WATT Options History — August 2023

In August 2023, WATT traded between $60.00 and $156.00. ATM implied volatility averaged 193.6%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 50.6%. IV traded above realized volatility by 66.8% (HV 20d: 126.8%). Max pain ranged from $75.00 to $1500.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.55.

Notable Days

  • 2023-08-24: Highest Volume — 17 contracts
  • 2023-08-24: Largest IV spike — 395.3% change
  • 2023-08-03: Highest IV Rank — 92.7%
  • 2023-08-02: Largest Expected Move — 119.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.67$60.00$156.00$144.00$60.00
Max Pain$753.57$75.00$1500.00$1500.00$75.00
ATM IV193.6%6.5%465.6%259.7%58.4%
Expected Move50.6%1.9%119.7%119.7%16.8%
HV 20d126.8%61.4%184.4%61.4%184.4%
HV 60d98.2%71.8%125.6%71.8%125.6%
IV Rank34.1%0.0%92.7%46.7%10.6%
IV Percentile42.0%0.0%98.0%64.7%3.6%
Term Structure-49.3%-121.5%42.3%-92.9%-33.5%
Skew 25d113.2%-33.5%285.5%-0.7%251.7%
Skew 10d105.3%-52.9%321.3%-0.7%238.1%
Call IV 25d67.5%10.6%147.4%77.0%36.1%
Put IV 25d180.7%76.3%328.2%76.3%287.8%
Bid-Ask Spread %15.963.7854.517.665.04
Gamma HHI0.790.181.001.000.72
Net GEX1.6K012.2K02.0K
Net DEX-579.8K-1.6M38.2K35.6K-1.1M
Net VEX-341-1.8K-1-11-297
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.0025.000.150.00
Total Volume2.39101700
Total OI180.0431736217362

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$144.00$1500.00259.7%0.0%61.4%46.7%0.0%-0.7%0.0%035.6K-110.157.66N/AN/A00152
2023-08-02$144.00$1500.00417.6%119.7%61.4%82.0%0.0%-30.5%0.0%298-17.1K-4040.003.78N/AN/A00152
2023-08-03$156.00$0.00465.6%73.0%61.4%92.7%0.0%0.0%-92.9%1438.2K-140.9815.11N/AN/A00152
2023-08-04$150.00$1500.00349.2%100.1%63.3%66.7%0.0%-7.4%-97.1%320-23.7K-4550.028.40N/AN/A00153
2023-08-07$138.00$1500.00285.2%81.8%68.4%52.4%0.0%-33.5%-109.2%278-14.5K-39225.0012.96N/AN/A00153
2023-08-08$144.00$1500.00367.0%105.2%70.3%70.7%0.0%28.0%-109.6%297-19.5K-4160.007.93N/AN/A00153
2023-08-09$144.00$1500.00286.4%82.1%68.8%52.7%0.0%0.0%-112.6%1636.3K-140.0027.09N/AN/A00153
2023-08-10$144.00$1500.00290.4%83.2%68.8%53.6%0.0%109.8%-115.6%329-39.5K-4640.0028.93N/AN/A00152
2023-08-11$138.00$1500.00301.1%86.3%70.5%56.0%0.0%0.0%-121.5%028.7K-110.0054.51N/AN/A00152
2023-08-14$126.00$1500.00239.2%0.0%75.2%42.2%0.0%0.0%0.0%026.2K-110.0016.37N/AN/A00152
2023-08-15$102.00$1500.00214.3%0.0%103.8%36.6%0.0%0.0%0.0%021.2K-110.0016.67N/AN/A00152
2023-08-16$67.50$0.00260.2%74.6%174.2%46.9%0.0%82.6%-16.5%00-10.1417.21N/AN/A00460
2023-08-17$62.10$75.00244.4%70.1%174.3%43.3%0.0%103.8%-22.8%1.7K-1.1M-3550.0015.59N/AN/A1030942
2023-08-18$63.60$75.0047.5%13.6%175.9%0.0%0.0%285.5%-21.9%2.0K-1.1M-3610.007.28N/AN/A0030942
2023-08-21$65.10$75.0046.4%13.3%177.2%0.0%0.0%95.7%-22.4%2.1K-1.1M-3810.007.28N/AN/A0030642
2023-08-22$66.00$75.0044.9%12.9%178.0%0.0%0.0%69.0%-22.1%2.4K-1.1M-3860.0016.89N/AN/A0030642
2023-08-23$70.50$75.0033.2%9.5%181.1%0.0%0.0%130.6%-16.9%2.3K-1.2M-4310.007.28N/AN/A1030642
2023-08-24$66.00$75.00164.4%47.1%179.3%28.2%0.0%133.6%-23.8%2.4K-1.1M-3820.0254.43N/AN/A17030642
2023-08-25$68.70$75.0027.6%7.9%180.9%0.0%0.0%122.0%-14.6%2.7K-1.3M-4200.0216.89N/AN/A17032042
2023-08-28$69.90$75.0027.0%7.7%176.4%0.0%0.0%194.9%-15.1%2.5K-1.3M-4260.029.67N/AN/A17032042
2023-08-29$75.90$75.006.5%1.9%181.0%0.0%0.0%274.6%42.3%12.2K-1.6M-1.8K0.005.04N/AN/A0032042
2023-08-30$73.20$75.0017.9%5.1%180.6%2.3%0.0%228.1%-10.9%2.7K-1.4M-4390.005.04N/AN/A2032042
2023-08-31$60.00$75.0058.4%16.8%184.4%10.6%0.0%251.7%-33.5%2.0K-1.1M-2970.005.04N/AN/A0032042