WATT Options History — January 2024 In January 2024, WATT traded between $48.60 and $56.40. ATM implied volatility averaged 186.8%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 53.3%. IV traded above realized volatility by 126.1% (HV 20d: 60.7%). Max pain ranged from $15.00 to $75.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-24 : Largest IV drop — 78.0% change2024-01-23 : Highest IV Rank — 54.7%2024-01-23 : Largest Expected Move — 78.7%Monthly Statistics Metric Avg Min Max Open Close Price $52.04 $48.60 $56.40 $49.80 $53.10 Max Pain $69.29 $15.00 $75.00 $15.00 $75.00 ATM IV 186.8% 57.2% 274.5% 201.8% 77.2% Expected Move 53.3% 16.4% 78.7% 76.4% 22.1% HV 20d 60.7% 50.0% 65.3% 59.1% 50.0% HV 60d 93.2% 87.7% 94.5% 94.5% 87.7% IV Rank 36.9% 10.6% 54.7% 40.0% 14.7% IV Percentile 40.3% 9.1% 69.4% 37.7% 14.3% Term Structure -2.8% -4.3% -1.2% -1.2% -4.3% VWIV 266.5% 266.5% 266.5% 266.5% 266.5% Skew 25d 207.2% 207.2% 207.2% 207.2% 207.2% Skew 10d 213.6% 213.6% 213.6% 213.6% 213.6% Call IV 25d 59.3% 59.3% 59.3% 59.3% 59.3% Put IV 25d 266.5% 266.5% 266.5% 266.5% 266.5% Bid-Ask Spread % 20.91 20.26 29.31 29.31 20.26 Gamma HHI 0.98 0.68 1.00 0.99 1.00 Net GEX 782 0 2.7K 2.0K 0 Net DEX -413.0K -714.0K 0 -654.1K 0 Net VEX -24 -72 -1 -71 -1 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 0 0 0 0 Total OI 240.571 27 372 372 27
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $49.80 $15.00 201.8% 0.0% 59.1% 40.0% 0.0% 0.0% -1.2% 2.0K -654.1K -71 0.00 29.31 N/A N/A 0 0 325 47 2024-01-03 $48.60 $15.00 266.5% 76.4% 59.1% 53.1% 266.5% 207.2% -4.3% 2.6K -638.1K -68 0.00 24.84 N/A N/A 0 0 325 47 2024-01-04 $50.70 $75.00 206.3% 59.2% 61.8% 40.9% 0.0% 0.0% 0.0% 1.6K -670.8K -56 0.00 20.26 N/A N/A 0 0 325 47 2024-01-05 $48.60 $75.00 208.9% 59.9% 62.1% 41.4% 0.0% 0.0% 0.0% 2.7K -634.1K -72 0.00 20.26 N/A N/A 0 0 325 47 2024-01-08 $48.90 $75.00 216.6% 62.1% 61.9% 42.9% 0.0% 0.0% 0.0% 2.5K -642.4K -59 0.00 20.26 N/A N/A 0 0 325 47 2024-01-09 $49.20 $75.00 219.4% 62.9% 62.2% 43.5% 0.0% 0.0% 0.0% 2.2K -648.9K -47 0.00 20.26 N/A N/A 0 0 325 47 2024-01-10 $51.90 $75.00 222.0% 63.7% 65.3% 44.0% 0.0% 0.0% 0.0% 594 -695.2K -22 0.00 20.26 N/A N/A 0 0 325 47 2024-01-11 $50.40 $75.00 225.2% 64.6% 64.9% 44.7% 0.0% 0.0% 0.0% 1.2K -672.2K -29 0.00 20.26 N/A N/A 0 0 325 47 2024-01-12 $51.60 $75.00 228.2% 65.4% 57.3% 45.3% 0.0% 0.0% 0.0% 449 -692.1K -17 0.00 20.26 N/A N/A 0 0 325 47 2024-01-16 $50.10 $75.00 242.4% 69.5% 57.6% 48.2% 0.0% 0.0% 0.0% 220 -673.1K -12 0.00 20.26 N/A N/A 0 0 325 47 2024-01-17 $48.90 $75.00 246.5% 70.7% 57.5% 49.0% 0.0% 0.0% 0.0% 395 -656.7K -13 0.00 20.26 N/A N/A 0 0 325 47 2024-01-18 $50.70 $75.00 250.5% 71.8% 59.9% 49.8% 0.0% 0.0% 0.0% 0 -681.6K -11 0.00 20.26 N/A N/A 0 0 325 47 2024-01-19 $53.10 $75.00 254.6% 73.0% 62.7% 50.6% 0.0% 0.0% 0.0% 0 -714.0K -11 0.00 20.26 N/A N/A 0 0 325 47 2024-01-22 $54.90 $75.00 269.1% 77.1% 64.4% 53.6% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-23 $55.20 $75.00 274.5% 78.7% 63.8% 54.7% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-24 $54.60 $75.00 60.4% 17.3% 61.3% 11.3% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-25 $56.40 $75.00 57.2% 16.4% 62.0% 10.6% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-26 $54.90 $75.00 62.5% 17.9% 61.8% 11.7% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-29 $55.50 $75.00 65.8% 18.9% 62.0% 12.4% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-30 $55.80 $75.00 66.9% 19.2% 57.6% 12.6% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0 2024-01-31 $53.10 $75.00 77.2% 22.1% 50.0% 14.7% 0.0% 0.0% 0.0% 0 0 -1 0.00 20.26 N/A N/A 0 0 27 0
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