ADEA Options History — December 2022 In December 2022, ADEA traded between $9.30 and $10.96. ATM implied volatility averaged 68.3%. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 25.6% (HV 20d: 42.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2022-12-16 : Highest Volume — 52 contracts2022-12-13 : Largest IV spike — 130.4% change2022-12-05 : Largest Expected Move — 43.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.99 $9.30 $10.96 $10.59 $9.48 Max Pain $9.88 $7.50 $10.00 $7.50 $10.00 ATM IV 68.3% 43.1% 118.9% 59.1% 47.4% Expected Move 23.7% 12.3% 43.8% 16.9% 13.6% HV 20d 42.7% 31.6% 53.0% 52.8% 31.6% Term Structure 6.6% -49.7% 37.2% 37.2% 13.0% VWIV 63.5% 47.8% 85.8% 47.8% 62.3% Skew 25d 68.2% -187.9% 180.0% 92.0% 33.8% Skew 10d 104.7% -155.8% 293.1% 293.1% 43.6% Call IV 25d 72.9% 42.7% 190.4% 42.7% 51.0% Put IV 25d 141.1% 2.6% 255.2% 134.8% 84.8% Bid-Ask Spread % 117.60 96.28 142.03 106.03 104.17 Gamma HHI 0.76 0.52 0.92 0.52 0.92 Net GEX -2.8K -5.4K 1.1K 1.1K -5.4K Net DEX 47.5K -66.0K 122.0K -66.0K 103.6K Net VEX -376 -499 -151 -173 -354 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 5.50 0.41 0.00 Total Volume 7.619 0 52 38 0 Total OI 361.952 315 403 345 356
Daily Data (21 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 2022-12-01 $10.59 $7.50 59.1% 16.9% 52.8% 0.0% 47.8% 92.0% 37.2% 1.1K -66.0K -173 0.41 106.03 N/A N/A 27 11 129 216 2022-12-02 $10.79 $10.00 72.9% 20.9% 52.9% 0.0% 0.0% 1.7% -27.4% -1.6K -5.2K -499 0.00 142.03 N/A N/A 0 0 156 225 2022-12-05 $10.75 $10.00 91.8% 43.8% 52.4% 0.0% 0.0% 136.8% -49.7% -763 22.0K -454 0.00 126.77 N/A N/A 0 0 156 225 2022-12-06 $10.96 $10.00 81.9% 40.6% 52.6% 0.0% 0.0% 89.2% -17.9% -2.4K 7.9K -423 0.00 128.17 N/A N/A 6 0 156 225 2022-12-07 $10.77 $10.00 93.3% 37.8% 52.6% 0.0% 0.0% 168.4% 8.7% -2.1K -9.7K -472 0.40 127.53 N/A N/A 5 2 156 225 2022-12-08 $10.55 $10.00 82.4% 38.1% 53.0% 0.0% 58.5% 180.0% 15.1% -2.5K 5.7K -471 0.00 126.66 N/A N/A 4 0 159 227 2022-12-09 $10.27 $10.00 75.6% 36.5% 42.3% 0.0% 0.0% 106.3% 6.2% -3.8K 46.0K -413 0.00 128.81 N/A N/A 0 0 163 227 2022-12-12 $10.43 $10.00 51.6% 40.0% 42.6% 0.0% 0.0% -187.9% -11.7% 595 -62.5K -151 0.00 123.58 N/A N/A 0 2 163 227 2022-12-13 $10.45 $10.00 118.9% 20.2% 39.4% 0.0% 0.0% 111.5% 3.1% -2.7K 21.4K -433 0.00 125.09 N/A N/A 2 0 163 229 2022-12-14 $10.00 $10.00 62.4% 17.9% 40.6% 0.0% 57.7% 145.7% 17.4% -3.3K 45.3K -418 0.00 126.54 N/A N/A 2 0 164 229 2022-12-15 $9.71 $10.00 82.7% 23.7% 40.2% 0.0% 85.8% 174.8% -27.2% -2.3K 59.7K -401 0.00 125.85 N/A N/A 2 0 169 229 2022-12-16 $9.77 $10.00 61.2% 17.5% 40.0% 0.0% 60.8% 143.7% -4.1% -3.1K 66.2K -397 5.50 113.78 N/A N/A 8 44 174 229 2022-12-19 $9.38 $10.00 66.3% 19.0% 42.2% 0.0% 78.3% -2.3% 24.0% -2.8K 89.5K -378 0.00 118.43 N/A N/A 8 0 89 226 2022-12-20 $9.38 $10.00 49.1% 14.1% 41.2% 0.0% 65.5% 13.4% 32.0% -4.2K 97.0K -376 0.00 108.64 N/A N/A 1 0 96 226 2022-12-21 $9.32 $10.00 48.3% 13.9% 37.5% 0.0% 0.0% 18.8% 1.2% -4.5K 112.4K -343 1.00 102.62 N/A N/A 2 2 97 226 2022-12-22 $9.48 $10.00 56.1% 16.1% 37.4% 0.0% 0.0% 16.8% 11.6% -4.0K 60.1K -377 0.00 108.78 N/A N/A 2 0 103 228 2022-12-23 $9.48 $10.00 50.2% 14.4% 37.4% 0.0% 54.7% 16.6% 16.1% -4.5K 85.4K -377 0.25 96.28 N/A N/A 4 1 104 228 2022-12-27 $9.48 $10.00 62.2% 17.8% 37.3% 0.0% 0.0% 3.2% 30.4% -4.2K 106.0K -340 0.00 103.14 N/A N/A 1 0 104 229 2022-12-28 $9.30 $10.00 43.1% 12.3% 36.7% 0.0% 0.0% 20.1% 32.8% -2.5K 90.3K -343 0.00 107.47 N/A N/A 0 0 105 229 2022-12-29 $9.51 $10.00 78.3% 22.5% 33.5% 0.0% 62.3% 150.5% 26.9% -4.7K 122.0K -300 0.00 119.30 N/A N/A 24 0 105 229 2022-12-30 $9.48 $10.00 47.4% 13.6% 31.6% 0.0% 0.0% 33.8% 13.0% -5.4K 103.6K -354 0.00 104.17 N/A N/A 0 0 127 229
« Nov 2022 | All History | Jan 2023 » Home ADEA History December 2022