WWW Options History — November 2024

In November 2024, WWW traded between $15.41 and $23.91. ATM implied volatility averaged 54.8%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 40.2% (HV 20d: 95.0%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.65.

Notable Days

2024-11-07: Highest Volume — 11,189 contracts
2024-11-07: Largest IV drop — 53.0% change
2024-11-05: Highest IV Rank — 100.0%
2024-11-01: Largest Expected Move — 28.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.09	$15.41	$23.91	$15.41	$23.20
Max Pain	$15.13	$15.00	$17.50	$17.50	$15.00
ATM IV	54.8%	37.0%	116.7%	97.7%	37.0%
Expected Move	13.5%	10.6%	28.0%	28.0%	10.6%
HV 20d	95.0%	33.4%	112.5%	33.5%	108.6%
HV 60d	66.4%	41.0%	73.4%	41.6%	72.9%
IV Rank	28.1%	7.2%	100.0%	79.1%	7.2%
IV Percentile	25.2%	2.0%	100.0%	96.4%	2.0%
Term Structure	-1.6%	-34.2%	6.8%	-34.2%	2.8%
VWIV	45.9%	30.6%	94.7%	94.7%	40.3%
Skew 25d	5.4%	-4.9%	17.1%	14.9%	17.1%
Skew 10d	3.9%	-23.1%	64.2%	64.2%	-1.9%
Call IV 25d	42.9%	20.7%	88.5%	88.5%	20.7%
Put IV 25d	48.3%	31.9%	103.4%	103.4%	37.8%
Bid-Ask Spread %	71.79	55.31	93.30	76.00	93.30
Gamma HHI	0.36	0.26	0.75	0.26	0.26
Net GEX	222.6K	171.7K	384.4K	219.6K	187.0K
Net DEX	-32.7M	-45.8M	-9.7M	-9.7M	-35.7M
Net VEX	-26.8K	-50.7K	-17.2K	-50.7K	-20.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.00	6.00	0.00	6.00
Total Volume	1,425.65	7	11,189	581	7
Total OI	24,889.75	18,421	31,050	29,333	20,007

Daily Data (20 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
2024-11-01	$15.41	$17.50	97.7%	28.0%	33.5%	79.1%	94.7%	14.9%	-34.2%	219.6K	-9.7M	-50.7K	0.00	76.00	N/A	N/A	579	2	21,655	7,678
2024-11-04	$15.57	$15.00	111.1%	18.9%	33.6%	94.9%	0.0%	4.5%	-8.2%	224.3K	-10.3M	-47.8K	0.02	55.31	N/A	N/A	49	1	21,337	7,680
2024-11-05	$15.57	$15.00	116.7%	19.3%	33.5%	100.0%	67.5%	6.0%	-10.0%	224.2K	-10.2M	-46.9K	0.00	60.68	N/A	N/A	2,109	3	21,338	7,680
2024-11-06	$15.98	$15.00	110.5%	18.9%	33.4%	92.8%	61.0%	6.0%	-11.4%	227.9K	-12.6M	-48.0K	0.02	66.63	N/A	N/A	6,380	108	22,023	7,683
2024-11-07	$21.55	$15.00	52.0%	12.5%	111.6%	24.6%	44.5%	0.3%	3.6%	384.4K	-45.8M	-23.4K	0.04	55.51	N/A	N/A	10,731	458	23,319	7,731
2024-11-08	$21.96	$15.00	41.4%	11.5%	111.7%	12.4%	40.7%	1.2%	5.2%	297.6K	-42.2M	-20.6K	0.04	75.11	N/A	N/A	4,374	159	21,150	7,907
2024-11-11	$22.52	$15.00	47.8%	12.0%	111.6%	19.7%	41.6%	0.4%	3.9%	230.9K	-44.3M	-17.2K	0.05	75.29	N/A	N/A	563	30	21,071	7,886
2024-11-12	$21.99	$15.00	37.1%	11.1%	112.0%	7.3%	39.1%	16.5%	6.8%	246.4K	-42.7M	-20.1K	0.31	82.66	N/A	N/A	243	76	21,166	7,911
2024-11-13	$21.50	$15.00	40.4%	11.6%	112.5%	11.2%	40.5%	1.6%	6.3%	228.7K	-41.3M	-21.6K	0.10	74.49	N/A	N/A	165	16	21,320	7,958
2024-11-14	$21.98	$15.00	40.3%	11.6%	112.1%	11.1%	44.2%	3.0%	-4.4%	229.8K	-42.6M	-23.4K	0.50	62.16	N/A	N/A	76	38	21,393	7,957
2024-11-15	$21.78	$15.00	38.5%	11.0%	112.4%	9.0%	35.8%	15.0%	1.7%	191.0K	-42.2M	-20.6K	0.06	78.01	N/A	N/A	150	9	21,399	7,993
2024-11-18	$22.04	$15.00	41.8%	12.0%	110.7%	12.8%	43.1%	2.3%	0.4%	179.0K	-31.6M	-19.3K	0.12	66.67	N/A	N/A	503	59	16,022	2,399
2024-11-19	$22.30	$15.00	41.6%	11.9%	109.4%	12.6%	41.6%	1.3%	1.7%	192.3K	-32.7M	-20.5K	0.15	69.32	N/A	N/A	293	43	16,459	2,408
2024-11-20	$22.15	$15.00	41.8%	12.0%	109.1%	12.8%	30.6%	11.8%	0.9%	220.5K	-32.1M	-25.2K	0.08	74.07	N/A	N/A	364	29	16,669	2,450
2024-11-21	$22.96	$15.00	41.9%	12.0%	109.0%	12.9%	41.6%	2.1%	1.2%	203.9K	-34.5M	-24.3K	0.08	70.22	N/A	N/A	103	8	16,926	2,449
2024-11-22	$23.38	$15.00	42.0%	12.0%	108.9%	13.0%	41.9%	-0.7%	1.4%	186.8K	-35.8M	-21.1K	0.46	78.88	N/A	N/A	69	32	16,959	2,457
2024-11-25	$23.91	$15.00	38.8%	11.1%	108.8%	9.3%	39.0%	1.3%	-1.0%	171.7K	-37.2M	-19.9K	0.49	64.44	N/A	N/A	343	169	16,995	2,485
2024-11-26	$22.96	$15.00	38.6%	11.1%	109.2%	9.0%	37.9%	9.0%	1.4%	209.1K	-34.9M	-22.3K	3.69	79.75	N/A	N/A	32	118	17,248	2,622
2024-11-27	$23.19	$15.00	39.8%	11.4%	109.1%	10.5%	40.3%	-4.9%	0.2%	197.2K	-35.5M	-22.0K	0.83	77.28	N/A	N/A	12	10	17,286	2,719
2024-11-29	$23.20	$15.00	37.0%	10.6%	108.6%	7.2%	0.0%	17.1%	2.8%	187.0K	-35.7M	-20.4K	6.00	93.30	N/A	N/A	1	6	17,288	2,719