WWW Options History — September 2022

In September 2022, WWW traded between $15.50 and $21.90. ATM implied volatility averaged 59.9%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 10.6% (HV 20d: 70.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-09-28: Highest Volume — 387 contracts
  • 2022-09-23: Largest IV spike — 49.7% change
  • 2022-09-06: Highest IV Rank — 19.6%
  • 2022-09-30: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.63$15.50$21.90$19.20$15.50
Max Pain$20.24$20.00$22.50$22.50$20.00
ATM IV59.9%41.4%81.0%52.5%74.4%
Expected Move16.3%11.9%21.3%15.1%21.3%
HV 20d70.5%35.2%94.9%44.4%94.9%
HV 60d56.5%46.1%64.3%49.0%63.6%
IV Rank11.6%5.0%19.6%9.1%16.1%
IV Percentile71.4%22.2%94.8%58.3%92.1%
Term Structure1.8%-37.9%49.6%-4.0%-37.9%
VWIV63.8%48.1%113.9%54.0%63.1%
Skew 25d7.7%-23.5%44.5%16.4%9.2%
Skew 10d7.8%-33.8%34.3%9.8%31.9%
Call IV 25d54.1%31.6%73.4%48.9%64.3%
Put IV 25d61.8%40.0%92.0%65.3%73.5%
Bid-Ask Spread %100.4386.35113.0391.5790.31
Gamma HHI0.350.240.440.440.27
Net GEX-8.6K-14.1K-4.5K-10.7K-4.6K
Net DEX357.8K182.5K500.6K430.0K369.7K
Net VEX-1.7K-2.1K-1.2K-1.7K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.003.351.871.50
Total Volume135.857038783323
Total OI790.9526421,001799683

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$19.20$22.5052.5%15.1%44.4%9.1%54.0%16.4%-4.0%-10.7K430.0K-1.7K0.0091.57N/AN/A083299500
2022-09-02$18.94$22.5064.8%18.6%44.0%13.6%58.5%14.5%-28.1%-7.9K397.7K-1.7K0.00102.99N/AN/A0105299481
2022-09-06$18.76$20.0081.0%16.1%42.1%19.6%70.2%2.3%-12.5%-11.4K492.3K-1.8K1.87113.03N/AN/A110206299585
2022-09-07$19.07$20.0056.5%14.8%36.2%10.6%54.2%2.8%4.1%-14.1K500.6K-1.8K1.8999.60N/AN/A109206303600
2022-09-08$19.03$20.0067.9%16.4%35.2%14.8%0.0%19.8%-8.0%-10.9K402.8K-1.8K0.43105.36N/AN/A73303590
2022-09-09$19.76$20.0044.2%14.3%37.8%6.1%48.1%-13.8%16.6%-13.9K407.6K-1.8K0.00106.39N/AN/A06308590
2022-09-12$20.32$20.0056.5%12.9%39.7%10.6%0.0%-2.6%12.5%-13.5K340.2K-1.7K0.0793.45N/AN/A755308596
2022-09-13$19.02$20.0078.4%16.9%44.7%18.7%57.9%-23.5%-6.0%-12.8K435.0K-2.0K0.72101.95N/AN/A138100383598
2022-09-14$21.90$20.0067.0%19.2%69.3%14.4%0.0%39.3%24.3%-5.0K182.5K-2.1K0.00106.15N/AN/A09383599
2022-09-15$21.90$20.0066.5%19.1%68.9%14.3%113.9%-3.3%49.6%-8.8K194.6K-1.8K0.0097.23N/AN/A045383606
2022-09-16$18.50$20.0048.2%13.8%90.9%7.5%51.4%-12.2%20.9%-6.0K496.4K-1.8K1.00101.88N/AN/A138138383618
2022-09-19$19.32$20.0049.4%14.2%92.4%8.0%0.0%19.0%-0.3%-6.4K228.6K-1.9K0.0086.35N/AN/A20232410
2022-09-20$18.74$20.0046.2%13.3%92.5%6.8%0.0%11.7%36.9%-6.4K267.7K-1.8K0.00107.94N/AN/A00234410
2022-09-21$18.52$20.0056.9%16.3%92.5%10.7%54.0%2.2%0.1%-7.0K294.7K-1.7K0.0086.99N/AN/A04234410
2022-09-22$18.09$20.0041.4%11.9%92.7%5.0%0.0%-9.6%9.1%-8.8K260.1K-1.8K0.00105.65N/AN/A00234414
2022-09-23$17.30$20.0062.0%17.8%93.2%12.6%0.0%44.5%-7.1%-7.0K345.4K-1.4K0.00103.62N/AN/A010234414
2022-09-26$16.86$20.0061.6%17.6%92.2%12.5%64.1%1.8%-9.7%-7.2K346.9K-1.6K2.2897.81N/AN/A53121234424
2022-09-27$16.54$20.0058.9%16.9%92.2%10.5%65.6%3.2%-5.6%-7.2K416.5K-1.3K1.23107.64N/AN/A84103234424
2022-09-28$17.26$20.0063.3%18.2%93.3%12.0%64.0%22.8%-9.4%-6.7K371.3K-1.4K3.35103.09N/AN/A89298265423
2022-09-29$16.63$20.0060.9%17.4%92.3%11.1%74.0%17.6%-8.4%-4.5K333.2K-1.4K2.18100.08N/AN/A89194270413
2022-09-30$15.50$20.0074.4%21.3%94.9%16.1%63.1%9.2%-37.9%-4.6K369.7K-1.2K1.5090.31N/AN/A129194270413