ADEA Options History — February 2023 In February 2023, ADEA traded between $9.79 and $11.30. ATM implied volatility averaged 73.9%. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 34.1% (HV 20d: 39.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.35.
Notable Days 2023-02-27 : Highest Volume — 74 contracts2023-02-07 : Largest IV spike — 43.6% change2023-02-17 : Largest Expected Move — 25.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.69 $9.79 $11.30 $11.30 $9.82 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 73.9% 43.7% 107.7% 69.4% 48.9% Expected Move 19.9% 12.5% 25.9% 19.9% 14.0% HV 20d 39.9% 29.6% 47.2% 29.6% 46.8% HV 60d 38.8% 36.8% 42.7% 40.6% 38.5% Term Structure 16.5% -28.6% 85.4% 38.8% 16.7% VWIV 52.3% 35.3% 74.7% 60.3% 57.5% Skew 25d 71.7% -3.6% 203.3% 31.0% 203.3% Skew 10d 128.1% -25.3% 301.7% -25.3% 301.7% Call IV 25d 45.5% 29.3% 63.9% 29.3% 53.4% Put IV 25d 117.2% 51.8% 256.6% 60.3% 256.6% Bid-Ask Spread % 112.73 63.55 131.26 109.61 84.61 Gamma HHI 0.49 0.47 0.52 0.49 0.52 Net GEX 7.2K 5.9K 8.1K 5.9K 7.8K Net DEX -321.9K -396.7K -226.9K -386.6K -234.3K Net VEX -1.5K -1.7K -1.2K -1.6K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.00 5.00 0.00 0.00 Total Volume 14.684 0 74 20 5 Total OI 699.421 654 785 654 785
Daily Data (19 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 2023-02-01 $11.30 $10.00 69.4% 19.9% 29.6% 0.0% 0.0% 31.0% 38.8% 5.9K -386.6K -1.6K 0.00 109.61 N/A N/A 20 0 645 9 2023-02-02 $10.89 $10.00 86.4% 18.5% 33.1% 0.0% 60.3% -3.6% 19.8% 5.9K -368.9K -1.6K 0.07 113.54 N/A N/A 15 1 662 9 2023-02-03 $11.14 $10.00 107.7% 21.6% 32.3% 0.0% 0.0% 91.1% 26.4% 6.0K -396.7K -1.7K 0.00 123.25 N/A N/A 0 0 677 10 2023-02-06 $10.64 $10.00 72.8% 20.3% 35.8% 0.0% 0.0% 137.8% 38.5% 6.3K -341.6K -1.6K 0.00 123.00 N/A N/A 50 0 677 10 2023-02-07 $11.00 $10.00 104.6% 21.7% 37.7% 0.0% 0.0% 48.3% 5.5% 8.0K -338.6K -1.5K 0.00 127.20 N/A N/A 1 0 677 10 2023-02-08 $11.05 $10.00 78.9% 22.6% 37.7% 0.0% 0.0% 39.9% 0.0% 8.1K -346.4K -1.5K 0.00 131.26 N/A N/A 0 0 677 10 2023-02-09 $10.75 $10.00 73.7% 21.1% 38.8% 0.0% 0.0% 46.0% 16.1% 6.5K -353.4K -1.6K 0.00 123.63 N/A N/A 5 0 677 10 2023-02-10 $11.07 $10.00 80.0% 22.9% 40.0% 0.0% 0.0% 31.0% 3.8% 8.1K -351.0K -1.5K 0.00 125.89 N/A N/A 0 0 682 10 2023-02-13 $11.04 $10.00 83.5% 23.9% 40.0% 0.0% 49.2% 31.3% -4.9% 8.0K -346.4K -1.5K 0.00 128.01 N/A N/A 12 0 682 10 2023-02-14 $10.84 $10.00 80.2% 23.0% 40.5% 0.0% 0.0% 34.2% 8.2% 7.9K -336.6K -1.5K 0.00 124.76 N/A N/A 0 0 694 10 2023-02-15 $11.11 $10.00 78.0% 22.4% 40.7% 0.0% 48.4% 99.9% 17.0% 8.0K -360.0K -1.5K 0.00 126.99 N/A N/A 6 0 694 10 2023-02-16 $10.80 $10.00 75.7% 21.7% 41.1% 0.0% 35.3% 134.7% 85.4% 7.7K -338.1K -1.4K 0.08 130.63 N/A N/A 12 1 700 10 2023-02-17 $10.55 $10.00 90.2% 25.9% 42.0% 0.0% 0.0% 150.5% -28.6% 6.9K -309.2K -1.4K 0.00 111.96 N/A N/A 2 0 701 11 2023-02-21 $10.20 $10.00 74.1% 21.2% 41.9% 0.0% 74.7% 178.1% -12.6% 6.2K -265.9K -1.3K 0.00 91.22 N/A N/A 5 0 677 8 2023-02-22 $10.31 $10.00 53.4% 15.3% 42.2% 0.0% 48.1% 10.8% -6.3% 7.6K -261.1K -1.3K 0.03 63.55 N/A N/A 30 1 682 8 2023-02-23 $10.70 $10.00 43.7% 12.5% 44.5% 0.0% 48.1% 24.0% 63.7% 8.0K -317.9K -1.4K 0.00 104.14 N/A N/A 33 0 709 7 2023-02-24 $10.14 $10.00 49.1% 14.1% 45.9% 0.0% 49.1% 31.4% 8.5% 8.1K -235.5K -1.2K 5.00 94.39 N/A N/A 1 5 711 7 2023-02-27 $9.79 $10.00 54.7% 15.7% 47.2% 0.0% 57.5% 43.4% 16.7% 6.6K -226.9K -1.3K 0.00 104.23 N/A N/A 74 0 710 11 2023-02-28 $9.82 $10.00 48.9% 14.0% 46.8% 0.0% 0.0% 203.3% 16.7% 7.8K -234.3K -1.3K 0.00 84.61 N/A N/A 5 0 774 11
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