ADEA Options History — January 2023 In January 2023, ADEA traded between $9.93 and $11.23. ATM implied volatility averaged 83.0%. The 30-day expected move averaged 28.9%. IV traded above realized volatility by 50.4% (HV 20d: 32.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.02.
Notable Days 2023-01-23 : Highest Volume — 270 contracts2023-01-11 : Largest IV spike — 243.3% change2023-01-18 : Largest Expected Move — 46.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.72 $9.93 $11.23 $9.93 $10.91 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 83.0% 40.4% 162.7% 77.6% 73.7% Expected Move 28.9% 11.6% 46.6% 22.2% 21.1% HV 20d 32.6% 27.9% 38.3% 35.7% 31.3% HV 60d 44.2% 40.2% 47.1% 47.1% 40.3% Term Structure 10.7% -47.4% 58.4% 25.7% -5.6% VWIV 71.9% 31.7% 124.0% 90.3% 31.7% Skew 25d 43.4% -229.7% 209.7% 27.5% 25.2% Skew 10d 89.0% -177.7% 257.9% 42.9% 43.0% Call IV 25d 81.1% 28.3% 231.7% 56.2% 30.5% Put IV 25d 124.5% 2.0% 302.9% 83.7% 55.7% Bid-Ask Spread % 119.20 97.43 138.88 97.43 116.66 Gamma HHI 0.71 0.50 0.91 0.84 0.50 Net GEX -23 -6.5K 9.0K -3.9K 6.5K Net DEX -142.0K -360.6K 64.9K 64.9K -355.2K Net VEX -751 -1.5K -369 -369 -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.25 0.00 0.25 Total Volume 28.2 0 270 96 5 Total OI 482.5 226 650 356 650
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 2023-01-03 $9.93 $10.00 77.6% 22.2% 35.7% 0.0% 90.3% 27.5% 25.7% -3.9K 64.9K -369 0.00 97.43 N/A N/A 96 0 127 229 2023-01-04 $10.09 $10.00 64.1% 18.4% 36.4% 0.0% 0.0% 32.6% 12.6% -6.5K -1.2K -595 0.00 105.08 N/A N/A 0 0 220 229 2023-01-05 $10.41 $10.00 66.0% 41.3% 37.6% 0.0% 0.0% -89.8% -29.6% -4.2K -39.6K -564 0.00 120.07 N/A N/A 10 0 220 229 2023-01-06 $10.66 $10.00 53.2% 39.7% 38.3% 0.0% 0.0% 192.4% 15.2% -4.9K -65.2K -587 0.00 125.17 N/A N/A 0 0 230 229 2023-01-09 $10.63 $10.00 71.3% 45.8% 37.5% 0.0% 124.0% 174.6% -47.4% -4.3K -58.8K -585 0.00 124.75 N/A N/A 10 0 230 229 2023-01-10 $10.63 $10.00 45.8% 43.6% 36.1% 0.0% 0.0% -80.2% -33.4% -6.5K -92.5K -532 0.00 123.34 N/A N/A 5 0 240 229 2023-01-11 $10.77 $10.00 157.2% 45.1% 36.0% 0.0% 0.0% -186.7% -38.2% -4.9K -98.8K -504 0.00 118.52 N/A N/A 0 0 235 229 2023-01-12 $10.89 $10.00 150.8% 43.2% 36.2% 0.0% 0.0% 178.4% 0.1% -2.1K -79.6K -578 0.00 137.58 N/A N/A 0 0 235 229 2023-01-13 $10.93 $10.00 153.3% 43.9% 31.8% 0.0% 0.0% -229.7% -13.9% -1.5K -85.4K -523 0.00 136.59 N/A N/A 0 0 235 229 2023-01-17 $11.02 $10.00 158.1% 45.3% 29.2% 0.0% 0.0% 198.8% 3.7% -2.3K -82.7K -499 0.00 136.15 N/A N/A 0 0 235 229 2023-01-18 $10.79 $10.00 162.7% 46.6% 30.8% 0.0% 0.0% 209.7% -4.0% -2.3K -67.6K -509 0.00 138.88 N/A N/A 5 0 235 229 2023-01-19 $10.54 $10.00 78.0% 22.3% 27.9% 0.0% 0.0% 144.7% 10.1% -4.2K -55.3K -471 0.00 138.09 N/A N/A 0 4 240 229 2023-01-20 $10.50 $10.00 50.8% 14.6% 28.0% 0.0% 41.8% 88.4% 43.7% 3.4K -123.9K -409 0.00 125.84 N/A N/A 5 0 240 233 2023-01-23 $10.84 $10.00 69.7% 20.0% 29.1% 0.0% 0.0% 103.0% 23.8% 2.4K -127.0K -405 0.00 110.68 N/A N/A 270 0 217 9 2023-01-24 $10.82 $10.00 46.3% 13.3% 29.0% 0.0% 31.7% 23.8% 50.6% 6.7K -262.0K -1.1K 0.00 107.31 N/A N/A 2 0 487 9 2023-01-25 $10.82 $10.00 53.3% 15.3% 29.0% 0.0% 0.0% 18.9% 37.5% 7.0K -272.4K -1.0K 0.00 97.66 N/A N/A 90 0 489 9 2023-01-26 $11.23 $10.00 41.3% 11.8% 30.9% 0.0% 0.0% 12.4% 57.6% 9.0K -322.6K -1.2K 0.00 104.87 N/A N/A 51 0 579 9 2023-01-27 $11.16 $10.00 40.4% 11.6% 29.6% 0.0% 0.0% 13.1% 58.4% 6.3K -360.6K -1.5K 0.00 101.16 N/A N/A 11 0 630 9 2023-01-30 $10.89 $10.00 45.9% 13.2% 31.5% 0.0% 0.0% 10.3% 46.4% 5.7K -354.9K -1.5K 0.00 118.21 N/A N/A 0 0 641 9 2023-01-31 $10.91 $10.00 73.7% 21.1% 31.3% 0.0% 0.0% 25.2% -5.6% 6.5K -355.2K -1.5K 0.25 116.66 N/A N/A 4 1 641 9
« Dec 2022 | All History | Feb 2023 » Home ADEA History January 2023