EA Options History — October 2014 In October 2014, EA traded between $32.62 and $40.97. ATM implied volatility averaged 42.7%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.3% (HV 20d: 30.3%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.00.
Notable Days 2014-10-28 : Highest Volume — 23,509 contracts2014-10-29 : Largest IV drop — 28.8% change2014-10-15 : Highest IV Rank — 35.6%2014-10-15 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.75 $32.62 $40.97 $35.14 $40.97 Max Pain $35.13 $35.00 $37.00 $37.00 $35.00 ATM IV 42.7% 28.8% 51.6% 41.6% 28.8% Expected Move 10.0% 9.3% 10.8% 9.6% 9.3% HV 20d 30.3% 21.7% 39.7% 21.7% 39.7% HV 60d 28.2% 26.5% 29.3% 27.6% 29.0% IV Rank 26.0% 10.8% 35.6% 23.3% 21.2% IV Percentile 83.0% 33.7% 98.8% 84.9% 33.7% Term Structure -2.0% -5.9% 1.5% -2.1% 0.7% VWIV 35.0% 32.5% 37.9% 33.9% 32.7% Skew 25d 3.3% -2.2% 10.0% 0.5% 3.0% Skew 10d 7.1% -2.8% 17.3% 4.5% 7.2% Call IV 25d 41.8% 28.2% 49.0% 43.1% 28.2% Put IV 25d 45.0% 31.2% 54.3% 43.7% 31.2% Bid-Ask Spread % 11.42 6.88 19.92 8.50 7.64 Gamma HHI 0.11 0.09 0.15 0.11 0.12 Net GEX 1.1M -235.6K 3.5M 504.9K 2.2M Net DEX -47.6M -200.2M 22.5M -21.1M -200.2M Net VEX -528.8K -568.3K -451.2K -526.8K -451.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.40 1.88 1.88 1.06 Total Volume 8,182.13 629 23,509 3,046 13,017 Total OI 118,848.261 108,892 141,968 108,892 141,968
Daily Data (23 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 2014-10-01 $35.14 $37.00 41.6% 9.6% 21.7% 23.3% 33.9% 0.5% -2.1% 504.9K -21.1M -526.8K 1.88 8.50 N/A N/A 1,057 1,989 54,376 54,516 2014-10-02 $35.59 $35.00 42.1% 9.5% 22.1% 24.0% 33.3% 7.9% -2.6% 441.5K -29.3M -536.9K 0.49 7.80 N/A N/A 3,256 1,591 54,345 55,637 2014-10-03 $35.95 $35.00 39.9% 9.4% 22.2% 21.3% 32.5% 4.1% -0.7% 1.2M -40.5M -553.6K 1.38 8.07 N/A N/A 404 559 56,568 56,807 2014-10-06 $36.00 $36.00 41.0% 9.4% 21.9% 22.6% 33.6% 2.5% -2.6% 1.2M -40.6M -543.1K 1.42 6.88 N/A N/A 260 369 55,467 56,011 2014-10-07 $34.92 $35.00 41.5% 9.7% 23.7% 23.2% 33.7% -2.2% -1.1% 769.7K -17.0M -521.7K 1.08 8.59 N/A N/A 869 941 55,624 56,247 2014-10-08 $35.30 $35.00 41.2% 9.6% 23.7% 22.8% 33.8% 5.4% -4.1% 779.1K -23.0M -528.2K 1.08 8.58 N/A N/A 2,738 2,951 56,208 56,652 2014-10-09 $35.02 $35.00 43.8% 9.9% 23.5% 26.0% 34.9% 2.3% -3.5% 663.8K -18.7M -525.5K 0.62 8.51 N/A N/A 5,281 3,267 56,469 57,070 2014-10-10 $35.20 $35.00 45.3% 10.1% 22.6% 27.8% 35.3% -0.5% -2.2% 852.6K -24.7M -534.9K 0.56 9.86 N/A N/A 5,052 2,849 57,911 57,233 2014-10-13 $33.24 $35.00 47.2% 10.6% 29.4% 30.2% 36.3% -1.6% -1.4% 47.6K 13.5M -484.3K 1.03 10.66 N/A N/A 4,037 4,154 56,382 57,543 2014-10-14 $33.39 $35.00 47.3% 10.4% 28.9% 30.4% 36.2% 1.8% -2.6% -28.4K 14.0M -487.7K 0.76 10.41 N/A N/A 4,491 3,430 57,021 58,663 2014-10-15 $33.35 $35.00 51.6% 10.8% 28.6% 35.6% 37.3% 10.0% -2.3% -235.6K 15.4M -513.5K 0.45 11.42 N/A N/A 9,464 4,258 59,178 60,787 2014-10-16 $32.62 $35.00 51.2% 10.8% 27.4% 35.1% 37.9% 6.5% -5.9% -119.2K 22.5M -499.3K 0.40 10.60 N/A N/A 2,117 844 63,108 61,316 2014-10-17 $34.28 $35.00 46.0% 10.5% 33.6% 28.7% 36.7% 5.2% -3.0% 67.0K -11.0M -538.7K 0.55 10.72 N/A N/A 3,069 1,699 64,021 61,405 2014-10-20 $34.95 $35.00 44.7% 10.3% 34.6% 27.2% 35.8% 3.4% 1.5% 942.5K -35.7M -547.7K 0.65 9.25 N/A N/A 4,555 2,955 58,180 55,389 2014-10-21 $35.62 $35.00 44.8% 10.1% 35.4% 27.3% 35.4% 2.9% -1.1% 1.1M -49.0M -551.2K 0.47 9.34 N/A N/A 5,958 2,825 58,471 55,741 2014-10-22 $35.07 $35.00 44.9% 10.2% 35.7% 27.3% 35.6% 3.5% -3.2% 1.1M -39.4M -545.9K 1.05 8.29 N/A N/A 3,686 3,884 60,447 55,944 2014-10-23 $36.24 $35.00 44.6% 10.2% 36.3% 27.1% 35.5% 3.3% -1.8% 1.5M -64.3M -568.3K 1.00 15.65 N/A N/A 4,007 4,010 60,538 56,790 2014-10-24 $36.34 $35.00 44.2% 10.1% 36.3% 26.6% 35.5% 3.1% -3.3% 1.5M -65.7M -564.6K 0.80 19.49 N/A N/A 4,953 3,971 60,668 57,076 2014-10-27 $36.79 $35.00 44.7% 10.2% 36.5% 27.2% 36.2% 3.9% -2.2% 1.7M -74.8M -559.6K 1.65 19.27 N/A N/A 2,589 4,272 60,967 56,700 2014-10-28 $37.50 $35.00 44.2% 10.3% 36.9% 26.5% 36.3% 5.7% -2.2% 1.8M -89.7M -557.1K 1.30 19.92 N/A N/A 10,233 13,276 61,681 57,673 2014-10-29 $38.98 $35.00 31.4% 9.6% 38.5% 10.8% 33.5% 1.3% -0.1% 3.5M -145.8M -521.3K 1.64 18.46 N/A N/A 7,735 12,705 69,161 68,739 2014-10-30 $39.85 $35.00 29.8% 9.4% 38.9% 24.8% 33.1% 2.8% 0.2% 3.4M -169.3M -502.4K 1.60 14.70 N/A N/A 4,827 7,735 69,686 71,126 2014-10-31 $40.97 $35.00 28.8% 9.3% 39.7% 21.2% 32.7% 3.0% 0.7% 2.2M -200.2M -451.2K 1.06 7.64 N/A N/A 6,324 6,693 69,697 72,271
« Sep 2014 | All History | Nov 2014 » Home EA History October 2014