EA Options History — October 2018 In October 2018, EA traded between $89.58 and $117.06. ATM implied volatility averaged 42.4%, placing in the 86.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 15.2% (HV 20d: 27.2%). Max pain ranged from $105.00 to $120.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.16.
Notable Days 2018-10-29 : Highest Volume — 53,072 contracts2018-10-31 : Largest IV drop — 34.1% change2018-10-10 : Highest IV Rank — 100.0%2018-10-30 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $105.00 $89.58 $117.06 $117.06 $91.30 Max Pain $116.87 $105.00 $120.00 $115.00 $105.00 ATM IV 42.4% 34.5% 57.9% 34.5% 38.1% Expected Move 12.2% 7.5% 19.9% 7.8% 12.0% HV 20d 27.2% 20.2% 42.0% 21.4% 42.0% HV 60d 34.1% 31.8% 37.1% 33.8% 37.1% IV Rank 86.1% 45.7% 100.0% 64.7% 45.7% IV Percentile 96.6% 79.4% 100.0% 79.4% 88.5% Term Structure -1.9% -4.1% 0.0% -1.1% -1.0% VWIV 42.8% 26.3% 69.2% 28.0% 43.6% Skew 25d 4.7% 2.2% 6.2% 2.3% 4.6% Skew 10d 9.9% 3.4% 22.8% 4.9% 9.4% Call IV 25d 40.8% 36.0% 54.7% 36.0% 36.9% Put IV 25d 45.6% 38.4% 60.9% 38.4% 41.6% Bid-Ask Spread % 11.49 5.80 38.69 7.57 15.48 Gamma HHI 0.11 0.08 0.15 0.09 0.09 Net GEX -2.0M -13.5M 19.9M 19.9M 948.0K Net DEX 208.9M -411.6M 570.6M -411.6M 438.2M Net VEX -6.3M -8.5M -3.6M -8.3M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.52 2.29 0.94 0.90 Total Volume 28,005.087 16,287 53,072 42,704 48,371 Total OI 454,225.261 381,296 508,118 469,183 431,046
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 2018-10-01 $117.06 $115.00 34.5% 7.8% 21.4% 64.7% 28.0% 2.3% -1.1% 19.9M -411.6M -8.3M 0.94 7.57 N/A N/A 22,037 20,667 264,477 204,706 2018-10-02 $116.81 $117.00 36.7% 7.8% 21.4% 75.5% 28.5% 2.2% -1.3% 16.0M -375.7M -8.5M 0.81 10.37 N/A N/A 12,620 10,170 271,829 217,565 2018-10-03 $116.34 $117.00 36.9% 7.5% 20.2% 76.6% 26.3% 2.3% -0.9% 12.4M -309.5M -8.4M 0.93 5.80 N/A N/A 10,455 9,770 274,663 220,743 2018-10-04 $113.15 $120.00 39.9% 10.5% 21.7% 91.6% 37.0% 3.3% -1.8% -4.7M -15.1M -8.3M 1.55 6.65 N/A N/A 12,905 19,987 277,581 222,723 2018-10-05 $113.65 $120.00 39.6% 10.5% 21.2% 90.1% 37.2% 4.0% -1.9% 252.1K -43.7M -8.3M 1.16 12.09 N/A N/A 11,440 13,277 280,101 228,017 2018-10-08 $110.84 $120.00 40.2% 10.9% 22.1% 93.1% 38.1% 4.5% -1.6% -3.1M 139.2M -8.0M 0.90 7.37 N/A N/A 15,572 14,090 276,637 218,062 2018-10-09 $109.70 $120.00 39.8% 10.8% 22.3% 91.2% 38.6% 4.6% -1.8% -8.6M 223.5M -7.7M 1.60 8.52 N/A N/A 13,280 21,217 277,665 218,165 2018-10-10 $105.89 $120.00 44.4% 12.1% 25.1% 100.0% 43.2% 6.2% -2.6% -10.9M 457.8M -7.5M 0.74 8.67 N/A N/A 18,599 13,808 279,216 220,473 2018-10-11 $104.07 $120.00 45.6% 12.2% 25.4% 100.0% 42.3% 5.9% -4.1% -10.6M 570.6M -7.2M 0.64 16.20 N/A N/A 14,084 8,982 280,700 221,051 2018-10-12 $105.87 $120.00 42.6% 11.8% 26.3% 87.4% 40.3% 5.3% -2.2% -8.3M 461.1M -7.4M 1.20 8.75 N/A N/A 9,265 11,113 283,166 220,084 2018-10-15 $106.33 $120.00 41.7% 11.8% 26.3% 83.6% 41.8% 5.2% -2.1% -10.5M 395.1M -7.2M 0.97 7.51 N/A N/A 8,281 8,006 277,807 216,547 2018-10-16 $107.56 $120.00 38.3% 10.9% 26.7% 69.6% 39.7% 4.4% -1.7% -8.9M 308.6M -7.2M 0.96 12.95 N/A N/A 9,126 8,767 279,771 217,246 2018-10-17 $108.98 $120.00 38.0% 10.9% 27.3% 68.5% 38.3% 4.4% -1.8% 5.0M -1.9M -5.7M 1.07 11.96 N/A N/A 9,805 10,537 281,855 152,637 2018-10-18 $105.93 $115.00 42.2% 12.2% 28.7% 86.0% 42.8% 5.7% -2.7% -502.3K 161.7M -5.6M 2.13 9.69 N/A N/A 5,989 12,732 284,513 150,913 2018-10-19 $102.74 $115.00 42.1% 12.3% 29.1% 85.3% 43.1% 5.7% -2.4% -717.3K 348.5M -5.1M 2.29 7.77 N/A N/A 6,349 14,523 285,501 152,927 2018-10-22 $102.02 $115.00 42.2% 12.8% 29.1% 85.9% 44.1% 4.8% -1.7% 605.0K 221.0M -4.9M 1.56 8.13 N/A N/A 9,920 15,521 247,630 133,666 2018-10-23 $99.42 $115.00 43.5% 13.4% 29.2% 91.1% 46.1% 5.2% -2.2% -6.2M 352.7M -4.5M 0.99 9.70 N/A N/A 13,077 12,927 248,218 138,607 2018-10-24 $97.92 $115.00 45.3% 14.2% 27.1% 98.6% 48.9% 6.0% -2.3% -9.6M 413.9M -4.4M 0.76 10.50 N/A N/A 12,338 9,338 252,716 143,924 2018-10-25 $99.03 $115.00 44.6% 14.4% 28.0% 95.6% 48.8% 5.3% -2.0% -9.4M 313.2M -4.6M 2.05 9.17 N/A N/A 8,491 17,388 256,230 143,128 2018-10-26 $96.78 $115.00 46.8% 15.1% 27.0% 100.0% 52.1% 5.8% -2.1% -13.5M 422.9M -4.3M 1.33 9.13 N/A N/A 9,277 12,341 260,241 144,043 2018-10-29 $89.58 $115.00 54.0% 19.4% 35.4% 100.0% 66.6% 4.9% -2.8% -561.0K 458.1M -3.6M 0.52 38.69 N/A N/A 34,809 18,263 254,190 127,886 2018-10-30 $94.04 $114.00 57.9% 19.9% 41.6% 100.0% 69.2% 6.2% 0.0% 5.3M 276.0M -4.5M 0.63 21.48 N/A N/A 27,436 17,167 278,529 129,786 2018-10-31 $91.30 $105.00 38.1% 12.0% 42.0% 45.7% 43.6% 4.6% -1.0% 948.0K 438.2M -3.8M 0.90 15.48 N/A N/A 25,394 22,977 292,627 138,419
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