EA Options History — February 2019

In February 2019, EA traded between $80.02 and $106.50. ATM implied volatility averaged 41.8%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 34.7% (HV 20d: 76.5%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.50.

Notable Days

  • 2019-02-08: Highest Volume — 265,224 contracts
  • 2019-02-06: Largest IV drop — 23.5% change
  • 2019-02-05: Highest IV Rank — 71.3%
  • 2019-02-11: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.37$80.02$106.50$91.30$95.94
Max Pain$96.08$95.00$100.00$95.00$96.00
ATM IV41.8%35.7%47.4%45.9%36.5%
Expected Move11.9%10.1%13.3%12.4%10.4%
HV 20d76.5%35.9%87.7%40.5%87.0%
HV 60d52.5%35.1%57.5%35.1%57.2%
IV Rank55.9%39.2%71.3%67.1%41.3%
IV Percentile81.5%59.5%98.0%95.6%59.5%
Term Structure-0.8%-4.6%1.0%-2.4%-0.0%
VWIV42.1%36.2%47.5%44.3%36.2%
Skew 25d1.7%0.1%5.5%2.0%2.7%
Skew 10d3.0%-0.7%9.3%4.6%4.9%
Call IV 25d41.7%35.7%47.0%46.1%35.7%
Put IV 25d43.4%37.5%49.6%48.1%38.3%
Bid-Ask Spread %8.823.3042.2617.483.30
Gamma HHI0.110.070.180.090.10
Net GEX24.6M-8.1M63.2M13.0M20.2M
Net DEX-440.3M-1.46B441.1M-78.4M-212.8M
Net VEX-4.6M-5.8M-2.3M-3.3M-5.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.190.810.810.44
Total Volume85,956.05315,893265,22415,89331,987
Total OI452,855.053281,910560,528291,536535,528

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$91.30$95.0045.9%12.4%40.5%67.1%44.3%2.0%-2.4%13.0M-78.4M-3.3M0.8117.48N/AN/A8,7897,104198,78892,748
2019-02-04$88.74$95.0043.4%11.9%35.9%60.1%41.4%5.5%-0.7%7.5M25.0M-3.0M0.5413.12N/AN/A16,4368,826189,44192,469
2019-02-05$92.77$100.0047.4%11.9%36.8%71.3%42.2%3.3%-4.6%12.4M-133.7M-3.4M0.5542.26N/AN/A52,09528,606197,00897,498
2019-02-06$80.02$100.0036.3%10.3%64.6%40.7%37.8%0.6%0.3%-8.1M441.1M-2.3M0.675.63N/AN/A73,25849,109222,584116,107
2019-02-07$84.08$95.0035.7%10.1%67.4%39.2%36.7%1.5%-0.2%-1.4M174.9M-3.0M0.745.10N/AN/A40,62129,959248,310131,187
2019-02-08$96.74$95.0043.1%12.3%83.9%59.4%44.7%0.1%-0.4%37.4M-633.5M-4.1M0.4214.65N/AN/A187,24277,982248,563134,331
2019-02-11$97.47$95.0046.4%13.3%83.8%68.5%46.6%0.8%-1.3%27.7M-587.5M-4.8M0.449.32N/AN/A113,21650,303288,058139,890
2019-02-12$103.07$95.0046.4%13.2%85.2%68.4%47.5%0.2%-1.6%33.8M-931.7M-5.1M0.456.05N/AN/A117,82652,576300,071155,171
2019-02-13$101.94$95.0041.4%11.9%85.5%54.7%41.9%0.4%0.1%36.3M-867.8M-5.4M0.584.83N/AN/A50,56229,428345,180173,849
2019-02-14$105.34$95.0042.4%12.2%85.9%57.6%43.0%1.0%-0.4%49.9M-1.23B-5.7M0.435.25N/AN/A64,37227,563354,717178,684
2019-02-15$106.50$95.0042.1%12.2%85.8%56.7%42.9%0.5%-1.1%63.2M-1.46B-5.8M0.394.18N/AN/A57,35822,391375,207185,321
2019-02-19$103.24$95.0042.9%12.4%86.2%58.7%43.8%1.8%-0.9%41.9M-837.7M-5.6M0.424.24N/AN/A47,84920,055338,284148,115
2019-02-20$98.87$95.0043.4%12.5%87.6%60.2%44.0%2.6%-1.1%27.6M-438.6M-5.4M0.623.63N/AN/A48,15029,715349,640155,992
2019-02-21$96.65$99.0040.4%11.5%87.7%52.1%40.4%2.5%-0.2%12.7M-190.7M-5.1M0.553.80N/AN/A26,39814,486354,682166,898
2019-02-22$95.44$98.5040.3%11.9%87.6%51.6%42.0%1.0%-1.4%5.1M-101.4M-5.0M0.4611.52N/AN/A64,02529,681361,643167,330
2019-02-25$96.09$96.0042.8%12.9%87.6%58.6%45.3%0.7%-0.8%20.3M-280.9M-5.2M0.195.27N/AN/A48,2569,322348,757159,885
2019-02-26$98.77$95.5040.9%11.9%87.7%53.3%42.2%2.1%-0.3%35.3M-567.1M-5.4M0.364.31N/AN/A42,68915,400357,384163,578
2019-02-27$97.98$95.5036.9%10.6%86.7%42.5%37.1%2.8%1.0%32.4M-447.9M-5.2M0.423.66N/AN/A27,79811,732363,530167,818
2019-02-28$95.94$96.0036.5%10.4%87.0%41.3%36.2%2.7%-0.0%20.2M-212.8M-5.0M0.443.30N/AN/A22,1499,838365,205170,323