WWW Options History — December 2022

In December 2022, WWW traded between $9.77 and $11.21. ATM implied volatility averaged 60.1%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 18.2% (HV 20d: 78.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2022-12-22: Highest Volume — 2,841 contracts
  • 2022-12-28: Largest IV spike — 20.8% change
  • 2022-12-02: Highest IV Rank — 16.6%
  • 2022-12-02: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.45$9.77$11.21$11.21$10.91
Max Pain$10.24$10.00$12.50$12.50$10.00
ATM IV60.1%46.7%76.4%65.1%61.1%
Expected Move16.6%13.4%21.9%18.7%17.5%
HV 20d78.3%41.1%169.6%169.6%48.0%
HV 60d107.9%104.1%115.2%115.2%104.4%
IV Rank10.5%5.5%16.6%12.4%10.9%
IV Percentile61.4%19.8%90.9%79.4%68.7%
Term Structure-1.6%-33.6%26.2%-16.3%7.7%
VWIV52.3%31.2%74.5%51.1%60.9%
Skew 25d22.3%-5.0%105.4%-0.4%10.1%
Skew 10d37.4%-30.1%197.1%-7.4%-0.9%
Call IV 25d50.1%30.7%64.9%54.9%50.5%
Put IV 25d72.4%39.2%161.5%54.5%60.6%
Bid-Ask Spread %88.5377.28107.4195.7590.79
Gamma HHI0.400.330.500.330.38
Net GEX6.8K-8.8K47.0K6.6K47.0K
Net DEX-333.3K-2.6M368.0K-18.8K-2.6M
Net VEX-5.2K-10.7K-3.0K-3.2K-10.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.035.311.890.94
Total Volume294.762112,84133866
Total OI4,098.2862,4347,1452,4347,145

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$11.21$12.5065.1%18.7%169.6%12.4%51.1%-0.4%-16.3%6.6K-18.8K-3.2K1.8995.75N/AN/A1172211,695739
2022-12-02$11.14$12.5076.4%21.9%169.4%16.6%61.3%-1.2%-33.6%5.8K27.2K-3.6K0.89107.41N/AN/A35311,810960
2022-12-05$10.54$10.0064.3%14.5%168.7%12.1%50.2%-4.0%8.8%762152.1K-3.5K3.8977.28N/AN/A281091,847991
2022-12-06$10.29$10.0055.6%13.8%168.1%8.8%45.4%-2.1%10.0%-7.3K324.2K-3.1K0.9388.43N/AN/A30281,8741,096
2022-12-07$10.25$10.0052.7%13.8%167.6%7.7%48.0%-5.0%8.9%-8.8K368.0K-3.0K1.7080.60N/AN/A10171,8941,121
2022-12-08$10.30$10.0058.2%13.8%64.2%9.8%31.4%9.3%9.7%-8.6K345.0K-3.2K0.1796.52N/AN/A156271,8941,131
2022-12-09$10.46$10.0062.4%19.1%63.4%11.3%53.5%2.4%-14.5%-1.2K249.8K-3.5K0.3886.24N/AN/A832,0461,137
2022-12-12$10.27$10.0074.8%18.7%57.0%16.0%65.8%-1.8%1.8%-4.7K333.5K-3.2K1.3387.21N/AN/A682,0521,138
2022-12-13$10.54$10.0067.6%17.3%54.2%13.3%53.0%-2.5%-7.7%-3.9K257.2K-3.3K2.4086.33N/AN/A5122,0581,146
2022-12-14$11.00$10.0059.6%17.1%55.0%10.3%56.6%26.4%-4.9%722114.8K-3.7K0.1091.16N/AN/A242252,0611,158
2022-12-15$10.66$10.0060.6%17.4%54.3%10.7%49.7%5.8%-1.7%1.1K76.4K-3.9K0.2393.19N/AN/A253582,3001,166
2022-12-16$10.25$10.0048.7%14.0%53.7%6.2%0.0%8.8%-5.8%-4.4K154.9K-3.6K0.0084.42N/AN/A0922,5451,224
2022-12-19$9.95$10.0046.7%13.4%45.9%5.5%46.5%1.1%3.3%-7.4K191.6K-3.6K0.4279.08N/AN/A3521492,0411,161
2022-12-20$9.77$10.0051.8%14.9%44.8%7.4%45.2%1.2%-2.1%-4.4K150.5K-4.3K5.3188.05N/AN/A13692,3271,303
2022-12-21$10.14$10.0054.2%15.5%43.9%8.3%54.2%105.4%0.1%-3.3K77.6K-4.5K0.6883.52N/AN/A114772,3381,373
2022-12-22$10.14$10.0049.6%14.2%43.4%6.6%50.3%98.0%26.2%-5.1K58.7K-4.9K0.0590.40N/AN/A2,7061352,4101,449
2022-12-23$10.36$10.0057.0%16.3%43.5%9.3%57.0%87.5%3.8%30.4K-1.6M-10.1K0.2892.36N/AN/A143405,1221,582
2022-12-27$10.41$10.0059.9%17.2%41.1%10.4%60.2%97.8%-1.4%32.8K-1.7M-10.1K0.0384.02N/AN/A9835,2231,620
2022-12-28$10.11$10.0072.3%20.7%41.5%15.1%74.5%0.5%-16.4%34.8K-1.6M-10.0K0.1387.92N/AN/A267345,2131,620
2022-12-29$10.77$10.0063.2%18.1%47.7%11.6%31.2%30.8%-10.0%43.0K-2.3M-10.7K0.0888.47N/AN/A374295,4111,643
2022-12-30$10.91$10.0061.1%17.5%48.0%10.9%60.9%10.1%7.7%47.0K-2.6M-10.4K0.9490.79N/AN/A34325,5471,598