EWP Options History — June 2007 In June 2007, EWP traded between $57.35 and $58.30. ATM implied volatility averaged 18.4%. The 30-day expected move averaged 5.3%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 6 of 7 days.
Notable Days 2007-06-21 : Highest Volume — 25 contracts2007-06-26 : Largest IV spike — 47.0% change2007-06-22 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.80 $57.35 $58.30 $58.30 $58.14 ATM IV 18.4% 14.3% 23.1% 19.1% 17.4% Expected Move 5.3% 4.1% 6.6% 5.5% 5.0% Term Structure 2.3% -0.6% 3.5% 1.1% 2.8% Bid-Ask Spread % 37.82 28.09 59.80 59.80 36.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -3.4K -4.0K 0 0 -4.0K Net DEX 38.6K 0 47.0K 0 42.9K Net VEX -270 -325 0 0 -310 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 4.143 0 25 25 2 Total OI 22.857 0 27 0 27
Daily Data (7 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 2007-06-21 $58.30 $0.00 19.1% 5.5% 0.0% 0.0% 0.0% 0.0% 1.1% 0 0 0 0.00 59.80 N/A N/A 0 25 0 0 2007-06-22 $57.35 $0.00 23.1% 6.6% 0.0% 0.0% 0.0% 0.0% -0.6% -3.7K 44.8K -309 0.00 29.85 N/A N/A 0 2 0 25 2007-06-25 $57.52 $0.00 14.3% 4.1% 0.0% 0.0% 0.0% 0.0% 2.9% -4.0K 47.0K -325 0.00 35.66 N/A N/A 0 0 0 27 2007-06-26 $57.36 $0.00 21.1% 6.0% 0.0% 0.0% 0.0% 0.0% 3.3% -4.0K 46.4K -320 0.00 38.80 N/A N/A 0 0 0 27 2007-06-27 $57.93 $0.00 16.7% 4.8% 0.0% 0.0% 0.0% 0.0% 3.5% -4.0K 44.7K -313 0.00 28.09 N/A N/A 0 0 0 27 2007-06-28 $58.01 $0.00 17.3% 4.9% 0.0% 0.0% 0.0% 0.0% 3.0% -4.0K 44.2K -312 0.00 36.05 N/A N/A 0 0 0 27 2007-06-29 $58.14 $0.00 17.4% 5.0% 0.0% 0.0% 0.0% 0.0% 2.8% -4.0K 42.9K -310 0.00 36.50 N/A N/A 0 2 0 27
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