WM Options History — December 2021 In December 2021, WM traded between $159.55 and $167.55. ATM implied volatility averaged 21.0%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 0.7% (HV 20d: 20.3%). Max pain ranged from $140.00 to $165.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.41.
Notable Days 2021-12-01 : Highest Volume — 39,480 contracts2021-12-16 : Largest IV spike — 40.9% change2021-12-03 : Highest IV Rank — 94.3%2021-12-03 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $163.54 $159.55 $167.55 $161.30 $167.55 Max Pain $149.32 $140.00 $165.00 $160.00 $150.00 ATM IV 21.0% 15.7% 28.0% 27.0% 15.7% Expected Move 5.8% 4.0% 8.4% 7.7% 4.4% HV 20d 20.3% 16.1% 22.5% 19.3% 16.1% HV 60d 18.3% 17.4% 19.1% 17.4% 18.7% IV Rank 53.2% 22.3% 94.3% 88.5% 22.3% IV Percentile 72.3% 21.4% 99.6% 98.4% 21.4% Term Structure -0.1% -3.8% 6.4% -2.0% -1.3% VWIV 21.7% 15.8% 30.0% 26.6% 15.8% Skew 25d 4.4% 1.5% 8.2% 4.1% 3.2% Skew 10d 8.8% 0.0% 14.8% 7.7% 5.8% Call IV 25d 19.5% 14.7% 24.7% 24.0% 18.7% Put IV 25d 23.9% 19.4% 32.9% 28.1% 22.0% Bid-Ask Spread % 74.80 67.54 81.66 76.23 77.94 Gamma HHI 0.40 0.33 0.52 0.34 0.46 Net GEX 20.0M 8.0M 33.4M 8.0M 33.2M Net DEX -267.7M -461.8M -135.6M -223.0M -461.8M Net VEX -1.7M -1.9M -1.2M -1.2M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.13 1.12 0.59 0.87 Total Volume 13,092.273 4,263 39,480 39,480 4,402 Total OI 85,722.909 57,213 93,395 57,213 92,530
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 2021-12-01 $161.30 $160.00 27.0% 7.7% 19.3% 88.5% 26.6% 4.1% -2.0% 8.0M -223.0M -1.2M 0.59 76.23 N/A N/A 24,760 14,720 33,744 23,469 2021-12-02 $164.19 $165.00 24.4% 7.2% 19.9% 73.2% 27.0% 1.5% -0.3% 15.1M -275.9M -1.8M 0.21 74.68 N/A N/A 16,328 3,392 47,436 32,737 2021-12-03 $162.32 $165.00 28.0% 8.4% 20.4% 94.3% 29.1% 8.2% -1.9% 13.4M -233.4M -1.9M 0.24 73.21 N/A N/A 10,227 2,408 49,604 33,336 2021-12-06 $163.60 $140.00 24.9% 6.6% 20.5% 76.0% 27.7% 2.2% -1.1% 15.1M -265.5M -1.8M 0.22 68.75 N/A N/A 10,272 2,281 49,445 33,522 2021-12-07 $164.11 $140.00 21.6% 6.0% 20.5% 56.6% 23.1% 3.0% 0.8% 17.4M -268.7M -1.8M 0.32 68.41 N/A N/A 11,591 3,700 49,722 33,549 2021-12-08 $163.73 $145.00 18.5% 5.9% 20.4% 38.9% 20.7% 6.2% 0.4% 17.6M -262.9M -1.7M 0.37 75.08 N/A N/A 11,243 4,206 50,736 34,414 2021-12-09 $163.33 $145.00 18.9% 5.5% 19.9% 41.2% 19.4% 3.8% 0.3% 19.0M -254.2M -1.7M 0.32 71.43 N/A N/A 11,791 3,768 51,706 35,170 2021-12-10 $164.52 $145.00 22.6% 5.5% 19.9% 62.5% 21.4% 7.5% 0.4% 19.0M -288.2M -1.8M 0.29 79.87 N/A N/A 11,044 3,193 52,806 36,317 2021-12-13 $164.77 $150.00 19.5% 5.4% 19.5% 44.8% 19.4% 3.9% -1.1% 19.9M -295.9M -1.8M 0.32 75.02 N/A N/A 11,428 3,664 53,103 36,880 2021-12-14 $162.53 $150.00 19.7% 5.5% 20.1% 45.9% 22.3% 4.4% -0.3% 18.4M -209.2M -1.7M 0.21 79.31 N/A N/A 11,423 2,437 53,499 37,620 2021-12-15 $162.76 $150.00 17.4% 5.4% 19.5% 32.5% 19.2% 6.2% 3.0% 18.4M -210.3M -1.7M 0.22 78.69 N/A N/A 10,717 2,358 53,956 38,086 2021-12-16 $166.05 $150.00 24.5% 6.2% 20.7% 74.0% 22.1% 2.4% -3.8% 20.7M -345.2M -1.8M 0.54 81.66 N/A N/A 19,519 10,517 54,242 38,160 2021-12-17 $162.34 $145.00 24.6% 6.3% 22.1% 74.6% 19.2% 6.5% -2.4% 16.4M -190.4M -1.7M 0.19 73.12 N/A N/A 11,426 2,177 54,842 38,553 2021-12-20 $160.50 $145.00 22.7% 6.5% 22.3% 63.1% 30.0% 5.0% -0.8% 15.7M -161.7M -1.6M 0.13 74.59 N/A N/A 10,243 1,332 48,319 33,580 2021-12-21 $159.55 $145.00 22.0% 6.3% 22.3% 59.1% 25.1% 3.3% 2.4% 15.3M -135.6M -1.6M 0.15 69.41 N/A N/A 10,414 1,594 48,636 33,736 2021-12-22 $160.70 $145.00 19.4% 5.6% 22.3% 44.1% 21.0% 5.2% -1.6% 17.0M -167.9M -1.6M 0.45 79.10 N/A N/A 3,490 1,570 49,097 34,104 2021-12-23 $162.33 $150.00 19.5% 5.3% 22.5% 44.7% 20.6% 3.0% 6.4% 20.2M -210.6M -1.6M 0.47 75.41 N/A N/A 3,212 1,501 49,295 34,286 2021-12-27 $163.73 $150.00 17.4% 5.1% 22.5% 32.7% 16.1% 5.1% 0.3% 23.7M -241.3M -1.5M 0.41 76.64 N/A N/A 3,318 1,373 48,895 34,021 2021-12-28 $165.19 $150.00 17.8% 4.8% 21.5% 34.8% 17.0% 3.7% -0.2% 32.0M -364.7M -1.7M 0.62 70.96 N/A N/A 2,633 1,630 56,092 34,033 2021-12-29 $166.55 $150.00 16.7% 4.0% 17.0% 28.1% 16.3% 4.3% 0.9% 33.4M -422.9M -1.7M 1.12 78.59 N/A N/A 2,754 3,088 56,189 34,273 2021-12-30 $166.19 $150.00 18.5% 4.7% 17.0% 38.7% 17.2% 4.1% 0.1% 31.3M -401.3M -1.7M 0.74 67.54 N/A N/A 2,802 2,084 56,256 35,908 2021-12-31 $167.55 $150.00 15.7% 4.4% 16.1% 22.3% 15.8% 3.2% -1.3% 33.2M -461.8M -1.6M 0.87 77.94 N/A N/A 2,349 2,053 56,480 36,050
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