WWW Options History — June 2019

In June 2019, WWW traded between $26.81 and $28.53. ATM implied volatility averaged 30.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 3.7% (HV 20d: 26.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2019-06-21: Highest Volume — 58 contracts
  • 2019-06-19: Largest IV spike — 92.6% change
  • 2019-06-19: Highest IV Rank — 50.8%
  • 2019-06-19: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.66$26.81$28.53$28.18$27.53
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV30.0%19.8%44.8%30.7%19.8%
Expected Move8.8%5.7%12.9%8.8%5.7%
HV 20d26.3%17.2%46.1%45.3%18.4%
HV 60d32.3%32.0%32.6%32.5%32.3%
IV Rank23.3%4.2%50.8%24.5%4.2%
IV Percentile38.5%0.4%90.5%46.4%0.4%
Term Structure3.1%-17.4%15.5%-1.0%15.3%
VWIV31.0%23.3%42.5%42.5%24.0%
Skew 25d8.1%-4.7%19.6%5.7%11.5%
Skew 10d8.3%-14.7%15.5%0.2%12.7%
Call IV 25d25.7%16.8%31.6%31.2%19.6%
Put IV 25d33.7%26.4%38.8%36.9%31.1%
Bid-Ask Spread %65.2746.8185.5164.0966.88
Gamma HHI0.400.310.480.370.36
Net GEX-84-9.5K8.7K-9.1K8.6K
Net DEX402.4K-126.0K665.8K522.5K-126.0K
Net VEX-1.7K-2.5K-1.2K-2.1K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.005.003.000.29
Total Volume24.15058058
Total OI2,010.051,3292,3312,1841,382

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$28.18$30.0030.7%8.8%45.3%24.5%0.0%5.7%-1.0%-9.1K522.5K-2.1K0.0064.09N/AN/A001,746438
2019-06-04$28.45$30.0031.0%8.9%46.1%25.0%0.0%-4.7%-1.7%-6.7K451.7K-2.5K0.0061.09N/AN/A001,746438
2019-06-05$28.22$30.0029.7%8.5%45.2%22.6%42.5%8.3%-0.2%-8.0K528.0K-2.1K0.0068.54N/AN/A031,746438
2019-06-06$28.29$30.0025.3%8.1%45.5%14.3%28.5%8.0%3.9%-9.0K506.2K-2.1K3.0071.97N/AN/A131,746441
2019-06-07$28.53$30.0028.8%8.4%28.1%20.9%29.1%8.0%4.0%-7.2K483.1K-2.3K5.0069.35N/AN/A151,747441
2019-06-10$28.39$30.0026.7%8.8%28.0%17.0%30.6%7.0%1.5%-9.5K524.7K-1.8K0.0046.85N/AN/A301,747442
2019-06-11$28.32$30.0027.0%8.5%21.1%17.5%29.9%6.7%2.5%-7.9K542.1K-1.7K0.0068.96N/AN/A301,750442
2019-06-12$27.62$30.0029.3%8.4%22.5%21.9%28.7%6.6%4.2%-9.4K611.5K-1.5K1.3360.91N/AN/A341,750442
2019-06-13$27.77$30.0028.4%8.1%22.7%20.2%28.3%6.2%3.5%-376629.7K-1.4K0.3346.81N/AN/A1861,760446
2019-06-14$27.88$30.0026.1%7.5%22.6%15.8%26.1%5.3%6.0%1.6K632.1K-1.5K1.1071.67N/AN/A20221,765448
2019-06-17$27.27$30.0031.8%9.1%23.6%26.6%0.0%1.8%5.8%4.9K665.8K-1.3K0.0077.54N/AN/A101,787478
2019-06-18$27.65$30.0023.3%6.7%24.2%10.7%23.3%3.9%3.2%4.1K623.2K-1.5K0.0670.73N/AN/A1811,803478
2019-06-19$27.06$30.0044.8%12.9%21.4%50.8%34.3%17.1%-17.4%8.7K609.2K-1.6K0.5885.51N/AN/A36211,813477
2019-06-20$26.88$30.0032.0%9.2%21.3%26.9%32.4%10.2%4.7%8.1K594.3K-1.6K0.5875.39N/AN/A36211,836495
2019-06-21$26.88$30.0035.8%10.3%18.0%34.0%35.6%19.6%1.6%6.8K585.6K-1.4K0.6183.51N/AN/A36221,836488
2019-06-24$26.81$30.0033.5%9.6%17.6%29.6%33.8%1.8%-0.9%6.7K-83.4K-1.4K0.0054.09N/AN/A0241,23198
2019-06-25$26.81$30.0033.7%9.7%17.2%30.0%34.3%13.1%6.3%2.7K-52.3K-1.2K0.8148.13N/AN/A26211,231119
2019-06-26$27.34$30.0034.0%9.8%18.7%30.7%35.2%11.3%6.0%7.3K-105.5K-1.4K0.5059.33N/AN/A26131,251109
2019-06-27$27.34$30.0029.3%8.4%18.7%21.8%30.3%14.1%15.5%6.2K-94.4K-1.4K0.7253.99N/AN/A18131,251119
2019-06-28$27.53$30.0019.8%5.7%18.4%4.2%24.0%11.5%15.3%8.6K-126.0K-1.6K0.2966.88N/AN/A45131,263119