EWP Options History — April 2023 In April 2023, EWP traded between $27.89 and $29.16. ATM implied volatility averaged 20.1%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 0.5% (HV 20d: 20.6%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 25.78.
Notable Days 2023-04-11 : Highest Volume — 151 contracts2023-04-06 : Largest IV drop — 18.0% change2023-04-26 : Highest IV Rank — 8.1%2023-04-26 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.64 $27.89 $29.16 $27.89 $28.56 Max Pain $28.53 $26.00 $29.00 $26.00 $29.00 ATM IV 20.1% 18.5% 22.7% 21.1% 20.0% Expected Move 5.8% 5.3% 6.5% 6.1% 5.7% HV 20d 20.6% 13.4% 28.1% 28.1% 16.9% HV 60d 20.0% 19.6% 21.0% 20.1% 20.7% IV Rank 3.0% 0.0% 8.1% 5.0% 2.8% IV Percentile 6.8% 0.0% 25.4% 9.1% 7.1% Term Structure 1.3% -0.5% 3.0% -0.5% 0.6% VWIV 22.3% 17.1% 30.1% 22.5% 30.1% Skew 25d 6.5% 3.7% 10.3% 6.0% 7.4% Skew 10d 11.6% -0.2% 19.8% 9.7% -0.2% Call IV 25d 17.0% 13.7% 20.0% 19.0% 14.5% Put IV 25d 23.5% 20.7% 26.5% 25.1% 21.9% Bid-Ask Spread % 64.00 32.80 85.60 65.76 57.93 Gamma HHI 0.19 0.16 0.25 0.20 0.22 Net GEX 2.2K -31.7K 21.0K 276 -14.0K Net DEX -394.6K -810.0K 162.5K -146.0K 76.7K Net VEX -7.2K -7.8K -5.9K -7.1K -6.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 25.78 0.00 150.00 0.00 0.10 Total Volume 28.263 0 151 1 0 Total OI 4,861.053 2,187 5,952 5,554 2,230
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 2023-04-03 $27.89 $26.00 21.1% 6.1% 28.1% 5.0% 0.0% 6.0% -0.5% 276 -146.0K -7.1K 0.00 65.76 N/A N/A 1 0 891 4,663 2023-04-04 $28.05 $26.00 21.5% 6.2% 27.2% 5.7% 0.0% 6.2% -0.2% 6.7K -294.3K -7.1K 0.70 85.60 N/A N/A 20 14 892 4,663 2023-04-05 $28.32 $26.00 22.6% 6.5% 27.2% 7.8% 22.5% 7.1% 1.1% 12.9K -417.4K -7.5K 100.00 73.58 N/A N/A 1 100 912 4,677 2023-04-06 $28.66 $29.00 18.5% 6.0% 27.0% 0.0% 0.0% 7.8% 0.2% 15.6K -543.0K -7.7K 1.94 71.30 N/A N/A 16 31 913 4,787 2023-04-10 $28.61 $29.00 20.4% 6.1% 26.6% 3.7% 0.0% 7.5% -0.0% 13.7K -528.8K -7.8K 0.00 77.08 N/A N/A 0 0 929 4,818 2023-04-11 $28.29 $29.00 20.8% 6.2% 26.5% 4.5% 21.6% 6.8% 0.9% 18.6K -414.5K -7.4K 150.00 83.58 N/A N/A 1 150 929 4,818 2023-04-12 $28.61 $29.00 19.5% 5.6% 26.1% 1.9% 21.6% 6.3% 1.2% 14.9K -453.5K -7.7K 53.00 83.94 N/A N/A 1 53 930 4,944 2023-04-13 $28.93 $29.00 19.2% 5.5% 20.2% 1.4% 0.0% 6.7% 1.8% 13.5K -662.0K -7.6K 0.00 80.80 N/A N/A 0 0 930 4,992 2023-04-14 $28.81 $29.00 18.8% 5.4% 20.2% 0.6% 0.0% 5.8% 1.6% 15.4K -607.6K -7.6K 0.00 78.48 N/A N/A 0 1 930 4,992 2023-04-17 $28.63 $29.00 19.1% 5.5% 18.4% 1.1% 0.0% 5.6% 0.9% 21.0K -534.4K -7.4K 0.05 69.05 N/A N/A 21 1 930 4,992 2023-04-18 $28.88 $29.00 18.9% 5.4% 17.8% 0.7% 22.8% 5.1% 1.3% 11.0K -683.1K -7.2K 0.00 81.95 N/A N/A 8 0 931 4,993 2023-04-19 $29.16 $29.00 19.3% 5.5% 14.9% 1.5% 19.2% 6.8% 1.4% -1.7K -810.0K -7.3K 2.63 84.67 N/A N/A 8 21 939 4,993 2023-04-20 $28.95 $29.00 19.5% 5.6% 15.2% 2.0% 23.4% 5.3% 1.2% -2.1K -718.0K -7.3K 1.00 34.10 N/A N/A 10 10 938 5,014 2023-04-21 $28.95 $29.00 18.6% 5.3% 14.2% 0.3% 0.0% 5.5% 1.5% -12.8K -715.5K -7.3K 0.00 32.80 N/A N/A 0 1 938 5,014 2023-04-24 $29.16 $29.00 20.0% 5.7% 13.4% 2.8% 17.1% 4.6% 2.8% -2.8K -150.9K -6.8K 0.00 33.47 N/A N/A 27 0 695 1,492 2023-04-25 $28.37 $29.00 21.6% 6.2% 17.1% 6.1% 0.0% 9.0% 2.8% -19.7K 162.5K -7.2K 0.00 37.48 N/A N/A 0 1 715 1,492 2023-04-26 $28.43 $29.00 22.7% 6.5% 17.1% 8.1% 0.0% 3.7% 3.0% -16.0K 115.9K -6.8K 0.00 35.16 N/A N/A 0 29 715 1,493 2023-04-27 $28.91 $29.00 19.2% 5.5% 16.9% 1.4% 30.1% 10.3% 2.3% -31.7K -173.6K -5.9K 0.10 49.18 N/A N/A 10 1 715 1,521 2023-04-28 $28.56 $29.00 20.0% 5.7% 16.9% 2.8% 0.0% 7.4% 0.6% -14.0K 76.7K -6.0K 0.00 57.93 N/A N/A 0 0 709 1,521
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