WM Options History — May 2024 In May 2024, WM traded between $204.69 and $211.94. ATM implied volatility averaged 13.8%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.4% (HV 20d: 11.4%). Max pain ranged from $190.00 to $210.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.35.
Notable Days 2024-05-20 : Highest Volume — 15,993 contracts2024-05-20 : Largest IV spike — 15.9% change2024-05-29 : Highest IV Rank — 37.7%2024-05-01 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $209.02 $204.69 $211.94 $207.76 $209.00 Max Pain $195.57 $190.00 $210.00 $210.00 $200.00 ATM IV 13.8% 12.0% 15.8% 14.6% 14.5% Expected Move 4.0% 3.6% 4.5% 4.5% 4.0% HV 20d 11.4% 10.5% 12.3% 12.3% 11.9% HV 60d 11.5% 9.8% 15.1% 14.9% 10.6% IV Rank 21.0% 6.1% 37.7% 27.7% 26.5% IV Percentile 32.3% 5.2% 61.1% 44.4% 49.2% Term Structure -0.0% -1.0% 2.0% -0.1% -0.0% VWIV 14.0% 12.7% 16.4% 15.6% 14.4% Skew 25d 1.2% -0.0% 3.6% 2.0% 0.9% Skew 10d 3.1% 0.7% 7.2% 2.7% 3.4% Call IV 25d 13.4% 11.9% 15.1% 14.5% 14.8% Put IV 25d 14.7% 13.4% 16.6% 16.6% 15.7% Bid-Ask Spread % 75.29 67.97 87.48 78.42 73.80 Gamma HHI 0.25 0.14 0.39 0.18 0.19 Net GEX 14.8M 2.4M 29.3M 9.4M 16.7M Net DEX -150.8M -197.0M -61.9M -130.0M -170.6M Net VEX -847.7K -945.0K -761.4K -905.1K -844.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.08 1.34 0.14 0.31 Total Volume 3,416.682 1,043 15,993 2,183 2,089 Total OI 39,501.227 31,688 42,484 38,290 41,546
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 2024-05-01 $207.76 $210.00 14.6% 4.5% 12.3% 27.7% 15.6% 2.0% -0.1% 9.4M -130.0M -905.1K 0.14 78.42 N/A N/A 1,919 264 23,507 14,783 2024-05-02 $207.00 $210.00 15.3% 4.3% 10.8% 33.6% 16.4% 1.0% -0.1% 7.1M -118.5M -913.1K 0.38 68.56 N/A N/A 1,355 515 23,716 14,813 2024-05-03 $208.02 $207.50 14.4% 4.4% 10.9% 26.2% 15.8% 1.2% 0.4% 8.4M -144.1M -913.5K 0.08 73.38 N/A N/A 6,142 520 24,188 15,266 2024-05-06 $210.13 $190.00 14.4% 4.1% 11.5% 26.3% 14.4% 0.5% -0.2% 20.4M -183.8M -907.5K 0.08 74.60 N/A N/A 3,994 315 25,479 14,923 2024-05-07 $210.51 $190.00 13.6% 3.9% 11.4% 19.1% 13.9% 1.5% 0.2% 24.3M -188.6M -885.2K 0.08 67.97 N/A N/A 3,817 322 26,004 15,066 2024-05-08 $210.46 $190.00 13.0% 3.8% 11.2% 14.8% 13.5% 1.4% -0.2% 19.5M -176.8M -848.1K 0.15 72.94 N/A N/A 1,429 218 24,309 15,163 2024-05-09 $210.15 $190.00 12.8% 3.7% 10.8% 12.6% 13.0% 1.3% 0.1% 18.1M -167.7M -859.7K 0.86 68.55 N/A N/A 561 482 24,586 15,286 2024-05-10 $211.71 $190.00 13.1% 3.6% 10.8% 15.2% 12.7% 1.3% 0.2% 25.4M -197.0M -806.4K 0.54 69.32 N/A N/A 736 398 24,368 15,403 2024-05-13 $210.51 $190.00 13.0% 3.8% 11.1% 14.7% 13.2% 1.3% 0.1% 17.0M -164.6M -797.8K 0.22 75.25 N/A N/A 1,212 263 23,592 14,697 2024-05-14 $209.48 $190.00 13.0% 3.8% 11.3% 14.8% 13.2% 3.6% 0.1% 12.5M -149.5M -771.7K 0.29 76.92 N/A N/A 1,135 328 23,683 14,840 2024-05-15 $209.20 $190.00 12.8% 3.6% 11.3% 13.3% 13.1% 1.8% -0.1% 7.2M -138.6M -772.3K 0.35 78.53 N/A N/A 925 326 23,515 15,002 2024-05-16 $211.94 $190.00 12.0% 3.7% 11.8% 6.1% 13.0% 0.8% 2.0% 20.3M -187.7M -770.9K 0.24 84.55 N/A N/A 2,459 600 23,603 15,062 2024-05-17 $210.23 $190.00 13.2% 3.8% 12.0% 16.3% 13.0% 1.1% 0.2% 11.5M -159.9M -761.4K 0.18 87.48 N/A N/A 2,908 525 23,368 15,234 2024-05-20 $208.43 $190.00 15.3% 4.4% 12.3% 33.4% 15.0% 1.1% -1.0% 6.5M -123.4M -810.9K 0.26 76.04 N/A N/A 12,687 3,306 19,098 12,590 2024-05-21 $208.49 $190.00 13.9% 4.0% 12.2% 22.2% 14.1% 0.8% -0.5% 18.1M -151.4M -914.7K 0.42 72.31 N/A N/A 2,380 1,001 26,252 14,925 2024-05-22 $210.04 $195.00 13.3% 3.8% 12.2% 17.3% 13.5% 0.7% 0.3% 24.6M -195.2M -945.0K 0.22 73.48 N/A N/A 2,948 655 27,039 15,445 2024-05-23 $209.36 $200.00 13.3% 3.8% 11.8% 17.0% 13.2% 1.4% -0.0% 29.3M -168.7M -912.6K 0.36 78.81 N/A N/A 1,372 490 26,883 15,451 2024-05-24 $208.71 $200.00 13.2% 3.8% 11.2% 15.8% 13.4% 1.2% 0.0% 20.5M -145.5M -891.9K 0.25 75.24 N/A N/A 3,149 777 26,404 15,301 2024-05-28 $206.60 $200.00 13.8% 3.9% 11.3% 21.0% 13.6% 1.2% 0.1% 3.8M -97.4M -802.2K 1.34 76.15 N/A N/A 1,344 1,805 24,323 14,647 2024-05-29 $204.69 $200.00 15.8% 4.1% 10.5% 37.7% 14.2% -0.0% -1.0% 2.4M -61.9M -777.1K 0.80 78.52 N/A N/A 919 733 24,655 15,139 2024-05-30 $206.00 $200.00 14.8% 4.4% 10.7% 29.6% 15.3% 0.9% -1.0% 3.5M -95.9M -836.5K 0.23 75.48 N/A N/A 4,745 1,099 25,001 14,872 2024-05-31 $209.00 $200.00 14.5% 4.0% 11.9% 26.5% 14.4% 0.9% -0.0% 16.7M -170.6M -844.7K 0.31 73.80 N/A N/A 1,595 494 26,939 14,607
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