WM Options History — August 2023 In August 2023, WM traded between $157.08 and $163.55. ATM implied volatility averaged 15.4%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded below realized volatility by 2.7% (HV 20d: 18.1%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.74.
Notable Days 2023-08-18 : Highest Volume — 5,818 contracts2023-08-03 : Largest IV spike — 11.3% change2023-08-08 : Highest IV Rank — 23.9%2023-08-03 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $159.66 $157.08 $163.55 $162.32 $157.08 Max Pain $160.87 $160.00 $165.00 $165.00 $160.00 ATM IV 15.4% 13.5% 17.3% 15.0% 14.0% Expected Move 4.4% 3.6% 4.8% 4.1% 3.6% HV 20d 18.1% 10.9% 22.6% 20.1% 10.9% HV 60d 16.2% 15.7% 16.5% 15.7% 16.1% IV Rank 13.6% 2.5% 23.9% 11.4% 5.7% IV Percentile 12.7% 2.0% 24.2% 9.1% 6.0% Term Structure 0.1% -0.8% 1.4% 0.2% 0.5% VWIV 15.2% 12.1% 17.9% 13.9% 12.6% Skew 25d 3.0% 2.4% 3.7% 2.9% 2.5% Skew 10d 6.5% 5.3% 8.1% 6.9% 5.3% Call IV 25d 14.2% 12.7% 15.3% 12.9% 12.7% Put IV 25d 17.2% 15.2% 18.6% 15.8% 15.2% Bid-Ask Spread % 51.64 29.16 73.64 34.46 34.58 Gamma HHI 0.21 0.13 0.31 0.14 0.20 Net GEX -4.9M -11.3M 1.8M -415.2K -11.3M Net DEX 24.7M -37.5M 79.9M -14.4M 79.9M Net VEX -783.3K -831.1K -747.0K -785.0K -751.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.74 0.18 7.62 0.50 2.12 Total Volume 1,940.522 980 5,818 1,844 1,820 Total OI 41,099.304 35,625 47,389 35,625 47,389
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 2023-08-01 $162.32 $165.00 15.0% 4.1% 20.1% 11.4% 13.9% 2.9% 0.2% -415.2K -14.4M -785.0K 0.50 34.46 N/A N/A 1,231 613 21,640 13,985 2023-08-02 $163.55 $165.00 15.1% 4.7% 20.4% 11.6% 16.4% 3.5% -0.1% 1.8M -37.5M -812.3K 1.02 51.51 N/A N/A 780 794 22,248 13,945 2023-08-03 $161.14 $165.00 16.8% 4.8% 20.8% 21.1% 16.1% 2.9% 0.2% -939.9K -3.5M -792.2K 1.54 64.34 N/A N/A 907 1,393 22,643 14,305 2023-08-04 $160.44 $165.00 16.3% 4.6% 20.8% 18.7% 15.9% 3.3% 0.1% -2.0M 8.1M -789.8K 1.74 57.10 N/A N/A 1,043 1,819 23,475 14,933 2023-08-07 $160.81 $160.00 16.3% 4.6% 20.7% 18.2% 15.9% 2.8% 0.0% -1.7M 1.8M -812.3K 1.57 40.49 N/A N/A 564 884 23,229 15,429 2023-08-08 $160.13 $160.00 17.3% 4.7% 20.7% 23.9% 16.7% 3.4% -0.8% -2.7M 16.7M -802.6K 1.34 61.73 N/A N/A 545 733 23,466 15,992 2023-08-09 $161.83 $160.00 16.7% 4.7% 21.2% 20.6% 15.9% 3.3% -0.2% -1.4M -11.0M -831.1K 1.72 41.33 N/A N/A 575 988 23,680 16,294 2023-08-10 $159.33 $160.00 16.3% 4.5% 21.7% 18.1% 15.8% 2.9% -0.5% -4.9M 33.1M -781.6K 0.78 69.67 N/A N/A 767 598 23,873 16,596 2023-08-11 $161.01 $160.00 16.4% 4.6% 22.2% 18.9% 17.9% 3.7% -0.6% -3.1M 7.4M -804.7K 2.19 61.54 N/A N/A 467 1,023 24,178 16,869 2023-08-14 $160.78 $160.00 15.8% 4.5% 22.2% 15.8% 14.8% 3.1% -0.0% -3.8M 9.8M -786.4K 0.84 73.64 N/A N/A 587 496 23,583 16,590 2023-08-15 $159.06 $160.00 15.7% 4.5% 22.3% 14.9% 16.5% 3.3% 0.1% -6.1M 33.6M -757.4K 1.15 59.78 N/A N/A 725 835 23,937 16,641 2023-08-16 $160.25 $160.00 16.0% 4.6% 22.6% 16.9% 16.5% 2.5% -0.1% -5.7M 12.2M -795.0K 1.08 29.16 N/A N/A 877 951 24,566 17,065 2023-08-17 $158.97 $160.00 16.2% 4.6% 19.2% 17.7% 16.0% 3.4% 0.3% -8.6M 40.5M -784.9K 1.14 43.12 N/A N/A 458 522 25,189 17,693 2023-08-18 $159.05 $160.00 15.5% 4.5% 18.9% 14.1% 14.5% 3.6% 0.0% -5.3M 43.1M -765.8K 1.15 34.85 N/A N/A 2,702 3,116 25,410 17,526 2023-08-21 $159.22 $160.00 15.3% 4.3% 19.0% 12.6% 15.2% 3.5% -0.3% -3.5M 19.1M -769.5K 0.18 45.53 N/A N/A 873 159 23,096 16,519 2023-08-22 $158.09 $160.00 15.4% 4.5% 19.0% 13.3% 15.3% 2.9% 0.1% -4.3M 35.0M -747.0K 4.09 51.51 N/A N/A 344 1,407 23,580 16,626 2023-08-23 $158.35 $160.00 14.9% 4.4% 12.7% 10.6% 16.7% 2.8% 0.1% -5.8M 37.1M -775.7K 7.62 60.78 N/A N/A 232 1,767 23,749 17,831 2023-08-24 $157.77 $160.00 14.9% 4.3% 12.5% 10.4% 15.0% 2.6% 0.1% -8.1M 53.6M -773.1K 3.47 53.83 N/A N/A 518 1,798 23,819 19,368 2023-08-25 $158.77 $160.00 14.1% 3.9% 12.8% 5.8% 13.8% 2.6% 0.4% -6.9M 40.1M -789.5K 0.52 56.93 N/A N/A 850 446 24,012 20,332 2023-08-28 $157.96 $160.00 13.9% 4.0% 12.5% 5.1% 12.9% 2.6% 0.3% -8.6M 53.3M -760.0K 1.60 34.81 N/A N/A 675 1,082 23,627 19,646 2023-08-29 $157.99 $160.00 13.5% 3.8% 12.2% 2.5% 13.7% 2.8% 0.2% -9.7M 58.1M -755.1K 2.34 54.72 N/A N/A 790 1,847 23,893 20,558 2023-08-30 $158.23 $160.00 13.7% 3.7% 11.8% 3.8% 12.1% 2.4% 1.4% -10.2M 51.4M -792.6K 0.30 72.29 N/A N/A 2,331 700 24,239 22,020 2023-08-31 $157.08 $160.00 14.0% 3.6% 10.9% 5.7% 12.6% 2.5% 0.5% -11.3M 79.9M -751.6K 2.12 34.58 N/A N/A 584 1,236 25,002 22,387
« Jul 2023 | All History | Sep 2023 » Home WM History August 2023