WWW Options History — June 2021

In June 2021, WWW traded between $32.89 and $37.29. ATM implied volatility averaged 34.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 6.8% (HV 20d: 41.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.90.

Notable Days

  • 2021-06-29: Highest Volume — 222 contracts
  • 2021-06-03: Largest IV drop — 13.9% change
  • 2021-06-01: Highest IV Rank — 10.5%
  • 2021-06-01: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.98$32.89$37.29$36.52$33.69
Max Pain$35.45$35.00$40.00$40.00$35.00
ATM IV34.5%31.1%37.8%37.8%33.8%
Expected Move9.9%8.9%10.8%10.8%9.7%
HV 20d41.3%29.9%60.2%59.8%33.4%
HV 60d44.6%43.3%45.8%45.8%43.3%
IV Rank7.2%3.9%10.5%10.5%6.6%
IV Percentile4.5%1.6%10.3%9.1%6.0%
Term Structure2.8%-1.5%6.3%-1.5%3.2%
VWIV36.7%21.9%83.5%37.8%32.9%
Skew 25d6.6%-4.5%26.9%4.9%10.3%
Skew 10d14.0%-0.9%54.7%16.7%17.0%
Call IV 25d34.1%27.4%69.7%35.8%32.1%
Put IV 25d40.7%26.6%65.2%40.8%42.3%
Bid-Ask Spread %88.6672.17110.7679.7687.24
Gamma HHI0.450.260.680.430.35
Net GEX-9.8K-47.4K17.4K-29311.5K
Net DEX198.0K-290.3K1.0M191.1K-107.3K
Net VEX-3.9K-4.2K-3.1K-4.1K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.900.0022.1722.170.00
Total Volume58.09112221395
Total OI1,556.6369412,0581,6151,131

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$36.52$40.0037.8%10.8%59.8%10.5%37.8%4.9%-1.5%-293191.1K-4.1K22.1779.76N/AN/A6133968647
2021-06-02$35.49$40.0037.6%10.8%60.2%10.3%21.9%6.4%-1.5%-32.7K676.6K-4.0K0.1378.88N/AN/A12016970761
2021-06-03$35.03$35.0032.4%10.5%58.5%5.2%40.4%3.6%2.4%-38.1K674.6K-4.2K0.1978.25N/AN/A3671,070772
2021-06-04$34.94$35.0034.2%9.6%58.5%7.0%0.0%26.9%3.9%-35.2K703.3K-4.1K0.2193.94N/AN/A1431,088778
2021-06-07$35.06$35.0037.5%10.0%56.7%10.3%0.0%5.5%2.9%-35.7K637.0K-3.9K0.0085.10N/AN/A901,092778
2021-06-08$36.34$35.0037.8%10.0%59.0%10.5%34.8%6.4%2.7%-19.5K206.4K-3.9K6.2585.87N/AN/A8501,092778
2021-06-09$36.07$35.0036.5%10.5%59.0%9.2%35.5%8.8%0.9%-14.8K148.4K-3.5K0.0091.52N/AN/A701,095736
2021-06-10$36.31$35.0034.3%9.8%33.1%7.1%34.1%1.7%3.4%-19.4K175.8K-3.5K0.2592.82N/AN/A411,097736
2021-06-11$37.29$35.0035.6%10.2%31.2%8.4%31.7%5.5%2.7%9.0K-162.0K-3.7K0.0094.45N/AN/A9501,095737
2021-06-14$36.25$35.0035.1%10.1%32.6%7.9%34.5%4.9%2.2%-18.5K142.8K-3.5K0.1786.60N/AN/A2441,173735
2021-06-15$36.09$35.0033.6%9.6%32.4%6.4%0.0%5.1%4.9%-28.3K208.9K-3.3K0.0087.40N/AN/A101,155731
2021-06-16$35.71$35.0033.7%9.7%32.1%6.5%83.5%-4.5%2.9%-43.6K344.3K-3.1K0.01110.76N/AN/A20221,156731
2021-06-17$34.13$35.0034.2%9.8%29.9%7.0%34.2%11.8%0.7%-47.4K763.6K-4.2K5.5087.52N/AN/A4221,354704
2021-06-18$32.89$35.0034.3%9.8%32.1%7.1%36.5%5.4%2.1%7.3K1.0M-3.7K0.0098.63N/AN/A2301,355699
2021-06-21$33.78$35.0034.9%10.0%34.0%7.7%0.0%11.3%3.7%11.6K-184.3K-4.0K2.0095.70N/AN/A510663278
2021-06-22$33.82$35.0033.7%9.7%33.6%6.5%33.7%8.1%3.2%9.8K-122.1K-3.8K0.0091.22N/AN/A40666288
2021-06-23$34.14$35.0032.8%9.4%33.7%5.6%32.3%10.2%5.0%10.1K-200.6K-3.8K2.3678.94N/AN/A53125670288
2021-06-24$33.51$35.0032.6%9.3%33.8%5.4%32.1%8.8%4.7%8.5K-73.8K-4.2K0.0072.17N/AN/A380682328
2021-06-25$34.36$35.0032.0%9.2%34.9%4.8%31.0%-0.8%4.1%16.7K-290.3K-4.2K0.2993.96N/AN/A175714333
2021-06-28$34.11$35.0032.8%9.4%34.6%5.6%0.0%-2.1%3.7%17.4K-236.9K-4.1K0.0088.96N/AN/A30727328
2021-06-29$34.03$35.0031.1%8.9%34.6%3.9%32.9%6.2%6.3%15.4K-190.0K-4.1K2.2690.81N/AN/A68154729338
2021-06-30$33.69$35.0033.8%9.7%33.4%6.6%0.0%10.3%3.2%11.5K-107.3K-4.1K0.0087.24N/AN/A50737394