WWW Options History — August 2022

In August 2022, WWW traded between $19.62 and $23.58. ATM implied volatility averaged 52.2%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 11.8% (HV 20d: 40.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 4.82.

Notable Days

  • 2022-08-08: Highest Volume — 222 contracts
  • 2022-08-22: Largest IV spike — 68.0% change
  • 2022-08-08: Highest IV Rank — 14.4%
  • 2022-08-22: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.01$19.62$23.58$23.08$19.62
Max Pain$22.72$22.50$25.00$22.50$22.50
ATM IV52.2%38.9%66.8%55.8%62.2%
Expected Move14.4%11.1%18.7%16.0%17.8%
HV 20d40.3%33.2%44.2%42.5%44.1%
HV 60d48.7%47.0%53.4%53.4%48.8%
IV Rank9.0%4.1%14.4%10.3%12.7%
IV Percentile60.0%20.6%90.1%73.8%84.9%
Term Structure-3.7%-21.0%14.0%-2.2%-19.4%
VWIV55.5%43.7%68.6%57.3%62.7%
Skew 25d8.2%-6.4%32.3%17.0%9.4%
Skew 10d10.6%-6.6%53.7%37.1%5.8%
Call IV 25d47.7%31.5%58.3%51.6%58.3%
Put IV 25d55.8%39.9%81.7%68.6%67.7%
Bid-Ask Spread %91.4071.61107.7593.5983.19
Gamma HHI0.380.260.630.330.42
Net GEX-4.4K-13.7K3.4K-2.7K-8.7K
Net DEX203.9K-18.6K386.5K103.9K371.1K
Net VEX-1.9K-2.1K-1.6K-1.9K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.820.0044.002.440.87
Total Volume63.7390222124198
Total OI773.043693861693794

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$23.08$22.5055.8%16.0%42.5%10.3%57.3%17.0%-2.2%-2.7K103.9K-1.9K2.4493.59N/AN/A3688206487
2022-08-02$22.40$22.5054.9%15.7%41.2%10.0%57.3%15.1%-7.6%-3.4K169.6K-1.9K2.4486.61N/AN/A3688208487
2022-08-03$22.97$22.5058.6%16.8%36.4%11.4%59.5%12.8%-5.3%-2.6K132.4K-1.9K2.3897.87N/AN/A3788208497
2022-08-04$22.85$22.5056.8%13.8%34.7%10.7%54.6%4.9%-1.9%-3.1K128.0K-1.9K2.6571.61N/AN/A3798210497
2022-08-05$23.00$22.5058.4%14.3%34.6%11.3%55.3%3.3%-6.5%-2.4K117.4K-1.9K1.1485.89N/AN/A8496210516
2022-08-08$23.58$22.5066.8%14.6%33.2%14.4%55.7%-1.4%-1.2%1.9K-18.6K-1.9K1.4185.67N/AN/A92130260518
2022-08-09$21.91$25.0062.0%13.9%44.0%12.6%53.4%6.3%-0.8%-2.6K238.5K-2.0K44.0083.60N/AN/A144251557
2022-08-10$22.28$25.0042.5%12.2%44.2%5.4%68.6%17.8%3.9%-4.1K247.3K-2.0K0.0086.22N/AN/A08251599
2022-08-11$22.66$22.5042.3%12.1%44.2%5.4%0.0%8.0%2.4%-3.8K141.0K-1.9K1.4386.44N/AN/A2130251572
2022-08-12$22.73$22.5042.7%12.3%43.5%5.5%46.0%13.0%4.4%-1.8K174.6K-2.1K7.0085.53N/AN/A642269592
2022-08-15$22.89$22.5043.3%12.4%41.0%5.7%43.7%9.1%3.3%58382.2K-1.9K7.0087.22N/AN/A214271570
2022-08-16$23.30$22.5056.0%16.1%37.9%10.4%52.4%6.3%-20.5%1.3K22.1K-1.9K0.0080.71N/AN/A013271580
2022-08-17$22.80$22.5041.4%11.9%38.8%5.0%0.0%5.7%6.8%3.4K94.9K-1.8K0.00103.31N/AN/A015271581
2022-08-18$22.47$22.5049.8%14.3%39.1%8.1%0.0%4.0%-15.6%-3.8K170.0K-1.9K3.4096.55N/AN/A517271589
2022-08-19$21.79$22.5038.9%11.1%40.6%4.1%45.3%8.6%2.2%-6.8K293.8K-1.8K0.00104.70N/AN/A01273588
2022-08-22$21.21$22.5065.3%18.7%41.5%13.8%0.0%18.9%-21.0%-6.8K284.8K-1.8K0.0098.73N/AN/A00202496
2022-08-23$21.01$22.5053.8%15.4%40.4%9.6%0.0%7.0%2.1%-8.1K311.9K-1.7K0.0095.22N/AN/A190202496
2022-08-24$21.06$22.5046.1%13.2%39.8%6.8%65.4%-6.4%2.6%-8.0K291.1K-1.8K0.00105.71N/AN/A01220496
2022-08-25$21.35$22.5047.3%13.6%39.4%7.2%52.1%5.4%2.5%-7.2K244.0K-1.8K0.0086.91N/AN/A010220496
2022-08-26$20.29$22.5055.4%15.9%42.8%10.2%50.6%-4.5%-15.0%-9.8K366.4K-1.7K0.5596.34N/AN/A2212220506
2022-08-29$20.19$22.5041.0%11.8%41.4%4.9%0.0%-5.1%14.0%-13.7K386.5K-1.6K0.0092.83N/AN/A30241518
2022-08-30$20.72$22.5058.8%16.8%42.0%11.4%63.1%32.3%-13.3%-10.0K336.8K-1.8K0.38107.75N/AN/A5220244518
2022-08-31$19.62$22.5062.2%17.8%44.1%12.7%62.7%9.4%-19.4%-8.7K371.1K-1.8K0.8783.19N/AN/A10692296498