WM Options History — March 2022 In March 2022, WM traded between $146.74 and $159.27. ATM implied volatility averaged 24.0%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.9% (HV 20d: 24.9%). Max pain ranged from $141.00 to $160.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.27.
Notable Days 2022-03-02 : Highest Volume — 7,470 contracts2022-03-04 : Largest IV spike — 26.4% change2022-03-07 : Highest IV Rank — 100.0%2022-03-08 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $154.27 $146.74 $159.27 $146.74 $159.27 Max Pain $151.32 $141.00 $160.00 $141.00 $160.00 ATM IV 24.0% 18.8% 32.4% 28.6% 19.5% Expected Move 7.2% 5.3% 10.6% 8.4% 5.3% HV 20d 24.9% 16.8% 28.0% 16.8% 23.7% HV 60d 20.8% 17.7% 22.1% 17.7% 20.1% IV Rank 61.0% 33.9% 100.0% 92.4% 37.3% IV Percentile 84.4% 63.9% 100.0% 99.6% 68.3% Term Structure -0.2% -3.7% 2.2% -0.9% 0.0% VWIV 26.3% 18.5% 40.0% 29.7% 18.5% Skew 25d 5.2% -2.1% 8.8% 7.6% 4.7% Skew 10d 10.3% -3.3% 20.3% 20.3% 9.8% Call IV 25d 22.0% 16.0% 32.0% 25.2% 18.0% Put IV 25d 27.2% 22.1% 34.4% 32.8% 22.7% Bid-Ask Spread % 65.61 47.66 83.08 58.43 68.53 Gamma HHI 0.18 0.13 0.27 0.21 0.27 Net GEX 5.5M -2.2M 12.4M -2.2M 11.8M Net DEX -78.8M -130.7M -5.2M -5.2M -118.2M Net VEX -796.0K -910.4K -712.4K -788.7K -718.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.27 0.48 2.16 0.81 1.11 Total Volume 5,047.348 3,428 7,470 5,126 4,181 Total OI 43,159.609 37,655 47,696 42,392 38,974
Daily Data (23 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 2022-03-01 $146.74 $141.00 28.6% 8.4% 16.8% 92.4% 29.7% 7.6% -0.9% -2.2M -5.2M -788.7K 0.81 58.43 N/A N/A 2,831 2,295 21,882 20,510 2022-03-02 $150.39 $143.00 23.9% 7.4% 19.2% 66.7% 26.9% 5.5% 0.1% 1.5M -56.5M -804.2K 0.48 56.83 N/A N/A 5,052 2,418 24,037 20,711 2022-03-03 $152.59 $144.00 23.1% 7.1% 19.4% 62.1% 27.7% 5.1% 0.4% 4.7M -80.8M -831.8K 0.92 63.06 N/A N/A 3,594 3,306 25,702 20,721 2022-03-04 $157.23 $145.00 29.2% 9.7% 20.9% 95.8% 31.8% 2.8% -2.5% 12.4M -130.7M -891.7K 0.75 68.90 N/A N/A 3,615 2,720 25,643 21,456 2022-03-07 $155.80 $145.00 32.4% 10.3% 21.2% 100.0% 40.0% -2.1% -1.2% 4.3M -104.7M -910.4K 1.60 60.97 N/A N/A 1,790 2,870 24,440 21,228 2022-03-08 $148.66 $145.00 29.2% 10.6% 27.7% 84.3% 39.6% 1.9% -1.3% -648.6K -29.1M -865.5K 1.55 72.10 N/A N/A 2,004 3,113 24,253 21,050 2022-03-09 $150.66 $148.00 31.2% 10.0% 28.0% 94.3% 39.1% 7.0% -3.7% 276.9K -43.0M -867.6K 2.04 78.71 N/A N/A 1,430 2,920 24,436 21,875 2022-03-10 $151.40 $149.00 28.5% 8.4% 27.8% 81.1% 30.2% 5.7% 0.2% 788.0K -62.0M -821.3K 1.82 76.55 N/A N/A 1,632 2,966 24,648 21,984 2022-03-11 $151.72 $149.00 26.2% 8.8% 26.5% 70.1% 34.4% 6.5% 0.5% 1.4M -51.6M -872.3K 2.16 83.08 N/A N/A 2,158 4,664 25,100 22,391 2022-03-14 $154.15 $150.00 27.2% 7.1% 26.8% 74.6% 25.5% 6.3% -0.4% 5.2M -83.0M -824.0K 1.84 52.38 N/A N/A 1,375 2,526 24,845 22,521 2022-03-15 $155.12 $150.00 26.3% 7.2% 26.4% 70.2% 25.9% 6.3% -2.3% 6.2M -95.5M -833.0K 0.50 47.66 N/A N/A 4,388 2,198 25,028 22,668 2022-03-16 $153.84 $150.00 23.6% 6.7% 26.8% 57.5% 24.6% 6.6% -2.5% 5.5M -69.0M -828.9K 0.83 56.96 N/A N/A 2,409 1,988 24,201 22,337 2022-03-17 $155.23 $0.00 22.3% 6.6% 26.9% 51.0% 25.4% 5.0% -0.0% 8.4M -84.7M -809.1K 0.95 58.75 N/A N/A 2,644 2,516 24,219 22,475 2022-03-18 $155.89 $160.00 20.8% 6.1% 26.9% 43.7% 20.3% 4.4% 1.8% 8.6M -84.6M -751.0K 0.91 59.32 N/A N/A 3,240 2,952 24,286 22,436 2022-03-21 $155.68 $155.00 22.4% 5.8% 26.7% 51.3% 20.6% 3.2% 1.6% 6.2M -82.7M -762.5K 1.57 69.01 N/A N/A 1,774 2,788 23,242 14,413 2022-03-22 $154.86 $155.00 19.9% 5.7% 26.6% 39.1% 21.4% 5.9% 2.1% 5.6M -75.9M -726.9K 1.69 71.36 N/A N/A 1,374 2,317 23,588 14,578 2022-03-23 $153.50 $155.00 20.3% 5.8% 26.8% 41.0% 23.2% 8.8% 1.5% 4.1M -63.3M -732.4K 1.54 67.15 N/A N/A 1,491 2,301 23,708 14,740 2022-03-24 $154.85 $155.00 20.1% 5.7% 26.8% 40.0% 22.7% 6.6% 1.6% 6.1M -77.5M -741.7K 1.62 67.57 N/A N/A 1,306 2,122 23,813 14,823 2022-03-25 $155.87 $155.00 19.8% 5.8% 26.0% 39.0% 20.6% 7.5% 2.2% 6.8M -85.9M -729.8K 0.49 66.13 N/A N/A 4,726 2,298 23,933 14,786 2022-03-28 $157.97 $155.00 20.5% 5.4% 25.8% 42.0% 19.4% 2.8% -2.1% 9.3M -105.2M -716.8K 1.40 68.35 N/A N/A 1,635 2,295 23,646 14,094 2022-03-29 $157.76 $160.00 18.8% 5.3% 25.3% 33.9% 19.3% 6.6% 0.1% 10.6M -107.8M -766.6K 1.14 66.23 N/A N/A 1,919 2,192 23,928 14,653 2022-03-30 $158.98 $160.00 19.1% 5.3% 24.1% 35.4% 19.2% 3.9% -0.7% 10.4M -114.9M -712.4K 1.43 71.10 N/A N/A 1,546 2,210 24,139 14,530 2022-03-31 $159.27 $160.00 19.5% 5.3% 23.7% 37.3% 18.5% 4.7% 0.0% 11.8M -118.2M -718.4K 1.11 68.53 N/A N/A 1,983 2,198 24,266 14,708
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