WM Options History — March 2023 In March 2023, WM traded between $148.75 and $162.89. ATM implied volatility averaged 19.9%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.8% (HV 20d: 16.2%). Max pain ranged from $155.00 to $155.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2023-03-31 : Highest Volume — 23,022 contracts2023-03-23 : Largest IV spike — 12.3% change2023-03-23 : Highest IV Rank — 31.0%2023-03-23 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $153.29 $148.75 $162.89 $148.75 $162.89 Max Pain $155.00 $155.00 $155.00 $155.00 $155.00 ATM IV 19.9% 17.0% 22.4% 18.8% 19.0% Expected Move 5.5% 4.8% 6.4% 5.3% 4.9% HV 20d 16.2% 13.1% 21.2% 17.6% 21.1% HV 60d 19.8% 19.4% 21.0% 19.6% 21.0% IV Rank 17.6% 1.8% 31.0% 11.5% 12.6% IV Percentile 31.9% 0.4% 59.9% 15.1% 18.3% Term Structure -0.3% -1.4% 2.3% -1.0% -0.1% VWIV 19.2% 16.4% 21.3% 17.8% 16.9% Skew 25d 4.4% 3.0% 5.9% 3.5% 4.1% Skew 10d 8.5% 4.3% 11.7% 7.2% 8.0% Call IV 25d 18.1% 15.7% 20.4% 17.9% 17.7% Put IV 25d 22.5% 18.8% 25.4% 21.4% 21.8% Bid-Ask Spread % 61.70 25.72 82.27 55.59 44.12 Gamma HHI 0.22 0.14 0.36 0.27 0.36 Net GEX 4.4M -16.2M 26.8M -15.2M 26.8M Net DEX -57.6M -304.9M 93.2M 93.2M -304.9M Net VEX -1.2M -1.3M -914.2K -959.1K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.38 1.47 1.31 0.94 Total Volume 3,697.087 711 23,022 964 23,022 Total OI 65,476.043 54,933 73,846 59,592 67,533
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 2023-03-01 $148.75 $155.00 18.8% 5.3% 17.6% 11.5% 17.8% 3.5% -1.0% -15.2M 93.2M -959.1K 1.31 55.59 N/A N/A 417 547 31,657 27,935 2023-03-02 $150.01 $155.00 18.1% 5.2% 17.7% 7.5% 18.4% 4.4% -0.7% -11.7M 66.1M -972.4K 1.16 50.54 N/A N/A 695 804 31,773 28,167 2023-03-03 $149.73 $155.00 17.2% 4.8% 13.1% 2.9% 16.4% 3.2% -0.2% -13.4M 72.1M -946.2K 0.39 61.51 N/A N/A 1,303 507 31,980 28,456 2023-03-06 $150.83 $155.00 17.0% 5.0% 13.1% 1.8% 17.0% 3.1% -0.5% -12.3M 45.8M -932.9K 0.86 80.71 N/A N/A 815 703 30,333 24,600 2023-03-07 $149.45 $155.00 17.8% 5.1% 13.4% 6.2% 18.1% 5.8% -1.3% -14.7M 77.1M -914.2K 1.04 79.91 N/A N/A 4,400 4,559 30,680 24,980 2023-03-08 $149.68 $155.00 17.2% 5.1% 13.3% 2.7% 18.8% 3.2% -0.1% -16.2M 58.9M -1.1M 0.98 82.27 N/A N/A 3,709 3,640 34,644 29,173 2023-03-09 $150.79 $155.00 18.7% 5.6% 13.6% 11.0% 18.1% 4.2% -0.5% -5.9M 6.3M -1.2M 1.09 80.06 N/A N/A 1,725 1,879 38,030 32,639 2023-03-10 $148.86 $155.00 20.5% 5.9% 13.4% 20.7% 20.6% 5.2% -1.4% -9.2M 52.1M -1.3M 0.47 79.14 N/A N/A 2,369 1,119 38,432 32,503 2023-03-13 $151.26 $155.00 21.6% 6.1% 14.2% 26.6% 20.6% 3.7% 0.0% -2.6M -15.2M -1.3M 0.85 77.21 N/A N/A 850 724 38,360 32,187 2023-03-14 $153.93 $155.00 20.0% 5.8% 14.9% 17.8% 20.7% 4.3% 0.3% 5.4M -88.5M -1.3M 0.91 77.92 N/A N/A 881 803 38,575 32,277 2023-03-15 $154.61 $155.00 22.1% 6.2% 14.9% 29.5% 20.7% 5.9% -0.9% 6.4M -101.0M -1.3M 0.38 75.35 N/A N/A 2,410 922 38,987 32,627 2023-03-16 $155.75 $155.00 20.6% 5.8% 15.0% 21.1% 19.3% 5.0% -0.7% 16.2M -149.6M -1.3M 0.59 55.68 N/A N/A 1,297 769 40,368 32,841 2023-03-17 $152.86 $155.00 21.0% 6.0% 16.6% 23.5% 21.3% 5.1% 0.1% 11.6M -70.4M -1.2M 0.78 75.58 N/A N/A 2,691 2,097 40,527 33,319 2023-03-20 $154.96 $155.00 20.2% 5.9% 16.3% 19.0% 20.0% 4.4% 0.0% 13.5M -123.5M -1.3M 0.51 60.23 N/A N/A 2,160 1,094 39,273 24,618 2023-03-21 $154.91 $155.00 19.2% 5.5% 15.4% 13.6% 19.8% 4.4% -1.2% 14.4M -123.9M -1.2M 0.82 62.50 N/A N/A 390 321 40,504 25,504 2023-03-22 $153.24 $155.00 19.9% 5.7% 15.8% 17.6% 20.4% 3.9% -0.0% 12.9M -89.1M -1.2M 1.47 67.04 N/A N/A 436 642 40,693 25,668 2023-03-23 $150.94 $155.00 22.4% 6.4% 16.6% 31.0% 20.0% 3.0% 0.5% 11.6M -30.7M -1.2M 0.51 44.96 N/A N/A 1,306 664 40,900 26,042 2023-03-24 $154.62 $155.00 21.1% 5.8% 18.6% 23.7% 20.7% 4.7% 2.3% 13.3M -123.1M -1.2M 0.91 60.27 N/A N/A 475 430 40,855 26,150 2023-03-27 $153.94 $155.00 21.7% 5.5% 18.7% 27.3% 19.2% 5.0% -0.6% 10.8M -68.8M -1.2M 0.77 25.72 N/A N/A 552 427 38,077 23,255 2023-03-28 $154.87 $155.00 21.7% 5.6% 18.5% 27.0% 20.0% 5.3% -0.2% 14.0M -88.0M -1.2M 0.96 30.42 N/A N/A 1,144 1,102 38,396 23,460 2023-03-29 $156.92 $155.00 21.2% 5.1% 18.6% 24.4% 20.5% 4.1% 0.1% 20.3M -144.5M -1.2M 1.19 37.73 N/A N/A 1,150 1,363 39,374 24,378 2023-03-30 $161.94 $155.00 21.3% 4.9% 21.2% 25.1% 17.5% 5.2% -0.3% 24.5M -275.1M -1.2M 0.55 54.67 N/A N/A 3,687 2,033 40,078 25,141 2023-03-31 $162.89 $155.00 19.0% 4.9% 21.1% 12.6% 16.9% 4.1% -0.1% 26.8M -304.9M -1.2M 0.94 44.12 N/A N/A 11,877 11,145 41,339 26,194
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