WATT Options History — February 2024

In February 2024, WATT traded between $49.20 and $76.80. ATM implied volatility averaged 158.1%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 52.0%. IV traded above realized volatility by 98.9% (HV 20d: 59.2%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 1 of 12 trading days.

Notable Days

  • 2024-02-06: Largest IV spike — 162.6% change
  • 2024-02-07: Highest IV Rank — 59.9%
  • 2024-02-16: Largest Expected Move — 119.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.07$49.20$76.80$51.90$71.70
Max Pain$75.00$75.00$75.00$75.00$75.00
ATM IV158.1%83.7%300.3%83.7%177.9%
Expected Move52.0%24.0%119.3%24.0%119.3%
HV 20d59.2%43.6%114.5%49.9%114.5%
HV 60d71.8%52.4%87.9%87.7%80.1%
IV Rank31.1%16.0%59.9%16.0%35.1%
IV Percentile30.4%15.9%74.6%15.9%25.8%
Bid-Ask Spread %26.8920.2642.1820.2624.29
Gamma HHI1.001.001.001.001.00
Net GEX1.7K020.5K00
Net DEX-15.4K-184.5K000
Net VEX-3-23-1-1-1
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2727272727

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$51.90$75.0083.7%24.0%49.9%16.0%0.0%0.0%0.0%00-10.0020.26N/AN/A00270
2024-02-02$50.40$75.0091.8%26.3%48.9%17.7%0.0%0.0%0.0%00-10.0020.26N/AN/A00270
2024-02-05$49.20$75.00108.3%31.1%47.3%21.0%0.0%0.0%0.0%00-10.0020.26N/AN/A00270
2024-02-06$49.20$75.00284.5%81.6%47.2%56.7%0.0%0.0%0.0%00-10.0042.18N/AN/A00270
2024-02-07$50.10$75.00300.3%86.1%47.6%59.9%0.0%0.0%0.0%00-10.0042.18N/AN/A00270
2024-02-08$51.60$75.00116.2%33.3%44.8%22.6%0.0%0.0%0.0%00-10.0020.26N/AN/A00270
2024-02-09$52.20$75.00121.3%34.8%43.6%23.6%0.0%0.0%0.0%00-10.0020.26N/AN/A00270
2024-02-12$56.70$75.00133.0%38.1%51.8%26.0%0.0%0.0%0.0%00-10.0022.72N/AN/A00270
2024-02-13$55.20$75.00163.9%47.0%51.6%32.3%0.0%0.0%0.0%00-10.0025.18N/AN/A00270
2024-02-14$57.90$75.00177.9%51.0%52.5%35.1%0.0%0.0%0.0%00-10.0042.18N/AN/A00270
2024-02-15$76.80$75.000.0%0.0%110.5%0.0%0.0%0.0%0.0%20.5K-184.5K-230.0022.72N/AN/A00270
2024-02-16$71.70$75.000.0%119.3%114.5%0.0%0.0%0.0%0.0%00-10.0024.29N/AN/A00270