WWW Options History — December 2021

In December 2021, WWW traded between $27.54 and $33.07. ATM implied volatility averaged 50.6%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 10.3% (HV 20d: 40.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.33.

Notable Days

  • 2021-12-03: Highest Volume — 264 contracts
  • 2021-12-08: Largest IV spike — 135.7% change
  • 2021-12-03: Highest IV Rank — 100.0%
  • 2021-12-03: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.18$27.54$33.07$31.17$28.99
Max Pain$30.68$30.00$35.00$35.00$30.00
ATM IV50.6%36.9%102.0%55.0%39.9%
Expected Move13.0%10.6%25.7%15.8%11.4%
HV 20d40.3%33.2%54.2%54.2%33.5%
HV 60d41.9%40.7%43.5%42.3%40.7%
IV Rank33.3%12.3%100.0%46.4%16.4%
IV Percentile65.8%30.2%100.0%95.6%51.6%
Term Structure-0.7%-43.5%32.4%-34.4%-1.6%
VWIV48.1%36.8%89.8%74.5%36.8%
Skew 25d12.8%-27.8%73.9%12.2%-1.0%
Skew 10d19.5%-36.3%130.9%0.0%3.3%
Call IV 25d45.5%33.9%80.5%51.9%41.8%
Put IV 25d58.3%40.8%128.1%64.1%40.8%
Bid-Ask Spread %102.7390.28119.06110.53105.80
Gamma HHI0.410.230.860.370.49
Net GEX-396-19.9K13.2K3.9K-7.4K
Net DEX114.4K-293.6K495.1K124.4K188.9K
Net VEX-1.2K-2.0K-708-1.6K-910
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.432.860.432.70
Total Volume158.68299264231137
Total OI645.136207954886310

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$31.17$35.0055.0%15.8%54.2%46.4%74.5%12.2%-34.4%3.9K124.4K-1.6K0.43110.53N/AN/A16170629257
2021-12-02$32.21$35.0071.2%20.4%51.6%73.9%89.8%73.9%16.6%11.3K-149.4K-2.0K1.05114.68N/AN/A103108632257
2021-12-03$31.55$35.0089.7%25.7%51.6%100.0%68.4%50.6%-43.5%4.0K17.3K-1.9K0.70114.29N/AN/A155109608291
2021-12-06$32.26$30.0057.0%13.5%51.3%47.2%46.9%10.3%0.3%10.9K-191.2K-2.0K0.9891.90N/AN/A111109608299
2021-12-07$33.07$30.0043.3%11.3%52.6%25.1%39.5%10.0%2.6%10.0K-60.2K-1.6K1.1897.88N/AN/A92109618300
2021-12-08$32.51$30.00102.0%12.4%52.7%100.0%40.6%5.1%2.5%13.2K-293.6K-2.0K0.81103.05N/AN/A9577616300
2021-12-09$31.96$30.0047.2%12.1%33.6%26.2%41.3%1.0%2.3%5.2K61.6K-1.4K0.7697.32N/AN/A9572636300
2021-12-10$31.84$30.0067.1%13.7%33.2%53.0%44.6%13.4%-4.2%7.5K5.5K-1.4K0.93101.87N/AN/A9588636300
2021-12-13$31.18$30.0052.3%11.0%33.5%33.0%47.0%-27.8%6.6%-6.0K199.8K-1.1K0.9695.16N/AN/A8380636316
2021-12-14$30.25$30.0045.7%11.3%34.7%24.1%46.3%-13.3%0.5%-17.2K299.0K-1.0K0.7891.53N/AN/A8264634317
2021-12-15$29.95$30.0039.5%11.3%33.2%15.8%48.5%5.8%5.8%-19.9K318.7K-9300.72102.07N/AN/A8964635311
2021-12-16$28.39$30.0039.2%11.2%37.1%15.5%40.3%1.7%13.8%-2.2K494.8K-8200.7394.83N/AN/A8965643311
2021-12-17$28.34$30.0039.6%11.4%37.0%15.9%39.8%8.0%5.9%-2.0K495.1K-7470.74107.13N/AN/A8966643298
2021-12-20$27.54$30.0039.0%11.2%37.6%15.2%37.5%2.3%32.4%-2.2K126.4K-7081.4193.08N/AN/A415893114
2021-12-21$28.41$30.0038.9%11.1%38.5%15.0%38.5%8.8%1.1%-2.3K134.0K-7851.4190.28N/AN/A415894124
2021-12-22$28.59$30.0037.3%10.7%38.8%12.8%42.8%11.4%1.7%-2.2K130.3K-8641.90101.71N/AN/A417895124
2021-12-23$28.94$30.0036.9%10.6%39.4%12.3%41.6%11.9%10.5%-3.1K130.4K-7762.0095.16N/AN/A408095144
2021-12-27$29.05$30.0039.4%11.3%35.7%15.7%38.9%18.7%-0.8%-2.5K130.7K-8032.00108.93N/AN/A408095144
2021-12-28$28.90$30.0058.5%16.8%35.3%41.4%75.1%41.1%-25.6%-3.5K137.4K-8272.50119.06N/AN/A328095144
2021-12-29$29.32$30.0037.6%10.8%35.6%13.3%41.7%27.5%-0.5%-3.3K122.8K-8071.60112.48N/AN/A508093144
2021-12-30$29.51$30.0037.9%10.9%35.8%13.7%38.1%10.8%-6.6%-1.0K93.8K-9132.86111.31N/AN/A35100110144
2021-12-31$28.99$30.0039.9%11.4%33.5%16.4%36.8%-1.0%-1.6%-7.4K188.9K-9102.70105.80N/AN/A37100115195