WM Options History — February 2023 In February 2023, WM traded between $149.69 and $155.32. ATM implied volatility averaged 18.8%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 0.5% (HV 20d: 19.3%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 2.47.
Notable Days 2023-02-27 : Highest Volume — 11,074 contracts2023-02-07 : Largest IV spike — 15.0% change2023-02-13 : Highest IV Rank — 22.5%2023-02-13 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $152.05 $149.69 $155.32 $155.32 $149.69 Max Pain $154.47 $150.00 $155.00 $155.00 $155.00 ATM IV 18.8% 17.2% 20.8% 17.7% 18.1% Expected Move 5.5% 5.0% 6.0% 5.5% 5.1% HV 20d 19.3% 15.8% 26.4% 23.6% 17.7% HV 60d 19.7% 19.2% 20.2% 19.2% 19.6% IV Rank 11.5% 2.9% 22.5% 5.6% 7.8% IV Percentile 14.7% 0.4% 36.9% 2.8% 6.7% Term Structure -0.1% -1.5% 1.6% -1.5% -0.2% VWIV 19.2% 17.0% 21.2% 20.1% 18.4% Skew 25d 4.3% 2.3% 9.3% 9.3% 3.7% Skew 10d 9.0% 6.4% 15.5% 11.9% 7.1% Call IV 25d 17.1% 15.3% 19.8% 15.3% 17.3% Put IV 25d 21.5% 18.8% 24.5% 24.5% 21.0% Bid-Ask Spread % 58.39 34.84 80.69 80.69 45.69 Gamma HHI 0.19 0.10 0.33 0.16 0.25 Net GEX -4.2M -14.7M 5.8M 5.8M -12.0M Net DEX 32.5M -21.9M 72.1M -21.9M 72.1M Net VEX -871.1K -1.0M -700.3K -811.6K -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.47 0.05 20.63 0.59 1.79 Total Volume 3,222.789 986 11,074 4,478 1,003 Total OI 45,042.579 37,760 59,085 38,465 59,085
Daily Data (19 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 2023-02-01 $155.32 $155.00 17.7% 5.5% 23.6% 5.6% 20.1% 9.3% -1.5% 5.8M -21.9M -811.6K 0.59 80.69 N/A N/A 2,809 1,669 23,915 14,550 2023-02-02 $150.19 $150.00 17.2% 5.7% 26.4% 2.9% 20.4% 5.7% -0.1% -2.5M 46.5M -700.3K 0.96 52.28 N/A N/A 1,365 1,312 24,324 14,946 2023-02-03 $151.18 $150.00 19.0% 5.6% 26.2% 12.7% 17.0% 4.4% -1.2% -806.7K 28.2M -742.0K 1.03 79.08 N/A N/A 1,349 1,392 24,632 15,140 2023-02-06 $151.88 $155.00 17.5% 5.7% 22.1% 4.6% 19.9% 3.1% 1.6% -61.2K 23.3M -752.6K 3.44 60.15 N/A N/A 1,025 3,523 23,958 13,802 2023-02-07 $151.24 $155.00 20.2% 5.7% 21.9% 18.9% 20.0% 5.0% 0.7% -2.5M 43.4M -836.7K 0.86 63.04 N/A N/A 597 513 24,444 17,004 2023-02-08 $150.80 $155.00 19.1% 5.7% 20.3% 13.0% 20.0% 2.3% 0.9% -3.0M 45.1M -839.9K 0.73 50.00 N/A N/A 570 416 24,641 17,110 2023-02-09 $152.77 $155.00 19.3% 5.3% 20.2% 14.3% 20.3% 4.6% -1.2% -1.0M 23.7M -868.0K 1.04 74.23 N/A N/A 517 540 24,835 17,219 2023-02-10 $154.35 $155.00 18.7% 5.4% 17.5% 11.0% 18.6% 3.8% 0.4% 1.0M 425.4K -866.6K 0.16 66.26 N/A N/A 2,491 390 25,002 17,388 2023-02-13 $152.42 $155.00 20.8% 6.0% 17.7% 22.5% 21.2% 4.7% -0.4% -500.2K 20.6M -859.8K 0.96 70.27 N/A N/A 687 659 26,073 16,954 2023-02-14 $151.71 $155.00 19.4% 5.5% 17.7% 14.5% 18.7% 4.3% 0.1% -1.7M 33.5M -846.6K 5.04 67.94 N/A N/A 808 4,074 26,350 17,146 2023-02-15 $151.95 $155.00 19.1% 5.5% 15.8% 13.1% 21.0% 4.1% -0.1% -3.9M 42.5M -841.7K 20.63 70.03 N/A N/A 218 4,497 26,263 20,682 2023-02-16 $152.62 $155.00 17.4% 5.0% 15.9% 4.1% 18.1% 3.3% 0.3% -5.5M 42.1M -877.8K 2.20 38.71 N/A N/A 1,256 2,765 26,310 24,723 2023-02-17 $155.03 $155.00 18.0% 5.2% 16.6% 7.0% 18.4% 3.8% -0.2% -14.7M -10.2M -922.5K 0.99 58.21 N/A N/A 1,795 1,780 26,549 25,098 2023-02-21 $152.81 $155.00 18.6% 5.5% 17.4% 10.6% 18.6% 4.5% -0.6% -2.6M 19.6M -908.0K 0.54 53.73 N/A N/A 1,792 974 20,466 22,790 2023-02-22 $151.97 $155.00 20.1% 5.4% 17.5% 18.8% 20.0% 4.2% -0.5% -3.6M 24.7M -952.0K 4.58 49.84 N/A N/A 864 3,954 21,761 23,567 2023-02-23 $150.93 $155.00 19.3% 5.5% 17.6% 14.3% 18.4% 3.8% 0.0% -10.7M 62.7M -985.9K 0.84 48.50 N/A N/A 703 593 22,329 27,340 2023-02-24 $151.10 $155.00 19.0% 5.5% 17.6% 12.7% 18.3% 3.3% 0.5% -10.2M 60.5M -989.2K 0.58 34.84 N/A N/A 796 463 22,508 27,610 2023-02-27 $150.97 $155.00 18.7% 5.3% 17.6% 11.1% 17.6% 4.3% -0.4% -11.2M 60.6M -945.7K 0.05 45.88 N/A N/A 10,507 567 22,111 27,184 2023-02-28 $149.69 $155.00 18.1% 5.1% 17.7% 7.8% 18.4% 3.7% -0.2% -12.0M 72.1M -1.0M 1.79 45.69 N/A N/A 360 643 31,552 27,533
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