WWW Options History — May 2022

In May 2022, WWW traded between $17.09 and $21.46. ATM implied volatility averaged 59.2%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 2.7% (HV 20d: 56.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.79.

Notable Days

  • 2022-05-11: Highest Volume — 453 contracts
  • 2022-05-12: Largest IV spike — 59.0% change
  • 2022-05-02: Highest IV Rank — 24.5%
  • 2022-05-02: Largest Expected Move — 27.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.55$17.09$21.46$20.23$21.46
Max Pain$24.64$22.50$25.00$22.50$25.00
ATM IV59.2%36.5%94.2%94.2%51.7%
Expected Move16.1%10.5%27.0%27.0%14.8%
HV 20d56.5%42.9%65.1%46.4%58.6%
HV 60d49.1%45.4%52.3%45.4%47.8%
IV Rank11.6%3.2%24.5%24.5%8.8%
IV Percentile79.0%25.4%97.2%97.2%71.8%
Term Structure-4.0%-37.5%25.3%-37.5%-6.6%
VWIV63.3%40.8%90.3%58.4%51.7%
Skew 25d12.0%-30.6%91.9%56.3%17.9%
Skew 10d27.7%-28.1%123.6%51.7%38.5%
Call IV 25d68.1%40.2%90.8%87.8%47.4%
Put IV 25d80.1%57.8%153.7%144.1%65.3%
Bid-Ask Spread %102.3284.67126.29121.8395.87
Gamma HHI0.230.160.280.250.27
Net GEX-5.6K-8.7K-2.7K-5.0K-8.4K
Net DEX506.1K353.0K675.6K524.4K392.7K
Net VEX-2.1K-2.4K-1.8K-2.4K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.791.162.331.431.78
Total Volume335.238228453275228
Total OI911.818001,000883809

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$20.23$22.5094.2%27.0%46.4%24.5%58.4%56.3%-37.5%-5.0K524.4K-2.4K1.43121.83N/AN/A113162295588
2022-05-03$20.15$22.5057.7%16.5%43.4%11.0%65.0%91.9%-7.8%-5.8K550.3K-2.4K1.70113.24N/AN/A94160304588
2022-05-04$20.42$22.5061.5%17.6%42.9%12.4%62.4%31.6%-13.8%-5.9K564.0K-2.3K1.16125.37N/AN/A135157306588
2022-05-05$19.03$25.0058.3%14.6%48.3%11.3%66.4%-30.6%-5.9%-4.2K632.0K-2.1K1.3888.50N/AN/A141195329589
2022-05-06$18.73$25.0053.0%15.7%48.3%9.3%66.9%-7.4%-3.9%-5.4K653.5K-2.3K1.3884.67N/AN/A138191339631
2022-05-09$18.68$25.0076.1%17.4%47.9%17.8%67.2%2.6%-4.8%-3.8K640.3K-2.1K1.22100.94N/AN/A157191343619
2022-05-10$18.21$25.0092.0%14.5%48.0%23.7%60.4%-0.1%13.0%-3.4K646.5K-2.0K1.2493.82N/AN/A161200353623
2022-05-11$17.09$25.0046.6%13.4%51.8%6.9%90.3%30.5%6.3%-3.2K675.6K-1.8K1.73126.29N/AN/A166287372628
2022-05-12$18.90$25.0074.1%21.2%63.9%17.1%79.4%2.6%-30.3%-3.0K455.7K-2.3K1.69109.30N/AN/A166281363610
2022-05-13$19.48$25.0036.5%10.5%65.0%3.2%69.1%-25.9%25.3%-3.4K405.3K-2.1K1.91109.15N/AN/A147281342614
2022-05-16$19.55$25.0054.6%15.6%65.1%9.9%72.7%-21.8%-4.5%-4.1K414.5K-2.2K1.91101.47N/AN/A150287343615
2022-05-17$20.18$25.0059.7%17.1%63.6%11.8%60.1%17.6%-7.0%-2.7K353.0K-2.2K2.20105.31N/AN/A122269346630
2022-05-18$19.63$25.0055.9%16.0%64.1%10.4%64.6%-15.0%3.0%-4.0K405.6K-2.2K2.1595.01N/AN/A127273342644
2022-05-19$19.27$25.0056.3%16.1%64.2%10.5%64.9%6.5%6.9%-4.3K462.1K-2.1K2.0994.37N/AN/A127265347643
2022-05-20$19.59$25.0054.9%15.8%63.3%10.0%71.4%19.1%-10.2%-7.6K478.7K-2.1K1.25101.97N/AN/A158198347640
2022-05-23$19.45$25.0050.2%14.4%63.2%8.3%55.5%19.4%-11.2%-8.6K509.8K-2.0K2.3394.92N/AN/A81189181624
2022-05-24$19.60$25.0053.2%15.3%60.1%9.4%53.4%4.0%13.1%-8.7K493.5K-2.0K2.3390.51N/AN/A81189184616
2022-05-25$19.74$25.0054.1%15.5%60.2%9.7%59.3%8.6%-2.9%-8.6K495.7K-1.9K2.2195.51N/AN/A80177184616
2022-05-26$20.27$25.0051.5%14.8%60.6%8.8%49.2%27.4%-4.4%-8.5K456.1K-2.0K2.2198.76N/AN/A80177182624
2022-05-27$20.98$25.0051.3%14.7%58.5%8.7%40.8%17.6%-0.4%-8.5K418.4K-2.0K2.20101.91N/AN/A81178183624
2022-05-31$21.46$25.0051.7%14.8%58.6%8.8%51.7%17.9%-6.6%-8.4K392.7K-2.0K1.7895.87N/AN/A82146184625