EA Options History — April 2019 In April 2019, EA traded between $91.95 and $102.79. ATM implied volatility averaged 43.0%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 10.8% (HV 20d: 32.2%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2019-04-16 : Highest Volume — 52,933 contracts2019-04-08 : Largest IV spike — 15.1% change2019-04-17 : Highest IV Rank — 80.4%2019-04-30 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $96.86 $91.95 $102.79 $102.79 $94.52 Max Pain $100.00 $100.00 $100.00 $100.00 $100.00 ATM IV 43.0% 32.4% 50.7% 32.6% 43.6% Expected Move 13.1% 11.6% 14.7% 11.6% 14.7% HV 20d 32.2% 26.6% 38.4% 36.1% 28.2% HV 60d 56.5% 55.8% 58.0% 58.0% 55.8% IV Rank 59.1% 30.1% 80.4% 30.4% 60.8% IV Percentile 79.9% 33.3% 98.8% 33.7% 83.7% Term Structure 0.6% -3.1% 10.3% 9.4% -1.5% VWIV 46.0% 40.6% 51.4% 40.6% 51.4% Skew 25d 2.7% 1.5% 3.6% 1.5% 3.5% Skew 10d 5.5% 2.7% 6.6% 2.7% 6.5% Call IV 25d 41.8% 31.9% 49.2% 32.1% 41.9% Put IV 25d 44.5% 33.6% 52.0% 33.6% 45.4% Bid-Ask Spread % 6.31 2.42 16.71 16.71 2.42 Gamma HHI 0.07 0.06 0.09 0.09 0.08 Net GEX 4.2M -6.8M 16.5M 15.3M -410.2K Net DEX -65.8M -381.7M 254.6M -381.7M 51.2M Net VEX -4.4M -4.7M -4.0M -4.7M -4.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.22 1.78 0.84 0.69 Total Volume 22,951.667 9,971 52,933 13,610 9,971 Total OI 338,595.524 309,191 383,941 316,332 314,838
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 2019-04-01 $102.79 $100.00 32.6% 11.6% 36.1% 30.4% 40.6% 1.5% 9.4% 15.3M -381.7M -4.7M 0.84 16.71 N/A N/A 7,391 6,219 180,697 135,635 2019-04-02 $100.84 $100.00 32.4% 11.7% 36.6% 30.1% 41.6% 1.9% 10.2% 10.9M -272.0M -4.6M 1.34 4.76 N/A N/A 11,801 15,769 184,025 137,714 2019-04-03 $100.16 $100.00 32.8% 11.8% 36.2% 31.1% 41.5% 2.0% 9.6% 9.2M -234.8M -4.6M 0.60 5.24 N/A N/A 9,257 5,577 188,205 145,273 2019-04-04 $98.20 $100.00 36.0% 12.1% 33.0% 40.0% 42.5% 2.3% 9.8% 3.1M -109.9M -4.6M 0.32 7.20 N/A N/A 26,015 8,312 191,060 146,714 2019-04-05 $99.40 $100.00 37.2% 11.9% 33.0% 43.3% 42.0% 2.3% 10.3% 13.5M -226.8M -4.6M 0.63 4.69 N/A N/A 13,842 8,710 200,080 149,551 2019-04-08 $97.94 $100.00 42.9% 12.2% 33.1% 58.7% 43.6% 2.7% -2.5% 3.6M -116.0M -4.5M 0.64 4.94 N/A N/A 13,189 8,377 190,142 146,643 2019-04-09 $98.23 $100.00 44.3% 12.3% 33.1% 62.6% 43.8% 2.6% -2.4% 6.0M -145.8M -4.5M 0.62 3.30 N/A N/A 7,907 4,884 195,239 149,910 2019-04-10 $99.62 $100.00 44.8% 12.1% 33.1% 64.0% 43.4% 2.5% -2.5% 13.1M -237.7M -4.5M 0.75 4.16 N/A N/A 8,184 6,143 195,258 151,012 2019-04-11 $100.28 $100.00 43.6% 12.0% 32.9% 60.7% 41.9% 2.6% -2.1% 16.5M -273.8M -4.5M 1.78 8.72 N/A N/A 13,165 23,374 196,341 153,137 2019-04-12 $101.59 $100.00 43.2% 12.0% 33.2% 59.6% 41.7% 2.8% -1.6% 16.5M -363.4M -4.6M 0.51 13.87 N/A N/A 15,415 7,864 200,683 167,190 2019-04-15 $97.50 $100.00 47.0% 13.3% 36.3% 70.0% 46.0% 3.0% -2.5% 2.3M -54.6M -4.5M 0.65 4.19 N/A N/A 18,981 12,388 194,084 157,261 2019-04-16 $93.72 $100.00 50.0% 14.2% 38.0% 78.4% 49.4% 3.1% -1.8% -5.9M 166.4M -4.4M 0.51 3.63 N/A N/A 35,085 17,848 201,171 161,418 2019-04-17 $91.95 $100.00 50.7% 14.5% 38.4% 80.4% 50.3% 2.8% -3.1% -6.8M 254.6M -4.3M 0.50 9.07 N/A N/A 20,362 10,147 213,283 164,750 2019-04-18 $93.29 $100.00 48.1% 13.9% 27.3% 73.0% 48.8% 2.5% -2.2% -977.2K 172.1M -4.4M 0.71 2.90 N/A N/A 15,667 11,100 217,211 166,730 2019-04-22 $92.52 $100.00 48.4% 14.5% 26.6% 73.9% 50.5% 2.8% -3.0% -1.6M 123.6M -4.2M 0.49 4.73 N/A N/A 9,019 4,381 172,360 141,060 2019-04-23 $94.44 $100.00 46.6% 14.1% 28.1% 69.1% 48.9% 2.8% -2.8% 1.7M 25.9M -4.2M 0.40 6.97 N/A N/A 12,719 5,124 173,340 142,710 2019-04-24 $94.47 $100.00 46.0% 14.0% 28.1% 67.5% 49.1% 3.5% -3.1% 838.9K 37.0M -4.2M 0.22 6.87 N/A N/A 18,848 4,195 174,017 142,927 2019-04-25 $93.15 $100.00 45.3% 14.1% 28.1% 65.4% 49.1% 3.6% -2.5% -3.2M 120.5M -4.0M 0.57 6.82 N/A N/A 8,117 4,632 185,628 143,611 2019-04-26 $94.28 $100.00 44.3% 14.0% 28.2% 62.7% 49.3% 2.8% -2.6% -5.2M 60.0M -4.1M 0.36 2.80 N/A N/A 19,627 7,127 186,354 144,053 2019-04-29 $95.11 $100.00 43.4% 14.4% 28.6% 60.3% 49.8% 3.4% -1.2% -294.9K 23.4M -4.0M 0.68 8.64 N/A N/A 9,089 6,163 171,279 137,912 2019-04-30 $94.52 $100.00 43.6% 14.7% 28.2% 60.8% 51.4% 3.5% -1.5% -410.2K 51.2M -4.0M 0.69 2.42 N/A N/A 5,888 4,083 175,160 139,678
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