WM Options History — May 2023 In May 2023, WM traded between $161.65 and $170.72. ATM implied volatility averaged 15.8%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.0% (HV 20d: 13.8%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.81.
Notable Days 2023-05-09 : Highest Volume — 21,691 contracts2023-05-05 : Largest IV drop — 10.1% change2023-05-25 : Highest IV Rank — 22.5%2023-05-24 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $166.33 $161.65 $170.72 $166.82 $162.25 Max Pain $160.68 $160.00 $165.00 $165.00 $160.00 ATM IV 15.8% 14.4% 18.1% 15.8% 17.5% Expected Move 4.6% 4.1% 5.1% 4.1% 4.8% HV 20d 13.8% 8.2% 16.4% 16.4% 8.2% HV 60d 16.6% 16.2% 17.1% 17.1% 16.2% IV Rank 6.5% 0.0% 22.5% 0.7% 18.4% IV Percentile 3.8% 0.0% 18.7% 0.4% 12.3% Term Structure 0.0% -1.1% 0.7% 0.4% -1.0% VWIV 16.6% 13.9% 19.1% 14.4% 17.5% Skew 25d 4.0% 2.9% 4.8% 3.4% 3.9% Skew 10d 8.7% 6.4% 12.6% 6.5% 9.5% Call IV 25d 14.1% 13.2% 15.8% 13.4% 14.9% Put IV 25d 18.1% 16.2% 20.1% 16.8% 18.8% Bid-Ask Spread % 45.41 15.08 73.04 24.38 50.36 Gamma HHI 0.20 0.17 0.23 0.19 0.19 Net GEX 16.8M 2.0M 35.2M 19.0M 4.3M Net DEX -147.6M -266.9M -17.6M -188.6M -33.6M Net VEX -1.2M -1.4M -999.3K -1.2M -999.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.16 3.87 0.54 0.16 Total Volume 2,376.636 352 21,691 1,955 931 Total OI 60,744 56,529 66,604 56,816 56,960
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 2023-05-01 $166.82 $165.00 15.8% 4.1% 16.4% 0.7% 14.4% 3.4% 0.4% 19.0M -188.6M -1.2M 0.54 24.38 N/A N/A 1,269 686 34,824 21,992 2023-05-02 $166.77 $165.00 17.3% 4.4% 16.0% 8.3% 16.4% 4.7% -0.6% 18.6M -188.2M -1.2M 1.22 69.61 N/A N/A 714 869 35,160 22,151 2023-05-03 $167.84 $165.00 15.5% 4.7% 15.7% 0.0% 16.1% 4.0% 0.2% 20.1M -215.5M -1.2M 0.20 73.04 N/A N/A 1,919 378 35,174 22,569 2023-05-04 $167.80 $160.00 16.6% 4.9% 15.6% 5.3% 18.4% 3.7% 0.1% 20.1M -213.7M -1.2M 0.59 58.02 N/A N/A 972 573 35,758 22,693 2023-05-05 $168.44 $160.00 14.9% 4.5% 15.6% 0.0% 16.6% 4.2% 0.7% 23.4M -236.6M -1.2M 0.43 61.65 N/A N/A 620 265 36,406 22,990 2023-05-08 $169.30 $160.00 15.4% 4.6% 15.3% 2.5% 17.0% 4.4% 0.6% 26.1M -248.7M -1.2M 0.48 36.19 N/A N/A 442 210 36,020 22,607 2023-05-09 $169.89 $160.00 15.4% 4.6% 15.2% 2.3% 19.0% 4.2% 0.6% 27.9M -266.9M -1.1M 1.00 24.97 N/A N/A 10,848 10,843 36,083 22,718 2023-05-10 $170.72 $160.00 15.1% 4.5% 14.4% 0.9% 13.9% 3.6% 0.5% 30.4M -255.5M -1.3M 0.18 36.71 N/A N/A 5,181 934 37,185 24,253 2023-05-11 $170.15 $160.00 14.9% 4.4% 14.1% 0.2% 16.0% 3.8% 0.5% 35.2M -248.6M -1.4M 0.60 40.17 N/A N/A 383 229 41,573 24,604 2023-05-12 $169.15 $160.00 14.5% 4.2% 13.5% 0.0% 15.8% 2.9% 0.5% 29.7M -214.2M -1.3M 0.56 33.14 N/A N/A 851 473 41,679 24,569 2023-05-15 $168.57 $160.00 14.4% 4.2% 13.6% 0.0% 15.9% 3.8% -0.2% 26.8M -194.2M -1.3M 1.16 15.08 N/A N/A 606 700 41,470 24,340 2023-05-16 $168.00 $160.00 14.6% 4.2% 13.7% 0.7% 15.1% 3.8% 0.1% 21.9M -175.6M -1.3M 0.57 55.31 N/A N/A 634 360 41,721 24,744 2023-05-17 $166.44 $160.00 15.9% 4.6% 14.1% 8.9% 16.1% 3.8% -0.2% 14.3M -125.0M -1.2M 0.65 55.70 N/A N/A 1,150 747 41,760 24,813 2023-05-18 $164.94 $160.00 15.2% 4.3% 14.5% 4.3% 15.6% 3.7% 0.0% 9.6M -78.4M -1.1M 0.93 47.07 N/A N/A 767 710 41,705 24,899 2023-05-19 $165.48 $160.00 15.5% 4.5% 14.5% 6.5% 15.4% 3.6% -0.2% 13.6M -113.3M -1.1M 0.37 19.29 N/A N/A 907 333 41,712 24,791 2023-05-22 $164.50 $160.00 15.2% 4.3% 14.6% 4.6% 15.8% 3.7% 0.2% 8.4M -78.2M -1.1M 0.99 53.70 N/A N/A 784 776 35,125 21,729 2023-05-23 $162.97 $160.00 15.7% 4.8% 15.0% 7.8% 19.1% 4.0% 0.1% 5.5M -44.1M -1.1M 3.87 52.13 N/A N/A 307 1,187 35,413 22,254 2023-05-24 $162.96 $160.00 16.5% 5.1% 14.4% 12.6% 16.8% 4.7% 0.0% 5.1M -46.6M -1.1M 1.04 50.68 N/A N/A 270 282 35,326 22,984 2023-05-25 $162.33 $160.00 18.1% 5.0% 13.6% 22.5% 16.9% 4.6% -0.7% 3.4M -30.4M -1.1M 1.08 46.72 N/A N/A 169 183 35,525 23,044 2023-05-26 $161.65 $160.00 17.3% 4.7% 8.2% 17.5% 18.6% 4.8% -0.5% 2.0M -17.6M -1.0M 0.29 30.29 N/A N/A 665 195 35,532 22,984 2023-05-30 $162.36 $160.00 17.4% 4.9% 8.2% 18.0% 19.0% 4.8% -1.1% 3.8M -34.2M -1.0M 1.05 64.80 N/A N/A 471 493 34,345 22,184 2023-05-31 $162.25 $160.00 17.5% 4.8% 8.2% 18.4% 17.5% 3.9% -1.0% 4.3M -33.6M -999.3K 0.16 50.36 N/A N/A 806 125 34,528 22,432
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