WWW Options History — October 2017

In October 2017, WWW traded between $27.30 and $29.41. ATM implied volatility averaged 40.1%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 20.4% (HV 20d: 19.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 3.66.

Notable Days

  • 2017-10-20: Highest Volume — 4,882 contracts
  • 2017-10-31: Largest IV spike — 21.6% change
  • 2017-10-31: Highest IV Rank — 71.0%
  • 2017-10-31: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.55$27.30$29.41$29.41$27.30
Max Pain$29.32$25.00$30.00$25.00$30.00
ATM IV40.1%31.5%61.6%34.0%61.6%
Expected Move11.6%9.7%17.6%9.8%17.6%
HV 20d19.7%18.0%24.3%18.3%24.3%
HV 60d23.0%21.7%24.6%23.2%24.6%
IV Rank35.3%21.0%71.0%25.2%71.0%
IV Percentile76.7%37.7%99.2%55.2%99.2%
Term Structure-6.2%-15.6%1.0%1.0%-15.6%
VWIV41.1%29.9%55.0%32.6%55.0%
Skew 25d6.4%-7.0%15.3%-7.0%4.7%
Skew 10d14.8%-12.1%26.3%-12.1%18.9%
Call IV 25d39.1%31.3%55.7%38.7%55.7%
Put IV 25d45.5%28.7%60.4%31.7%60.4%
Bid-Ask Spread %72.9352.1491.5891.5868.00
Gamma HHI0.700.630.910.840.65
Net GEX-425.8K-759.3K-128.5K-128.5K-609.4K
Net DEX8.2M1.7M17.2M1.7M17.2M
Net VEX-25.4K-37.1K-9.4K-9.4K-28.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.660.2047.9247.920.99
Total Volume1,652.1365284,8822,348528
Total OI7,701.7732,56412,0272,56412,027

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$29.41$25.0034.0%9.8%18.3%25.2%32.6%-7.0%1.0%-128.5K1.7M-9.4K47.9291.58N/AN/A482,3004322,132
2017-10-03$29.04$25.0033.9%9.7%19.3%25.0%29.9%-4.4%0.3%-317.3K5.2M-17.3K3.5557.56N/AN/A8513,0234524,132
2017-10-04$28.92$25.0035.3%10.1%19.2%27.3%30.8%-6.1%-0.7%-307.8K5.5M-25.0K2.6272.22N/AN/A8512,2261,1694,842
2017-10-05$29.00$30.0035.1%10.2%18.9%27.1%35.7%8.7%-4.1%-311.3K5.6M-25.8K0.3766.05N/AN/A8513131,2694,945
2017-10-06$29.05$30.0031.5%10.1%18.7%21.0%35.4%6.1%-3.9%-322.2K5.3M-25.7K0.4452.14N/AN/A8513761,2694,945
2017-10-09$28.71$30.0032.6%10.5%19.5%22.9%36.6%8.5%-5.6%-311.7K5.7M-24.6K0.4355.32N/AN/A8513701,2694,955
2017-10-10$28.71$30.0035.8%10.3%19.4%28.1%36.1%9.7%-4.0%-332.4K5.7M-24.8K0.4464.70N/AN/A8373691,2694,957
2017-10-11$28.20$30.0036.7%10.5%20.7%29.7%37.1%6.6%-6.0%-317.9K6.6M-23.0K0.4461.63N/AN/A8373701,2704,959
2017-10-12$27.78$30.0035.1%10.1%19.9%27.0%38.1%5.7%-3.6%-300.1K7.1M-21.1K0.2478.28N/AN/A8372011,2704,962
2017-10-13$27.97$30.0035.9%10.3%19.5%28.3%38.2%5.5%-4.3%-307.6K7.0M-21.2K0.2776.74N/AN/A8382281,2704,960
2017-10-16$27.74$30.0035.7%10.2%19.3%28.0%38.9%5.5%-4.9%-306.2K7.4M-19.9K0.2582.77N/AN/A8382111,2714,988
2017-10-17$27.93$30.0037.2%10.7%19.2%30.5%40.6%6.6%-5.5%-312.7K7.2M-20.8K0.2979.61N/AN/A8472431,2715,025
2017-10-18$28.10$30.0036.9%10.6%19.2%30.0%39.5%6.6%-3.8%-325.2K7.0M-20.0K0.2267.66N/AN/A8471891,2825,060
2017-10-19$28.03$30.0037.8%10.8%18.8%31.4%39.6%6.1%-4.1%-318.3K6.9M-20.6K0.2280.93N/AN/A8431891,2825,065
2017-10-20$28.87$30.0041.9%12.0%21.0%38.3%45.4%14.0%-9.3%-334.6K5.5M-22.3K3.8779.28N/AN/A1,0023,8801,2835,065
2017-10-23$28.65$30.0046.5%13.3%21.3%46.0%47.0%10.7%-11.2%-499.9K9.6M-30.1K3.2869.04N/AN/A1,0933,5801,3617,888
2017-10-24$28.87$30.0045.8%13.1%21.0%44.8%52.7%11.3%-9.3%-753.7K13.2M-36.9K0.4678.35N/AN/A9344271,56510,289
2017-10-25$28.84$30.0045.7%13.1%18.0%44.7%47.1%12.3%-9.9%-759.3K13.4M-36.1K0.2076.44N/AN/A9271851,63610,297
2017-10-26$29.17$30.0048.0%13.8%18.4%48.5%48.2%5.0%-10.0%-720.0K11.6M-36.8K4.6280.42N/AN/A1285911,72110,297
2017-10-27$29.33$30.0048.5%13.9%18.5%49.3%48.8%15.3%-10.1%-737.1K11.7M-37.1K4.7586.38N/AN/A1255941,72210,297
2017-10-30$28.38$30.0050.6%14.5%20.8%52.8%50.7%10.6%-12.3%-733.8K14.4M-31.7K4.7479.29N/AN/A1255931,72210,297
2017-10-31$27.30$30.0061.6%17.6%24.3%71.0%55.0%4.7%-15.6%-609.4K17.2M-28.0K0.9968.00N/AN/A2652631,72210,305