WM Options History — April 2024 In April 2024, WM traded between $205.07 and $213.34. ATM implied volatility averaged 19.5%, placing in the 67.5% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 9.8% (HV 20d: 9.7%). Max pain ranged from $202.50 to $210.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2024-04-29 : Highest Volume — 7,467 contracts2024-04-25 : Largest IV drop — 29.4% change2024-04-18 : Highest IV Rank — 86.0%2024-04-18 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $208.20 $205.07 $213.34 $213.34 $208.46 Max Pain $208.98 $202.50 $210.00 $202.50 $210.00 ATM IV 19.5% 14.0% 21.8% 18.6% 14.9% Expected Move 5.3% 3.5% 6.3% 3.5% 4.6% HV 20d 9.7% 6.7% 12.2% 6.7% 12.2% HV 60d 14.4% 13.7% 14.9% 13.7% 14.9% IV Rank 67.5% 22.8% 86.0% 60.2% 29.7% IV Percentile 82.2% 36.9% 95.6% 84.1% 46.0% Term Structure -0.6% -2.1% 2.2% -0.5% 0.7% VWIV 18.5% 11.5% 22.4% 12.4% 16.1% Skew 25d 1.4% 0.8% 2.4% 1.7% 1.3% Skew 10d 3.7% 1.8% 5.9% 3.3% 2.6% Call IV 25d 19.1% 13.4% 21.8% 18.0% 14.9% Put IV 25d 20.5% 14.6% 23.3% 19.7% 16.2% Bid-Ask Spread % 71.93 60.28 85.46 83.85 77.31 Gamma HHI 0.18 0.12 0.27 0.24 0.18 Net GEX 2.3M -9.7M 13.3M 13.3M 10.9M Net DEX -147.2M -252.4M -113.5M -252.4M -140.6M Net VEX -900.9K -966.3K -817.1K -933.1K -907.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.06 3.50 0.28 0.18 Total Volume 2,904.318 859 7,467 1,543 2,668 Total OI 42,697.636 29,847 49,047 44,750 36,938
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 2024-04-01 $213.34 $202.50 18.6% 3.5% 6.7% 60.2% 12.4% 1.7% -0.5% 13.3M -252.4M -933.1K 0.28 83.85 N/A N/A 1,205 338 22,640 22,110 2024-04-02 $210.94 $202.50 19.7% 3.7% 7.9% 68.9% 12.8% 0.8% 2.2% 9.9M -205.1M -953.8K 0.52 82.95 N/A N/A 896 470 22,968 22,268 2024-04-03 $210.64 $202.50 19.1% 3.7% 7.8% 64.5% 11.5% 1.4% -0.3% 8.6M -194.3M -966.3K 0.74 85.46 N/A N/A 981 725 23,032 22,517 2024-04-04 $207.16 $210.00 20.8% 5.5% 9.7% 78.5% 19.4% 1.3% -0.8% -812.0K -136.7M -957.5K 0.61 76.20 N/A N/A 2,675 1,637 23,087 22,520 2024-04-05 $206.77 $210.00 20.5% 5.5% 9.6% 75.8% 19.8% 1.1% -0.8% -6.3M -127.1M -953.8K 0.55 70.29 N/A N/A 1,429 788 23,917 23,001 2024-04-08 $206.71 $210.00 20.5% 5.5% 9.4% 75.6% 19.3% 1.4% -1.3% 545.9K -128.1M -952.5K 0.27 69.88 N/A N/A 1,479 404 23,361 22,111 2024-04-09 $206.58 $210.00 20.9% 5.4% 9.3% 79.3% 19.3% 1.3% -1.4% 1.1M -136.8M -921.3K 0.52 72.55 N/A N/A 1,306 685 23,905 22,212 2024-04-10 $208.10 $210.00 20.5% 5.6% 9.5% 75.4% 20.2% 1.3% -0.8% 6.2M -167.0M -926.8K 0.18 72.75 N/A N/A 2,436 432 24,572 22,517 2024-04-11 $206.58 $210.00 20.6% 5.6% 9.7% 76.6% 19.5% 1.3% -1.3% -2.1M -133.2M -924.2K 0.42 74.05 N/A N/A 1,023 434 24,362 22,698 2024-04-12 $205.49 $210.00 21.5% 5.9% 9.8% 83.6% 20.7% 1.7% -1.6% -9.5M -114.7M -924.3K 3.50 71.16 N/A N/A 936 3,275 24,700 22,778 2024-04-15 $205.07 $210.00 21.7% 6.1% 9.8% 85.7% 21.4% 1.5% -0.5% -5.9M -114.8M -888.4K 0.58 71.72 N/A N/A 1,168 678 23,481 24,355 2024-04-16 $205.50 $210.00 21.3% 6.0% 9.0% 82.3% 21.5% 1.4% -0.7% -5.7M -118.8M -897.2K 0.65 72.86 N/A N/A 522 337 23,409 25,056 2024-04-17 $206.11 $210.00 21.5% 6.2% 9.1% 83.8% 22.4% 1.6% -0.4% -4.5M -132.3M -864.5K 1.33 66.39 N/A N/A 739 985 23,434 25,038 2024-04-18 $205.08 $210.00 21.8% 6.3% 9.2% 86.0% 21.8% 1.5% -0.3% -9.7M -117.6M -876.6K 0.99 66.85 N/A N/A 1,906 1,881 23,594 25,322 2024-04-19 $207.01 $210.00 21.0% 6.1% 9.9% 80.0% 21.4% 1.2% -0.5% 5.7M -164.3M -868.8K 0.84 68.63 N/A N/A 784 656 24,650 24,397 2024-04-22 $207.85 $210.00 20.3% 6.1% 10.1% 74.1% 20.9% 1.3% -1.1% 2.9M -113.5M -827.0K 0.96 60.51 N/A N/A 852 814 16,457 13,390 2024-04-23 $208.77 $210.00 20.0% 6.1% 10.3% 72.0% 21.1% 1.4% -0.9% 3.2M -118.9M -858.0K 0.37 60.28 N/A N/A 2,059 758 16,829 14,003 2024-04-24 $210.39 $210.00 20.0% 6.2% 10.6% 71.9% 21.4% 2.4% -1.1% 4.7M -141.5M -868.8K 0.75 62.85 N/A N/A 3,461 2,600 17,859 14,456 2024-04-25 $212.27 $210.00 14.1% 3.9% 10.9% 23.9% 13.9% 1.2% -0.1% 12.2M -175.7M -817.1K 0.62 76.62 N/A N/A 4,154 2,594 19,878 16,081 2024-04-26 $209.98 $210.00 14.0% 4.1% 11.4% 22.8% 14.1% 1.5% 0.0% 8.4M -143.1M -843.8K 0.65 62.97 N/A N/A 1,979 1,279 20,262 16,073 2024-04-29 $211.65 $210.00 15.5% 4.5% 11.7% 34.8% 15.8% 1.2% -2.1% 8.1M -162.2M -889.0K 0.06 76.34 N/A N/A 7,054 413 18,804 14,306 2024-04-30 $208.46 $210.00 14.9% 4.6% 12.2% 29.7% 16.1% 1.3% 0.7% 10.9M -140.6M -907.7K 0.18 77.31 N/A N/A 2,269 399 22,441 14,497
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