WWW Options History — July 2022

In July 2022, WWW traded between $20.00 and $22.66. ATM implied volatility averaged 57.1%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 3.4% (HV 20d: 53.7%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 3.15.

Notable Days

  • 2022-07-01: Highest Volume — 324 contracts
  • 2022-07-13: Largest IV drop — 30.8% change
  • 2022-07-12: Highest IV Rank — 19.6%
  • 2022-07-07: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.34$20.00$22.66$20.02$22.52
Max Pain$20.13$17.50$22.50$20.00$22.50
ATM IV57.1%48.1%80.9%52.1%53.8%
Expected Move16.2%14.5%18.8%14.9%15.4%
HV 20d53.7%42.1%63.4%56.2%42.1%
HV 60d54.7%53.2%56.2%53.2%53.2%
IV Rank10.8%7.5%19.6%9.0%9.6%
IV Percentile76.0%55.6%94.8%68.3%67.9%
Term Structure-3.3%-9.2%10.9%-0.3%-4.0%
VWIV64.1%53.3%76.9%71.2%55.9%
Skew 25d8.3%1.0%19.8%12.6%9.2%
Skew 10d21.9%1.9%42.7%36.3%32.3%
Call IV 25d56.0%45.9%70.3%70.3%53.4%
Put IV 25d64.3%57.2%83.0%83.0%62.6%
Bid-Ask Spread %83.3270.5296.5396.5386.46
Gamma HHI0.450.250.840.560.35
Net GEX-12.5K-45.9K-1.1K-20.2K-3.4K
Net DEX265.1K120.5K470.7K459.1K151.6K
Net VEX-1.9K-2.2K-1.8K-2.1K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.151.807.537.532.02
Total Volume229.45115324324130
Total OI760.95581901866686

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$20.02$20.0052.1%14.9%56.2%9.0%71.2%12.6%-0.3%-20.2K459.1K-2.1K7.5396.53N/AN/A38286176690
2022-07-05$21.06$17.5055.0%16.3%59.5%10.0%67.2%1.0%10.9%-15.5K345.6K-2.1K4.4688.56N/AN/A48214176690
2022-07-06$20.00$17.5057.5%16.3%61.5%11.0%68.7%6.2%-5.3%-22.3K470.7K-2.0K4.6782.28N/AN/A48224186697
2022-07-07$20.77$20.0048.1%18.8%63.4%7.5%76.9%2.2%-0.4%-17.6K318.4K-2.1K3.4495.54N/AN/A68234186694
2022-07-08$20.72$20.0056.3%16.4%63.4%10.5%70.7%19.8%-4.1%-21.9K340.7K-2.2K3.4480.99N/AN/A68234206694
2022-07-11$20.19$20.0064.5%16.2%63.4%13.5%72.0%4.8%-4.9%-25.6K399.8K-1.9K3.4476.31N/AN/A68234206694
2022-07-12$20.28$20.0080.9%16.3%61.6%19.6%75.4%1.1%-5.2%-25.2K414.4K-1.9K3.4481.00N/AN/A68234206694
2022-07-13$20.27$20.0056.0%16.0%58.6%10.4%67.9%3.9%-3.7%-29.1K396.9K-1.9K3.4476.35N/AN/A68234206694
2022-07-14$20.13$20.0058.3%16.7%58.5%11.3%76.3%6.2%-6.9%-45.9K388.2K-1.8K3.3490.39N/AN/A70234206693
2022-07-15$20.68$20.0050.5%14.5%59.1%8.4%62.0%8.3%4.6%-2.6K192.2K-1.8K3.3494.24N/AN/A70234208693
2022-07-18$21.60$20.0062.3%17.9%50.2%12.7%62.3%12.8%-6.5%-1.5K168.2K-1.8K2.1494.70N/AN/A59126186395
2022-07-19$22.66$20.0054.9%15.7%51.3%10.0%58.2%11.2%-2.1%-1.9K127.3K-1.9K2.3175.36N/AN/A55127187413
2022-07-20$22.57$20.0055.2%15.8%51.4%10.1%58.7%3.9%-5.0%-1.1K155.0K-1.9K2.3174.09N/AN/A55127193414
2022-07-21$22.47$20.0054.5%15.6%49.9%9.9%53.3%13.0%-3.6%-1.9K139.0K-1.9K1.8679.33N/AN/A59110193415
2022-07-22$22.47$20.0056.4%16.2%49.3%10.5%54.7%8.5%-3.5%-1.4K120.5K-1.9K2.8085.49N/AN/A59165197415
2022-07-25$22.25$20.0056.6%16.2%43.1%10.6%57.2%16.2%-6.8%-2.8K163.9K-1.9K3.0584.40N/AN/A41125197450
2022-07-26$21.61$20.0057.3%16.4%44.2%10.9%60.5%9.7%-7.1%-3.6K205.8K-1.9K1.8076.36N/AN/A4174199452
2022-07-27$21.98$22.5057.7%16.5%44.0%11.0%57.8%8.0%-9.2%-3.2K196.6K-1.9K2.0577.44N/AN/A4184199458
2022-07-28$22.45$22.5053.3%15.3%43.0%9.4%56.0%7.4%-2.4%-2.8K147.7K-1.9K2.1470.52N/AN/A4392205470
2022-07-29$22.52$22.5053.8%15.4%42.1%9.6%55.9%9.2%-4.0%-3.4K151.6K-2.0K2.0286.46N/AN/A4387206480