EWP Options History — October 2024 In October 2024, EWP traded between $33.86 and $34.70. ATM implied volatility averaged 17.1%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 2.5% (HV 20d: 14.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.28.
Notable Days 2024-10-17 : Highest Volume — 16 contracts2024-10-30 : Largest IV spike — 61.7% change2024-10-31 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $34.25 $33.86 $34.70 $34.41 $33.95 Max Pain $30.39 $30.00 $33.00 $33.00 $33.00 ATM IV 17.1% 11.4% 33.2% 14.5% 33.2% Expected Move 4.9% 3.3% 9.5% 4.1% 9.5% HV 20d 14.6% 12.5% 16.5% 16.3% 12.5% HV 60d 15.9% 14.6% 16.5% 16.5% 14.6% IV Rank 49.1% 13.7% 100.0% 34.1% 100.0% IV Percentile 62.2% 4.8% 100.0% 33.3% 100.0% Term Structure 10.4% -12.5% 37.3% -1.2% -12.5% VWIV 16.6% 10.8% 22.9% 16.6% 16.2% Skew 25d 1.9% -8.9% 8.4% 1.0% 4.4% Skew 10d -2.1% -19.8% 5.7% 1.3% -15.1% Call IV 25d 13.8% 10.7% 22.4% 13.8% 14.3% Put IV 25d 15.8% 12.6% 23.6% 14.8% 18.7% Bid-Ask Spread % 114.82 103.61 133.93 119.86 133.93 Gamma HHI 0.26 0.20 0.34 0.30 0.20 Net GEX 6.9K 2.8K 11.3K 6.1K 2.8K Net DEX -68.2K -105.9K -36.3K -61.7K -58.7K Net VEX -755 -832 -588 -832 -826 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.00 15.00 0.00 15.00 Total Volume 4 0 16 1 0 Total OI 310.391 140 425 401 170
Daily Data (23 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 2024-10-01 $34.41 $33.00 14.5% 4.1% 16.3% 34.1% 16.6% 1.0% -1.2% 6.1K -61.7K -832 0.00 119.86 N/A N/A 0 1 111 290 2024-10-02 $34.22 $33.00 13.4% 3.8% 16.5% 27.2% 0.0% -1.1% -1.1% 5.7K -37.5K -795 0.00 112.91 N/A N/A 0 0 111 290 2024-10-03 $34.18 $30.00 13.5% 3.5% 16.1% 27.5% 21.5% 2.2% 20.4% 6.7K -55.5K -760 0.00 114.73 N/A N/A 10 0 118 290 2024-10-04 $34.28 $30.00 18.3% 5.1% 15.4% 59.6% 0.0% -0.9% 13.6% 5.9K -105.9K -823 0.00 107.89 N/A N/A 0 5 128 290 2024-10-07 $34.27 $30.00 17.2% 4.3% 15.1% 52.5% 11.3% 2.9% 20.4% 5.8K -98.7K -815 0.00 114.28 N/A N/A 5 0 128 292 2024-10-08 $34.53 $30.00 14.7% 5.0% 14.7% 35.9% 16.8% -2.5% 16.6% 11.3K -98.0K -588 0.00 103.61 N/A N/A 2 0 133 292 2024-10-09 $34.44 $30.00 13.2% 3.8% 14.5% 25.7% 0.0% 1.0% 20.9% 8.8K -66.7K -762 0.00 119.15 N/A N/A 5 0 125 292 2024-10-10 $34.00 $30.00 11.4% 3.3% 15.1% 13.7% 10.8% 2.8% 24.7% 8.0K -55.4K -792 0.00 114.81 N/A N/A 4 0 125 292 2024-10-11 $34.25 $30.00 15.3% 4.4% 14.8% 39.5% 0.0% 8.1% 22.8% 8.9K -53.1K -729 0.00 113.92 N/A N/A 0 0 126 292 2024-10-14 $34.55 $30.00 16.5% 4.7% 14.4% 47.9% 21.1% 3.8% 24.1% 9.1K -89.9K -780 0.00 105.02 N/A N/A 1 0 126 292 2024-10-15 $34.55 $30.00 17.4% 5.0% 14.3% 53.6% 0.0% 4.4% 0.5% 9.9K -92.0K -733 0.00 105.50 N/A N/A 0 0 127 292 2024-10-16 $34.70 $30.00 17.0% 4.9% 14.4% 50.7% 0.0% 5.5% 8.4% 9.3K -99.7K -764 0.00 106.50 N/A N/A 0 0 127 292 2024-10-17 $34.30 $30.00 16.3% 4.7% 14.7% 46.5% 0.0% 0.0% 27.2% 10.1K -83.3K -738 0.00 105.72 N/A N/A 16 0 127 292 2024-10-18 $34.59 $30.00 12.9% 3.7% 15.1% 24.0% 10.9% 1.5% 37.3% 5.8K -71.3K -777 0.00 110.33 N/A N/A 8 0 127 292 2024-10-21 $34.22 $30.00 18.1% 5.2% 15.5% 57.9% 16.9% 2.5% 1.8% 6.2K -73.9K -734 0.00 104.44 N/A N/A 1 0 92 48 2024-10-22 $34.11 $30.00 18.6% 5.3% 15.4% 61.7% 0.0% 1.3% -4.0% 4.9K -46.8K -747 0.00 117.31 N/A N/A 0 0 92 48 2024-10-23 $34.03 $30.00 19.0% 5.4% 15.2% 64.1% 20.5% -4.7% -0.0% 5.4K -36.3K -698 0.00 111.93 N/A N/A 3 0 92 48 2024-10-24 $34.14 $30.00 18.5% 5.3% 13.4% 60.8% 0.0% 2.8% -4.9% 5.7K -49.2K -710 0.00 122.61 N/A N/A 0 0 92 48 2024-10-25 $33.86 $30.00 19.0% 5.5% 13.5% 64.2% 13.4% -8.9% 9.4% 4.6K -59.3K -760 0.00 127.45 N/A N/A 0 1 92 48 2024-10-28 $34.33 $30.00 22.1% 6.3% 14.6% 84.3% 0.0% 8.4% -11.1% 5.8K -49.4K -686 0.30 128.12 N/A N/A 10 3 92 49 2024-10-29 $33.86 $30.00 12.7% 3.7% 12.6% 22.7% 22.9% 5.7% 24.7% 6.4K -74.4K -760 0.00 122.04 N/A N/A 0 1 102 52 2024-10-30 $33.91 $30.00 20.6% 5.9% 12.5% 74.6% 16.2% 4.2% 0.2% 5.4K -51.8K -764 15.00 118.69 N/A N/A 1 15 102 53 2024-10-31 $33.95 $33.00 33.2% 9.5% 12.5% 100.0% 0.0% 4.4% -12.5% 2.8K -58.7K -826 0.00 133.93 N/A N/A 0 0 103 67
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