EA Options History — January 2019 In January 2019, EA traded between $79.00 and $92.50. ATM implied volatility averaged 43.9%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 6.6% (HV 20d: 37.3%). Max pain ranged from $85.00 to $97.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.75.
Notable Days 2019-01-16 : Highest Volume — 31,468 contracts2019-01-03 : Largest IV spike — 8.2% change2019-01-23 : Highest IV Rank — 69.5%2019-01-29 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $88.68 $79.00 $92.50 $79.80 $92.20 Max Pain $86.43 $85.00 $97.50 $97.50 $95.00 ATM IV 43.9% 39.3% 46.8% 39.3% 45.8% Expected Move 13.2% 11.8% 15.6% 11.9% 12.2% HV 20d 37.3% 28.8% 40.5% 30.9% 40.5% HV 60d 37.7% 34.5% 39.3% 35.8% 35.1% IV Rank 61.5% 49.0% 69.5% 49.0% 66.7% IV Percentile 93.7% 84.5% 98.0% 84.5% 95.6% Term Structure -0.8% -3.7% 6.1% 6.1% -1.7% VWIV 47.4% 40.6% 58.8% 41.8% 43.0% Skew 25d 3.5% -2.8% 8.5% 8.5% 2.6% Skew 10d 4.6% -9.3% 15.6% 1.4% 4.2% Call IV 25d 43.0% 35.0% 48.8% 35.0% 45.1% Put IV 25d 46.6% 41.4% 49.6% 43.5% 47.8% Bid-Ask Spread % 14.54 3.50 26.65 15.97 21.05 Gamma HHI 0.09 0.06 0.15 0.06 0.15 Net GEX 9.3M -774.8K 20.7M -774.8K 20.7M Net DEX 59.1M -139.8M 386.4M 386.4M -132.8M Net VEX -3.0M -3.4M -2.1M -2.2M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.25 1.67 1.67 0.65 Total Volume 13,661.952 2,536 31,468 12,530 14,801 Total OI 323,115.857 259,743 393,137 334,706 286,329
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 2019-01-02 $79.80 $97.50 39.3% 11.9% 30.9% 49.0% 41.8% 8.5% 6.1% -774.8K 386.4M -2.2M 1.67 15.97 N/A N/A 4,691 7,839 222,610 112,096 2019-01-03 $79.00 $85.00 42.5% 13.2% 28.8% 57.9% 46.3% 5.1% 5.5% -360.3K 381.3M -2.1M 1.34 18.55 N/A N/A 4,636 6,211 224,729 111,009 2019-01-04 $84.41 $85.00 42.3% 13.1% 37.5% 57.1% 48.4% 2.6% 5.4% 2.6M 240.4M -2.5M 1.40 19.52 N/A N/A 8,423 11,818 226,364 111,848 2019-01-07 $87.68 $85.00 43.6% 12.8% 38.4% 60.9% 45.5% -2.8% -1.6% 3.5M 157.6M -2.8M 0.55 23.85 N/A N/A 3,124 1,712 223,894 114,038 2019-01-08 $88.94 $85.00 43.8% 12.7% 38.7% 61.3% 44.8% 5.2% -0.2% 5.3M 119.4M -2.8M 0.65 11.21 N/A N/A 6,030 3,909 226,650 115,561 2019-01-09 $88.68 $85.00 43.9% 12.2% 38.7% 61.6% 43.1% 6.1% -1.4% 5.3M 140.3M -2.8M 1.00 20.14 N/A N/A 5,501 5,484 227,963 116,577 2019-01-10 $91.35 $85.00 44.4% 12.3% 39.7% 63.0% 45.3% 3.3% -2.0% 6.8M 36.3M -3.0M 0.51 22.07 N/A N/A 13,734 6,976 229,216 118,155 2019-01-11 $90.65 $85.00 41.6% 11.8% 39.9% 55.3% 40.6% 3.3% -0.1% 7.5M 49.6M -3.0M 0.25 13.98 N/A N/A 17,561 4,322 237,909 120,665 2019-01-14 $88.68 $85.00 42.5% 12.0% 38.9% 57.8% 42.2% 3.6% -1.0% 7.5M 133.6M -2.9M 0.38 24.60 N/A N/A 4,114 1,561 244,285 118,206 2019-01-15 $89.49 $85.00 41.5% 11.8% 38.5% 55.0% 44.2% 2.9% -2.0% 9.2M 102.1M -2.9M 0.56 26.65 N/A N/A 6,384 3,594 245,671 118,831 2019-01-16 $89.77 $85.00 43.4% 12.4% 37.5% 60.2% 44.5% 2.9% -3.1% 10.2M 68.7M -3.1M 0.64 25.10 N/A N/A 19,173 12,295 249,885 119,092 2019-01-17 $89.13 $90.00 43.2% 12.5% 37.2% 59.6% 45.0% 2.6% -2.7% 13.5M 73.8M -3.2M 0.47 23.58 N/A N/A 13,177 6,234 262,515 124,426 2019-01-18 $92.50 $85.00 44.6% 13.1% 36.1% 63.5% 45.5% 2.7% -3.7% 19.6M -133.0M -3.4M 0.58 6.38 N/A N/A 12,379 7,130 269,379 123,758 2019-01-22 $90.81 $85.00 44.8% 14.3% 36.8% 64.0% 51.2% 4.4% -0.5% 13.4M -101.1M -3.3M 0.81 6.90 N/A N/A 6,085 4,905 178,096 81,647 2019-01-23 $89.13 $85.00 46.8% 14.3% 36.9% 69.5% 51.1% 3.1% -2.0% 10.4M -27.3M -3.2M 0.72 3.50 N/A N/A 6,244 4,521 180,605 84,383 2019-01-24 $91.31 $85.00 46.4% 14.4% 36.6% 68.5% 50.9% 3.9% -3.2% 15.0M -120.1M -3.4M 0.75 4.20 N/A N/A 5,588 4,171 182,911 86,460 2019-01-25 $91.95 $85.00 44.5% 14.0% 35.8% 63.2% 49.9% 2.8% -2.3% 15.9M -139.8M -3.4M 0.43 4.12 N/A N/A 10,228 4,367 183,853 87,420 2019-01-28 $90.37 $85.00 46.1% 15.2% 36.6% 67.6% 57.6% 4.9% -3.6% 12.7M -59.2M -3.3M 0.91 4.12 N/A N/A 1,330 1,206 184,840 85,693 2019-01-29 $87.38 $86.00 46.2% 15.6% 39.3% 67.9% 56.4% 2.5% -2.0% 7.6M 55.7M -3.0M 0.57 4.36 N/A N/A 6,153 3,511 185,690 86,301 2019-01-30 $89.07 $86.50 44.1% 15.4% 39.3% 62.2% 58.8% 3.3% -0.7% 10.0M 8.7M -3.1M 0.87 5.61 N/A N/A 8,448 7,331 187,551 88,322 2019-01-31 $92.20 $95.00 45.8% 12.2% 40.5% 66.7% 43.0% 2.6% -1.7% 20.7M -132.8M -3.4M 0.65 21.05 N/A N/A 8,968 5,833 194,587 91,742
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