WWW Options History — October 2021

In October 2021, WWW traded between $29.84 and $33.18. ATM implied volatility averaged 42.7%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 6.7% (HV 20d: 36.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 3.09.

Notable Days

  • 2021-10-26: Highest Volume — 151 contracts
  • 2021-10-11: Largest IV spike — 66.9% change
  • 2021-10-11: Highest IV Rank — 63.8%
  • 2021-10-27: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.43$29.84$33.18$30.60$33.18
Max Pain$30.95$30.00$35.00$35.00$30.00
ATM IV42.7%31.2%65.3%36.1%38.1%
Expected Move11.5%9.0%13.1%10.3%10.9%
HV 20d36.1%27.8%39.4%39.0%27.8%
HV 60d35.5%33.5%37.3%37.2%33.6%
IV Rank25.7%5.9%63.8%15.1%17.6%
IV Percentile47.9%3.2%96.4%19.0%34.5%
Term Structure-1.7%-14.7%16.3%5.9%-3.5%
VWIV42.8%35.9%65.7%35.9%65.7%
Skew 25d7.0%-12.5%53.4%14.2%26.4%
Skew 10d19.7%-18.7%104.7%32.4%54.7%
Call IV 25d42.7%31.9%75.5%31.9%39.7%
Put IV 25d49.7%38.1%91.8%46.2%66.1%
Bid-Ask Spread %92.2365.22122.89101.85106.02
Gamma HHI0.390.260.590.440.42
Net GEX-1.3K-16.9K12.0K-6.9K12.0K
Net DEX53.8K-215.4K266.0K181.0K-215.4K
Net VEX-2.1K-2.5K-1.7K-1.9K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.090.0016.001.611.26
Total Volume61.524315181122
Total OI807.905676916806779

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$30.60$35.0036.1%10.3%39.0%15.1%35.9%14.2%5.9%-6.9K181.0K-1.9K1.61101.85N/AN/A3150539267
2021-10-04$30.97$35.0044.4%12.2%39.4%29.1%0.0%-9.9%-0.8%-4.5K111.0K-1.9K0.00102.55N/AN/A03549266
2021-10-05$31.17$35.0057.6%11.8%39.4%51.2%40.5%6.5%-2.1%-3.2K118.3K-2.2K0.0676.10N/AN/A171568301
2021-10-06$30.23$35.0042.1%12.0%35.2%25.2%41.8%6.2%-2.7%-7.3K213.2K-1.9K2.7170.98N/AN/A719568302
2021-10-07$30.72$30.0036.3%11.6%34.6%15.4%40.5%4.5%-14.7%-9.6K200.9K-1.7K16.0087.99N/AN/A116580305
2021-10-08$29.84$30.0039.1%10.9%35.6%20.2%38.1%2.9%0.8%-11.0K265.2K-2.0K1.0071.95N/AN/A44580313
2021-10-11$30.03$30.0065.3%11.8%35.0%63.8%41.2%5.6%-1.7%-9.5K266.0K-1.9K9.0066.27N/AN/A19579324
2021-10-12$30.20$30.0060.1%12.1%35.1%55.1%0.0%4.9%-3.9%-11.6K247.4K-2.0K0.0065.22N/AN/A50583324
2021-10-13$30.68$30.0040.3%11.6%35.8%21.4%41.8%-4.9%-0.8%-16.9K178.7K-2.0K1.50105.13N/AN/A23584331
2021-10-14$31.38$30.0040.5%11.6%37.0%21.6%40.5%6.0%-2.3%-8.0K81.9K-2.0K1.5784.37N/AN/A711589327
2021-10-15$31.08$30.0034.1%9.8%37.0%10.7%39.9%53.4%-1.3%-264101.1K-1.8K7.00122.89N/AN/A214589327
2021-10-18$31.33$30.0040.8%11.7%36.6%22.3%41.6%3.5%-2.1%1.5K25.9K-2.0K9.5099.16N/AN/A219449227
2021-10-19$31.15$30.0042.0%12.0%36.6%24.2%0.0%4.2%-4.5%1.0K50.4K-2.0K2.0087.93N/AN/A12450233
2021-10-20$31.21$30.0043.1%12.4%35.4%26.1%47.1%-12.5%-2.6%1364.4K-1.9K1.20100.77N/AN/A6173450243
2021-10-21$32.59$30.0038.8%11.1%38.5%18.8%40.8%1.9%-2.1%5.1K-83.7K-2.2K1.38109.47N/AN/A5272470243
2021-10-22$32.39$30.0039.3%11.3%37.6%19.6%40.5%11.5%16.3%5.4K-84.3K-2.1K1.38100.99N/AN/A5272471243
2021-10-25$33.03$30.0031.2%9.0%38.3%5.9%44.1%8.1%0.4%7.8K-136.0K-2.1K1.2293.87N/AN/A5972479243
2021-10-26$33.05$30.0041.3%11.8%37.4%23.0%43.1%6.8%-4.6%8.8K-161.6K-2.2K0.91100.20N/AN/A7972500243
2021-10-27$32.49$30.0045.6%13.1%38.0%30.4%43.6%4.3%-6.8%9.3K-135.4K-2.4K1.0392.08N/AN/A7375529243
2021-10-28$32.61$30.0041.3%11.9%27.9%23.1%43.7%3.6%-3.8%10.0K-158.3K-2.4K1.4090.96N/AN/A5374533243
2021-10-29$33.18$30.0038.1%10.9%27.8%17.6%65.7%26.4%-3.5%12.0K-215.4K-2.5K1.26106.02N/AN/A5468536243