WWW Options History — June 2024

In June 2024, WWW traded between $12.61 and $14.07. ATM implied volatility averaged 47.0%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 6.2% (HV 20d: 40.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.91.

Notable Days

  • 2024-06-07: Highest Volume — 612 contracts
  • 2024-06-18: Largest IV spike — 33.9% change
  • 2024-06-18: Highest IV Rank — 42.3%
  • 2024-06-18: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.32$12.61$14.07$13.64$13.46
Max Pain$12.89$10.00$15.00$10.00$12.50
ATM IV47.0%36.9%63.1%53.3%36.9%
Expected Move13.4%10.6%18.1%15.3%10.6%
HV 20d40.8%34.7%55.4%55.4%38.1%
HV 60d46.6%46.1%47.4%46.5%46.3%
IV Rank21.2%7.9%42.3%29.4%7.9%
IV Percentile12.7%2.0%62.7%32.1%2.0%
Term Structure7.3%-22.2%49.4%-6.8%49.4%
VWIV46.5%43.7%48.6%48.5%44.7%
Skew 25d2.5%-18.9%47.1%5.9%17.7%
Skew 10d54.8%-23.0%202.5%-9.8%195.9%
Call IV 25d44.7%26.3%50.1%46.7%26.3%
Put IV 25d47.2%28.8%92.8%52.7%44.0%
Bid-Ask Spread %81.4763.8197.7970.8480.00
Gamma HHI0.450.360.610.360.61
Net GEX154.0K127.3K220.1K148.0K129.2K
Net DEX-4.7M-6.4M-3.2M-5.5M-3.2M
Net VEX-22.4K-25.9K-20.1K-24.2K-21.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.910.0013.002.802.00
Total Volume115.4742612193
Total OI12,353.89510,50413,37712,33410,985

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$13.64$10.0053.3%15.3%55.4%29.4%48.5%5.9%-6.8%148.0K-5.5M-24.2K2.8070.84N/AN/A51410,1122,222
2024-06-04$13.27$10.0047.7%13.7%53.2%22.2%48.6%-1.1%2.1%149.6K-4.7M-22.2K0.1874.24N/AN/A22410,1172,232
2024-06-05$13.43$10.0047.3%13.6%53.2%21.6%47.3%15.1%1.5%153.6K-5.1M-22.7K12.0075.25N/AN/A33610,1122,230
2024-06-06$13.21$15.0049.3%13.6%41.4%24.2%0.0%2.8%7.6%150.8K-4.7M-22.1K1.0075.31N/AN/A1110,1142,255
2024-06-07$13.13$15.0050.0%13.7%37.5%25.2%47.5%6.2%6.5%149.7K-4.5M-21.4K0.0168.10N/AN/A603910,1132,256
2024-06-10$12.89$15.0048.7%13.5%37.9%23.4%46.9%0.5%8.5%163.4K-4.5M-22.0K0.1682.19N/AN/A56910,6872,265
2024-06-11$13.14$15.0047.8%13.9%36.0%22.2%48.6%2.9%5.7%168.0K-5.0M-22.7K0.0380.28N/AN/A96310,6842,271
2024-06-12$13.29$15.0046.8%13.4%35.8%20.9%46.9%-2.1%1.1%169.8K-5.3M-22.7K0.0382.59N/AN/A39110,7542,274
2024-06-13$12.81$15.0043.8%12.5%37.0%17.0%44.1%-8.3%9.9%178.9K-4.3M-21.4K0.0282.05N/AN/A449710,7592,275
2024-06-14$12.61$12.5045.3%13.0%36.7%19.0%45.5%-8.9%7.3%191.1K-3.9M-21.0K13.0086.78N/AN/A22611,0922,257
2024-06-17$12.68$12.5047.1%13.5%36.8%21.3%46.6%-4.9%8.1%220.1K-3.9M-20.1K1.8084.06N/AN/A101811,0942,283
2024-06-18$13.13$12.5063.1%18.1%39.2%42.3%0.0%-1.1%-22.2%160.0K-5.3M-21.4K0.0863.81N/AN/A66511,0942,273
2024-06-20$13.86$12.5045.6%13.1%43.7%19.4%45.2%-18.9%6.0%129.2K-6.3M-23.0K0.0097.15N/AN/A116011,0702,271
2024-06-21$13.71$12.5039.5%11.3%43.3%11.4%46.2%-13.6%9.3%128.7K-6.4M-23.7K0.0097.79N/AN/A48011,0922,271
2024-06-24$13.99$12.5046.5%13.3%40.9%20.5%47.3%4.3%9.6%135.9K-4.2M-23.3K0.3485.04N/AN/A206709,0501,454
2024-06-25$14.07$12.5043.7%12.5%34.7%16.9%47.2%3.1%11.4%143.9K-4.8M-25.9K0.5782.34N/AN/A137789,2531,521
2024-06-26$13.46$12.5045.9%13.2%37.5%19.7%43.7%1.0%10.0%128.7K-3.5M-21.7K1.4794.55N/AN/A17259,3471,599
2024-06-27$13.23$12.5044.7%12.8%37.7%18.2%44.7%47.1%13.5%127.3K-3.3M-22.9K0.8085.54N/AN/A549,3621,624
2024-06-28$13.46$12.5036.9%10.6%38.1%7.9%0.0%17.7%49.4%129.2K-3.2M-21.0K2.0080.00N/AN/A129,3571,628