WWW Options History — August 2021

In August 2021, WWW traded between $33.62 and $37.50. ATM implied volatility averaged 36.7%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 0.5% (HV 20d: 36.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.51.

Notable Days

  • 2021-08-24: Highest Volume — 3,253 contracts
  • 2021-08-10: Largest IV drop — 16.3% change
  • 2021-08-19: Highest IV Rank — 15.8%
  • 2021-08-19: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.14$33.62$37.50$33.62$35.92
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV36.7%32.4%40.2%37.2%35.5%
Expected Move10.5%10.0%11.5%10.7%10.2%
HV 20d36.1%32.3%40.1%37.2%32.9%
HV 60d36.3%33.2%44.9%44.4%35.2%
IV Rank11.5%6.4%15.8%12.1%10.1%
IV Percentile17.5%3.2%32.5%16.3%12.3%
Term Structure0.2%-2.1%2.3%-2.1%-0.1%
VWIV36.4%33.4%42.4%37.2%34.8%
Skew 25d5.3%0.5%11.4%8.8%0.5%
Skew 10d13.3%-3.8%20.8%16.8%-1.3%
Call IV 25d34.6%30.8%38.1%33.9%33.3%
Put IV 25d39.9%33.8%45.8%42.8%33.8%
Bid-Ask Spread %86.8966.07100.9084.0479.47
Gamma HHI0.620.500.750.500.75
Net GEX239.1K94.0K429.2K94.0K303.2K
Net DEX-5.7M-11.7M-1.9M-1.9M-4.7M
Net VEX-14.7K-22.1K-8.8K-18.9K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.001.650.911.44
Total Volume465.591123,25342234
Total OI5,338.54,0437,3805,1154,228

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$33.62$30.0037.2%10.7%37.2%12.1%37.2%8.8%-2.1%94.0K-1.9M-18.9K0.9184.04N/AN/A22202,6562,459
2021-08-03$35.06$30.0034.8%10.0%39.4%9.2%34.8%4.4%-0.2%144.7K-3.6M-17.8K0.0295.04N/AN/A456102,6522,456
2021-08-04$34.10$30.0036.9%10.6%40.1%11.8%37.3%11.4%-1.2%105.9K-2.4M-18.5K0.1892.68N/AN/A1732,6582,471
2021-08-05$34.45$30.0034.9%10.2%39.7%9.4%0.0%5.8%2.2%135.4K-2.9M-18.9K0.0066.07N/AN/A1202,7352,481
2021-08-06$35.57$30.0037.2%10.5%39.0%12.2%36.3%6.0%1.9%169.9K-4.2M-17.2K0.0488.30N/AN/A2,002732,7262,484
2021-08-09$35.69$30.0038.7%10.7%38.9%14.0%37.8%5.9%0.2%166.0K-4.3M-17.3K0.0187.86N/AN/A47942,7312,484
2021-08-10$36.94$30.0032.4%10.4%39.8%6.4%35.8%4.1%1.5%367.7K-10.1M-21.8K0.0081.22N/AN/A2,40734,4122,549
2021-08-11$37.10$30.0036.1%10.4%39.3%10.9%35.0%4.8%2.3%429.2K-11.7M-22.1K0.4289.24N/AN/A40174,8292,551
2021-08-12$37.13$30.0036.4%10.4%38.4%11.2%34.6%4.0%2.0%246.9K-7.0M-14.8K0.1390.23N/AN/A102133,1432,548
2021-08-13$37.16$30.0036.1%10.3%36.9%10.8%36.0%4.1%1.0%248.2K-7.0M-14.5K1.4190.86N/AN/A32453,1272,555
2021-08-16$36.90$30.0036.3%10.4%35.8%11.1%36.1%3.7%0.7%257.4K-6.7M-14.2K1.2787.24N/AN/A11143,1772,553
2021-08-17$35.76$30.0037.2%10.7%33.8%12.1%37.1%5.6%1.6%261.1K-5.3M-15.6K0.4280.96N/AN/A40173,1782,520
2021-08-18$36.06$30.0037.3%10.7%33.8%12.3%37.2%5.9%-2.0%268.5K-5.8M-14.7K0.6092.47N/AN/A1063,1742,518
2021-08-19$35.51$30.0040.2%11.5%34.4%15.8%40.8%7.7%-1.4%261.8K-5.0M-15.2K0.0092.45N/AN/A0193,1822,508
2021-08-20$36.48$30.0038.2%11.0%33.9%13.4%36.9%6.2%-1.8%245.9K-6.4M-13.3K0.0090.87N/AN/A2703,1882,511
2021-08-23$36.81$30.0036.0%10.3%33.1%10.7%34.7%4.4%2.0%282.3K-6.5M-11.5K0.01100.90N/AN/A51532,8942,401
2021-08-24$36.94$30.0037.9%10.9%32.5%13.0%42.4%5.3%-1.1%270.4K-6.6M-11.7K1.6590.69N/AN/A1,2292,0242,8962,401
2021-08-25$37.50$30.0038.4%11.0%32.3%13.6%36.3%5.5%-1.5%236.7K-6.4M-9.5K0.0482.26N/AN/A16572,5952,404
2021-08-26$36.31$30.0036.4%10.4%34.8%11.2%34.1%6.4%-0.5%248.5K-4.7M-9.4K0.6881.42N/AN/A19132,4021,641
2021-08-27$37.39$30.0036.0%10.3%33.7%10.8%33.4%4.8%0.4%245.7K-6.2M-8.8K0.3489.11N/AN/A73252,5311,648
2021-08-30$36.60$30.0036.5%10.5%35.0%11.3%35.8%0.9%-0.4%271.1K-5.5M-9.1K1.1978.22N/AN/A16192,5311,659
2021-08-31$35.92$30.0035.5%10.2%32.9%10.1%34.8%0.5%-0.1%303.2K-4.7M-9.5K1.4479.47N/AN/A961382,5641,664