WATT Options History — July 2023 In July 2023, WATT traded between $126.00 and $156.00. ATM implied volatility averaged 313.0%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 107.3%. IV traded above realized volatility by 238.7% (HV 20d: 74.2%). Max pain ranged from $1500.00 to $1500.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.12.
Notable Days 2023-07-12 : Highest Volume — 1 contracts2023-07-27 : Largest IV spike — 71.2% change2023-07-17 : Highest IV Rank — 99.2%2023-07-17 : Largest Expected Move — 141.8%Monthly Statistics Metric Avg Min Max Open Close Price $142.20 $126.00 $156.00 $156.00 $144.00 Max Pain $1500.00 $1500.00 $1500.00 $1500.00 $1500.00 ATM IV 313.0% 158.0% 494.5% 333.3% 256.8% Expected Move 107.3% 76.2% 141.8% 76.2% 131.2% HV 20d 74.2% 60.1% 87.8% 87.8% 68.3% HV 60d 71.0% 68.7% 72.6% 70.9% 71.9% IV Rank 58.6% 24.0% 99.2% 63.2% 46.1% IV Percentile 74.7% 29.0% 99.6% 86.1% 63.5% Term Structure -124.9% -139.7% -115.6% -115.6% -139.7% Skew 25d -56.7% -204.5% 6.9% -16.0% -71.6% Skew 10d -56.7% -204.5% -6.1% -14.2% -42.4% Call IV 25d 129.4% 70.6% 269.2% 94.5% 147.7% Put IV 25d 72.7% 56.7% 91.5% 78.6% 76.2% Bid-Ask Spread % 13.11 3.75 23.34 22.76 10.34 Gamma HHI 0.77 0.42 1.00 0.63 0.46 Net GEX 180 0 270 268 263 Net DEX 16.2K -3.3K 32.6K 8.2K -1.2K Net VEX -180 -333 -11 -280 -318 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 1.06 0.00 0.00 Total Volume 0.05 0 1 0 0 Total OI 16.65 16 17 16 17
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 2023-07-03 $156.00 $1500.00 333.3% 0.0% 87.8% 63.2% 0.0% -16.0% 0.0% 268 8.2K -280 0.00 22.76 N/A N/A 0 0 14 2 2023-07-05 $156.00 $1500.00 430.0% 0.0% 83.7% 84.8% 0.0% -17.5% 0.0% 262 13.9K -244 0.00 16.47 N/A N/A 0 0 14 2 2023-07-06 $144.00 $1500.00 265.6% 76.2% 87.0% 48.1% 0.0% -35.9% -115.6% 212 20.1K -163 0.00 23.34 N/A N/A 0 0 14 2 2023-07-07 $144.00 $1500.00 268.8% 77.1% 85.5% 48.8% 0.0% -33.6% -118.2% 226 13.6K -222 0.00 16.09 N/A N/A 0 0 14 2 2023-07-10 $150.00 $1500.00 361.8% 103.7% 83.1% 69.5% 0.0% -12.8% -124.0% 233 19.4K -180 0.00 11.09 N/A N/A 0 0 14 2 2023-07-11 $150.00 $1500.00 322.7% 92.5% 83.1% 60.8% 0.0% -13.0% -127.0% 232 19.3K -185 0.00 17.63 N/A N/A 0 0 14 2 2023-07-12 $144.00 $1500.00 456.8% 131.0% 83.6% 90.8% 0.0% -48.1% 0.0% 241 6.6K -267 0.00 10.64 N/A N/A 1 0 14 2 2023-07-13 $144.00 $1500.00 209.0% 0.0% 83.6% 35.4% 0.0% -36.9% 0.0% 212 20.4K -161 0.00 17.22 N/A N/A 0 0 15 2 2023-07-14 $144.00 $1500.00 294.5% 84.4% 83.6% 54.5% 0.0% -44.9% -139.7% 232 10.9K -231 0.00 20.75 N/A N/A 0 0 15 2 2023-07-17 $150.00 $1500.00 494.5% 141.8% 76.8% 99.2% 0.0% 6.9% 0.0% 227 22.8K -152 0.00 7.82 N/A N/A 0 0 15 2 2023-07-18 $144.00 $1500.00 212.7% 0.0% 77.0% 36.3% 0.0% -33.8% 0.0% 239 10.1K -242 0.00 7.83 N/A N/A 0 0 15 2 2023-07-19 $144.00 $1500.00 158.0% 0.0% 65.8% 24.0% 0.0% -46.3% 0.0% 237 10.0K -243 0.00 10.38 N/A N/A 0 0 15 2 2023-07-20 $144.00 $1500.00 214.3% 0.0% 63.9% 36.6% 0.0% -68.3% 0.0% 270 -3.3K -333 0.00 14.82 N/A N/A 0 0 15 2 2023-07-21 $138.00 $1500.00 305.2% 0.0% 61.7% 56.9% 0.0% -78.7% 0.0% 254 -3.3K -320 0.00 8.63 N/A N/A 0 0 15 2 2023-07-24 $132.00 $1500.00 250.2% 0.0% 62.3% 44.6% 0.0% -59.7% 0.0% 0 31.7K -11 0.00 14.79 N/A N/A 0 0 15 2 2023-07-25 $126.00 $1500.00 258.8% 0.0% 62.9% 46.5% 0.0% -129.4% 0.0% 0 30.2K -11 0.00 14.57 N/A N/A 0 0 15 2 2023-07-26 $126.00 $1500.00 261.3% 0.0% 62.9% 47.1% 0.0% -129.8% 0.0% 0 30.2K -11 0.00 9.44 N/A N/A 0 0 15 2 2023-07-27 $132.00 $1500.00 447.4% 128.3% 61.4% 88.7% 0.0% -204.5% 0.0% 0 31.7K -11 1.06 3.75 N/A N/A 0 0 15 2 2023-07-28 $132.00 $1500.00 457.5% 131.2% 60.1% 90.9% 0.0% -60.5% 0.0% 0 32.6K -11 0.80 3.75 N/A N/A 0 0 15 2 2023-07-31 $144.00 $1500.00 256.8% 0.0% 68.3% 46.1% 0.0% -71.6% 0.0% 263 -1.2K -318 0.00 10.34 N/A N/A 0 0 15 2
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