ADEA Options History — October 2022 In October 2022, ADEA traded between $10.50 and $11.35. ATM implied volatility averaged 73.1%. The 30-day expected move averaged 21.0%. Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 3 of 3 days. Put/call ratio averaged 5.77.
Notable Days 2022-10-28 : Highest Volume — 273 contracts2022-10-31 : Largest IV spike — 22.1% change2022-10-31 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.88 $10.50 $11.35 $10.79 $11.35 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 73.1% 67.5% 82.5% 69.4% 82.5% Expected Move 21.0% 19.4% 23.6% 19.9% 23.6% Term Structure 25.5% 22.9% 28.8% 22.9% 25.0% VWIV 82.5% 74.8% 93.7% 78.9% 74.8% Skew 25d 9.1% -1.4% 19.6% 9.2% 19.6% Skew 10d 24.8% 22.3% 26.2% 26.1% 26.2% Call IV 25d 73.7% 59.4% 89.4% 72.4% 59.4% Put IV 25d 82.8% 79.0% 87.9% 81.6% 79.0% Bid-Ask Spread % 115.81 110.19 125.07 110.19 125.07 Gamma HHI 0.49 0.47 0.51 0.47 0.49 Net GEX -434 -858 -94 -94 -350 Net DEX 2.5K -19.6K 22.4K 4.8K -19.6K Net VEX -565 -589 -542 -589 -542 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.77 5.39 6.25 5.39 6.25 Total Volume 265.333 261 273 262 261 Total OI 385.333 379 389 379 389
Daily Data (3 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 2022-10-27 $10.79 $7.50 69.4% 19.9% 0.0% 0.0% 78.9% 9.2% 22.9% -94 4.8K -589 5.39 110.19 N/A N/A 41 221 155 224 2022-10-28 $10.50 $7.50 67.5% 19.4% 0.0% 0.0% 93.7% -1.4% 28.8% -858 22.4K -564 5.66 112.19 N/A N/A 41 232 164 224 2022-10-31 $11.35 $7.50 82.5% 23.6% 0.0% 0.0% 74.8% 19.6% 25.0% -350 -19.6K -542 6.25 125.07 N/A N/A 36 225 164 225
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