WWW Options History — February 2020 In February 2020, WWW traded between $25.84 and $32.76. ATM implied volatility averaged 44.3%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 20.9% (HV 20d: 23.4%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 75.19.
Notable Days 2020-02-27 : Highest Volume — 741 contracts2020-02-07 : Largest IV spike — 102.7% change2020-02-07 : Highest IV Rank — 82.6%2020-02-28 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.87 $25.84 $32.76 $31.83 $25.84 Max Pain $34.21 $30.00 $35.00 $30.00 $35.00 ATM IV 44.3% 29.8% 60.4% 49.4% 56.5% Expected Move 12.4% 9.7% 16.2% 14.2% 16.2% HV 20d 23.4% 17.0% 35.3% 17.0% 35.3% HV 60d 21.3% 18.6% 26.4% 23.0% 26.4% IV Rank 52.3% 25.0% 82.6% 62.0% 75.2% IV Percentile 80.2% 36.5% 98.8% 93.3% 96.4% Term Structure -6.6% -10.8% -1.9% -10.2% -8.5% VWIV 41.9% 16.8% 59.5% 48.9% 59.5% Skew 25d 8.2% -4.2% 22.2% 4.7% -4.2% Skew 10d 14.0% -6.0% 35.7% 1.1% -6.0% Call IV 25d 38.6% 25.5% 65.5% 43.7% 65.5% Put IV 25d 46.8% 38.8% 61.3% 48.4% 61.3% Bid-Ask Spread % 81.85 74.34 97.91 77.06 85.48 Gamma HHI 0.56 0.32 0.92 0.37 0.32 Net GEX -27.5K -83.0K 570 -515 -19.9K Net DEX 733.0K 139.9K 2.1M 217.7K 1.2M Net VEX -2.2K -3.8K -1.5K -1.6K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 75.19 0.00 740.00 0.00 103.00 Total Volume 101.789 0 741 12 208 Total OI 858.421 494 1,400 494 1,004
Daily Data (19 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 2020-02-03 $31.83 $30.00 49.4% 14.2% 17.0% 62.0% 48.9% 4.7% -10.2% -515 217.7K -1.6K 0.00 77.06 N/A N/A 0 12 218 276 2020-02-04 $32.10 $30.00 50.3% 14.4% 17.4% 63.7% 0.0% 6.1% -10.8% -1.5K 216.7K -1.7K 0.00 90.54 N/A N/A 0 0 218 288 2020-02-05 $32.74 $30.00 33.8% 9.7% 18.9% 32.5% 0.0% 7.7% -7.3% -814 155.8K -1.8K 0.00 90.91 N/A N/A 3 0 218 288 2020-02-06 $32.76 $35.00 29.8% 9.8% 18.9% 25.0% 37.0% 8.5% -1.9% -262 146.8K -1.8K 0.00 75.73 N/A N/A 23 0 221 288 2020-02-07 $31.79 $35.00 60.4% 11.6% 21.5% 82.6% 40.5% 7.0% -5.5% 570 184.0K -1.6K 0.00 78.96 N/A N/A 0 10 242 288 2020-02-10 $31.53 $35.00 54.2% 11.8% 21.3% 71.1% 41.2% 7.8% -6.3% 280 210.2K -1.5K 2.50 74.34 N/A N/A 2 5 242 298 2020-02-11 $31.59 $35.00 34.5% 11.7% 20.2% 33.9% 0.0% 8.4% -5.2% -1.2K 218.1K -1.5K 0.00 75.67 N/A N/A 0 0 241 301 2020-02-12 $32.42 $35.00 41.9% 12.0% 22.6% 47.8% 0.0% 6.6% -6.1% 32 139.9K -1.7K 0.00 82.23 N/A N/A 0 0 241 300 2020-02-13 $31.91 $35.00 39.5% 11.3% 23.1% 43.2% 39.4% 3.4% -4.3% -315 207.8K -1.5K 19.33 82.86 N/A N/A 3 58 241 300 2020-02-14 $31.75 $35.00 41.9% 12.0% 20.7% 47.7% 42.3% 8.2% -3.6% -6.5K 270.5K -1.6K 25.00 80.72 N/A N/A 10 250 241 358 2020-02-18 $31.75 $35.00 45.3% 13.0% 20.7% 54.3% 45.6% 8.2% -9.0% -25.9K 473.6K -2.4K 0.00 76.79 N/A N/A 0 250 251 595 2020-02-19 $31.97 $35.00 45.1% 12.9% 20.8% 53.9% 44.4% 7.9% -8.5% -63.7K 830.4K -3.8K 10.00 75.27 N/A N/A 1 10 251 1,039 2020-02-20 $32.12 $35.00 45.9% 13.1% 21.0% 55.3% 45.9% 7.1% -9.3% -63.3K 813.4K -3.7K 0.00 79.30 N/A N/A 0 2 252 1,049 2020-02-21 $31.26 $35.00 47.0% 13.5% 22.6% 57.4% 0.0% 9.8% -9.3% -68.5K 1.0M -3.6K 0.00 75.05 N/A N/A 6 0 252 1,049 2020-02-24 $29.84 $35.00 49.6% 14.2% 27.3% 62.4% 49.0% 22.2% -9.0% -70.7K 1.5M -3.3K 0.74 78.21 N/A N/A 62 46 207 1,029 2020-02-25 $28.48 $35.00 34.3% 9.8% 31.0% 33.6% 37.8% 8.4% -3.8% -83.0K 1.9M -2.5K 0.78 91.35 N/A N/A 50 39 259 1,078 2020-02-26 $27.60 $35.00 34.6% 9.9% 32.0% 34.0% 39.1% 7.8% -2.2% -64.6K 2.1M -1.9K 0.91 86.76 N/A N/A 75 68 233 1,054 2020-02-27 $27.19 $35.00 47.3% 13.6% 32.0% 58.0% 16.8% 20.1% -4.6% -52.2K 2.1M -2.0K 740.00 97.91 N/A N/A 1 740 305 1,095 2020-02-28 $25.84 $35.00 56.5% 16.2% 35.3% 75.2% 59.5% -4.2% -8.5% -19.9K 1.2M -1.5K 103.00 85.48 N/A N/A 2 206 305 699
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