WATT Options History — September 2023

In September 2023, WATT traded between $47.10 and $60.00. ATM implied volatility averaged 206.2%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 56.6%. IV traded above realized volatility by 69.1% (HV 20d: 137.1%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-05: Highest Volume — 1 contracts
2023-09-19: Largest IV spike — 167.7% change
2023-09-14: Highest IV Rank — 63.0%
2023-09-29: Largest Expected Move — 78.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.79	$47.10	$60.00	$60.00	$48.30
Max Pain	$75.00	$75.00	$75.00	$75.00	$75.00
ATM IV	206.2%	60.5%	316.3%	60.5%	274.7%
Expected Move	56.6%	17.3%	78.8%	17.3%	78.8%
HV 20d	137.1%	74.6%	186.7%	185.1%	74.6%
HV 60d	125.4%	123.2%	126.5%	125.2%	123.2%
IV Rank	40.6%	11.0%	63.0%	11.0%	54.6%
IV Percentile	43.5%	4.0%	79.4%	4.0%	69.0%
Term Structure	-37.5%	-96.6%	-23.9%	-35.4%	-30.6%
Skew 25d	199.5%	33.8%	290.6%	214.4%	284.8%
Skew 10d	187.2%	44.5%	271.7%	193.2%	271.5%
Call IV 25d	35.4%	16.4%	61.9%	36.3%	22.0%
Put IV 25d	234.9%	52.9%	309.7%	250.7%	306.8%
Bid-Ask Spread %	13.74	4.32	54.43	7.28	4.32
Gamma HHI	0.66	0.39	1.00	0.71	0.44
Net GEX	3.1K	454	5.7K	2.0K	4.2K
Net DEX	-701.5K	-1.1M	-629.4K	-1.1M	-629.4K
Net VEX	-468	-814	-90	-295	-590
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.05	0	1	0	0
Total OI	362	362	362	362	362

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-09-01	$60.00	$75.00	60.5%	17.3%	185.1%	11.0%	0.0%	214.4%	-35.4%	2.0K	-1.1M	-295	7.28	N/A	N/A	0	320	42
2023-09-05	$53.10	$75.00	97.8%	28.0%	186.7%	18.6%	0.0%	154.1%	-62.2%	1.5K	-677.9K	-635	7.28	N/A	N/A	1	320	42
2023-09-06	$52.80	$75.00	104.4%	29.9%	184.4%	19.9%	0.0%	198.2%	-68.1%	918	-724.3K	-167	4.32	N/A	N/A	0	320	42
2023-09-07	$48.90	$75.00	262.3%	75.2%	183.6%	52.0%	0.0%	33.8%	-86.0%	5.0K	-656.7K	-730	52.11	N/A	N/A	0	320	42
2023-09-08	$48.30	$75.00	140.4%	40.2%	183.2%	27.2%	0.0%	191.8%	-96.6%	548	-657.0K	-106	4.32	N/A	N/A	0	320	42
2023-09-11	$47.70	$75.00	189.8%	47.7%	183.8%	37.3%	0.0%	117.7%	-24.7%	454	-646.7K	-92	20.26	N/A	N/A	0	320	42
2023-09-12	$48.90	$75.00	209.8%	68.2%	185.2%	41.4%	0.0%	195.6%	-24.6%	578	-665.4K	-116	4.32	N/A	N/A	0	320	42
2023-09-13	$47.10	$75.00	273.9%	68.9%	174.8%	54.4%	0.0%	193.0%	-25.5%	462	-639.3K	-90	4.32	N/A	N/A	0	320	42
2023-09-14	$52.50	$75.00	316.3%	48.6%	114.2%	63.0%	0.0%	61.6%	-24.2%	758	-714.9K	-128	25.18	N/A	N/A	0	320	42
2023-09-15	$55.50	$75.00	241.7%	69.3%	113.4%	47.8%	0.0%	209.0%	-23.9%	1.2K	-765.2K	-207	4.32	N/A	N/A	0	320	42
2023-09-18	$52.50	$75.00	93.6%	26.8%	114.2%	17.7%	0.0%	93.6%	-25.3%	5.7K	-747.4K	-742	54.43	N/A	N/A	0	320	42
2023-09-19	$51.60	$75.00	250.6%	71.8%	113.5%	49.6%	0.0%	288.0%	-25.8%	5.7K	-719.0K	-814	4.32	N/A	N/A	0	320	42
2023-09-20	$49.50	$75.00	178.3%	51.1%	113.6%	34.9%	0.0%	197.7%	-26.7%	4.7K	-663.6K	-669	20.26	N/A	N/A	0	320	42
2023-09-21	$49.50	$75.00	179.8%	51.5%	109.7%	35.2%	0.0%	198.5%	-27.1%	4.7K	-663.3K	-663	20.26	N/A	N/A	0	320	42
2023-09-22	$49.50	$75.00	257.4%	73.8%	108.4%	51.0%	0.0%	282.0%	-27.4%	4.7K	-661.7K	-692	4.32	N/A	N/A	0	320	42
2023-09-25	$50.40	$75.00	264.1%	75.7%	107.2%	52.4%	0.0%	289.5%	-28.1%	5.0K	-684.9K	-679	4.32	N/A	N/A	0	320	42
2023-09-26	$50.10	$75.00	188.0%	53.9%	106.6%	36.9%	0.0%	207.2%	-28.6%	4.9K	-677.5K	-632	20.26	N/A	N/A	0	320	42
2023-09-27	$50.10	$75.00	269.1%	77.1%	100.2%	53.4%	0.0%	290.6%	-29.0%	5.0K	-676.0K	-669	4.32	N/A	N/A	0	320	42
2023-09-28	$49.50	$75.00	271.8%	77.9%	100.1%	54.0%	0.0%	289.0%	-29.6%	4.7K	-659.7K	-649	4.32	N/A	N/A	0	320	42
2023-09-29	$48.30	$75.00	274.7%	78.8%	74.6%	54.6%	0.0%	284.8%	-30.6%	4.2K	-629.4K	-590	4.32	N/A	N/A	0	320	42