WWW Options History — August 2024

In August 2024, WWW traded between $12.48 and $14.18. ATM implied volatility averaged 63.5%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 11.5% (HV 20d: 52.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.34.

Notable Days

  • 2024-08-15: Highest Volume — 10,406 contracts
  • 2024-08-12: Largest IV spike — 43.9% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.16$12.48$14.18$14.18$13.59
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV63.5%44.8%115.5%88.2%49.1%
Expected Move16.8%12.8%29.7%25.3%14.1%
HV 20d52.0%45.4%57.9%47.4%49.4%
HV 60d44.7%42.6%46.6%46.0%44.9%
IV Rank39.3%16.5%100.0%75.1%21.6%
IV Percentile44.9%6.0%100.0%92.5%17.5%
Term Structure-4.7%-28.9%8.2%-24.7%0.5%
VWIV54.6%33.5%105.6%89.7%40.9%
Skew 25d8.3%-3.0%34.3%7.3%6.4%
Skew 10d11.8%-18.6%78.2%49.8%14.5%
Call IV 25d52.7%33.9%88.3%88.3%41.6%
Put IV 25d61.0%44.0%109.4%95.6%48.0%
Bid-Ask Spread %72.8359.6886.0977.5475.25
Gamma HHI0.520.400.750.400.47
Net GEX408.0K276.5K878.2K320.1K382.1K
Net DEX-9.5M-14.1M-4.6M-11.9M-11.7M
Net VEX-30.8K-40.0K-17.6K-29.5K-37.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.0015.501.380.05
Total Volume885.4554310,4069362
Total OI22,520.59120,29228,30220,29223,274

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$14.18$12.5088.2%25.3%47.4%75.1%89.7%7.3%-24.7%320.1K-11.9M-29.5K1.3877.54N/AN/A395417,8822,410
2024-08-02$13.73$12.50103.6%29.7%48.7%95.3%105.6%34.3%-28.9%330.4K-10.6M-30.1K1.5382.25N/AN/A172617,8692,472
2024-08-05$13.21$12.50115.5%25.2%50.9%100.0%0.0%9.1%-25.2%276.5K-9.0M-27.3K15.5069.10N/AN/A69317,8642,488
2024-08-06$13.88$12.50104.3%21.6%51.3%86.8%80.3%23.5%-3.8%313.8K-11.0M-26.7K0.5577.26N/AN/A33618417,8582,520
2024-08-07$12.90$12.5067.2%15.8%57.9%43.0%53.0%-2.5%-10.2%409.0K-6.8M-21.5K1.4185.11N/AN/A26937918,1672,705
2024-08-08$13.02$12.5061.7%17.3%56.0%36.5%53.6%11.3%-14.7%441.6K-7.2M-22.3K0.2581.01N/AN/A441118,4162,984
2024-08-09$12.66$12.5053.2%16.1%56.9%26.5%51.7%27.7%8.2%507.1K-5.6M-20.5K5.0086.09N/AN/A84018,4222,995
2024-08-12$12.50$12.5076.6%15.2%57.1%54.1%53.0%6.8%0.7%465.7K-4.6M-17.6K0.0277.48N/AN/A1,7933118,4182,966
2024-08-13$12.63$12.5067.7%14.7%56.6%43.5%51.1%7.8%-13.9%625.1K-6.5M-19.1K0.0767.40N/AN/A1,1968620,0112,916
2024-08-14$12.52$12.5051.1%14.7%56.6%24.0%51.1%5.3%-2.0%712.7K-6.6M-20.5K0.0068.73N/AN/A1,619521,0202,862
2024-08-15$12.84$12.5067.0%19.2%57.1%42.8%52.2%19.4%2.3%878.2K-10.7M-22.5K0.0266.88N/AN/A10,16124522,5552,862
2024-08-16$12.98$12.5051.0%14.6%47.9%23.9%49.5%-3.0%1.2%303.2K-14.1M-40.0K0.0979.48N/AN/A1601425,4562,846
2024-08-19$12.93$12.5049.9%14.3%45.4%22.5%47.2%-3.0%-2.9%310.8K-8.9M-38.5K0.0768.60N/AN/A1601219,6522,265
2024-08-20$12.48$12.5049.1%14.1%46.3%21.6%49.1%1.7%4.4%282.0K-7.4M-36.2K0.6266.27N/AN/A72845419,5622,277
2024-08-21$12.59$12.5050.3%14.4%46.4%23.0%33.5%3.8%2.1%290.9K-8.0M-38.1K0.2265.53N/AN/A1222720,2572,728
2024-08-22$12.57$12.5049.6%14.2%46.0%22.2%50.2%5.6%0.8%290.9K-7.7M-37.5K0.0568.53N/AN/A83420,2742,723
2024-08-23$13.50$12.5049.2%14.1%53.6%21.8%48.8%4.2%1.7%356.4K-11.4M-40.0K0.0974.44N/AN/A2702420,3512,731
2024-08-26$13.54$12.5049.2%14.1%53.6%21.8%46.2%3.1%0.4%359.5K-11.5M-38.4K0.0074.74N/AN/A199020,2222,731
2024-08-27$13.77$12.5044.8%12.8%54.1%16.5%46.6%4.8%2.1%368.8K-12.4M-38.7K2.5263.68N/AN/A4210620,3682,731
2024-08-28$13.63$12.5053.0%15.2%53.1%26.2%47.6%6.4%-1.6%368.8K-11.8M-38.6K0.0867.24N/AN/A1251020,3872,743
2024-08-29$13.77$12.5045.1%12.9%50.5%16.9%46.2%3.1%0.1%383.3K-12.5M-37.9K0.0059.68N/AN/A236020,4752,738
2024-08-30$13.59$12.5049.1%14.1%49.4%21.6%40.9%6.4%0.5%382.1K-11.7M-37.0K0.0575.25N/AN/A59320,5362,738