EA Options History — March 2019 In March 2019, EA traded between $94.53 and $104.71. ATM implied volatility averaged 35.3%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 13.2% (HV 20d: 48.5%). Max pain ranged from $95.50 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2019-03-21 : Highest Volume — 61,961 contracts2019-03-07 : Largest IV spike — 10.5% change2019-03-07 : Highest IV Rank — 47.6%2019-03-22 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $99.52 $94.53 $104.71 $97.86 $101.90 Max Pain $98.83 $95.50 $100.00 $96.00 $100.00 ATM IV 35.3% 32.3% 38.8% 34.4% 32.3% Expected Move 11.5% 9.5% 12.8% 9.5% 11.2% HV 20d 48.5% 29.0% 86.5% 86.5% 36.2% HV 60d 57.5% 56.6% 58.4% 57.3% 58.1% IV Rank 37.9% 29.8% 47.6% 35.5% 29.8% IV Percentile 49.8% 33.3% 71.0% 45.2% 33.3% Term Structure -0.2% -1.3% 0.6% 0.3% 0.4% VWIV 40.1% 33.7% 44.8% 33.9% 39.2% Skew 25d 1.9% 0.9% 4.0% 2.6% 2.2% Skew 10d 3.6% 1.4% 5.4% 3.7% 4.2% Call IV 25d 34.9% 31.6% 38.8% 33.4% 31.6% Put IV 25d 36.7% 33.8% 40.8% 36.0% 33.8% Bid-Ask Spread % 12.73 3.45 34.13 4.03 17.18 Gamma HHI 0.11 0.06 0.19 0.11 0.09 Net GEX 22.0M 8.0M 40.8M 33.4M 19.0M Net DEX -378.8M -674.6M -39.9M -412.1M -354.5M Net VEX -4.9M -5.1M -4.6M -5.1M -4.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.28 1.34 0.83 1.10 Total Volume 36,049.667 15,338 61,961 41,915 19,531 Total OI 436,158.571 317,188 556,889 543,249 338,683
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 2019-03-01 $97.86 $96.00 34.4% 9.5% 86.5% 35.5% 33.9% 2.6% 0.3% 33.4M -412.1M -5.1M 0.83 4.03 N/A N/A 22,868 19,047 369,090 174,159 2019-03-04 $97.01 $96.50 36.0% 10.4% 86.5% 40.0% 36.4% 4.0% 0.3% 22.2M -282.4M -4.9M 0.42 5.10 N/A N/A 21,008 8,843 348,399 162,089 2019-03-05 $95.97 $96.00 34.2% 9.6% 85.8% 35.0% 33.7% 2.2% 0.2% 18.2M -175.5M -4.7M 0.55 5.36 N/A N/A 17,919 9,936 352,637 163,162 2019-03-06 $94.53 $96.00 35.1% 9.8% 84.7% 37.4% 34.3% 2.3% -0.1% 8.5M -39.9M -4.6M 0.71 4.72 N/A N/A 16,013 11,388 356,420 168,641 2019-03-07 $99.11 $95.50 38.8% 11.7% 65.4% 47.6% 41.3% 2.0% -0.3% 34.7M -540.8M -5.0M 0.38 3.45 N/A N/A 40,103 15,322 357,898 169,112 2019-03-08 $97.90 $95.50 38.8% 10.9% 64.2% 47.6% 38.7% 2.6% -1.2% 29.6M -417.7M -4.9M 0.57 5.46 N/A N/A 26,908 15,350 366,418 171,198 2019-03-11 $99.11 $100.00 36.6% 12.3% 40.9% 41.5% 42.2% 2.5% -0.1% 29.0M -479.9M -4.9M 0.45 22.96 N/A N/A 19,433 8,743 353,000 163,133 2019-03-12 $98.84 $100.00 36.2% 12.3% 40.9% 40.4% 43.2% 1.7% 0.1% 30.2M -463.1M -4.9M 0.56 10.13 N/A N/A 16,334 9,138 360,774 166,452 2019-03-13 $100.25 $100.00 36.8% 12.6% 35.8% 42.0% 43.8% 1.2% -0.4% 40.8M -648.0M -4.8M 0.48 17.64 N/A N/A 36,477 17,581 363,637 167,773 2019-03-14 $99.01 $100.00 36.1% 12.6% 35.9% 40.1% 44.8% 1.0% -0.2% 32.4M -462.5M -5.1M 0.72 22.05 N/A N/A 24,857 17,857 370,543 179,401 2019-03-15 $99.38 $100.00 33.6% 11.8% 33.6% 33.3% 41.4% 0.9% 0.6% 32.8M -396.4M -5.0M 0.62 16.26 N/A N/A 28,850 17,766 374,820 182,069 2019-03-18 $99.76 $100.00 33.2% 11.5% 33.3% 32.2% 39.9% 1.0% -0.5% 15.2M -311.1M -4.8M 0.28 34.13 N/A N/A 25,412 7,092 183,355 133,833 2019-03-19 $97.34 $100.00 34.7% 12.0% 32.6% 36.4% 41.7% 1.7% -0.6% 11.2M -187.8M -4.8M 0.35 10.97 N/A N/A 40,869 14,139 192,278 136,758 2019-03-20 $97.40 $100.00 33.3% 11.6% 29.0% 32.5% 40.2% 1.4% -0.4% 8.0M -165.3M -4.8M 0.29 7.53 N/A N/A 23,342 6,787 191,395 144,688 2019-03-21 $104.71 $100.00 36.7% 12.1% 37.7% 41.8% 42.4% 1.1% -1.3% 24.1M -674.6M -5.1M 0.50 9.96 N/A N/A 41,250 20,711 196,102 146,090 2019-03-22 $102.40 $100.00 38.1% 12.8% 38.4% 45.6% 44.7% 1.2% -1.1% 14.0M -507.2M -5.0M 0.59 19.87 N/A N/A 31,793 18,745 196,556 150,363 2019-03-25 $102.09 $100.00 36.2% 12.3% 38.5% 40.5% 42.4% 1.9% -0.6% 15.0M -386.9M -4.9M 1.06 15.45 N/A N/A 8,513 9,031 182,902 135,231 2019-03-26 $102.36 $100.00 33.6% 11.4% 37.4% 33.2% 39.9% 1.7% -0.4% 15.9M -394.5M -4.8M 0.75 4.96 N/A N/A 16,702 12,482 185,169 138,161 2019-03-27 $100.98 $100.00 33.2% 11.4% 37.6% 32.2% 39.6% 1.4% 0.1% 12.1M -296.0M -4.7M 1.34 11.45 N/A N/A 10,052 13,513 188,762 141,306 2019-03-28 $101.96 $100.00 32.8% 11.4% 36.8% 31.1% 39.7% 2.1% 0.4% 14.9M -358.3M -4.7M 0.66 18.74 N/A N/A 9,246 6,092 191,122 145,751 2019-03-29 $101.90 $100.00 32.3% 11.2% 36.2% 29.8% 39.2% 2.2% 0.4% 19.0M -354.5M -4.7M 1.10 17.18 N/A N/A 9,286 10,245 192,306 146,377
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