WWW Options History — October 2022

In October 2022, WWW traded between $15.17 and $17.33. ATM implied volatility averaged 68.0%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 4.6% (HV 20d: 72.6%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2022-10-18: Highest Volume — 240 contracts
  • 2022-10-04: Largest IV spike — 28.1% change
  • 2022-10-17: Highest IV Rank — 17.1%
  • 2022-10-17: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.33$15.17$17.33$16.09$17.08
Max Pain$15.71$15.00$20.00$20.00$15.00
ATM IV68.0%58.0%77.1%58.0%67.1%
Expected Move18.8%15.9%22.1%16.6%19.2%
HV 20d72.6%48.5%99.4%96.4%48.5%
HV 60d66.0%64.2%67.2%64.2%66.8%
IV Rank13.7%10.0%17.1%10.0%13.1%
IV Percentile84.5%73.0%92.9%74.2%85.3%
Term Structure-3.7%-18.1%23.8%16.1%-8.1%
VWIV77.1%58.8%117.5%60.0%68.2%
Skew 25d7.4%-18.8%51.3%-17.5%11.6%
Skew 10d19.1%-24.7%83.5%-19.5%17.5%
Call IV 25d69.1%49.7%99.2%73.8%66.1%
Put IV 25d76.5%56.3%113.2%56.3%77.7%
Bid-Ask Spread %102.0589.70118.86105.1990.99
Gamma HHI0.250.220.280.230.27
Net GEX-3.4K-4.6K-1.7K-3.3K-3.5K
Net DEX193.8K128.7K278.0K222.2K175.4K
Net VEX-1.4K-1.7K-1.0K-1.4K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.772.000.801.08
Total Volume216.238165240234214
Total OI707.476674757677746

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$16.09$20.0058.0%16.6%96.4%10.0%60.0%-17.5%16.1%-3.3K222.2K-1.4K0.80105.19N/AN/A130104311366
2022-10-04$16.79$20.0074.3%21.3%98.0%16.1%75.8%20.1%-14.4%-3.2K132.0K-1.7K0.78115.60N/AN/A130102311367
2022-10-05$17.32$20.0065.2%18.7%98.6%12.7%84.0%38.4%-14.1%-3.3K132.1K-1.6K0.7898.85N/AN/A130101311367
2022-10-06$17.07$15.0070.6%15.9%98.7%14.7%58.8%-1.5%5.9%-3.3K128.7K-1.6K0.7798.20N/AN/A130100311369
2022-10-07$16.13$15.0073.6%17.9%98.9%15.8%64.8%2.2%21.1%-3.6K201.7K-1.4K0.89101.51N/AN/A113100311367
2022-10-10$15.17$15.0064.7%17.3%99.4%12.5%65.3%6.3%-7.6%-3.9K267.8K-1.1K0.8997.09N/AN/A114101315366
2022-10-11$15.39$15.0076.7%16.7%98.0%17.0%70.8%14.7%0.3%-3.9K278.0K-1.0K0.88101.46N/AN/A115101315359
2022-10-12$15.43$15.0073.1%21.0%80.3%15.6%93.7%3.2%-18.1%-3.1K208.8K-1.3K0.99110.24N/AN/A103102323354
2022-10-13$15.39$15.0065.6%18.8%80.2%12.8%67.6%-7.1%2.2%-3.4K209.0K-1.4K0.96118.86N/AN/A105101323355
2022-10-14$15.20$15.0064.5%18.5%57.0%12.4%117.5%51.3%23.8%-3.4K158.3K-1.5K0.96111.70N/AN/A105101325355
2022-10-17$15.88$15.0077.1%22.1%57.0%17.1%74.6%6.5%-16.0%-1.7K215.9K-1.2K1.2298.64N/AN/A106129325356
2022-10-18$16.33$15.0061.8%17.7%58.0%11.4%84.0%-10.4%-2.3%-4.6K195.7K-1.4K1.07102.87N/AN/A116124326400
2022-10-19$15.98$15.0076.4%21.9%58.2%16.9%78.2%9.2%-13.3%-4.5K246.2K-1.4K1.00104.33N/AN/A116116330416
2022-10-20$15.93$15.0073.6%21.1%57.9%15.8%77.4%14.8%-9.9%-4.2K240.6K-1.4K1.05103.77N/AN/A115121331417
2022-10-21$16.51$15.0061.0%17.5%57.9%11.1%75.0%-4.2%-7.0%-3.3K232.3K-1.5K1.0898.41N/AN/A115124334423
2022-10-24$16.42$15.0076.3%21.9%57.2%16.8%86.7%-0.6%-16.7%-3.7K211.3K-1.4K1.27101.52N/AN/A104132321393
2022-10-25$17.33$15.0063.0%18.1%60.0%11.9%80.6%-0.7%-4.5%-3.1K147.9K-1.5K1.7992.98N/AN/A75134324405
2022-10-26$17.11$15.0062.9%18.0%58.3%11.5%85.5%-18.8%0.9%-2.8K147.0K-1.5K1.43102.89N/AN/A75107332407
2022-10-27$17.18$15.0060.5%17.3%56.7%10.6%72.4%31.3%-6.4%-3.4K142.0K-1.6K2.0098.27N/AN/A55110331413
2022-10-28$17.11$15.0062.7%18.0%50.0%11.5%78.3%5.5%-8.7%-3.4K177.6K-1.4K2.0089.70N/AN/A55110333413
2022-10-31$17.08$15.0067.1%19.2%48.5%13.1%68.2%11.6%-8.1%-3.5K175.4K-1.4K1.0890.99N/AN/A103111333413