WWW Options History — October 2024 In October 2024, WWW traded between $15.52 and $18.13. ATM implied volatility averaged 67.7%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 22.1% (HV 20d: 45.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 9.17.
Notable Days 2024-10-02 : Highest Volume — 11,693 contracts2024-10-09 : Largest IV spike — 32.0% change2024-10-31 : Highest IV Rank — 78.8%2024-10-31 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.50 $15.52 $18.13 $16.91 $15.52 Max Pain $17.28 $15.00 $17.50 $15.00 $17.50 ATM IV 67.7% 46.9% 97.5% 49.3% 97.5% Expected Move 20.1% 14.1% 28.0% 14.1% 28.0% HV 20d 45.6% 34.2% 52.0% 45.8% 34.2% HV 60d 46.5% 41.6% 48.7% 47.8% 41.6% IV Rank 43.6% 19.0% 78.8% 21.9% 78.8% IV Percentile 63.6% 10.7% 96.4% 19.4% 96.4% Term Structure -13.8% -31.3% 9.8% 9.4% -31.3% VWIV 70.0% 49.3% 97.4% 49.3% 97.4% Skew 25d 2.1% -23.2% 29.3% 1.0% 4.2% Skew 10d 2.9% -31.0% 28.6% 7.8% 12.3% Call IV 25d 68.4% 35.6% 98.6% 52.7% 98.6% Put IV 25d 70.5% 40.0% 102.7% 53.7% 102.7% Bid-Ask Spread % 69.03 48.29 80.51 70.03 67.17 Gamma HHI 0.31 0.27 0.45 0.38 0.27 Net GEX 347.5K 112.8K 639.3K 639.3K 228.5K Net DEX -16.0M -31.5M -8.8M -25.3M -10.7M Net VEX -50.4K -55.2K -47.4K -50.6K -52.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.17 0.00 195.75 2.06 1.00 Total Volume 1,723.957 4 11,693 211 4 Total OI 26,924.304 23,670 29,337 25,166 29,337
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 2024-10-01 $16.91 $15.00 49.3% 14.1% 45.8% 21.9% 49.3% 1.0% 9.4% 639.3K -25.3M -50.6K 2.06 70.03 N/A N/A 69 142 22,929 2,237 2024-10-02 $17.06 $15.00 52.4% 15.0% 45.8% 25.6% 53.3% 2.6% 9.8% 609.7K -25.6M -51.7K 0.04 77.62 N/A N/A 11,294 399 22,895 2,372 2024-10-03 $18.13 $17.50 53.2% 18.7% 48.7% 26.4% 64.2% 7.1% -10.8% 537.4K -31.5M -52.6K 0.52 56.87 N/A N/A 1,357 699 24,261 2,797 2024-10-04 $17.66 $17.50 46.9% 18.3% 50.7% 19.0% 65.4% 3.5% -9.0% 584.7K -28.8M -54.7K 0.04 79.62 N/A N/A 7,270 301 24,527 3,544 2024-10-07 $17.30 $17.50 49.4% 17.8% 52.0% 21.9% 62.3% 29.3% -11.1% 523.5K -20.2M -49.0K 0.85 74.56 N/A N/A 410 350 20,480 3,830 2024-10-08 $17.05 $17.50 47.8% 18.1% 50.1% 20.1% 62.9% 5.6% -10.8% 563.5K -21.3M -51.8K 1.47 48.29 N/A N/A 153 225 22,392 4,084 2024-10-09 $16.50 $17.50 63.1% 18.1% 50.5% 38.2% 63.0% -0.3% -12.0% 527.0K -18.0M -51.6K 1.16 64.65 N/A N/A 311 361 22,391 4,297 2024-10-10 $16.34 $17.50 62.7% 18.0% 50.8% 37.7% 65.3% 4.3% -10.0% 434.4K -14.5M -47.5K 195.75 65.54 N/A N/A 12 2,349 20,386 4,616 2024-10-11 $16.57 $17.50 63.3% 18.1% 44.8% 38.3% 60.8% 0.9% -12.4% 399.1K -14.4M -50.8K 0.13 65.79 N/A N/A 425 56 20,383 6,954 2024-10-14 $16.63 $17.50 62.5% 17.9% 44.1% 37.4% 63.3% 3.3% -10.1% 363.6K -14.4M -49.5K 3.92 66.65 N/A N/A 24 94 20,732 6,904 2024-10-15 $16.38 $17.50 63.8% 18.3% 44.5% 39.0% 63.9% 0.6% -12.6% 241.6K -13.3M -48.2K 0.84 68.40 N/A N/A 124 104 20,737 6,936 2024-10-16 $16.26 $17.50 65.4% 18.8% 44.6% 40.9% 65.5% -3.9% -12.7% 178.7K -12.6M -47.4K 0.82 74.82 N/A N/A 17 14 20,784 6,958 2024-10-17 $16.95 $17.50 65.7% 18.8% 46.3% 41.2% 67.9% 2.7% -11.2% 538.1K -16.0M -48.7K 0.41 77.14 N/A N/A 677 280 20,782 6,966 2024-10-18 $17.12 $17.50 67.0% 19.2% 46.3% 42.8% 66.7% -23.2% -13.9% 138.9K -15.8M -47.9K 0.68 80.51 N/A N/A 332 227 21,008 7,161 2024-10-21 $16.45 $17.50 68.9% 19.8% 48.8% 45.0% 71.8% 6.9% -14.7% 121.6K -10.7M -47.8K 0.03 70.63 N/A N/A 562 18 16,463 7,207 2024-10-22 $15.96 $17.50 73.1% 21.0% 47.5% 50.0% 73.0% 4.3% -15.1% 121.4K -9.5M -48.1K 1.03 59.25 N/A N/A 369 380 16,942 7,220 2024-10-23 $15.71 $17.50 77.8% 22.3% 47.8% 55.5% 76.7% 4.6% -18.1% 112.8K -8.8M -48.8K 0.00 75.17 N/A N/A 4,883 3 17,128 7,588 2024-10-24 $15.63 $17.50 78.8% 22.6% 40.5% 56.7% 77.5% -13.1% -19.0% 228.7K -10.7M -55.2K 0.00 79.89 N/A N/A 3,013 8 21,324 7,590 2024-10-25 $15.75 $17.50 78.6% 22.5% 39.8% 56.4% 78.2% 2.8% -17.7% 234.7K -11.2M -53.5K 0.02 67.87 N/A N/A 103 2 21,249 7,592 2024-10-28 $16.23 $17.50 86.6% 24.8% 41.7% 65.9% 82.3% -4.5% -25.9% 229.9K -12.9M -50.9K 0.02 65.45 N/A N/A 126 2 20,596 7,592 2024-10-29 $15.66 $17.50 89.2% 25.6% 42.0% 69.0% 87.2% 4.7% -27.6% 211.8K -10.6M -50.8K 0.00 66.08 N/A N/A 1,285 6 20,690 7,671 2024-10-30 $15.73 $17.50 94.2% 27.0% 41.9% 74.9% 91.9% 5.2% -30.6% 223.5K -11.3M -51.1K 0.01 65.63 N/A N/A 807 4 21,050 7,677 2024-10-31 $15.52 $17.50 97.5% 28.0% 34.2% 78.8% 97.4% 4.2% -31.3% 228.5K -10.7M -52.0K 1.00 67.17 N/A N/A 2 2 21,657 7,680
« Sep 2024 | All History | Nov 2024 » Home WWW History October 2024