WWW Options History — October 2019

In October 2019, WWW traded between $27.01 and $30.12. ATM implied volatility averaged 42.2%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 13.7% (HV 20d: 28.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.04.

Notable Days

  • 2019-10-21: Highest Volume — 41 contracts
  • 2019-10-08: Largest IV spike — 143.8% change
  • 2019-10-08: Highest IV Rank — 68.5%
  • 2019-10-31: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.48$27.01$30.12$27.91$29.61
Max Pain$23.26$20.00$25.00$25.00$25.00
ATM IV42.2%22.2%54.1%32.8%51.4%
Expected Move12.4%9.4%14.7%9.4%14.7%
HV 20d28.5%19.2%40.9%38.6%20.7%
HV 60d40.1%38.1%40.7%39.7%38.1%
IV Rank46.9%10.3%68.5%29.6%63.7%
IV Percentile77.5%1.6%95.2%44.4%94.4%
Term Structure-6.7%-16.3%5.8%5.8%-16.3%
VWIV43.7%40.3%50.6%44.3%50.6%
Skew 25d9.5%-12.6%22.3%-12.6%15.8%
Skew 10d17.9%-17.1%35.5%-17.1%25.1%
Call IV 25d38.7%33.4%47.1%37.0%46.6%
Put IV 25d48.3%24.4%62.4%24.4%62.4%
Bid-Ask Spread %82.0148.9595.6650.9092.68
Gamma HHI0.500.390.700.440.51
Net GEX6.4K-4.6K19.5K5.8K6.5K
Net DEX-368.4K-544.8K-148.1K-303.8K-540.9K
Net VEX-2.3K-3.0K-1.7K-3.0K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.005.830.200.00
Total Volume2.95704100
Total OI855.304687964955698

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$27.91$25.0032.8%9.4%38.6%29.6%0.0%-12.6%5.8%5.8K-303.8K-3.0K0.0050.90N/AN/A00458497
2019-10-02$27.01$25.0042.6%12.2%40.9%47.5%0.0%2.8%4.3%-2.9K-148.1K-3.0K0.2048.95N/AN/A51458497
2019-10-03$27.23$20.0043.3%12.8%36.3%48.9%44.3%6.6%-5.6%-362-196.1K-2.9K0.2087.80N/AN/A51463498
2019-10-04$27.40$20.0035.6%12.7%36.1%34.8%0.0%5.6%-4.8%1.2K-220.8K-2.9K0.0079.58N/AN/A00468496
2019-10-07$27.70$20.0022.2%11.5%34.7%10.3%0.0%6.5%-5.6%4.3K-255.5K-2.7K0.0084.36N/AN/A00458496
2019-10-08$27.25$20.0054.1%13.4%32.8%68.5%0.0%6.5%-6.0%-1.4K-177.1K-2.7K0.0076.72N/AN/A00458498
2019-10-09$27.04$20.0046.0%13.2%31.3%53.9%0.0%5.5%-4.9%-4.6K-164.3K-2.6K0.0078.08N/AN/A00458498
2019-10-10$27.74$20.0040.9%11.7%27.6%44.5%0.0%6.0%-5.1%4.3K-266.2K-2.7K0.0080.27N/AN/A00458498
2019-10-11$28.51$20.0040.3%11.6%28.6%43.4%40.3%11.8%-5.1%16.8K-392.6K-2.4K0.0082.29N/AN/A40458498
2019-10-14$28.15$20.0041.8%12.0%28.6%46.2%41.5%8.0%-6.8%11.7K-338.6K-2.4K0.0075.97N/AN/A05456498
2019-10-15$28.55$25.0040.5%11.6%28.6%43.7%0.0%10.3%-6.1%16.7K-389.0K-2.4K0.0078.47N/AN/A00456502
2019-10-16$28.68$25.0038.8%11.1%28.4%40.7%0.0%12.6%-5.1%19.3K-419.3K-2.2K0.0091.00N/AN/A10456502
2019-10-17$28.70$25.0039.8%11.4%28.4%42.5%0.0%10.9%-6.5%19.5K-418.2K-2.2K0.0084.13N/AN/A00457502
2019-10-18$28.62$25.0040.5%11.6%27.0%43.7%0.0%8.6%-6.5%4.9K-367.3K-2.1K0.0085.22N/AN/A00457502
2019-10-21$28.95$25.0041.8%12.0%26.1%46.1%41.8%14.5%-7.1%5.1K-433.6K-2.0K5.8383.96N/AN/A635349338
2019-10-22$29.19$25.0042.4%12.2%23.9%47.3%0.0%12.3%-7.9%5.8K-468.7K-2.1K0.0084.91N/AN/A00355343
2019-10-23$29.51$25.0041.9%12.0%23.3%46.4%0.0%16.8%-6.2%6.0K-491.9K-2.0K0.0083.16N/AN/A00355343
2019-10-24$29.05$25.0043.6%12.5%23.9%49.4%0.0%15.5%-9.4%5.6K-447.9K-2.0K0.0087.63N/AN/A00355343
2019-10-25$29.21$25.0045.5%13.0%23.7%52.8%0.0%13.4%-10.9%5.9K-467.6K-2.0K0.0086.64N/AN/A00355343
2019-10-28$29.39$25.0047.6%13.7%23.8%56.8%0.0%10.4%-12.8%6.2K-502.2K-1.9K0.0095.37N/AN/A00355343
2019-10-29$29.55$25.0046.7%13.4%22.8%55.1%50.6%9.3%-11.2%6.1K-517.9K-1.8K0.0095.66N/AN/A02355343
2019-10-30$30.12$25.0051.1%14.7%19.2%63.2%0.0%22.3%-14.4%5.3K-544.8K-1.9K0.0092.48N/AN/A30355343
2019-10-31$29.61$25.0051.4%14.7%20.7%63.7%0.0%15.8%-16.3%6.5K-540.9K-1.7K0.0092.68N/AN/A00355343