EWP Options History — September 2024 In September 2024, EWP traded between $33.22 and $35.59. ATM implied volatility averaged 12.8%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded below realized volatility by 2.4% (HV 20d: 15.2%). Max pain ranged from $29.00 to $33.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2024-09-12 : Highest Volume — 15 contracts2024-09-13 : Largest IV drop — 46.3% change2024-09-12 : Highest IV Rank — 52.3%2024-09-12 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $34.38 $33.22 $35.59 $33.22 $35.27 Max Pain $32.60 $29.00 $33.00 $29.00 $33.00 ATM IV 12.8% 9.3% 17.3% 14.3% 13.2% Expected Move 3.6% 2.7% 5.0% 4.1% 3.8% HV 20d 15.2% 13.6% 16.5% 14.5% 15.2% HV 60d 16.4% 15.6% 18.0% 18.0% 15.6% IV Rank 23.0% 0.0% 52.3% 32.1% 26.0% IV Percentile 17.3% 0.0% 70.6% 26.2% 20.6% Term Structure 5.4% -3.9% 28.5% -3.9% 2.3% VWIV 16.6% 8.8% 37.6% 13.0% 8.8% Skew 25d 1.1% -1.9% 4.2% -1.5% -1.9% Skew 10d 1.0% -6.2% 11.0% 0.0% 1.9% Call IV 25d 11.3% 8.8% 15.4% 15.0% 15.1% Put IV 25d 12.4% 9.9% 16.1% 13.5% 13.2% Bid-Ask Spread % 113.18 101.38 130.83 129.05 111.32 Gamma HHI 0.55 0.21 0.86 0.67 0.25 Net GEX 25.6K 4.2K 62.1K 25.5K 6.6K Net DEX -222.7K -441.9K -87.5K -170.3K -96.6K Net VEX -686 -779 -594 -737 -711 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 3.33 0.00 0.00 Total Volume 4.2 0 15 0 13 Total OI 460.7 369 498 495 395
Daily Data (20 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 2024-09-03 $33.22 $29.00 14.3% 4.1% 14.5% 32.1% 0.0% -1.5% -3.9% 25.5K -170.3K -737 0.00 129.05 N/A N/A 0 0 191 304 2024-09-04 $33.28 $29.00 12.3% 3.5% 14.5% 19.1% 0.0% -0.7% -0.9% 26.6K -169.9K -750 0.00 130.83 N/A N/A 0 0 191 304 2024-09-05 $33.66 $33.00 15.7% 2.8% 14.7% 41.7% 0.0% 0.8% 11.1% 32.2K -235.3K -779 0.00 112.39 N/A N/A 0 0 191 304 2024-09-06 $33.25 $33.00 12.3% 4.1% 15.7% 18.7% 0.0% 3.1% 0.5% 26.7K -154.3K -706 0.00 112.58 N/A N/A 0 0 191 304 2024-09-09 $33.58 $33.00 13.9% 3.9% 15.9% 29.4% 0.0% -0.2% 3.0% 34.4K -209.5K -695 0.00 109.25 N/A N/A 0 0 191 304 2024-09-10 $33.25 $33.00 13.4% 2.9% 16.5% 26.3% 13.0% 0.5% 13.3% 28.3K -151.7K -647 0.00 106.04 N/A N/A 0 1 191 305 2024-09-11 $33.55 $33.00 15.8% 4.5% 15.9% 42.4% 0.0% -0.1% -2.4% 42.1K -204.9K -665 0.00 101.38 N/A N/A 0 0 191 304 2024-09-12 $33.80 $33.00 17.3% 5.0% 16.0% 52.3% 0.0% 2.3% 1.2% 60.9K -241.2K -634 0.00 103.98 N/A N/A 15 0 191 304 2024-09-13 $34.20 $33.00 9.3% 2.7% 16.1% 0.0% 0.0% 1.5% 14.1% 62.1K -279.9K -712 0.00 116.01 N/A N/A 0 0 185 304 2024-09-16 $34.64 $33.00 12.7% 3.6% 16.4% 22.5% 15.1% 0.6% 4.3% 40.3K -367.1K -632 0.00 109.32 N/A N/A 0 1 185 304 2024-09-17 $34.75 $33.00 10.1% 2.9% 15.4% 5.3% 37.6% 1.6% 5.6% 34.6K -385.1K -594 0.36 112.96 N/A N/A 11 4 183 305 2024-09-18 $34.83 $33.00 13.4% 3.8% 15.3% 27.1% 0.0% 0.6% 15.8% 33.4K -382.7K -683 0.00 127.69 N/A N/A 2 0 190 306 2024-09-19 $35.06 $33.00 11.3% 3.2% 15.4% 13.0% 0.0% -0.3% 28.5% 16.4K -430.3K -661 0.00 113.35 N/A N/A 0 1 191 306 2024-09-20 $35.05 $33.00 12.3% 3.5% 15.3% 20.1% 0.0% 2.7% 7.0% 17.0K -441.9K -662 0.00 107.61 N/A N/A 3 0 191 307 2024-09-23 $35.02 $33.00 12.4% 3.6% 13.8% 20.7% 13.8% 3.4% 3.4% 4.8K -87.5K -621 0.00 106.96 N/A N/A 7 0 89 280 2024-09-24 $35.17 $33.00 11.9% 3.4% 13.6% 17.0% 0.0% 1.9% -2.6% 5.1K -108.4K -687 0.00 115.38 N/A N/A 1 0 96 280 2024-09-25 $34.92 $33.00 10.7% 3.1% 13.8% 9.0% 11.2% 1.0% 0.8% 5.8K -105.5K -693 3.33 112.02 N/A N/A 3 10 97 280 2024-09-26 $35.59 $33.00 12.3% 3.5% 15.1% 19.9% 0.0% 4.2% 2.2% 4.2K -114.7K -753 0.00 114.98 N/A N/A 1 0 99 290 2024-09-27 $35.53 $33.00 11.9% 3.4% 14.8% 17.3% 8.8% 2.0% 4.3% 4.5K -117.4K -707 1.20 110.57 N/A N/A 5 6 100 290 2024-09-30 $35.27 $33.00 13.2% 3.8% 15.2% 26.0% 0.0% -1.9% 2.3% 6.6K -96.6K -711 0.00 111.32 N/A N/A 13 0 105 290
« Aug 2024 | All History | Oct 2024 » Home EWP History September 2024