EWP Options History — October 2019

In October 2019, EWP traded between $27.02 and $28.98. ATM implied volatility averaged 17.6%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 4.3% (HV 20d: 13.3%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-10-29: Highest Volume — 44 contracts
  • 2019-10-02: Largest IV spike — 20.1% change
  • 2019-10-02: Highest IV Rank — 15.2%
  • 2019-10-02: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.19$27.02$28.98$27.61$28.57
Max Pain$27.39$26.00$28.00$28.00$28.00
ATM IV17.6%14.3%23.2%19.3%15.1%
Expected Move5.0%4.1%6.7%5.5%4.3%
HV 20d13.3%9.8%14.7%9.8%12.1%
HV 60d14.0%13.2%15.0%13.3%13.3%
IV Rank7.6%3.3%15.2%10.0%4.3%
IV Percentile35.5%8.3%80.2%50.4%15.5%
Term Structure1.0%-1.1%3.1%-0.2%1.7%
VWIV17.4%15.9%20.0%16.4%17.9%
Skew 25d3.8%-3.8%7.1%5.2%0.9%
Skew 10d3.3%-5.1%9.7%8.2%-2.6%
Call IV 25d15.8%10.6%21.0%18.6%15.4%
Put IV 25d19.6%12.0%27.4%23.7%16.3%
Bid-Ask Spread %99.3478.73119.1988.2889.74
Gamma HHI0.380.190.600.290.50
Net GEX-5.8K-15.1K-165-3.7K-15.1K
Net DEX313.2K164.0K436.0K364.7K340.7K
Net VEX-830-1.1K-709-900-968
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.001.601.000.13
Total Volume8.652044118
Total OI384.043304451397395

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$27.61$28.0019.3%5.5%9.8%10.0%16.4%5.2%-0.2%-3.7K364.7K-9000.0088.28N/AN/A01120277
2019-10-02$27.05$28.0023.2%6.7%12.1%15.2%0.0%6.3%-1.1%-4.1K418.1K-8120.0078.73N/AN/A01120277
2019-10-03$27.09$28.0021.1%6.4%11.4%12.3%0.0%4.9%-0.4%-3.2K423.6K-7790.00114.86N/AN/A00120278
2019-10-04$27.24$28.0020.2%5.7%11.6%11.1%0.0%4.4%0.3%-2.6K416.1K-7580.00100.38N/AN/A04120278
2019-10-07$27.32$28.0021.2%5.7%11.5%12.5%0.0%3.8%0.6%-2.3K411.1K-7510.0085.60N/AN/A00120280
2019-10-08$27.02$28.0021.6%6.0%11.6%13.0%20.0%4.2%-0.4%-3.1K436.0K-7091.00102.94N/AN/A11120280
2019-10-09$27.26$28.0020.0%5.7%12.1%10.8%0.0%3.0%0.5%-2.6K420.5K-7270.00106.14N/AN/A00120281
2019-10-10$27.55$28.0019.0%5.4%12.3%9.5%0.0%4.1%0.0%-2.6K395.5K-7380.00107.20N/AN/A10120281
2019-10-11$28.15$28.0017.9%5.1%14.5%8.1%17.9%1.3%0.5%-6.3K320.3K-8171.60119.19N/AN/A58121281
2019-10-14$28.07$28.0017.6%5.0%13.8%7.7%16.2%4.2%1.0%-165330.3K-7910.03116.36N/AN/A401126283
2019-10-15$28.48$26.0017.7%5.1%14.6%7.7%0.0%7.1%1.2%-4.4K241.3K-8170.40107.22N/AN/A52144283
2019-10-16$28.62$26.0015.7%4.5%14.7%5.1%15.9%6.2%0.7%-10.2K215.4K-7880.17106.02N/AN/A61144284
2019-10-17$28.64$26.0016.4%4.7%14.7%6.1%0.0%2.0%-0.1%-9.2K210.3K-8080.00103.17N/AN/A180149284
2019-10-18$28.80$26.0016.2%4.7%14.7%5.9%0.0%3.0%0.2%-10.9K164.0K-8580.00104.51N/AN/A40167284
2019-10-21$28.90$26.0016.4%4.7%14.4%6.1%0.0%3.0%1.3%-1.4K225.7K-8420.50102.47N/AN/A2184220
2019-10-22$28.78$26.0015.8%4.5%14.6%5.3%0.0%0.5%3.1%-1.2K235.3K-8560.00100.62N/AN/A0086221
2019-10-23$28.93$26.0015.5%4.4%14.5%4.8%17.9%4.7%2.7%-1.7K223.6K-8470.0090.21N/AN/A03486223
2019-10-24$28.87$28.0015.3%4.4%14.5%4.6%0.0%5.9%1.7%-7.1K263.4K-8840.0086.72N/AN/A0086254
2019-10-25$28.85$28.0014.7%4.2%14.6%3.8%0.0%5.6%2.1%-6.9K263.2K-8550.0084.08N/AN/A0086254
2019-10-28$28.98$28.0015.1%4.3%14.5%4.3%0.0%5.4%2.2%-9.9K268.1K-8560.0089.14N/AN/A1086264
2019-10-29$28.86$28.0014.8%4.3%14.2%4.0%0.0%4.9%2.9%-10.5K279.2K-8510.0085.00N/AN/A04487264
2019-10-30$28.66$28.0014.3%4.1%11.9%3.3%0.0%-3.8%2.2%-13.8K337.8K-1.1K0.00116.20N/AN/A0087308
2019-10-31$28.57$28.0015.1%4.3%12.1%4.3%0.0%0.9%1.7%-15.1K340.7K-9680.1389.74N/AN/A16287308