WATT Options History — June 2023 In June 2023, WATT traded between $144.00 and $204.00. ATM implied volatility averaged 333.1%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 96.6%. IV traded above realized volatility by 256.5% (HV 20d: 76.6%). Max pain ranged from $1500.00 to $4500.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.01.
Notable Days 2023-06-30 : Largest IV spike — 101.0% change2023-06-28 : Highest IV Rank — 93.1%2023-06-28 : Largest Expected Move — 134.0%Monthly Statistics Metric Avg Min Max Open Close Price $180.29 $144.00 $204.00 $192.00 $144.00 Max Pain $2000.00 $1500.00 $4500.00 $4500.00 $1500.00 ATM IV 333.1% 199.4% 467.4% 434.9% 400.8% Expected Move 96.6% 62.4% 134.0% 124.7% 134.0% HV 20d 76.6% 66.9% 87.1% 66.9% 81.5% HV 60d 63.9% 58.3% 68.5% 62.7% 68.5% IV Rank 63.1% 33.3% 93.1% 85.9% 78.3% IV Percentile 85.1% 47.6% 98.8% 98.0% 95.6% Term Structure -58.0% -78.1% -46.0% -46.0% -78.1% Skew 25d 1.2% -43.0% 48.1% 39.1% 0.3% Skew 10d 1.0% -37.3% 34.4% 26.0% -13.0% Call IV 25d 91.5% 69.0% 123.4% 69.0% 70.5% Put IV 25d 92.7% 70.6% 128.1% 108.1% 70.9% Bid-Ask Spread % 12.00 3.36 52.33 3.86 6.56 Gamma HHI 0.53 0.22 0.92 0.38 0.92 Net GEX 339 202 472 358 202 Net DEX -1.8K -35.3K 22.8K -5.2K 22.8K Net VEX -399 -630 -139 -489 -139 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.17 0.00 0.00 Total Volume 0 0 0 0 0 Total OI 15.762 15 16 16 16
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 Vol Put Vol Call OI Put OI 2023-06-01 $192.00 $4500.00 434.9% 124.7% 66.9% 85.9% 0.0% 39.1% 0.0% 358 -5.2K -489 0.00 3.86 N/A N/A 0 0 13 3 2023-06-02 $186.00 $4500.00 436.4% 125.1% 67.1% 86.2% 0.0% 1.8% 0.0% 345 -7.5K -493 0.00 4.64 N/A N/A 0 0 13 3 2023-06-05 $198.00 $0.00 266.4% 76.4% 71.5% 48.3% 0.0% 27.7% -46.0% 411 -27.2K -630 0.00 7.38 N/A N/A 0 0 13 3 2023-06-06 $198.00 $0.00 334.6% 95.9% 68.2% 63.5% 0.0% -24.6% -47.2% 362 -4.6K -493 0.00 11.30 N/A N/A 0 0 13 3 2023-06-07 $204.00 $0.00 217.5% 62.4% 69.4% 37.3% 0.0% 30.9% -47.7% 387 -6.6K -474 0.00 12.85 N/A N/A 0 0 13 2 2023-06-08 $186.00 $0.00 305.3% 87.5% 74.1% 56.9% 0.0% 0.9% -51.6% 314 7.9K -351 0.17 13.77 N/A N/A 0 0 13 2 2023-06-09 $186.00 $0.00 234.4% 67.2% 73.7% 41.1% 0.0% 0.6% -53.0% 315 8.3K -346 0.00 22.96 N/A N/A 0 0 13 2 2023-06-12 $186.00 $0.00 359.1% 102.9% 71.1% 68.9% 0.0% 27.9% -57.9% 371 -13.0K -502 0.00 24.72 N/A N/A 0 0 13 2 2023-06-13 $186.00 $0.00 290.7% 83.3% 67.5% 53.7% 0.0% 48.1% -59.6% 432 -35.3K -587 0.00 8.84 N/A N/A 0 0 13 2 2023-06-14 $186.00 $0.00 339.2% 97.2% 67.5% 64.5% 0.0% -14.4% 0.0% 348 -2.9K -429 0.00 8.57 N/A N/A 0 0 14 2 2023-06-15 $204.00 $0.00 329.9% 0.0% 75.1% 62.4% 0.0% 42.8% 0.0% 471 -32.4K -609 0.02 21.26 N/A N/A 0 0 14 2 2023-06-16 $204.00 $1500.00 244.0% 69.9% 74.4% 43.2% 0.0% -7.9% -62.3% 472 -33.3K -607 0.00 10.29 N/A N/A 0 0 14 2 2023-06-20 $180.00 $1500.00 357.3% 102.4% 86.3% 68.6% 0.0% -3.3% -76.6% 326 13.7K -297 0.02 10.28 N/A N/A 0 0 14 2 2023-06-21 $186.00 $1500.00 290.3% 83.2% 84.2% 53.6% 0.0% 0.2% -78.1% 350 11.3K -302 0.00 4.64 N/A N/A 0 0 14 2 2023-06-22 $174.00 $1500.00 366.4% 105.1% 86.6% 70.6% 0.0% -12.3% 0.0% 319 6.8K -331 0.00 5.37 N/A N/A 0 0 14 2 2023-06-23 $168.00 $1500.00 364.2% 104.4% 87.1% 70.1% 0.0% -21.1% 0.0% 298 9.3K -305 0.00 4.59 N/A N/A 0 0 14 2 2023-06-26 $162.00 $1500.00 374.3% 107.3% 82.2% 72.4% 0.0% -43.0% 0.0% 295 9.9K -288 0.00 52.33 N/A N/A 0 0 14 2 2023-06-27 $162.00 $1500.00 381.7% 109.4% 82.2% 74.0% 0.0% -10.3% 0.0% 277 14.5K -251 0.00 3.36 N/A N/A 0 0 14 2 2023-06-28 $150.00 $1500.00 467.4% 134.0% 85.4% 93.1% 0.0% -24.3% 0.0% 242 13.1K -240 0.00 4.50 N/A N/A 0 0 14 2 2023-06-29 $144.00 $1500.00 199.4% 0.0% 86.1% 33.3% 0.0% -32.8% 0.0% 226 13.6K -225 0.00 9.95 N/A N/A 0 0 14 2 2023-06-30 $144.00 $1500.00 400.8% 0.0% 81.5% 78.3% 0.0% 0.3% 0.0% 202 22.8K -139 0.00 6.56 N/A N/A 0 0 14 2
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