EA Options History — June 2018

In June 2018, EA traded between $134.60 and $146.71. ATM implied volatility averaged 27.3%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 7.0% (HV 20d: 20.2%). Max pain ranged from $115.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2018-06-06: Highest Volume — 88,275 contracts
2018-06-25: Largest IV spike — 19.2% change
2018-06-29: Highest IV Rank — 88.5%
2018-06-26: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$140.51	$134.60	$146.71	$135.19	$141.38
Max Pain	$135.95	$115.00	$140.00	$115.00	$140.00
ATM IV	27.3%	21.6%	37.7%	21.9%	37.7%
Expected Move	7.1%	6.5%	7.9%	6.6%	7.6%
HV 20d	20.2%	16.5%	27.1%	27.1%	18.6%
HV 60d	26.0%	23.1%	27.5%	27.4%	23.5%
IV Rank	33.1%	6.5%	88.5%	8.1%	88.5%
IV Percentile	44.0%	2.0%	96.0%	5.2%	96.0%
Term Structure	1.8%	-1.5%	9.3%	-0.6%	-0.8%
VWIV	25.4%	22.1%	28.8%	23.3%	27.3%
Skew 25d	1.5%	0.4%	2.6%	2.2%	2.4%
Skew 10d	2.5%	-0.9%	8.7%	3.8%	-0.6%
Call IV 25d	27.1%	21.4%	38.0%	21.5%	37.8%
Put IV 25d	28.6%	23.3%	40.2%	23.6%	40.2%
Bid-Ask Spread %	27.19	5.50	51.99	15.16	33.48
Gamma HHI	0.21	0.15	0.29	0.29	0.18
Net GEX	50.9M	28.5M	76.6M	66.3M	39.7M
Net DEX	-1.00B	-1.88B	-454.0M	-1.03B	-608.9M
Net VEX	-3.0M	-3.6M	-2.2M	-2.3M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.14	1.89	0.70	0.41
Total Volume	25,818.81	13,358	88,275	19,074	16,020
Total OI	250,189.238	189,299	333,883	279,114	215,952

Daily Data (21 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
2018-06-01	$135.19	$115.00	21.9%	6.6%	27.1%	8.1%	23.3%	2.2%	-0.6%	66.3M	-1.03B	-2.3M	0.70	15.16	N/A	N/A	11,200	7,874	156,444	122,670
2018-06-04	$134.60	$130.00	22.7%	6.8%	26.6%	12.1%	25.2%	1.7%	0.2%	67.6M	-988.4M	-2.3M	0.57	34.34	N/A	N/A	9,984	5,679	156,346	117,218
2018-06-05	$136.81	$130.00	22.1%	6.7%	26.9%	8.7%	23.2%	1.9%	0.4%	74.8M	-1.16B	-2.2M	0.43	30.81	N/A	N/A	11,735	5,014	158,601	118,770
2018-06-06	$136.88	$130.00	21.6%	6.5%	26.7%	6.6%	22.9%	1.9%	0.4%	76.6M	-1.16B	-2.2M	0.46	49.98	N/A	N/A	60,558	27,717	160,370	119,287
2018-06-07	$137.26	$130.00	24.3%	7.0%	17.1%	20.1%	23.9%	2.6%	0.1%	70.6M	-1.16B	-2.7M	1.89	39.54	N/A	N/A	9,519	17,987	166,087	122,233
2018-06-08	$137.85	$135.00	22.8%	6.6%	16.5%	9.9%	23.4%	2.5%	0.1%	67.9M	-1.22B	-2.7M	0.45	41.65	N/A	N/A	12,664	5,683	169,545	124,344
2018-06-11	$139.24	$135.00	22.7%	6.5%	16.5%	6.5%	22.8%	2.4%	0.1%	64.3M	-1.34B	-2.7M	0.45	39.80	N/A	N/A	9,580	4,300	171,338	121,447
2018-06-12	$139.66	$135.00	22.8%	6.5%	16.5%	7.4%	22.1%	2.3%	-0.5%	65.7M	-1.38B	-2.6M	0.23	31.65	N/A	N/A	16,568	3,816	171,845	122,265
2018-06-13	$144.11	$135.00	24.3%	6.9%	17.6%	15.4%	24.3%	1.7%	-0.5%	56.5M	-1.69B	-2.8M	0.14	51.99	N/A	N/A	64,943	9,153	177,547	122,983
2018-06-14	$144.70	$140.00	25.2%	7.1%	17.5%	20.2%	25.5%	0.7%	-0.5%	48.9M	-1.73B	-3.0M	0.20	41.99	N/A	N/A	36,757	7,369	189,728	125,899
2018-06-15	$146.71	$140.00	25.1%	7.2%	17.6%	19.9%	24.9%	0.8%	-0.2%	42.4M	-1.88B	-3.4M	0.20	34.74	N/A	N/A	36,790	7,375	205,679	128,204
2018-06-18	$144.50	$140.00	25.5%	7.3%	19.0%	21.8%	26.4%	0.8%	8.4%	41.6M	-777.1M	-3.5M	0.62	5.50	N/A	N/A	10,362	6,445	136,840	52,459
2018-06-19	$142.83	$140.00	26.2%	7.5%	19.9%	25.9%	26.6%	0.7%	8.7%	38.8M	-708.5M	-3.6M	0.62	8.78	N/A	N/A	10,265	6,376	140,711	54,937
2018-06-20	$144.07	$140.00	25.5%	7.3%	19.7%	22.0%	27.1%	0.5%	9.1%	41.7M	-764.8M	-3.6M	0.96	8.70	N/A	N/A	7,506	7,237	143,454	55,655
2018-06-21	$142.83	$140.00	27.6%	7.4%	20.2%	33.4%	26.7%	0.4%	9.3%	38.7M	-704.0M	-3.6M	0.52	17.70	N/A	N/A	10,390	5,430	144,365	57,574
2018-06-22	$141.49	$140.00	29.3%	7.4%	19.7%	42.4%	26.7%	0.4%	8.9%	35.0M	-643.2M	-3.5M	0.66	11.43	N/A	N/A	10,476	6,920	146,863	58,285
2018-06-25	$140.74	$140.00	34.9%	7.7%	19.9%	73.0%	27.9%	1.1%	-1.0%	33.9M	-557.2M	-3.5M	0.78	32.38	N/A	N/A	7,489	5,869	143,333	57,342
2018-06-26	$140.66	$140.00	36.6%	7.9%	19.7%	82.4%	28.8%	1.0%	-0.8%	34.8M	-570.9M	-3.5M	0.61	18.67	N/A	N/A	8,696	5,335	145,973	58,022
2018-06-27	$138.62	$140.00	37.0%	7.6%	20.7%	84.8%	27.2%	2.3%	-1.5%	28.5M	-454.0M	-3.3M	0.46	10.32	N/A	N/A	10,452	4,844	148,180	58,087
2018-06-28	$140.65	$140.00	37.1%	7.8%	21.0%	85.2%	27.3%	1.9%	-0.6%	34.5M	-548.2M	-3.3M	0.28	12.40	N/A	N/A	15,495	4,323	147,988	59,104
2018-06-29	$141.38	$140.00	37.7%	7.6%	18.6%	88.5%	27.3%	2.4%	-0.8%	39.7M	-608.9M	-3.4M	0.41	33.48	N/A	N/A	11,333	4,687	156,120	59,832