WATT Options History — November 2023

In November 2023, WATT traded between $52.20 and $76.20. ATM implied volatility averaged 166.5%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 48.2%. IV traded above realized volatility by 46.3% (HV 20d: 120.2%). Max pain ranged from $15.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-11-08: Highest Volume — 3 contracts
2023-11-10: Largest IV spike — 403.2% change
2023-11-28: Highest IV Rank — 73.1%
2023-11-28: Largest Expected Move — 104.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.07	$52.20	$76.20	$52.20	$60.30
Max Pain	$37.86	$15.00	$75.00	$75.00	$15.00
ATM IV	166.5%	6.9%	365.8%	80.0%	189.0%
Expected Move	48.2%	2.0%	104.9%	22.9%	54.2%
HV 20d	120.2%	52.3%	145.7%	52.3%	145.3%
HV 60d	109.3%	88.4%	126.6%	120.9%	95.3%
IV Rank	32.5%	0.1%	73.1%	14.9%	37.1%
IV Percentile	33.4%	0.4%	89.7%	13.5%	36.9%
Term Structure	-2.1%	-91.5%	26.8%	-60.1%	26.8%
Skew 25d	318.4%	123.1%	402.6%	352.4%	340.9%
Skew 10d	309.2%	109.8%	389.9%	332.5%	325.6%
Call IV 25d	20.8%	15.9%	29.0%	19.9%	20.5%
Put IV 25d	339.2%	145.1%	422.0%	372.3%	361.4%
Bid-Ask Spread %	23.25	4.32	49.36	8.09	29.65
Gamma HHI	0.56	0.46	0.66	0.54	0.61
Net GEX	9.7K	5.4K	17.8K	5.7K	9.5K
Net DEX	-1.0M	-1.6M	-710.6K	-717.6K	-967.3K
Net VEX	-652	-1.0K	-402	-513	-533
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	0.286	0	3	0	0
Total OI	364.429	361	368	363	364

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-11-01	$52.20	$75.00	80.0%	22.9%	52.3%	14.9%	0.0%	352.4%	-60.1%	5.7K	-717.6K	-513	8.09	N/A	N/A	0	321	42
2023-11-02	$61.50	$75.00	54.0%	15.5%	77.2%	9.7%	0.0%	368.5%	-31.0%	9.5K	-1.0M	-811	4.32	N/A	N/A	0	321	42
2023-11-03	$62.40	$75.00	233.7%	67.0%	75.5%	46.2%	0.0%	123.1%	-31.1%	10.1K	-1.0M	-730	17.90	N/A	N/A	0	321	42
2023-11-06	$62.40	$75.00	60.1%	17.2%	75.2%	10.9%	0.0%	380.9%	-37.6%	9.8K	-1.0M	-810	9.25	N/A	N/A	0	321	42
2023-11-07	$67.20	$75.00	45.8%	13.1%	72.6%	8.0%	0.0%	399.6%	-29.6%	11.9K	-1.2M	-937	4.32	N/A	N/A	0	321	43
2023-11-08	$76.20	$75.00	6.9%	2.0%	82.6%	0.1%	0.0%	313.7%	12.9%	14.4K	-1.6M	-1.0K	7.28	N/A	N/A	3	321	43
2023-11-09	$74.10	$75.00	21.3%	6.1%	83.8%	3.0%	0.0%	382.8%	-15.4%	17.8K	-1.5M	-1.0K	13.17	N/A	N/A	0	325	43
2023-11-10	$55.20	$75.00	107.2%	30.7%	137.2%	20.5%	0.0%	276.5%	-91.5%	7.4K	-800.0K	-533	49.36	N/A	N/A	0	325	43
2023-11-13	$54.90	$15.00	143.7%	47.7%	137.2%	27.9%	0.0%	282.4%	20.7%	7.2K	-789.1K	-489	30.66	N/A	N/A	0	325	43
2023-11-14	$52.20	$15.00	185.3%	84.4%	138.4%	36.4%	0.0%	275.8%	19.8%	5.4K	-710.6K	-402	30.66	N/A	N/A	0	325	43
2023-11-15	$59.10	$15.00	167.9%	63.1%	145.0%	32.8%	0.0%	402.6%	23.4%	9.0K	-926.2K	-632	11.55	N/A	N/A	0	325	43
2023-11-16	$58.80	$15.00	240.5%	25.8%	144.9%	47.6%	0.0%	226.3%	23.2%	9.3K	-910.7K	-567	32.93	N/A	N/A	0	325	43
2023-11-17	$60.00	$15.00	169.0%	48.5%	144.6%	33.1%	0.0%	303.4%	24.7%	9.1K	-955.0K	-615	30.66	N/A	N/A	0	325	43
2023-11-20	$59.40	$15.00	173.6%	49.8%	143.9%	34.0%	0.0%	308.6%	24.2%	9.2K	-939.1K	-579	29.65	N/A	N/A	0	319	42
2023-11-21	$60.30	$15.00	174.2%	50.0%	144.0%	34.1%	0.0%	314.4%	25.7%	9.1K	-969.1K	-589	29.65	N/A	N/A	0	319	42
2023-11-22	$62.10	$15.00	347.8%	99.7%	144.1%	69.4%	0.0%	315.2%	2.6%	9.8K	-1.0M	-623	30.66	N/A	N/A	0	319	42
2023-11-24	$60.00	$15.00	178.9%	51.3%	144.9%	35.1%	0.0%	321.0%	25.5%	9.3K	-958.3K	-556	29.65	N/A	N/A	0	319	42
2023-11-27	$63.00	$15.00	364.4%	104.5%	144.6%	72.8%	0.0%	333.8%	-5.2%	10.2K	-1.1M	-594	29.65	N/A	N/A	3	319	42
2023-11-28	$61.20	$15.00	365.8%	104.9%	145.4%	73.1%	0.0%	328.2%	2.1%	9.9K	-999.0K	-564	29.65	N/A	N/A	0	322	42
2023-11-29	$60.00	$15.00	187.5%	53.8%	145.7%	36.8%	0.0%	336.4%	26.1%	9.6K	-957.5K	-532	29.65	N/A	N/A	0	322	42
2023-11-30	$60.30	$15.00	189.0%	54.2%	145.3%	37.1%	0.0%	340.9%	26.8%	9.5K	-967.3K	-533	29.65	N/A	N/A	0	322	42