EWP Options History — February 2020 In February 2020, EWP traded between $26.06 and $29.44. ATM implied volatility averaged 20.2%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 4.5% (HV 20d: 15.7%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 22.38.
Notable Days 2020-02-24 : Highest Volume — 431 contracts2020-02-24 : Largest IV spike — 52.0% change2020-02-27 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.45 $26.06 $29.44 $28.04 $26.06 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 20.2% 13.4% 44.7% 17.5% 44.7% Expected Move 5.8% 3.8% 12.8% 5.0% 12.8% HV 20d 15.7% 12.0% 23.6% 12.0% 23.6% HV 60d 12.9% 11.6% 16.7% 11.6% 16.7% IV Rank 43.8% 12.8% 100.0% 12.8% 100.0% IV Percentile 52.1% 9.1% 100.0% 57.5% 100.0% Term Structure -0.8% -9.2% 6.1% 0.4% -7.8% VWIV 29.7% 13.4% 45.0% 13.4% 45.0% Skew 25d 4.4% -3.7% 25.2% -3.7% 25.2% Skew 10d 6.5% -1.3% 26.1% -1.0% 26.1% Call IV 25d 17.9% 11.8% 37.0% 16.1% 37.0% Put IV 25d 22.3% 10.6% 62.2% 12.4% 62.2% Bid-Ask Spread % 72.13 10.57 113.48 11.41 97.89 Gamma HHI 0.46 0.28 0.74 0.40 0.28 Net GEX 50.9K -60.6K 219.3K 39.3K -53.8K Net DEX -56.3K -564.2K 1.3M -82.2K 1.3M Net VEX -2.1K -3.4K -1.5K -1.8K -3.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 22.38 0.00 151.00 0.00 151.00 Total Volume 61.316 0 431 0 70 Total OI 662.526 444 1,162 572 1,162
Daily Data (19 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 2020-02-03 $28.04 $28.00 17.5% 5.0% 12.0% 12.8% 0.0% -3.7% 0.4% 39.3K -82.2K -1.8K 0.00 11.41 N/A N/A 0 0 396 176 2020-02-04 $28.51 $28.00 13.4% 3.8% 13.6% 22.3% 0.0% 2.8% 0.7% 54.8K -197.4K -1.9K 0.00 13.46 N/A N/A 2 0 396 176 2020-02-05 $28.86 $28.00 14.8% 4.2% 13.8% 27.6% 0.0% -1.2% 0.1% 62.7K -308.9K -2.0K 0.00 10.57 N/A N/A 0 0 397 176 2020-02-06 $29.01 $28.00 13.8% 4.2% 13.9% 24.0% 13.4% 2.4% 0.3% 69.9K -371.3K -2.0K 0.00 75.89 N/A N/A 14 0 401 176 2020-02-07 $28.88 $28.00 15.3% 4.5% 13.9% 29.5% 0.0% 2.5% 0.1% 66.1K -322.0K -1.9K 0.00 72.37 N/A N/A 1 0 402 176 2020-02-10 $28.89 $28.00 15.3% 4.3% 13.8% 29.6% 0.0% 2.2% 0.8% 70.9K -316.7K -1.9K 0.00 70.67 N/A N/A 3 0 403 176 2020-02-11 $29.06 $28.00 14.9% 4.2% 13.9% 27.8% 0.0% 3.0% 0.7% 76.6K -393.5K -1.9K 0.00 68.89 N/A N/A 0 0 404 176 2020-02-12 $29.20 $28.00 14.9% 4.3% 13.9% 28.0% 0.0% 3.6% 0.7% 78.8K -443.0K -1.8K 0.00 57.76 N/A N/A 21 0 404 176 2020-02-13 $29.04 $28.00 15.4% 4.4% 14.0% 29.8% 0.0% 3.7% 0.5% 82.4K -392.0K -1.8K 0.00 65.42 N/A N/A 0 0 401 176 2020-02-14 $29.15 $28.00 15.8% 4.5% 13.6% 31.4% 0.0% 3.3% -0.3% 87.9K -425.4K -1.8K 0.00 76.48 N/A N/A 1 0 401 176 2020-02-18 $29.27 $28.00 16.2% 4.7% 13.6% 32.9% 0.0% 4.5% 0.3% 85.1K -482.6K -1.7K 0.00 72.12 N/A N/A 2 0 402 176 2020-02-19 $29.44 $28.00 15.5% 4.5% 12.9% 30.3% 0.0% 3.9% 0.5% 74.8K -564.2K -1.7K 0.00 71.78 N/A N/A 41 0 404 176 2020-02-20 $29.11 $28.00 17.2% 4.9% 13.7% 36.4% 0.0% 4.6% -0.2% 100.1K -353.5K -1.6K 0.00 84.50 N/A N/A 2 0 379 176 2020-02-21 $28.99 $28.00 17.1% 4.9% 13.8% 36.2% 16.9% 3.6% -0.8% 219.3K -300.1K -1.5K 0.00 93.49 N/A N/A 16 0 381 176 2020-02-24 $27.95 $28.00 26.0% 7.5% 18.8% 69.3% 0.0% -0.2% 6.1% 12.5K -5.9K -1.5K 0.00 113.48 N/A N/A 0 431 273 171 2020-02-25 $27.06 $28.00 28.9% 8.3% 21.6% 80.0% 28.9% 5.8% -3.5% -41.9K 765.5K -2.8K 117.50 97.60 N/A N/A 2 235 273 573 2020-02-26 $27.29 $28.00 29.9% 8.6% 21.6% 83.7% 32.8% 5.8% -4.9% -60.6K 857.5K -3.2K 151.00 104.90 N/A N/A 1 151 275 706 2020-02-27 $26.69 $28.00 36.4% 10.4% 22.6% 100.0% 41.1% 12.4% -9.2% -57.4K 991.3K -3.4K 0.00 111.83 N/A N/A 0 172 276 844 2020-02-28 $26.06 $28.00 44.7% 12.8% 23.6% 100.0% 45.0% 25.2% -7.8% -53.8K 1.3M -3.3K 0.00 97.89 N/A N/A 0 70 276 886
« Jan 2020 | All History | Mar 2020 » Home EWP History February 2020