EA Options History — May 2019 In May 2019, EA traded between $90.35 and $98.81. ATM implied volatility averaged 36.7%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 5.3% (HV 20d: 31.4%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.88.
Notable Days 2019-05-08 : Highest Volume — 96,826 contracts2019-05-08 : Largest IV drop — 30.7% change2019-05-07 : Highest IV Rank — 75.7%2019-05-03 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $93.89 $90.35 $98.81 $95.00 $92.83 Max Pain $95.59 $95.00 $100.00 $100.00 $95.00 ATM IV 36.7% 29.4% 49.0% 44.4% 35.0% Expected Move 10.9% 8.5% 18.0% 15.3% 10.3% HV 20d 31.4% 27.4% 35.9% 27.8% 35.6% HV 60d 36.1% 31.8% 55.5% 55.5% 33.1% IV Rank 41.6% 21.7% 75.7% 63.0% 36.8% IV Percentile 50.2% 28.6% 98.0% 86.5% 41.3% Term Structure -0.5% -2.5% 1.3% -1.8% -0.8% VWIV 38.2% 30.9% 63.7% 53.3% 35.9% Skew 25d 3.6% 2.1% 4.5% 2.1% 4.0% Skew 10d 6.8% 4.9% 8.4% 4.9% 8.4% Call IV 25d 35.1% 27.8% 47.8% 43.9% 33.4% Put IV 25d 38.7% 31.0% 50.7% 46.0% 37.5% Bid-Ask Spread % 3.74 1.86 10.81 3.06 2.93 Gamma HHI 0.10 0.07 0.24 0.08 0.07 Net GEX 791.1K -6.9M 23.0M 749.1K -2.4M Net DEX 57.6M -245.0M 238.4M 19.8M 86.4M Net VEX -3.8M -4.1M -3.5M -4.0M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.68 1.56 0.79 0.75 Total Volume 26,556 10,218 96,826 21,562 12,982 Total OI 322,967.682 280,331 368,411 319,590 308,304
Daily Data (22 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 2019-05-01 $95.00 $100.00 44.4% 15.3% 27.8% 63.0% 53.3% 2.1% -1.8% 749.1K 19.8M -4.0M 0.79 3.06 N/A N/A 12,037 9,525 177,855 141,735 2019-05-02 $94.39 $100.00 48.5% 17.6% 27.8% 74.2% 61.4% 3.3% -2.0% -230.6K 43.8M -4.1M 0.80 2.47 N/A N/A 10,400 8,280 180,628 144,728 2019-05-03 $92.69 $98.00 48.1% 18.0% 27.7% 73.1% 63.7% 2.9% -2.3% -4.9M 150.1M -4.0M 1.56 3.46 N/A N/A 15,234 23,831 183,626 147,706 2019-05-06 $93.66 $95.00 48.9% 12.6% 27.6% 75.3% 44.6% 2.6% -2.0% -1.7M 78.0M -4.1M 0.98 2.71 N/A N/A 15,407 15,129 178,275 151,864 2019-05-07 $92.70 $95.00 49.0% 12.7% 27.4% 75.7% 44.8% 3.4% -2.5% -2.9M 118.5M -4.1M 0.94 8.02 N/A N/A 25,581 24,025 183,658 158,519 2019-05-08 $94.15 $95.00 34.0% 9.5% 28.1% 34.3% 33.4% 4.5% -0.1% -2.2M 73.2M -3.8M 0.75 2.43 N/A N/A 55,326 41,500 196,896 168,152 2019-05-09 $93.31 $95.00 32.7% 9.2% 27.5% 30.9% 33.1% 3.8% -0.3% -2.2M 130.3M -3.8M 1.01 2.62 N/A N/A 20,589 20,699 201,777 166,634 2019-05-10 $93.90 $95.00 30.3% 8.9% 27.5% 24.3% 31.5% 3.3% 0.3% 6.5M 96.9M -3.7M 0.85 8.26 N/A N/A 16,689 14,231 198,709 166,866 2019-05-13 $90.35 $95.00 35.0% 10.1% 29.5% 37.1% 35.2% 3.7% 0.2% -6.9M 238.4M -3.5M 0.79 10.81 N/A N/A 13,102 10,390 180,619 143,098 2019-05-14 $94.75 $95.00 32.4% 9.4% 32.1% 30.0% 33.0% 3.6% 0.3% 945.3K 15.1M -3.7M 0.70 2.26 N/A N/A 15,478 10,855 184,601 149,075 2019-05-15 $96.65 $95.00 31.6% 9.3% 29.6% 27.9% 32.8% 3.6% 1.0% 7.5M -106.7M -3.8M 0.92 3.66 N/A N/A 10,349 9,542 188,416 150,439 2019-05-16 $98.81 $95.00 29.4% 8.5% 29.4% 21.7% 30.9% 3.2% 0.8% 23.0M -245.0M -3.7M 0.68 3.14 N/A N/A 10,256 7,012 188,942 151,098 2019-05-17 $97.40 $95.00 31.6% 9.3% 29.7% 27.8% 31.9% 3.5% 1.3% 9.8M -148.6M -3.7M 0.74 2.99 N/A N/A 13,103 9,678 188,251 152,688 2019-05-20 $92.99 $95.00 34.6% 9.9% 34.2% 36.0% 34.4% 3.7% -0.5% -2.5M 98.2M -3.6M 0.87 1.86 N/A N/A 9,900 8,622 150,533 129,798 2019-05-21 $95.67 $95.00 32.8% 9.4% 35.0% 31.2% 33.1% 3.7% 0.2% 1.7M -18.7M -3.7M 0.87 2.18 N/A N/A 9,808 8,530 154,339 132,291 2019-05-22 $94.02 $95.00 32.2% 9.2% 35.5% 29.1% 31.7% 3.4% 0.4% -313.9K 55.8M -3.6M 0.90 2.37 N/A N/A 8,546 7,688 157,821 133,782 2019-05-23 $92.13 $95.00 37.3% 10.7% 35.9% 43.2% 37.0% 4.1% -0.2% -3.3M 145.3M -3.7M 0.76 7.26 N/A N/A 14,608 11,104 160,421 136,487 2019-05-24 $92.34 $95.00 33.8% 9.7% 35.6% 33.7% 33.5% 3.9% 0.0% -1.7M 125.3M -3.6M 0.98 2.42 N/A N/A 8,768 8,626 167,474 139,674 2019-05-28 $92.85 $95.00 34.6% 10.1% 35.5% 35.8% 34.4% 4.0% -0.6% -207.6K 91.5M -3.6M 0.71 2.49 N/A N/A 7,868 5,589 162,299 135,458 2019-05-29 $92.88 $95.00 35.8% 10.4% 35.5% 39.2% 36.5% 4.1% -1.6% 370.0K 87.8M -3.6M 1.09 2.22 N/A N/A 6,267 6,860 165,879 138,874 2019-05-30 $92.06 $95.00 34.6% 10.2% 35.5% 35.9% 35.3% 4.0% -0.5% -1.6M 131.5M -3.6M 0.97 2.55 N/A N/A 5,175 5,043 167,153 139,847 2019-05-31 $92.83 $95.00 35.0% 10.3% 35.6% 36.8% 35.9% 4.0% -0.8% -2.4M 86.4M -3.6M 0.75 2.93 N/A N/A 7,414 5,568 167,898 140,406
« Apr 2019 | All History | Jun 2019 » Home EA History May 2019