WWW Options History — November 2022

In November 2022, WWW traded between $10.50 and $18.06. ATM implied volatility averaged 58.9%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 72.7% (HV 20d: 131.5%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.50.

Notable Days

  • 2022-11-18: Highest Volume — 989 contracts
  • 2022-11-09: Largest IV drop — 37.7% change
  • 2022-11-08: Highest IV Rank — 16.9%
  • 2022-11-29: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.11$10.50$18.06$17.38$11.21
Max Pain$15.00$12.50$20.00$15.00$12.50
ATM IV58.9%43.8%77.3%66.5%55.9%
Expected Move16.1%12.6%20.7%19.1%16.0%
HV 20d131.5%34.0%169.5%46.6%169.4%
HV 60d100.1%65.1%115.3%66.6%115.3%
IV Rank10.0%4.4%16.9%12.9%8.9%
IV Percentile59.4%16.3%92.9%83.7%53.2%
Term Structure-0.7%-25.7%30.6%-10.3%-3.1%
VWIV57.9%46.9%74.3%74.3%53.6%
Skew 25d6.6%-11.5%31.7%31.7%12.8%
Skew 10d3.3%-26.7%47.0%47.0%8.5%
Call IV 25d54.5%35.4%74.7%57.6%38.5%
Put IV 25d61.2%51.1%89.3%89.3%51.3%
Bid-Ask Spread %93.8981.18103.7396.67103.73
Gamma HHI0.400.260.670.270.36
Net GEX5.1K-4.9K21.6K-1.7K10.1K
Net DEX33.0K-228.6K332.0K130.2K-75.1K
Net VEX-2.0K-3.7K-289-1.5K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.500.003.811.083.64
Total Volume379.0486989214255
Total OI1,478.5247482,1947982,186

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$17.38$15.0066.5%19.1%46.6%12.9%74.3%31.7%-10.3%-1.7K130.2K-1.5K1.0896.67N/AN/A103111384414
2022-11-02$16.97$15.0066.8%19.2%46.1%13.0%70.4%7.2%-10.9%-2.3K171.7K-1.3K1.0690.68N/AN/A103109384414
2022-11-03$17.02$20.0065.4%15.8%45.8%12.5%59.3%5.8%-20.8%-2.4K192.9K-1.2K2.0692.17N/AN/A54111384413
2022-11-04$17.55$20.0067.5%15.7%41.8%13.3%59.2%-11.5%-0.7%-1.7K129.2K-1.4K3.5592.64N/AN/A58206384415
2022-11-07$17.79$20.0072.8%16.6%34.0%15.2%60.1%8.9%-5.8%1.6K61.5K-1.6K3.8187.40N/AN/A54206423325
2022-11-08$18.06$20.0077.3%17.2%34.0%16.9%55.2%9.5%-7.7%1.7K13.1K-1.7K1.8690.31N/AN/A64119426325
2022-11-09$11.60$20.0048.1%13.8%163.6%6.0%54.9%-6.6%-8.9%-1.6K332.0K-2890.7892.85N/AN/A322251426328
2022-11-10$11.94$20.0048.9%14.0%164.3%6.3%49.1%-3.2%4.2%13.9K154.3K-1.4K0.3197.31N/AN/A603188937441
2022-11-11$12.78$15.0050.1%14.4%166.8%6.8%50.6%1.4%5.9%21.6K-95.0K-1.9K0.5697.88N/AN/A3481951,135490
2022-11-14$11.94$12.5054.5%15.6%166.9%8.4%57.5%-1.1%0.8%12.6K-23.6K-1.5K1.7386.37N/AN/A101175983347
2022-11-15$11.43$12.5057.6%16.5%166.4%9.6%62.6%-1.9%0.5%7.8K64.4K-1.3K1.3392.94N/AN/A223297979350
2022-11-16$10.99$12.5056.3%16.1%166.6%9.1%58.0%7.4%30.3%1.7K84.9K-1.7K1.52102.01N/AN/A1452201,106501
2022-11-17$10.50$12.5061.0%17.5%166.7%10.8%66.5%9.8%-7.2%-4.9K116.7K-1.7K2.7699.12N/AN/A1484081,155521
2022-11-18$11.34$12.5054.4%15.6%169.2%8.4%54.3%4.7%2.7%1.7K25.9K-2.2K0.7097.29N/AN/A5814081,203762
2022-11-21$10.94$12.5048.1%13.8%169.2%6.0%53.2%-1.8%10.7%5.7K-41.7K-2.6K0.7181.18N/AN/A3032141,369499
2022-11-22$11.43$12.5056.3%16.2%168.7%9.1%57.2%0.1%-7.0%7.8K-124.1K-3.0K0.5295.02N/AN/A4122141,408538
2022-11-23$11.16$12.5055.2%15.8%168.6%8.7%46.9%14.1%30.6%8.4K-80.8K-3.0K0.5290.19N/AN/A4032111,586538
2022-11-25$11.38$12.5043.8%12.6%169.0%4.4%53.6%23.2%11.3%10.7K-228.6K-3.7K0.0096.78N/AN/A0131,642543
2022-11-28$10.89$12.5057.5%16.5%169.1%9.5%0.0%23.6%-3.7%7.9K-45.8K-2.9K0.0096.48N/AN/A601,643548
2022-11-29$11.07$12.5072.3%20.7%169.5%15.0%0.0%5.1%-25.7%8.8K-69.8K-3.0K1.5792.60N/AN/A7111,646548
2022-11-30$11.21$12.5055.9%16.0%169.4%8.9%0.0%12.8%-3.1%10.1K-75.1K-2.9K3.64103.73N/AN/A552001,647539