EWP Options History — February 2022 In February 2022, EWP traded between $25.27 and $27.36. ATM implied volatility averaged 24.6%, placing in the 69.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 6.9% (HV 20d: 17.7%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 3.16.
Notable Days 2022-02-18 : Highest Volume — 638 contracts2022-02-11 : Largest IV spike — 28.1% change2022-02-24 : Highest IV Rank — 100.0%2022-02-24 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $26.48 $25.27 $27.36 $26.76 $25.55 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 24.6% 18.4% 32.7% 19.5% 32.5% Expected Move 7.1% 5.3% 9.4% 5.6% 9.3% HV 20d 17.7% 11.9% 25.6% 12.7% 25.6% HV 60d 17.7% 16.4% 19.3% 16.5% 19.3% IV Rank 69.9% 42.9% 100.0% 48.1% 99.2% IV Percentile 86.1% 56.7% 100.0% 68.7% 99.6% Term Structure -0.6% -3.3% 1.4% -1.3% -1.1% VWIV 28.9% 15.5% 39.8% 18.8% 39.8% Skew 25d 9.4% 5.3% 16.0% 7.6% 13.3% Skew 10d 17.9% 2.9% 33.1% 7.6% 33.1% Call IV 25d 20.2% 14.7% 30.7% 17.7% 30.7% Put IV 25d 29.7% 22.1% 44.0% 25.4% 44.0% Bid-Ask Spread % 91.62 43.48 109.89 100.45 96.31 Gamma HHI 0.28 0.15 0.49 0.27 0.28 Net GEX 5.4K -6.4K 15.4K 8.7K -2.3K Net DEX -15.6K -239.9K 209.9K -91.9K 176.9K Net VEX -1.4K -2.1K -941 -1.2K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.16 1.09 4.16 3.42 3.02 Total Volume 441.316 338 638 358 491 Total OI 682.368 559 915 559 806
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 2022-02-01 $26.76 $26.00 19.5% 5.6% 12.7% 48.1% 18.8% 7.6% -1.3% 8.7K -91.9K -1.2K 3.42 100.45 N/A N/A 81 277 198 361 2022-02-02 $26.87 $26.00 18.4% 5.3% 12.7% 42.9% 15.5% 6.3% 0.1% 10.4K -116.9K -1.2K 3.38 99.93 N/A N/A 81 274 199 381 2022-02-03 $26.88 $26.00 21.6% 6.2% 12.2% 57.6% 28.8% 8.9% 0.2% 9.5K -131.8K -1.2K 3.17 100.56 N/A N/A 81 257 199 381 2022-02-04 $26.97 $26.00 20.5% 6.1% 11.9% 52.7% 27.5% 8.5% 1.4% 9.8K -135.1K -1.1K 3.25 85.24 N/A N/A 81 263 199 382 2022-02-07 $26.58 $26.00 19.5% 5.9% 12.8% 48.0% 27.4% 9.5% 0.8% 8.7K -75.4K -1.1K 3.20 43.48 N/A N/A 81 259 199 388 2022-02-08 $26.91 $26.00 19.6% 5.9% 13.5% 48.2% 27.2% 9.3% 0.7% 12.2K -133.6K -1.0K 3.20 92.67 N/A N/A 81 259 200 389 2022-02-09 $27.36 $26.00 20.9% 6.0% 14.4% 54.4% 27.7% 8.4% 0.4% 15.4K -239.9K -941 3.17 98.78 N/A N/A 82 260 200 389 2022-02-10 $27.31 $26.00 21.9% 6.3% 14.4% 58.7% 23.4% 11.3% 0.8% 14.9K -228.6K -983 4.16 89.97 N/A N/A 82 341 201 393 2022-02-11 $26.44 $26.00 28.0% 8.0% 18.5% 86.6% 27.7% 8.3% -3.3% -1.8K 67.5K -1.5K 3.72 93.65 N/A N/A 93 346 201 475 2022-02-14 $26.14 $26.00 27.6% 7.9% 18.6% 84.5% 31.2% 8.9% -1.5% -6.4K 158.6K -1.4K 3.72 84.28 N/A N/A 93 346 214 475 2022-02-15 $26.73 $26.00 23.3% 6.7% 19.8% 65.2% 29.2% 8.4% -1.4% 4.1K 4.9K -1.3K 3.75 70.05 N/A N/A 93 349 214 475 2022-02-16 $26.93 $26.00 22.3% 6.4% 20.0% 60.4% 30.0% 8.3% -0.7% 9.9K -73.6K -1.3K 3.64 94.87 N/A N/A 96 349 214 470 2022-02-17 $26.50 $26.00 26.3% 7.5% 20.6% 78.8% 31.7% 7.4% -0.0% -3.9K -1.6K -1.4K 1.23 98.01 N/A N/A 285 350 231 470 2022-02-18 $26.31 $26.00 28.2% 8.1% 20.6% 87.6% 32.7% 13.9% -1.3% 14.2K -49.2K -2.0K 1.22 91.86 N/A N/A 288 350 444 471 2022-02-22 $25.96 $26.00 28.2% 8.1% 20.8% 87.5% 33.8% 11.4% -1.7% 7.1K 93.8K -1.8K 1.09 97.86 N/A N/A 294 321 332 379 2022-02-23 $25.59 $26.00 28.0% 8.0% 21.4% 86.5% 32.3% 8.0% -0.4% -1.3K 161.3K -2.1K 3.89 87.35 N/A N/A 95 370 352 453 2022-02-24 $25.27 $26.00 32.7% 9.4% 21.8% 100.0% 32.5% 16.0% -2.7% -5.6K 209.9K -1.9K 3.92 109.89 N/A N/A 95 372 362 453 2022-02-25 $26.08 $26.00 28.3% 8.1% 24.6% 81.2% 31.7% 5.3% -1.1% -1.9K 108.0K -2.0K 3.84 105.59 N/A N/A 97 372 362 453 2022-02-28 $25.55 $26.00 32.5% 9.3% 25.6% 99.2% 39.8% 13.3% -1.1% -2.3K 176.9K -2.0K 3.02 96.31 N/A N/A 122 369 353 453
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