WM Options History — July 2024 In July 2024, WM traded between $196.64 and $223.33. ATM implied volatility averaged 18.7%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 0.3% (HV 20d: 18.4%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.35.
Notable Days 2024-07-17 : Highest Volume — 19,302 contracts2024-07-31 : Largest IV drop — 14.3% change2024-07-19 : Highest IV Rank — 78.4%2024-07-19 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $212.03 $196.64 $223.33 $208.39 $202.93 Max Pain $204.77 $200.00 $210.00 $200.00 $200.00 ATM IV 18.7% 15.3% 20.8% 17.1% 15.3% Expected Move 5.2% 3.8% 6.1% 4.3% 4.3% HV 20d 18.4% 12.8% 33.9% 20.6% 33.3% HV 60d 16.9% 14.7% 23.2% 14.8% 23.2% IV Rank 60.8% 33.3% 78.4% 48.3% 33.3% IV Percentile 78.9% 54.8% 89.3% 71.4% 54.8% Term Structure -0.6% -2.1% 1.3% 1.3% -0.7% VWIV 18.1% 13.1% 21.3% 14.2% 15.6% Skew 25d 1.8% 0.0% 3.3% 2.9% 0.9% Skew 10d 4.3% 0.7% 6.8% 6.2% 3.3% Call IV 25d 18.0% 15.1% 19.9% 17.3% 15.1% Put IV 25d 19.9% 16.1% 22.4% 20.1% 16.1% Bid-Ask Spread % 78.87 71.82 87.67 73.54 87.67 Gamma HHI 0.24 0.13 0.44 0.22 0.32 Net GEX 15.6M -3.1M 42.7M 12.1M 17.4M Net DEX -125.3M -310.9M 60.2M -93.4M -67.5M Net VEX -648.8K -734.1K -592.0K -637.4K -728.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.03 1.19 0.07 0.25 Total Volume 5,438.455 643 19,302 7,617 1,760 Total OI 29,297.273 23,121 35,738 28,695 29,389
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 2024-07-01 $208.39 $200.00 17.1% 4.3% 20.6% 48.3% 14.2% 2.9% 1.3% 12.1M -93.4M -637.4K 0.07 73.54 N/A N/A 7,124 493 18,633 10,062 2024-07-02 $209.30 $200.00 18.3% 3.9% 14.3% 57.4% 13.8% 2.0% -0.4% 13.2M -100.0M -627.5K 0.23 71.82 N/A N/A 2,527 579 21,245 10,212 2024-07-03 $210.09 $200.00 18.3% 3.8% 13.9% 57.7% 13.1% 1.8% -0.9% 14.8M -111.0M -645.5K 0.25 77.49 N/A N/A 514 129 21,709 10,436 2024-07-05 $209.89 $210.00 18.5% 5.0% 13.9% 59.7% 18.0% 2.1% -0.5% 22.7M -106.7M -619.9K 0.27 78.02 N/A N/A 1,068 287 21,725 10,456 2024-07-08 $210.78 $210.00 18.8% 5.1% 13.5% 61.4% 18.5% 1.9% -0.4% 11.7M -113.1M -617.6K 0.45 78.09 N/A N/A 732 327 16,292 10,161 2024-07-09 $210.11 $210.00 19.4% 5.2% 13.0% 66.4% 18.2% 1.9% -1.0% 10.8M -105.1M -640.0K 0.70 79.68 N/A N/A 477 332 16,479 10,365 2024-07-10 $211.06 $210.00 19.6% 5.3% 12.9% 68.6% 19.2% 0.0% -1.0% 12.3M -114.6M -609.0K 0.24 81.00 N/A N/A 2,483 590 16,734 10,524 2024-07-11 $212.04 $200.00 19.1% 5.3% 13.0% 64.6% 18.5% 1.3% -0.8% 15.1M -131.0M -638.1K 0.21 82.21 N/A N/A 1,255 261 17,290 10,920 2024-07-12 $214.06 $200.00 18.6% 5.3% 12.8% 60.0% 18.2% 2.8% -0.4% 19.4M -156.7M -627.6K 0.43 83.48 N/A N/A 937 402 17,285 11,058 2024-07-15 $216.18 $200.00 18.9% 5.3% 13.0% 62.7% 18.8% 1.9% -0.4% 15.0M -165.8M -592.0K 0.08 81.31 N/A N/A 5,655 463 16,304 10,683 2024-07-16 $220.44 $200.00 19.2% 5.5% 13.6% 65.4% 19.1% 1.9% -1.3% 18.6M -230.0M -603.8K 0.05 82.09 N/A N/A 13,577 743 17,312 10,937 2024-07-17 $223.16 $200.00 20.6% 5.9% 13.7% 76.8% 20.2% 1.5% -2.1% 42.7M -310.9M -608.3K 0.03 81.05 N/A N/A 18,718 584 22,689 11,177 2024-07-18 $223.33 $210.00 20.4% 5.9% 13.8% 75.3% 20.4% 2.0% -0.9% 38.4M -293.4M -636.9K 0.14 78.93 N/A N/A 5,664 807 22,904 11,655 2024-07-19 $222.87 $210.00 20.8% 6.1% 13.9% 78.4% 20.7% 2.5% -1.5% 41.8M -280.5M -671.4K 0.28 81.78 N/A N/A 2,568 720 23,482 12,256 2024-07-22 $223.26 $210.00 20.2% 6.1% 13.9% 73.0% 21.0% 1.7% -0.5% 7.1M -148.2M -706.2K 0.35 75.54 N/A N/A 2,262 782 14,116 9,005 2024-07-23 $219.15 $210.00 19.2% 5.9% 14.9% 64.9% 21.2% 3.0% -1.1% 6.9M -118.1M -708.9K 1.01 73.76 N/A N/A 3,391 3,412 14,993 9,660 2024-07-24 $217.76 $210.00 19.8% 6.1% 15.1% 69.9% 21.3% 1.3% -0.7% 6.7M -106.0M -734.1K 0.68 73.73 N/A N/A 3,030 2,047 16,550 11,299 2024-07-25 $201.24 $210.00 17.7% 5.3% 32.2% 52.7% 18.3% 3.3% -0.0% -3.1M 60.2M -633.3K 1.19 75.75 N/A N/A 5,249 6,237 18,002 12,814 2024-07-26 $196.64 $205.00 16.4% 4.7% 33.0% 42.7% 15.8% 1.7% 0.3% -1.5M 30.3M -622.6K 0.62 76.45 N/A N/A 3,628 2,252 20,494 11,272 2024-07-29 $200.34 $200.00 16.7% 4.9% 33.9% 44.7% 17.1% 1.1% -0.9% 4.0M -34.0M -658.3K 0.12 80.27 N/A N/A 10,402 1,259 15,969 9,761 2024-07-30 $201.55 $200.00 17.8% 4.7% 33.2% 54.1% 16.5% 1.1% 0.2% 16.0M -60.4M -707.1K 0.18 81.48 N/A N/A 3,328 591 19,976 10,255 2024-07-31 $202.93 $200.00 15.3% 4.3% 33.3% 33.3% 15.6% 0.9% -0.7% 17.4M -67.5M -728.8K 0.25 87.67 N/A N/A 1,412 348 18,864 10,525
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