WATT Options History — October 2023 In October 2023, WATT traded between $46.80 and $55.20. ATM implied volatility averaged 111.3%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 54.3% (HV 20d: 57.0%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.01.
Notable Days 2023-10-12 : Highest Volume — 20 contracts2023-10-18 : Largest IV spike — 351.1% change2023-10-20 : Highest IV Rank — 50.5%2023-10-20 : Largest Expected Move — 73.0%Monthly Statistics Metric Avg Min Max Open Close Price $50.85 $46.80 $55.20 $46.80 $50.40 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 111.3% 46.9% 254.6% 57.3% 83.2% Expected Move 31.9% 13.4% 73.0% 16.4% 23.8% HV 20d 57.0% 50.0% 74.8% 74.8% 51.0% HV 60d 123.8% 121.0% 125.5% 123.1% 121.0% IV Rank 21.3% 8.2% 50.5% 10.3% 15.6% IV Percentile 19.0% 2.8% 59.5% 3.6% 13.5% Term Structure -41.2% -60.4% -32.3% -32.8% -60.4% Skew 25d 278.5% 91.9% 337.6% 282.1% 244.6% Skew 10d 262.1% 88.7% 323.0% 272.3% 236.9% Call IV 25d 22.7% 16.8% 67.4% 24.5% 22.8% Put IV 25d 301.2% 113.4% 362.2% 306.6% 267.4% Bid-Ask Spread % 12.78 4.32 44.41 4.32 20.26 Gamma HHI 0.52 0.43 1.00 0.43 0.50 Net GEX 4.9K 162 7.3K 3.6K 4.6K Net DEX -690.9K -814.1K -592.8K -592.8K -670.1K Net VEX -541 -781 -26 -536 -427 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.03 0.00 0.00 Total Volume 0.955 0 20 1 0 Total OI 362.955 362 363 362 363
Daily Data (22 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 2023-10-02 $46.80 $75.00 57.3% 16.4% 74.8% 10.3% 0.0% 282.1% -32.8% 3.6K -592.8K -536 0.00 4.32 N/A N/A 1 0 320 42 2023-10-03 $48.60 $75.00 201.9% 57.9% 64.5% 39.7% 0.0% 281.2% -32.3% 4.2K -636.5K -558 0.00 16.65 N/A N/A 0 0 321 42 2023-10-04 $48.30 $75.00 55.5% 15.9% 64.5% 10.0% 0.0% 291.1% -33.0% 4.1K -627.9K -570 0.00 7.93 N/A N/A 0 0 321 42 2023-10-05 $48.60 $75.00 55.6% 15.9% 58.6% 10.0% 0.0% 293.8% -33.4% 4.2K -635.5K -564 0.00 4.98 N/A N/A 0 0 321 42 2023-10-06 $47.10 $75.00 59.4% 17.0% 59.5% 10.8% 0.0% 288.4% -34.8% 3.7K -599.2K -520 0.00 6.08 N/A N/A 0 0 321 42 2023-10-09 $48.90 $75.00 216.6% 62.1% 60.9% 42.7% 0.0% 217.8% -35.6% 162 -658.1K -26 0.00 16.65 N/A N/A 0 0 321 42 2023-10-10 $53.70 $75.00 48.6% 13.9% 68.8% 8.6% 0.0% 322.6% -33.5% 6.6K -771.6K -712 0.00 4.32 N/A N/A 0 0 321 42 2023-10-11 $53.10 $75.00 50.5% 14.5% 67.3% 8.9% 0.0% 322.6% -34.4% 6.2K -751.7K -710 0.00 7.93 N/A N/A 0 0 321 42 2023-10-12 $55.20 $75.00 46.9% 13.4% 57.0% 8.2% 0.0% 330.4% -33.9% 7.3K -814.1K -781 0.03 4.32 N/A N/A 19 1 321 42 2023-10-13 $52.80 $75.00 52.6% 15.1% 55.7% 9.4% 0.0% 325.2% -35.8% 6.1K -742.2K -675 0.00 4.32 N/A N/A 0 0 321 42 2023-10-16 $53.40 $75.00 153.9% 44.1% 52.2% 30.0% 0.0% 150.1% -37.6% 6.0K -762.8K -603 0.00 44.41 N/A N/A 0 0 321 42 2023-10-17 $53.40 $75.00 54.5% 15.6% 51.7% 9.8% 0.0% 333.6% -38.4% 6.4K -758.0K -673 0.00 4.32 N/A N/A 0 0 321 42 2023-10-18 $52.20 $75.00 246.1% 70.5% 50.0% 48.7% 0.0% 216.7% -40.1% 5.8K -716.0K -566 0.00 20.26 N/A N/A 0 0 321 42 2023-10-19 $53.40 $75.00 250.1% 71.7% 50.5% 49.5% 0.0% 238.6% -40.0% 6.4K -755.8K -605 0.00 20.26 N/A N/A 0 0 321 42 2023-10-20 $52.20 $75.00 254.6% 73.0% 51.4% 50.5% 0.0% 329.6% -41.9% 5.8K -722.2K -601 0.00 14.30 N/A N/A 0 0 321 42 2023-10-23 $50.40 $75.00 68.5% 19.6% 52.7% 12.6% 0.0% 329.0% -46.8% 4.8K -673.1K -511 0.00 4.32 N/A N/A 0 0 321 42 2023-10-24 $50.70 $75.00 69.1% 19.8% 52.7% 12.7% 0.0% 331.7% -47.8% 4.9K -680.4K -492 0.00 4.32 N/A N/A 0 0 321 42 2023-10-25 $50.70 $75.00 188.5% 54.0% 52.7% 37.0% 0.0% 91.9% -49.2% 4.7K -677.4K -430 0.00 42.18 N/A N/A 0 0 321 42 2023-10-26 $50.70 $75.00 72.2% 20.7% 52.5% 13.4% 0.0% 335.4% -50.6% 4.9K -679.8K -486 0.00 4.32 N/A N/A 0 0 321 42 2023-10-27 $48.90 $75.00 79.0% 22.7% 53.4% 14.8% 0.0% 233.2% -54.3% 4.0K -634.5K -413 0.00 20.26 N/A N/A 0 0 321 42 2023-10-30 $49.20 $75.00 84.5% 24.2% 52.1% 15.9% 0.0% 337.6% -59.8% 4.1K -641.1K -437 0.00 4.32 N/A N/A 0 0 321 42 2023-10-31 $50.40 $75.00 83.2% 23.8% 51.0% 15.6% 0.0% 244.6% -60.4% 4.6K -670.1K -427 0.00 20.26 N/A N/A 0 0 321 42
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