WWW Options History — January 2021 In January 2021, WWW traded between $28.57 and $33.91. ATM implied volatility averaged 48.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 8.4% (HV 20d: 39.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.47.
Notable Days 2021-01-25 : Highest Volume — 144 contracts2021-01-13 : Largest IV spike — 72.1% change2021-01-27 : Highest IV Rank — 32.9%2021-01-27 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.27 $28.57 $33.91 $30.28 $28.57 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 48.1% 28.6% 77.3% 48.2% 54.7% Expected Move 14.0% 11.1% 22.2% 13.2% 15.7% HV 20d 39.7% 30.7% 44.0% 31.2% 44.0% HV 60d 46.4% 44.6% 47.8% 44.6% 45.1% IV Rank 15.8% 5.3% 32.9% 18.6% 18.1% IV Percentile 29.2% 1.2% 84.1% 30.2% 45.2% Term Structure 1.8% -2.6% 5.3% 1.6% 1.0% VWIV 51.0% 41.2% 97.5% 45.9% 54.8% Skew 25d 11.3% 2.1% 32.2% 10.9% 2.1% Skew 10d 17.8% -10.6% 44.4% 26.8% 12.0% Call IV 25d 44.4% 32.9% 65.0% 42.0% 60.7% Put IV 25d 55.7% 44.6% 97.1% 52.9% 62.7% Bid-Ask Spread % 91.23 69.61 107.87 72.32 104.72 Gamma HHI 0.39 0.33 0.64 0.33 0.42 Net GEX 11.9K -6.1K 42.1K 11.4K -6.1K Net DEX -390.2K -767.9K -15.5K -261.5K -15.5K Net VEX -3.3K -3.7K -3.0K -3.7K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.47 0.00 7.50 0.08 0.00 Total Volume 27.789 0 144 13 4 Total OI 1,003.947 806 1,154 1,096 988
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 2021-01-04 $30.28 $30.00 48.2% 13.2% 31.2% 18.6% 45.9% 10.9% 1.6% 11.4K -261.5K -3.7K 0.08 72.32 N/A N/A 12 1 513 583 2021-01-05 $31.14 $30.00 48.7% 12.9% 30.7% 18.9% 41.2% 9.4% 3.2% 15.4K -388.8K -3.7K 0.33 69.61 N/A N/A 15 5 516 583 2021-01-06 $32.77 $30.00 40.1% 11.1% 35.5% 13.6% 0.0% 14.3% 5.3% 26.0K -613.1K -3.7K 0.13 81.86 N/A N/A 16 2 516 580 2021-01-07 $32.56 $30.00 44.0% 11.9% 35.3% 16.0% 42.1% 7.6% 3.2% 27.6K -650.4K -3.5K 0.00 92.57 N/A N/A 4 0 514 580 2021-01-08 $32.04 $30.00 42.4% 13.4% 35.4% 15.0% 0.0% 7.8% 2.6% 18.0K -533.2K -3.3K 7.50 80.35 N/A N/A 4 30 518 580 2021-01-11 $33.17 $30.00 34.5% 12.0% 35.8% 10.1% 42.7% 5.5% 3.4% 25.2K -622.5K -3.6K 0.17 82.95 N/A N/A 6 1 518 609 2021-01-12 $33.91 $30.00 28.6% 11.7% 36.0% 5.3% 0.0% 10.4% 3.4% 42.1K -767.9K -3.3K 0.00 85.63 N/A N/A 42 0 522 610 2021-01-13 $31.86 $30.00 49.2% 14.1% 43.2% 18.2% 43.3% 10.3% -0.2% 9.9K -499.6K -3.3K 0.00 86.69 N/A N/A 3 0 543 610 2021-01-14 $32.15 $30.00 48.7% 14.0% 42.3% 14.2% 0.0% 10.8% 2.8% 9.1K -541.5K -3.3K 0.00 90.11 N/A N/A 0 0 544 610 2021-01-15 $31.79 $30.00 48.3% 13.9% 42.4% 13.9% 43.9% 11.0% 3.5% 7.3K -518.9K -3.2K 0.00 92.25 N/A N/A 38 0 544 610 2021-01-19 $31.12 $30.00 48.7% 14.0% 42.7% 14.2% 48.6% 6.1% -0.1% 7.9K -313.5K -3.1K 3.00 98.48 N/A N/A 1 3 409 397 2021-01-20 $30.97 $30.00 51.9% 14.9% 42.5% 16.3% 51.2% 9.0% -0.9% 7.4K -300.4K -3.2K 0.00 101.31 N/A N/A 1 0 411 398 2021-01-21 $31.00 $30.00 48.3% 13.8% 42.2% 13.9% 0.0% 7.8% 0.7% 7.8K -316.1K -3.1K 0.00 96.51 N/A N/A 0 0 412 398 2021-01-22 $30.52 $30.00 47.3% 13.6% 42.6% 13.3% 53.3% 9.8% 1.7% 5.8K -251.3K -3.0K 2.80 96.34 N/A N/A 5 14 412 398 2021-01-25 $31.10 $30.00 50.9% 14.6% 42.7% 15.6% 41.5% 13.0% 3.3% 7.8K -319.0K -3.1K 0.00 95.31 N/A N/A 144 0 416 412 2021-01-26 $30.23 $30.00 47.7% 13.7% 43.3% 13.5% 60.1% 6.7% 3.8% 6.9K -243.2K -3.0K 5.92 96.46 N/A N/A 13 77 465 412 2021-01-27 $29.57 $30.00 77.3% 22.2% 43.9% 32.9% 97.5% 32.2% -2.6% -1.1K -124.8K -3.4K 5.00 107.87 N/A N/A 12 60 468 490 2021-01-28 $29.47 $30.00 55.0% 15.8% 42.8% 18.3% 48.1% 30.2% -1.9% -1.9K -133.1K -3.2K 0.00 102.06 N/A N/A 15 0 466 520 2021-01-29 $28.57 $30.00 54.7% 15.7% 44.0% 18.1% 54.8% 2.1% 1.0% -6.1K -15.5K -3.2K 0.00 104.72 N/A N/A 4 0 468 520
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