EA Options History — April 2017

In April 2017, EA traded between $88.45 and $94.88. ATM implied volatility averaged 25.3%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 14.9% (HV 20d: 10.4%). Max pain ranged from $87.50 to $91.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.48.

Notable Days

  • 2017-04-05: Highest Volume — 17,572 contracts
  • 2017-04-10: Largest IV spike — 22.1% change
  • 2017-04-17: Highest IV Rank — 47.9%
  • 2017-04-17: Largest Expected Move — 8.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.57$88.45$94.88$89.10$94.88
Max Pain$89.39$87.50$91.00$90.00$91.00
ATM IV25.3%19.5%29.4%19.6%24.5%
Expected Move7.5%5.2%8.3%5.2%7.8%
HV 20d10.4%8.0%12.0%12.0%11.2%
HV 60d14.6%14.5%15.0%14.5%14.7%
IV Rank28.6%0.7%47.9%1.4%24.6%
IV Percentile43.7%1.2%66.7%1.6%40.1%
Term Structure1.0%-1.7%8.7%8.1%-1.1%
VWIV25.9%18.4%28.8%18.4%26.6%
Skew 25d3.0%1.6%7.9%2.4%1.9%
Skew 10d7.5%3.2%11.7%3.2%8.5%
Call IV 25d24.5%18.2%28.4%18.9%24.5%
Put IV 25d27.5%20.4%34.4%21.3%26.4%
Bid-Ask Spread %42.1024.5157.4051.9550.53
Gamma HHI0.120.070.210.160.08
Net GEX228.0K-21.2M12.8M-6.9M5.9M
Net DEX-99.3M-176.0M-21.8M-59.5M-176.0M
Net VEX-917.5K-974.6K-818.0K-966.4K-933.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.480.506.741.000.94
Total Volume8,358.5263,47217,5726,79511,174
Total OI74,293.84260,05083,86774,63870,907

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$89.10$90.0019.6%5.2%12.0%1.4%18.4%2.4%8.1%-6.9M-59.5M-966.4K1.0051.95N/AN/A3,3903,40535,65438,984
2017-04-04$89.21$90.0019.5%5.4%11.2%0.7%18.7%1.8%7.7%-7.6M-59.3M-960.4K1.3631.12N/AN/A2,5513,48036,16139,516
2017-04-05$88.45$90.0022.3%5.4%11.3%14.3%19.3%2.7%0.2%-11.5M-34.9M-953.5K6.7446.22N/AN/A2,27115,30136,21439,144
2017-04-06$88.54$87.5021.3%7.7%11.3%9.1%27.2%2.5%7.7%-21.2M-21.8M-974.6K5.3536.78N/AN/A2,25512,05536,69547,172
2017-04-07$88.71$87.5022.3%7.9%11.0%13.9%26.7%2.2%8.7%-15.8M-38.7M-967.9K2.0038.61N/AN/A4,7459,48236,77246,937
2017-04-10$88.65$87.5027.2%8.0%9.8%37.4%26.8%3.5%-1.0%-7.0M-50.5M-961.2K0.9830.48N/AN/A3,6583,57637,50338,825
2017-04-11$89.49$87.5027.4%8.0%10.5%38.3%27.1%3.5%-1.2%-1.5M-76.6M-969.2K0.5033.21N/AN/A4,1322,08238,22040,640
2017-04-12$89.82$87.5028.8%7.9%10.2%45.3%27.3%4.6%-1.4%4.2M-97.8M-936.6K0.8057.40N/AN/A5,2584,20539,20640,885
2017-04-13$89.31$90.0028.9%7.9%9.0%45.7%27.5%7.9%-1.0%4.9M-88.3M-963.7K0.5745.45N/AN/A4,0162,29741,08842,709
2017-04-17$89.46$90.0029.4%8.3%8.9%47.9%28.3%3.9%-1.4%6.2M-88.6M-937.8K0.5154.55N/AN/A3,7501,90140,23833,854
2017-04-18$89.20$90.0028.1%8.0%8.3%41.8%28.8%3.8%-0.8%4.2M-75.5M-912.6K1.0335.45N/AN/A3,5223,64040,35435,146
2017-04-19$89.44$90.0027.2%7.8%8.0%37.7%27.4%3.9%-0.7%5.8M-83.2M-892.9K0.7647.41N/AN/A3,1572,39840,34435,395
2017-04-20$91.33$90.0027.5%8.0%10.7%39.0%27.7%2.9%-1.0%12.8M-158.7M-857.9K0.9034.49N/AN/A3,4883,15240,44735,501
2017-04-21$91.77$90.0027.5%8.0%10.8%39.0%27.6%2.8%-1.7%9.8M-167.8M-865.4K0.6224.51N/AN/A4,1462,58940,79337,151
2017-04-24$92.88$90.0025.2%7.5%11.1%28.1%26.5%1.6%-1.4%5.6M-143.9M-824.4K0.5433.94N/AN/A2,9991,60630,97029,080
2017-04-25$92.89$90.0024.9%7.6%11.0%26.7%27.1%2.1%-0.4%5.5M-144.5M-818.0K1.5746.42N/AN/A1,3502,12231,05129,195
2017-04-26$93.45$90.0024.9%7.7%10.9%26.6%26.3%1.7%-0.4%4.9M-150.3M-824.4K0.8152.54N/AN/A4,8043,91231,39029,817
2017-04-27$94.28$90.0024.8%7.7%11.2%25.9%26.4%2.0%-0.7%6.3M-171.0M-911.3K1.0648.77N/AN/A5,3215,62235,38732,238
2017-04-28$94.88$91.0024.5%7.8%11.2%24.6%26.6%1.9%-1.1%5.9M-176.0M-933.4K0.9450.53N/AN/A5,7455,42935,99134,916