A N/A 0 0 13 4 2023-04-19 $270.00 $1500.00 279.4% 80.1% 52.8% 58.1% 0.0% 6.5% -112.9% 347 -5.2K -824 0.00 11.21 N/A N/A 0 0 13 4 2023-04-20 $264.00 $1500.00 230.9% 66.2% 53.0% 45.8% 0.0% 3.3% 0.0% 395 -11.0K -925 0.00 20.62 N/A N/A 0 0 13 4 2023-04-21 $246.00 $1500.00 245.2% 70.3% 54.6% 49.4% 0.0% -7.5% -29.1% 402 -31.9K -960 0.00 27.81 N/A N/A 0 0 13 4 2023-04-24 $240.00 $1500.00 228.6% 0.0% 54.0% 45.2% 0.0% 6.8% 0.0% 346 -11.7K -818 0.00 22.30 N/A N/A 0 0 13 4 2023-04-25 $222.00 $1500.00 451.2% 129.4% 52.3% 100.0% 0.0% -70.6% 0.0% 387 -36.8K -956 0.01 22.91 N/A N/A 0 0 13 4 2023-04-26 $216.00 $1500.00 291.6% 83.6% 50.4% 60.2% 0.0% -56.6% -96.0% 285 17.1K -570 0.00 19.14 N/A N/A 0 0 13 4 2023-04-27 $210.00 $1500.00 200.7% 0.0% 50.5% 37.5% 0.0% 22.3% 0.0% 269 20.4K -532 1.48 24.67 N/A N/A 0 0 13 3 2023-04-28 $222.00 $1500.00 410.7% 117.7% 57.0% 89.9% 410.7% 30.1% 0.0% 294 5.6K -714 0.19 18.97 N/A N/A 0 0 13 4
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