WWW Options History — August 2023 In August 2023, WWW traded between $7.97 and $12.52. ATM implied volatility averaged 69.2%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 15.2% (HV 20d: 84.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.90.
Notable Days 2023-08-10 : Highest Volume — 12,979 contracts2023-08-09 : Largest IV drop — 27.6% change2023-08-07 : Highest IV Rank — 95.7%2023-08-02 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.45 $7.97 $12.52 $12.52 $8.14 Max Pain $11.09 $10.00 $12.50 $12.50 $10.00 ATM IV 69.2% 53.7% 104.7% 88.3% 55.8% Expected Move 18.4% 15.4% 25.5% 25.3% 16.0% HV 20d 84.4% 33.8% 107.1% 33.8% 105.7% HV 60d 67.1% 47.0% 75.3% 54.4% 71.1% IV Rank 48.4% 27.7% 95.7% 73.9% 30.5% IV Percentile 67.5% 33.7% 99.6% 98.4% 41.3% Term Structure -2.7% -20.2% 5.0% -19.7% 1.7% VWIV 63.4% 52.3% 88.8% 88.3% 55.6% Skew 25d 4.2% -14.4% 21.1% -14.4% 8.0% Skew 10d 10.9% -65.0% 73.0% -65.0% 40.5% Call IV 25d 60.7% 38.4% 88.0% 83.2% 47.3% Put IV 25d 64.8% 54.3% 93.5% 68.8% 55.3% Bid-Ask Spread % 51.00 8.68 76.58 47.61 72.89 Gamma HHI 0.48 0.31 0.56 0.42 0.56 Net GEX 145.2K 39.1K 247.9K 233.8K 110.5K Net DEX -2.8M -6.5M 2.5M -6.1M -2.4M Net VEX -28.7K -35.9K -11.9K -35.7K -25.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.01 10.20 0.05 0.28 Total Volume 1,296 70 12,979 279 384 Total OI 31,992.217 21,534 39,775 21,534 36,070
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $12.52 $12.50 88.3% 25.3% 33.8% 73.9% 88.3% -14.4% -19.7% 233.8K -6.1M -35.7K 0.05 47.61 N/A N/A 266 13 17,540 3,994 2023-08-02 $12.07 $12.50 88.8% 25.5% 35.2% 74.6% 88.8% 5.5% -20.2% 214.9K -4.7M -33.0K 0.40 39.26 N/A N/A 183 74 17,805 4,007 2023-08-03 $12.32 $12.50 92.1% 19.2% 35.8% 78.9% 67.0% 5.9% -6.4% 232.5K -5.6M -34.7K 0.05 55.71 N/A N/A 429 22 17,982 4,048 2023-08-04 $12.52 $12.50 94.9% 20.0% 35.9% 82.7% 69.9% 6.3% -7.3% 247.9K -6.5M -35.9K 0.01 67.70 N/A N/A 331 3 18,347 4,069 2023-08-07 $12.27 $12.50 104.7% 20.4% 35.0% 95.7% 74.5% 5.6% -7.7% 243.5K -6.0M -34.1K 1.77 65.97 N/A N/A 40 71 18,664 4,069 2023-08-08 $12.09 $12.50 99.7% 19.8% 33.8% 89.0% 67.0% 7.3% -7.4% 234.6K -4.8M -31.9K 10.20 76.58 N/A N/A 20 204 18,659 4,142 2023-08-09 $11.84 $12.50 72.2% 20.7% 34.1% 52.3% 75.2% 5.3% -10.3% 216.1K -4.3M -30.5K 0.08 71.41 N/A N/A 3,385 256 18,677 4,347 2023-08-10 $8.86 $12.50 59.5% 17.1% 105.8% 35.4% 54.1% 6.2% -1.4% 39.1K 2.5M -11.9K 0.14 46.85 N/A N/A 11,387 1,592 22,192 4,570 2023-08-11 $8.82 $12.50 58.8% 16.9% 105.8% 34.5% 59.9% 2.1% -3.0% 111.3K -356.1K -23.5K 0.06 53.19 N/A N/A 2,972 182 29,160 4,576 2023-08-14 $8.32 $12.50 61.1% 17.5% 106.7% 37.6% 59.8% 1.0% 3.1% 95.9K -523.3K -24.0K 0.09 8.68 N/A N/A 4,947 467 31,339 4,123 2023-08-15 $8.11 $10.00 61.4% 17.6% 105.9% 38.0% 60.9% 1.2% -0.5% 120.2K -1.5M -30.2K 3.11 12.21 N/A N/A 104 323 35,326 4,296 2023-08-16 $8.20 $10.00 61.6% 17.7% 106.1% 38.2% 57.5% 3.4% -0.4% 121.6K -1.5M -29.5K 0.22 63.75 N/A N/A 102 22 35,353 4,356 2023-08-17 $8.14 $10.00 62.3% 17.8% 105.9% 39.1% 61.1% -0.0% 0.4% 115.3K -1.4M -29.1K 0.73 56.08 N/A N/A 78 57 35,366 4,360 2023-08-18 $8.34 $10.00 59.9% 17.2% 107.1% 35.9% 56.2% 2.1% 1.6% 122.0K -1.8M -30.5K 0.16 29.34 N/A N/A 153 25 35,378 4,397 2023-08-21 $8.25 $10.00 60.8% 17.4% 106.5% 37.2% 52.3% -1.2% 1.7% 121.8K -2.9M -29.2K 1.53 70.50 N/A N/A 277 424 32,846 2,833 2023-08-22 $8.09 $10.00 58.7% 16.8% 106.2% 34.3% 56.8% -8.1% 4.2% 108.9K -2.3M -27.6K 0.68 55.54 N/A N/A 72 49 32,897 3,054 2023-08-23 $8.29 $10.00 63.5% 18.2% 106.3% 40.7% 63.0% 1.6% -0.6% 121.2K -2.8M -29.5K 0.11 34.92 N/A N/A 262 28 32,940 3,079 2023-08-24 $8.02 $10.00 58.6% 16.8% 106.3% 34.2% 59.3% 21.1% 0.2% 108.7K -2.6M -29.4K 0.23 69.60 N/A N/A 121 28 33,048 3,105 2023-08-25 $7.97 $10.00 56.5% 16.2% 105.6% 31.4% 56.1% 11.7% 4.3% 102.8K -2.2M -26.2K 0.26 62.09 N/A N/A 144 38 33,119 3,128 2023-08-28 $8.09 $10.00 58.4% 16.8% 106.0% 34.0% 58.4% 5.1% 2.3% 107.3K -2.3M -26.9K 0.10 46.05 N/A N/A 71 7 33,065 3,145 2023-08-29 $8.07 $10.00 60.1% 17.2% 106.1% 36.3% 0.0% 13.6% -1.1% 105.8K -2.1M -26.1K 0.04 55.55 N/A N/A 67 3 33,015 3,151 2023-08-30 $8.04 $10.00 53.7% 15.4% 106.1% 27.7% 53.6% 6.8% 5.0% 102.8K -2.0M -25.3K 0.40 11.48 N/A N/A 89 36 33,030 3,154 2023-08-31 $8.14 $10.00 55.8% 16.0% 105.7% 30.5% 55.6% 8.0% 1.7% 110.5K -2.4M -25.9K 0.28 72.89 N/A N/A 300 84 33,087 2,983
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