EWP Options History — June 2024 In June 2024, EWP traded between $31.20 and $33.78. ATM implied volatility averaged 13.9%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 3.9% (HV 20d: 17.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.71.
Notable Days 2024-06-11 : Highest Volume — 88 contracts2024-06-28 : Largest IV spike — 69.7% change2024-06-28 : Highest IV Rank — 60.6%2024-06-28 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.19 $31.20 $33.78 $33.78 $31.20 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 13.9% 11.2% 19.2% 14.7% 19.2% Expected Move 3.9% 2.9% 5.5% 4.2% 5.5% HV 20d 17.8% 14.4% 20.4% 14.4% 18.5% HV 60d 16.5% 15.2% 17.5% 15.3% 17.4% IV Rank 21.4% 0.7% 60.6% 27.1% 60.6% IV Percentile 17.6% 0.4% 75.0% 17.1% 75.0% Term Structure 13.6% -2.5% 37.4% 1.0% 3.7% VWIV 18.6% 10.0% 58.4% 17.7% 19.1% Skew 25d 4.4% -0.4% 34.4% 1.6% 7.0% Skew 10d 8.9% -8.6% 59.8% 59.8% 8.1% Call IV 25d 12.2% 8.8% 17.3% 13.6% 17.3% Put IV 25d 16.6% 10.5% 48.1% 15.2% 24.4% Bid-Ask Spread % 121.19 107.78 128.84 124.83 107.78 Gamma HHI 0.39 0.26 0.54 0.54 0.28 Net GEX 50.1K 14.5K 95.9K 56.6K 14.5K Net DEX -270.0K -578.6K -33.2K -505.2K -37.5K Net VEX -1.7K -2.4K -1.1K -1.5K -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.00 7.75 0.00 0.61 Total Volume 19.211 0 88 48 29 Total OI 801.737 722 871 722 812
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 2024-06-03 $33.78 $30.00 14.7% 4.2% 14.4% 27.1% 0.0% 1.6% 1.0% 56.6K -505.2K -1.5K 0.00 124.83 N/A N/A 48 0 255 467 2024-06-04 $33.39 $30.00 17.2% 4.9% 15.1% 45.9% 17.7% 34.4% -1.0% 60.8K -399.2K -2.3K 0.00 126.50 N/A N/A 8 0 292 467 2024-06-05 $33.48 $30.00 11.2% 3.2% 14.8% 0.7% 0.0% -0.4% -0.1% 95.9K -512.1K -1.5K 0.00 128.84 N/A N/A 8 0 292 467 2024-06-06 $33.70 $30.00 13.0% 3.2% 14.8% 14.2% 58.4% 1.2% 5.4% 85.6K -578.6K -1.1K 0.00 125.14 N/A N/A 1 0 292 467 2024-06-07 $33.30 $30.00 13.6% 3.0% 15.3% 18.7% 0.0% 1.4% 16.5% 82.1K -458.4K -1.4K 0.00 128.71 N/A N/A 0 0 293 467 2024-06-10 $33.11 $30.00 12.4% 2.9% 15.4% 9.6% 10.0% 1.6% 20.3% 94.8K -366.7K -1.8K 0.00 123.79 N/A N/A 35 0 293 467 2024-06-11 $32.09 $30.00 16.1% 4.3% 19.1% 37.7% 15.1% 0.3% 25.7% 32.5K -195.6K -1.8K 0.00 121.89 N/A N/A 88 0 294 467 2024-06-12 $32.27 $30.00 14.1% 4.0% 18.5% 22.4% 17.2% 1.2% 18.4% 63.7K -372.4K -2.4K 0.00 122.62 N/A N/A 31 0 383 467 2024-06-13 $31.66 $30.00 13.4% 3.8% 18.2% 17.1% 11.8% 0.7% 26.0% 51.3K -129.1K -2.2K 0.00 122.37 N/A N/A 9 0 366 467 2024-06-14 $31.23 $30.00 12.5% 3.6% 18.5% 10.4% 15.2% -0.0% 19.0% 34.6K -119.1K -2.1K 0.71 119.46 N/A N/A 7 5 366 467 2024-06-17 $31.34 $30.00 16.1% 4.6% 18.4% 37.2% 18.4% 1.1% 12.9% 39.6K -243.5K -1.5K 0.00 120.63 N/A N/A 10 0 389 472 2024-06-18 $31.62 $30.00 14.8% 4.2% 18.9% 27.3% 19.0% 0.8% 32.9% 41.7K -259.0K -1.9K 0.00 115.76 N/A N/A 1 0 399 472 2024-06-20 $31.76 $30.00 11.4% 3.3% 18.9% 2.4% 20.0% 6.6% 36.9% 53.4K -229.9K -2.1K 0.00 122.69 N/A N/A 19 0 398 472 2024-06-21 $31.34 $30.00 14.2% 4.1% 19.2% 23.0% 14.3% 10.4% 37.4% 35.4K -187.4K -2.0K 7.75 115.72 N/A N/A 4 31 380 472 2024-06-24 $31.89 $30.00 13.4% 3.9% 20.4% 17.5% 0.0% 2.5% -1.8% 40.1K -153.0K -1.7K 0.00 122.85 N/A N/A 2 0 303 487 2024-06-25 $31.77 $30.00 13.7% 3.9% 20.2% 19.7% 0.0% 2.8% -2.5% 28.7K -171.6K -1.1K 0.00 121.56 N/A N/A 0 6 305 487 2024-06-26 $31.36 $30.00 12.8% 3.7% 20.4% 13.0% 11.6% 1.6% -1.7% 16.1K -33.2K -1.3K 0.00 119.95 N/A N/A 3 0 305 488 2024-06-27 $31.24 $30.00 11.3% 3.2% 19.8% 1.6% 12.7% 9.5% 10.0% 24.4K -179.0K -1.6K 3.00 111.59 N/A N/A 5 15 308 488 2024-06-28 $31.20 $30.00 19.2% 5.5% 18.5% 60.6% 19.1% 7.0% 3.7% 14.5K -37.5K -1.7K 0.61 107.78 N/A N/A 18 11 322 490
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