WATT Options History — December 2023

In December 2023, WATT traded between $54.60 and $62.10. ATM implied volatility averaged 212.7%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 61.0%. IV traded above realized volatility by 139.0% (HV 20d: 73.6%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.45.

Notable Days

2023-12-14: Highest Volume — 24 contracts
2023-12-14: Largest IV spike — 9158.4% change
2023-12-21: Highest IV Rank — 98.0%
2023-12-21: Largest Expected Move — 140.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.60	$54.60	$62.10	$59.70	$54.60
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	212.7%	4.7%	488.4%	251.8%	32.1%
Expected Move	61.0%	1.4%	140.0%	72.2%	9.2%
HV 20d	73.6%	45.3%	133.1%	133.1%	50.3%
HV 60d	92.0%	90.2%	93.9%	93.9%	92.5%
IV Rank	42.1%	0.0%	98.0%	49.9%	5.5%
IV Percentile	44.9%	0.0%	99.2%	59.5%	3.6%
Term Structure	23.3%	-1.8%	33.9%	25.9%	21.3%
VWIV	470.2%	470.2%	470.2%	470.2%	470.2%
Skew 25d	390.3%	227.7%	464.1%	464.1%	227.7%
Skew 10d	373.7%	202.3%	450.2%	450.2%	202.3%
Call IV 25d	26.0%	21.1%	37.4%	21.1%	29.8%
Put IV 25d	416.4%	257.5%	485.1%	485.1%	257.5%
Bid-Ask Spread %	28.93	14.93	54.81	14.93	18.22
Gamma HHI	0.74	0.64	0.92	0.66	0.75
Net GEX	10.2K	4.3K	14.1K	9.1K	4.3K
Net DEX	-934.5K	-1.0M	-740.3K	-944.5K	-740.3K
Net VEX	-377	-501	-92	-501	-92
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.45	0.00	6.93	0.00	0.33
Total Volume	1.2	0	24	0	0
Total OI	368	364	372	364	372

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
2023-12-01	$59.70	$15.00	251.8%	72.2%	133.1%	49.9%	0.0%	464.1%	25.9%	9.1K	-944.5K	-501	0.00	14.93	N/A	N/A	0	0	322	42
2023-12-04	$60.00	$15.00	197.3%	56.6%	132.9%	38.8%	0.0%	353.9%	26.7%	9.6K	-955.1K	-485	0.00	30.66	N/A	N/A	0	0	322	42
2023-12-05	$58.80	$15.00	200.3%	57.4%	133.1%	39.4%	0.0%	353.3%	25.2%	9.6K	-913.0K	-450	0.00	30.66	N/A	N/A	0	0	322	42
2023-12-06	$60.00	$15.00	201.6%	57.8%	130.3%	39.7%	0.0%	361.7%	27.0%	9.8K	-955.0K	-475	0.00	29.65	N/A	N/A	0	0	322	42
2023-12-07	$60.60	$15.00	203.1%	58.2%	121.0%	40.0%	0.0%	368.5%	28.5%	9.6K	-975.0K	-467	0.00	29.65	N/A	N/A	0	0	322	42
2023-12-08	$60.30	$15.00	205.9%	59.0%	120.8%	40.6%	0.0%	371.4%	27.9%	9.7K	-964.0K	-458	0.00	30.66	N/A	N/A	0	0	322	42
2023-12-11	$58.20	$15.00	215.4%	61.7%	59.4%	42.5%	0.0%	377.2%	25.2%	9.7K	-888.9K	-385	0.00	30.66	N/A	N/A	0	0	322	42
2023-12-12	$56.10	$15.00	219.3%	62.9%	61.0%	43.3%	0.0%	379.2%	23.4%	8.3K	-816.1K	-313	0.00	30.66	N/A	N/A	0	0	322	42
2023-12-13	$60.90	$15.00	4.7%	1.4%	64.2%	0.0%	0.0%	0.0%	30.5%	10.8K	-983.3K	-433	0.00	20.69	N/A	N/A	0	0	322	42
2023-12-14	$61.20	$15.00	437.9%	125.5%	47.2%	87.8%	470.2%	393.0%	-0.1%	10.4K	-995.5K	-432	6.93	29.91	N/A	N/A	3	21	322	42
2023-12-15	$61.50	$15.00	444.4%	127.4%	47.2%	89.1%	0.0%	400.3%	-0.3%	10.1K	-1.0M	-399	0.00	43.80	N/A	N/A	0	0	325	47
2023-12-18	$60.60	$15.00	235.1%	67.4%	47.0%	46.7%	0.0%	426.2%	30.3%	10.4K	-972.9K	-389	0.00	25.81	N/A	N/A	0	0	325	47
2023-12-19	$61.20	$15.00	237.0%	67.9%	47.0%	47.1%	0.0%	437.0%	33.9%	9.8K	-991.8K	-380	0.00	26.82	N/A	N/A	0	0	325	47
2023-12-20	$60.90	$15.00	242.1%	69.4%	46.8%	48.1%	0.0%	441.8%	31.8%	10.3K	-982.6K	-374	0.00	25.81	N/A	N/A	0	0	325	47
2023-12-21	$62.10	$15.00	488.4%	140.0%	46.1%	98.0%	0.0%	443.6%	-1.8%	10.4K	-1.0M	-373	0.00	25.81	N/A	N/A	0	0	325	47
2023-12-22	$58.80	$15.00	253.2%	72.6%	48.6%	50.4%	0.0%	446.6%	27.1%	11.0K	-904.9K	-323	0.00	25.81	N/A	N/A	0	0	325	47
2023-12-26	$60.00	$15.00	145.7%	41.8%	45.6%	28.6%	0.0%	227.7%	29.9%	12.6K	-947.3K	-302	0.00	54.81	N/A	N/A	0	0	325	47
2023-12-27	$58.20	$15.00	18.6%	5.3%	45.8%	2.8%	0.0%	0.0%	26.5%	14.0K	-867.0K	-262	0.33	22.38	N/A	N/A	0	0	325	47
2023-12-28	$58.20	$15.00	19.1%	5.5%	45.3%	2.9%	0.0%	0.0%	26.5%	14.1K	-865.7K	-256	0.00	31.26	N/A	N/A	0	0	325	47
2023-12-29	$54.60	$15.00	32.1%	9.2%	50.3%	5.5%	0.0%	0.0%	21.3%	4.3K	-740.3K	-92	0.00	18.22	N/A	N/A	0	0	325	47