ADEA Options History — April 2023 In April 2023, ADEA traded between $7.64 and $8.73. ATM implied volatility averaged 125.0%. The 30-day expected move averaged 41.7%. IV traded above realized volatility by 89.9% (HV 20d: 35.1%). 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 2 of 19 days. Put/call ratio averaged 0.80.
Notable Days 2023-04-27 : Highest Volume — 10 contracts2023-04-12 : Largest IV spike — 213.9% change2023-04-20 : Largest Expected Move — 61.9%Monthly Statistics Metric Avg Min Max Open Close Price $8.07 $7.64 $8.73 $8.73 $7.64 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 125.0% 47.0% 216.0% 101.1% 120.9% Expected Move 41.7% 13.5% 61.9% 29.0% 34.6% HV 20d 35.1% 29.5% 40.9% 35.1% 29.5% HV 60d 38.3% 36.7% 39.1% 37.7% 36.7% Term Structure -11.7% -38.5% 22.0% -32.5% -35.3% Skew 25d 155.4% -51.2% 291.7% 63.4% 40.2% Skew 10d 157.2% 14.5% 252.7% 85.7% 38.3% Call IV 25d 78.1% 38.9% 142.8% 38.9% 76.3% Put IV 25d 233.4% 50.5% 359.1% 102.3% 116.4% Bid-Ask Spread % 126.90 105.03 141.94 120.49 122.61 Gamma HHI 0.53 0.47 0.58 0.51 0.52 Net GEX 4.3K 3.1K 5.5K 5.5K 3.2K Net DEX -116.1K -179.5K -72.3K -151.7K -72.3K Net VEX -869 -1.1K -627 -1.1K -656 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.00 4.00 0.00 4.00 Total Volume 1.316 0 10 0 0 Total OI 820.053 804 827 823 814
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 2023-04-03 $8.73 $10.00 101.1% 29.0% 35.1% 0.0% 0.0% 63.4% -32.5% 5.5K -151.7K -1.1K 0.00 120.49 N/A N/A 0 0 806 17 2023-04-04 $8.30 $10.00 59.6% 17.1% 38.4% 0.0% 0.0% -51.2% -19.8% 3.7K -168.8K -1.1K 0.00 115.19 N/A N/A 0 0 806 17 2023-04-05 $8.32 $10.00 48.6% 13.9% 38.5% 0.0% 0.0% -41.4% -0.4% 4.1K -110.9K -879 0.00 119.07 N/A N/A 0 0 806 17 2023-04-06 $8.04 $0.00 52.9% 49.1% 39.9% 0.0% 0.0% 248.5% -6.6% 3.2K -147.6K -977 0.00 124.69 N/A N/A 0 0 806 17 2023-04-10 $8.20 $0.00 53.6% 56.3% 40.9% 0.0% 0.0% 255.4% -20.2% 3.6K -172.3K -1.1K 0.00 129.90 N/A N/A 0 0 806 17 2023-04-11 $8.11 $0.00 55.6% 52.5% 37.6% 0.0% 0.0% 266.0% 22.0% 3.5K -179.5K -1.1K 0.00 125.27 N/A N/A 0 1 806 17 2023-04-12 $7.96 $0.00 174.6% 50.0% 37.6% 0.0% 0.0% 217.3% 21.4% 3.5K -105.2K -827 0.00 130.33 N/A N/A 3 0 806 18 2023-04-13 $8.00 $0.00 196.6% 56.4% 37.2% 0.0% 0.0% 219.2% -18.5% 5.3K -117.5K -930 0.00 136.22 N/A N/A 1 0 809 18 2023-04-14 $7.96 $0.00 198.5% 56.9% 35.3% 0.0% 0.0% 218.2% -16.5% 5.2K -114.4K -921 0.00 141.94 N/A N/A 4 0 809 18 2023-04-17 $8.00 $0.00 205.6% 58.9% 34.1% 0.0% 0.0% 229.9% -17.1% 5.2K -102.6K -872 0.00 137.58 N/A N/A 0 0 809 18 2023-04-18 $8.16 $0.00 208.4% 59.8% 35.0% 0.0% 0.0% 235.8% -21.2% 4.4K -96.4K -742 0.00 132.79 N/A N/A 0 0 809 18 2023-04-19 $8.04 $0.00 213.3% 61.1% 35.1% 0.0% 0.0% 280.7% -24.1% 5.3K -110.6K -876 0.00 136.84 N/A N/A 0 0 809 18 2023-04-20 $8.11 $0.00 216.0% 61.9% 34.4% 0.0% 0.0% 288.1% -6.1% 5.1K -103.3K -834 0.00 136.40 N/A N/A 0 0 809 18 2023-04-21 $8.07 $0.00 214.2% 61.4% 34.1% 0.0% 0.0% 291.7% -0.9% 5.2K -107.5K -852 0.00 132.45 N/A N/A 1 0 809 18 2023-04-24 $8.05 $0.00 47.0% 13.5% 34.0% 0.0% 0.0% 4.7% -2.9% 3.5K -75.2K -627 0.00 111.48 N/A N/A 0 0 788 16 2023-04-25 $7.91 $0.00 51.7% 14.8% 30.1% 0.0% 0.0% 52.1% -4.5% 3.1K -85.1K -671 4.00 105.03 N/A N/A 1 4 788 16 2023-04-26 $7.95 $0.00 83.6% 24.0% 30.2% 0.0% 0.0% 120.7% -1.3% 4.8K -101.8K -789 0.00 125.38 N/A N/A 0 0 788 16 2023-04-27 $7.76 $0.00 73.9% 21.2% 29.5% 0.0% 0.0% 12.8% -38.5% 3.7K -83.6K -697 0.00 127.33 N/A N/A 0 10 788 16 2023-04-28 $7.64 $0.00 120.9% 34.6% 29.5% 0.0% 0.0% 40.2% -35.3% 3.2K -72.3K -656 0.00 122.61 N/A N/A 0 0 788 26
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