WM Options History — August 2022 In August 2022, WM traded between $163.26 and $175.39. ATM implied volatility averaged 18.8%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.1% (HV 20d: 16.8%). Max pain ranged from $155.00 to $170.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 2.64.
Notable Days 2022-08-30 : Highest Volume — 9,446 contracts2022-08-26 : Largest IV spike — 12.1% change2022-08-30 : Highest IV Rank — 33.5%2022-08-01 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $171.03 $163.26 $175.39 $163.26 $169.89 Max Pain $166.09 $155.00 $170.00 $155.00 $170.00 ATM IV 18.8% 17.4% 20.7% 19.9% 19.7% Expected Move 5.3% 5.0% 6.0% 6.0% 5.2% HV 20d 16.8% 10.4% 23.2% 23.2% 11.7% HV 60d 21.8% 20.7% 23.8% 23.8% 21.2% IV Rank 25.0% 18.3% 33.5% 29.7% 28.9% IV Percentile 30.8% 14.7% 42.9% 40.9% 38.5% Term Structure 0.4% -1.2% 1.8% -0.4% -0.3% VWIV 19.5% 17.9% 21.4% 21.3% 20.2% Skew 25d 4.1% 3.1% 7.2% 6.8% 4.0% Skew 10d 8.3% 4.0% 12.3% 7.9% 8.0% Call IV 25d 17.5% 15.9% 18.9% 18.1% 18.7% Put IV 25d 21.5% 20.0% 24.9% 24.9% 22.7% Bid-Ask Spread % 72.56 66.95 85.10 71.69 75.58 Gamma HHI 0.16 0.10 0.29 0.10 0.29 Net GEX 1.9M -11.7M 6.7M 2.9M -11.7M Net DEX -111.5M -161.1M -18.4M -82.4M -18.4M Net VEX -690.8K -898.8K -619.8K -662.0K -898.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.64 0.52 20.60 2.22 1.52 Total Volume 3,098.565 688 9,446 2,980 5,549 Total OI 32,626.739 27,943 45,253 27,943 45,253
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 2022-08-01 $163.26 $155.00 19.9% 6.0% 23.2% 29.7% 21.3% 6.8% -0.4% 2.9M -82.4M -662.0K 2.22 71.69 N/A N/A 926 2,054 13,539 14,404 2022-08-02 $163.82 $157.50 19.5% 5.5% 20.2% 28.2% 21.4% 7.2% 0.4% 3.0M -87.8M -651.0K 2.08 73.33 N/A N/A 1,048 2,179 13,740 14,562 2022-08-03 $166.60 $157.50 19.1% 5.3% 19.9% 26.1% 20.2% 3.7% 0.0% 3.7M -108.0M -646.4K 1.69 85.10 N/A N/A 1,373 2,317 14,000 14,739 2022-08-04 $168.92 $160.00 18.4% 5.4% 19.7% 23.3% 19.6% 4.7% 0.5% 4.2M -122.3M -655.6K 0.99 67.18 N/A N/A 2,666 2,636 14,230 15,028 2022-08-05 $168.93 $165.00 18.1% 5.1% 19.5% 21.5% 19.9% 3.4% 0.2% 6.7M -127.4M -662.9K 2.33 68.42 N/A N/A 1,450 3,380 15,045 15,484 2022-08-08 $169.49 $165.00 18.6% 5.4% 19.2% 23.7% 19.2% 3.2% 0.5% 3.7M -117.8M -689.9K 1.34 68.27 N/A N/A 2,092 2,793 14,695 15,740 2022-08-09 $169.79 $165.00 19.3% 5.6% 18.5% 27.0% 19.9% 3.4% 0.4% 3.5M -124.1M -670.9K 1.78 70.03 N/A N/A 463 826 15,241 16,739 2022-08-10 $170.00 $165.00 18.1% 5.3% 18.4% 21.9% 19.1% 3.8% 0.6% 3.7M -125.6M -669.3K 1.46 71.01 N/A N/A 399 581 15,399 17,175 2022-08-11 $169.57 $165.00 18.2% 5.3% 18.6% 22.1% 19.2% 3.5% 0.5% 3.4M -120.4M -685.1K 1.30 66.95 N/A N/A 299 389 15,558 17,528 2022-08-12 $171.44 $165.00 18.4% 5.1% 18.6% 22.9% 17.9% 3.4% -1.2% 4.4M -139.2M -660.3K 0.97 73.54 N/A N/A 615 594 15,651 17,746 2022-08-15 $172.50 $165.00 18.6% 5.3% 16.8% 24.0% 18.5% 3.4% 1.2% 3.7M -142.8M -633.3K 0.98 74.64 N/A N/A 482 470 15,332 17,015 2022-08-16 $174.82 $165.00 17.4% 5.0% 16.2% 18.3% 18.0% 3.5% 1.1% 4.0M -159.7M -619.8K 0.52 76.52 N/A N/A 1,331 686 15,517 17,251 2022-08-17 $175.39 $170.00 17.9% 5.1% 16.3% 20.8% 19.3% 3.5% -0.5% 4.1M -161.1M -644.3K 1.70 76.36 N/A N/A 330 561 15,840 17,514 2022-08-18 $175.04 $170.00 17.4% 5.0% 16.3% 18.5% 19.0% 4.1% 0.9% 3.9M -156.4M -662.8K 1.28 67.80 N/A N/A 487 624 15,857 17,700 2022-08-19 $174.30 $170.00 18.0% 5.0% 16.5% 21.1% 18.5% 3.9% 1.8% 3.3M -153.3M -629.1K 0.73 73.19 N/A N/A 1,079 784 15,975 18,189 2022-08-22 $174.07 $170.00 19.1% 5.2% 16.7% 26.2% 18.8% 3.1% 0.2% 2.8M -116.2M -658.0K 2.44 71.82 N/A N/A 721 1,756 14,199 14,613 2022-08-23 $173.54 $170.00 19.3% 5.4% 16.8% 27.1% 20.2% 4.1% -0.1% 2.2M -106.1M -702.1K 5.42 70.37 N/A N/A 309 1,676 14,549 15,768 2022-08-24 $173.79 $170.00 18.5% 5.2% 15.1% 23.6% 20.0% 4.1% 0.5% 2.1M -102.5M -736.5K 0.91 72.15 N/A N/A 644 587 14,641 16,662 2022-08-25 $174.62 $170.00 18.1% 5.0% 10.4% 21.7% 18.7% 4.5% 1.4% 3.7M -113.0M -684.8K 3.88 69.86 N/A N/A 338 1,312 14,841 17,025 2022-08-26 $171.73 $170.00 20.3% 5.3% 12.4% 31.9% 20.3% 3.7% 0.1% 225.1K -79.4M -746.9K 20.60 72.96 N/A N/A 308 6,344 14,941 18,123 2022-08-29 $172.15 $170.00 20.6% 5.4% 11.8% 33.2% 21.1% 3.8% 0.3% -4.2M -67.6M -796.2K 3.57 72.56 N/A N/A 1,393 4,970 14,341 21,605 2022-08-30 $170.13 $170.00 20.7% 5.4% 12.9% 33.5% 18.7% 4.8% 0.3% -9.5M -32.9M -823.5K 1.01 79.46 N/A N/A 4,696 4,750 15,567 25,854 2022-08-31 $169.89 $170.00 19.7% 5.2% 11.7% 28.9% 20.2% 4.0% -0.3% -11.7M -18.4M -898.8K 1.52 75.58 N/A N/A 2,204 3,345 17,506 27,747
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