WWW Options History — June 2022

In June 2022, WWW traded between $18.57 and $23.06. ATM implied volatility averaged 54.2%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 2.4% (HV 20d: 51.7%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 2.49.

Notable Days

  • 2022-06-30: Highest Volume — 323 contracts
  • 2022-06-09: Largest IV spike — 75.7% change
  • 2022-06-09: Highest IV Rank — 16.8%
  • 2022-06-03: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.96$18.57$23.06$21.24$20.06
Max Pain$20.24$20.00$25.00$25.00$20.00
ATM IV54.2%41.7%73.3%62.4%51.2%
Expected Move15.6%12.0%22.5%17.9%14.7%
HV 20d51.7%35.4%60.5%58.8%58.8%
HV 60d50.5%47.2%54.4%47.2%53.6%
IV Rank9.7%5.1%16.8%12.8%8.6%
IV Percentile72.2%44.8%92.1%88.1%63.1%
Term Structure-0.6%-28.1%17.9%-4.2%-5.8%
VWIV56.0%50.5%67.1%56.3%58.7%
Skew 25d6.6%-12.1%21.5%16.7%-3.5%
Skew 10d21.2%-23.5%81.8%41.7%6.2%
Call IV 25d54.6%42.9%70.1%48.9%65.8%
Put IV 25d61.2%48.5%81.6%65.6%62.3%
Bid-Ask Spread %101.1186.47114.2299.68110.49
Gamma HHI0.450.250.670.280.57
Net GEX-10.1K-20.1K-4.2K-8.6K-20.1K
Net DEX396.3K205.7K606.3K400.3K461.5K
Net VEX-2.1K-2.4K-1.9K-1.9K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.491.077.502.187.50
Total Volume218.19106323207323
Total OI831.3816541,021810835

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$21.24$25.0062.4%17.9%58.8%12.8%56.3%16.7%-4.2%-8.6K400.3K-1.9K2.1899.68N/AN/A65142185625
2022-06-02$22.19$20.0063.9%14.3%60.5%13.3%67.1%21.5%-4.2%-7.6K353.9K-1.9K1.93113.55N/AN/A69133189623
2022-06-03$22.27$20.0045.4%22.5%53.7%6.5%51.3%-12.1%-28.1%-8.0K332.1K-1.9K1.73110.08N/AN/A77133194620
2022-06-06$22.61$20.0053.3%13.0%53.0%9.4%50.5%4.3%3.7%-6.6K273.8K-1.9K1.0789.64N/AN/A124133211619
2022-06-07$22.71$20.0056.2%13.7%52.8%10.5%56.3%18.0%-3.5%-4.8K230.5K-2.2K1.1197.52N/AN/A123136261617
2022-06-08$22.72$20.0041.7%12.0%51.3%5.1%54.7%10.3%1.9%-5.3K258.9K-2.1K1.7395.01N/AN/A79137252618
2022-06-09$23.06$20.0073.3%21.0%43.1%16.8%56.6%20.5%-3.0%-4.2K205.7K-2.1K2.39104.24N/AN/A83198254618
2022-06-10$22.00$20.0044.0%12.6%35.4%6.0%55.9%12.5%7.6%-7.8K373.4K-2.3K2.70102.17N/AN/A83224260679
2022-06-13$20.81$20.0056.8%16.3%40.8%10.7%57.8%10.3%-5.4%-12.0K524.4K-2.4K1.2199.35N/AN/A96116260761
2022-06-14$20.55$20.0051.9%14.9%41.2%8.9%52.5%15.4%1.4%-13.8K460.9K-2.3K1.16100.79N/AN/A97113270722
2022-06-15$20.32$20.0063.1%18.1%39.9%13.0%63.5%5.8%-2.3%-8.2K450.0K-2.1K1.27114.22N/AN/A103131272728
2022-06-16$18.57$20.0052.0%14.9%50.5%8.9%53.6%-4.2%17.9%-12.3K606.3K-1.9K1.7299.58N/AN/A104179272693
2022-06-17$19.25$20.0053.1%15.2%51.9%9.3%54.6%-3.5%0.7%-9.5K584.2K-2.0K1.11107.28N/AN/A104115273690
2022-06-21$19.52$20.0048.6%13.9%51.8%7.7%53.9%7.8%-0.3%-10.2K451.4K-2.0K2.03102.68N/AN/A3571162492
2022-06-22$18.97$20.0055.7%16.0%52.8%10.3%56.3%-4.0%10.0%-9.2K481.8K-1.9K1.82100.30N/AN/A3971167492
2022-06-23$19.55$20.0050.1%14.4%53.9%8.2%53.0%4.3%2.0%-10.1K445.4K-1.9K1.7397.49N/AN/A4171167492
2022-06-24$21.01$20.0052.2%15.0%59.6%9.0%54.3%16.7%2.6%-9.9K321.2K-2.2K3.84100.40N/AN/A38146171493
2022-06-27$21.38$20.0051.7%14.8%59.2%8.8%55.0%6.0%-1.8%-13.4K331.7K-2.2K3.8788.08N/AN/A38147175565
2022-06-28$21.01$20.0054.4%15.6%58.4%9.8%54.1%-5.6%0.7%-14.8K355.6K-2.2K3.8786.47N/AN/A38147175566
2022-06-29$20.42$20.0056.4%16.2%58.6%10.5%60.8%0.6%-3.3%-16.5K419.9K-2.3K6.37104.20N/AN/A38242175566
2022-06-30$20.06$20.0051.2%14.7%58.8%8.6%58.7%-3.5%-5.8%-20.1K461.5K-2.1K7.50110.49N/AN/A38285175660