WM Options History — October 2024 In October 2024, WM traded between $204.88 and $218.95. ATM implied volatility averaged 27.1%, placing in the 85.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 10.9% (HV 20d: 16.2%). Max pain ranged from $210.00 to $210.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.46.
Notable Days 2024-10-28 : Highest Volume — 16,202 contracts2024-10-29 : Largest IV drop — 65.9% change2024-10-02 : Highest IV Rank — 100.0%2024-10-28 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $211.16 $204.88 $218.95 $207.98 $215.88 Max Pain $210.00 $210.00 $210.00 $210.00 $210.00 ATM IV 27.1% 19.5% 57.1% 22.2% 21.3% Expected Move 6.8% 4.6% 9.0% 4.9% 5.0% HV 20d 16.2% 13.8% 23.0% 14.9% 22.9% HV 60d 20.1% 15.2% 23.6% 23.1% 16.6% IV Rank 85.1% 18.0% 100.0% 89.6% 22.0% IV Percentile 97.1% 81.0% 100.0% 97.6% 88.5% Term Structure -3.4% -7.9% 0.0% -0.8% -0.9% VWIV 23.9% 17.0% 32.9% 19.0% 18.5% Skew 25d 3.4% 1.9% 5.1% 5.1% 2.2% Skew 10d 8.3% 3.9% 16.9% 12.8% 3.9% Call IV 25d 23.0% 16.1% 30.0% 21.5% 17.8% Put IV 25d 26.3% 18.0% 33.8% 26.5% 19.9% Bid-Ask Spread % 71.40 61.93 79.38 74.76 79.38 Gamma HHI 0.20 0.13 0.52 0.14 0.26 Net GEX 2.6M -16.0M 15.0M 1.7M 5.8M Net DEX -75.5M -163.5M 12.0M -58.0M -100.6M Net VEX -651.1K -710.1K -602.3K -665.8K -685.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.46 0.06 6.42 1.05 0.56 Total Volume 3,639 579 16,202 579 2,343 Total OI 33,065.87 21,534 37,814 33,074 35,846
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 2024-10-01 $207.98 $210.00 22.2% 4.9% 14.9% 89.6% 19.0% 5.1% -0.8% 1.7M -58.0M -665.8K 1.05 74.76 N/A N/A 283 296 15,002 18,072 2024-10-02 $206.62 $210.00 24.6% 4.8% 15.0% 100.0% 17.0% 3.7% -3.2% 85.0K -47.2M -660.5K 0.72 74.61 N/A N/A 601 432 15,099 18,151 2024-10-03 $208.62 $210.00 23.3% 6.5% 15.4% 90.7% 24.0% 3.3% -0.6% 2.5M -66.7M -671.6K 6.41 70.75 N/A N/A 479 3,072 15,445 18,443 2024-10-04 $208.38 $210.00 23.3% 6.4% 14.5% 90.4% 23.2% 2.7% -1.1% 1.3M -65.1M -666.6K 0.84 65.76 N/A N/A 675 568 15,626 18,772 2024-10-07 $204.88 $210.00 25.3% 7.2% 15.0% 100.0% 25.0% 3.9% -0.5% -3.1M -25.9M -652.0K 1.06 63.32 N/A N/A 739 785 15,164 18,155 2024-10-08 $208.85 $210.00 24.5% 6.7% 16.6% 94.0% 23.7% 3.7% -1.0% 2.8M -68.7M -638.9K 0.46 68.31 N/A N/A 674 311 15,494 18,628 2024-10-09 $212.29 $210.00 23.9% 6.7% 17.5% 90.3% 23.6% 3.3% -1.2% 6.3M -102.1M -629.8K 6.42 72.53 N/A N/A 891 5,722 15,675 18,828 2024-10-10 $211.23 $210.00 23.6% 6.8% 17.6% 87.8% 24.2% 3.5% -3.8% -972.2K -84.5M -651.0K 0.86 69.70 N/A N/A 460 395 15,766 21,009 2024-10-11 $211.39 $210.00 23.3% 6.7% 17.6% 85.5% 23.3% 3.2% -3.7% 5.4M -95.1M -629.4K 3.34 73.11 N/A N/A 978 3,268 15,855 21,225 2024-10-14 $213.35 $210.00 23.9% 6.9% 17.8% 90.1% 22.2% 3.1% -4.3% 3.7M -98.1M -610.1K 0.42 71.18 N/A N/A 768 319 15,071 20,159 2024-10-15 $213.91 $210.00 24.6% 7.0% 14.6% 94.8% 24.0% 2.9% -4.5% 5.0M -104.7M -602.3K 0.06 70.39 N/A N/A 4,397 253 15,263 20,281 2024-10-16 $213.62 $210.00 24.7% 7.1% 14.3% 95.4% 24.8% 3.7% -4.7% 6.9M -103.6M -606.3K 0.30 73.44 N/A N/A 1,042 311 16,960 20,346 2024-10-17 $212.58 $210.00 24.6% 7.0% 14.1% 94.7% 24.6% 3.4% -3.6% 4.9M -93.8M -615.9K 1.46 74.14 N/A N/A 376 550 16,861 20,449 2024-10-18 $213.04 $210.00 24.6% 7.0% 14.0% 94.5% 24.2% 3.5% -4.2% 4.8M -99.9M -624.0K 0.83 74.71 N/A N/A 915 760 16,916 20,898 2024-10-21 $211.34 $210.00 25.3% 7.3% 14.0% 100.0% 24.4% 3.8% -4.7% 2.9M -66.0M -626.9K 0.49 72.52 N/A N/A 1,181 576 12,064 9,470 2024-10-22 $211.19 $210.00 27.1% 7.8% 14.0% 100.0% 26.9% 3.7% -5.5% 3.2M -69.3M -628.9K 1.22 73.54 N/A N/A 1,314 1,609 12,843 9,927 2024-10-23 $211.69 $210.00 29.3% 8.4% 14.0% 100.0% 29.3% 3.7% -7.0% -176.3K -68.2M -674.9K 2.77 69.56 N/A N/A 1,921 5,329 13,711 11,124 2024-10-24 $209.50 $210.00 41.9% 8.6% 13.8% 100.0% 29.2% 3.9% -7.3% -16.0M -23.2M -710.1K 0.48 70.75 N/A N/A 1,243 601 15,145 14,986 2024-10-25 $207.12 $210.00 45.1% 8.5% 14.5% 100.0% 30.4% 3.1% -7.1% -1.8M 12.0M -695.3K 1.15 68.60 N/A N/A 1,731 1,991 15,869 15,179 2024-10-28 $208.69 $210.00 57.1% 9.0% 14.5% 100.0% 32.9% 3.8% -7.9% 1.4M -48.1M -685.9K 1.13 61.93 N/A N/A 7,594 8,608 14,195 12,845 2024-10-29 $218.95 $210.00 19.5% 5.0% 22.3% 18.0% 17.6% 2.2% -1.0% 15.0M -163.5M -656.0K 0.43 76.97 N/A N/A 10,072 4,307 18,708 18,691 2024-10-30 $215.50 $210.00 20.0% 4.6% 23.0% 19.1% 18.5% 1.9% 0.0% 7.5M -96.2M -688.8K 1.20 72.17 N/A N/A 1,342 1,615 17,757 18,542 2024-10-31 $215.88 $210.00 21.3% 5.0% 22.9% 22.0% 18.5% 2.2% -0.9% 5.8M -100.6M -685.4K 0.56 79.38 N/A N/A 1,501 842 17,505 18,341
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