EA Options History — April 2013

In April 2013, EA traded between $16.91 and $17.94. ATM implied volatility averaged 41.4%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 8.0% (HV 20d: 33.4%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.18.

Notable Days

  • 2013-04-15: Highest Volume — 26,766 contracts
  • 2013-04-11: Largest IV spike — 16.0% change
  • 2013-04-30: Highest IV Rank — 34.4%
  • 2013-04-30: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.46$16.91$17.94$17.92$17.61
Max Pain$17.82$17.00$19.00$19.00$18.00
ATM IV41.4%36.0%45.2%37.8%45.2%
Expected Move12.1%10.3%13.0%10.8%13.0%
HV 20d33.4%24.7%40.8%39.8%24.7%
HV 60d34.5%32.9%36.1%35.6%32.9%
IV Rank26.1%14.5%34.4%18.5%34.4%
IV Percentile65.1%32.9%83.3%48.0%83.3%
Term Structure-2.8%-7.8%5.3%4.6%-7.8%
VWIV42.9%37.1%46.7%40.7%46.7%
Skew 25d3.0%1.5%4.2%1.5%4.2%
Skew 10d6.1%3.5%8.4%3.5%7.1%
Call IV 25d41.8%37.1%44.2%39.6%44.0%
Put IV 25d44.8%39.7%48.2%41.0%48.2%
Bid-Ask Spread %8.644.6514.2312.058.81
Gamma HHI0.290.240.410.280.30
Net GEX1.3M-961.1K2.5M2.4M1.5M
Net DEX-10.9M-32.5M15.8M-30.9M-24.4M
Net VEX-347.8K-434.0K-300.8K-434.0K-300.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.092.680.702.34
Total Volume4,953.40954726,7663,9754,272
Total OI173,704.273120,446204,485189,343123,716

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-01$17.92$19.0037.8%10.8%39.8%18.5%40.7%1.5%4.6%2.4M-30.9M-434.0K0.7012.05N/AN/A2,3451,630129,31260,031
2013-04-02$17.55$19.0036.0%10.3%40.3%14.5%37.1%2.5%5.3%1.8M-13.4M-399.6K1.4611.27N/AN/A3,4875,101131,02560,650
2013-04-03$17.24$19.0037.9%10.9%40.0%18.6%38.5%3.0%4.4%1.3M-723.8K-376.6K0.7514.23N/AN/A1,5271,146131,65061,672
2013-04-04$17.25$19.0037.8%10.8%39.9%18.3%38.7%2.3%5.0%1.4M-938.0K-365.5K0.6410.33N/AN/A3,4072,186132,33459,563
2013-04-05$17.35$17.0037.1%12.3%39.9%17.0%42.2%2.7%-3.0%1.5M-3.5M-372.4K0.345.64N/AN/A1,271436133,71360,994
2013-04-08$17.27$17.0039.0%12.5%39.9%20.9%44.1%2.7%-3.6%1.3M1.2M-353.9K1.226.03N/AN/A1,7222,097133,75261,023
2013-04-09$17.45$17.0038.4%12.3%38.4%19.7%42.7%2.7%-3.4%1.5M-5.5M-367.7K0.095.86N/AN/A20,7691,901133,51361,923
2013-04-10$17.80$17.0036.8%12.2%39.2%16.2%42.8%2.6%-3.4%2.5M-25.9M-418.1K1.244.65N/AN/A1,2681,571141,47862,192
2013-04-11$17.63$17.0042.7%12.2%39.0%28.9%45.2%2.7%-3.8%1.8M-13.6M-392.2K2.516.21N/AN/A5101,278141,74362,528
2013-04-12$17.58$17.0042.7%12.2%37.9%28.9%44.1%2.7%-3.6%1.6M-10.0M-380.9K1.337.11N/AN/A605803141,60962,836
2013-04-15$16.91$17.0044.6%12.8%39.2%32.9%44.4%3.6%-4.6%396.8K15.8M-325.4K0.1213.42N/AN/A23,9572,809141,65062,835
2013-04-16$17.37$18.0043.1%12.3%40.8%29.7%42.6%3.2%-3.7%894.4K1.8M-340.0K0.697.06N/AN/A1,222845140,37862,425
2013-04-17$17.01$18.0044.0%12.6%27.5%31.8%44.0%3.8%-4.3%246.5K14.4M-321.2K2.688.60N/AN/A7542,019140,25862,402
2013-04-18$16.94$18.0044.0%12.6%27.2%31.8%44.5%3.9%-4.3%47.6K15.6M-308.0K1.167.90N/AN/A675784136,67460,886
2013-04-19$17.09$18.0043.0%12.3%26.2%29.5%42.2%3.9%-3.6%-961.1K5.2M-306.9K2.459.18N/AN/A2,0845,105136,81460,468
2013-04-22$17.28$18.0043.8%12.5%25.9%31.2%44.1%3.1%-4.4%1.4M-20.4M-304.1K1.159.05N/AN/A49156687,83232,614
2013-04-23$17.42$18.0043.8%12.6%24.9%31.3%43.3%3.3%-5.4%1.4M-22.0M-308.7K0.5712.13N/AN/A50228787,86132,934
2013-04-24$17.80$18.0042.3%12.1%25.8%28.0%43.4%2.9%-4.6%1.7M-30.3M-322.5K0.188.84N/AN/A2,08236788,12433,034
2013-04-25$17.94$17.0043.0%12.3%25.9%29.6%43.4%2.5%-5.5%1.8M-32.5M-322.8K0.536.46N/AN/A1,9381,01887,96233,156
2013-04-26$17.88$18.0042.9%12.3%25.9%29.3%44.0%3.1%-5.4%1.7M-31.7M-320.4K1.537.51N/AN/A62896388,61533,813
2013-04-29$17.77$18.0045.1%12.9%25.6%34.0%46.2%3.9%-7.4%1.6M-27.9M-308.9K2.207.82N/AN/A17137688,91834,584
2013-04-30$17.61$18.0045.2%13.0%24.7%34.4%46.7%4.2%-7.8%1.5M-24.4M-300.8K2.348.81N/AN/A1,2782,99488,95734,759