EA Options History — June 2019

In June 2019, EA traded between $91.26 and $101.01. ATM implied volatility averaged 33.2%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.9% (HV 20d: 29.3%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.77.

Notable Days

  • 2019-06-24: Highest Volume — 55,036 contracts
  • 2019-06-24: Largest IV spike — 8.8% change
  • 2019-06-03: Highest IV Rank — 40.4%
  • 2019-06-03: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$95.05$91.26$101.01$91.26$101.01
Max Pain$95.00$95.00$95.00$95.00$95.00
ATM IV33.2%30.6%36.3%36.3%35.8%
Expected Move9.6%8.8%11.0%11.0%9.7%
HV 20d29.3%19.0%37.2%35.6%27.3%
HV 60d30.7%28.1%32.6%31.8%30.4%
IV Rank29.1%20.1%40.4%40.4%35.4%
IV Percentile31.1%20.2%50.0%50.0%46.0%
Term Structure1.7%-1.3%8.7%-0.5%8.3%
VWIV34.0%31.3%38.1%38.1%34.0%
Skew 25d2.7%1.3%4.1%4.1%1.6%
Skew 10d5.1%2.3%8.4%8.4%2.7%
Call IV 25d32.3%30.1%34.5%34.3%32.6%
Put IV 25d34.9%32.8%38.4%38.4%34.2%
Bid-Ask Spread %10.732.4822.303.1913.98
Gamma HHI0.090.070.150.090.12
Net GEX9.0M-2.3M21.9M-2.3M21.4M
Net DEX-43.7M-396.9M153.8M153.8M-396.9M
Net VEX-3.4M-3.7M-3.2M-3.5M-3.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.321.620.570.51
Total Volume23,830.957,92955,03622,05428,587
Total OI306,989.9209,213348,528299,255253,664

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$91.26$95.0036.3%11.0%35.6%40.4%38.1%4.1%-0.5%-2.3M153.8M-3.5M0.573.19N/AN/A14,0667,988163,133136,122
2019-06-04$93.80$95.0034.7%10.7%36.8%36.0%37.4%3.5%-0.3%4.6M14.1M-3.6M0.452.65N/AN/A15,3436,923169,019140,166
2019-06-05$95.18$95.0034.3%10.6%36.9%34.9%37.3%3.4%-0.5%11.4M-101.3M-3.7M0.352.48N/AN/A19,0766,701176,857142,047
2019-06-06$96.28$95.0033.3%9.5%36.7%32.3%34.0%3.6%-0.3%16.8M-176.5M-3.6M0.3217.92N/AN/A20,9956,722190,751143,491
2019-06-07$97.10$95.0032.8%9.6%36.6%28.9%33.1%3.4%-0.1%21.9M-232.1M-3.6M0.9516.36N/AN/A8,9318,504201,845144,630
2019-06-10$95.43$95.0034.5%9.8%37.2%33.8%34.5%3.0%-0.1%13.1M-80.2M-3.5M1.0516.26N/AN/A8,5589,028195,313138,845
2019-06-11$94.57$95.0032.6%9.3%34.4%28.3%32.9%3.0%-0.3%11.6M-16.8M-3.4M0.7521.56N/AN/A11,2578,441197,540142,088
2019-06-12$92.78$95.0032.3%9.2%30.8%27.0%33.0%2.9%-0.0%4.6M100.8M-3.3M0.6522.30N/AN/A17,53811,369198,220142,785
2019-06-13$93.31$95.0031.1%8.9%29.9%21.7%31.8%3.0%0.1%8.8M60.0M-3.4M1.193.29N/AN/A7,3448,738202,809143,801
2019-06-14$92.68$95.0032.9%9.3%28.5%27.0%33.6%2.7%-1.0%1.8M106.3M-3.3M0.984.20N/AN/A17,78717,438203,799144,729
2019-06-17$92.52$95.0032.1%9.2%28.2%24.5%32.7%2.8%0.1%1.2M109.7M-3.3M0.9716.28N/AN/A4,0183,911176,020143,906
2019-06-18$92.20$95.0032.3%9.3%23.0%25.2%32.0%2.6%-1.3%-802.0K136.5M-3.2M0.6110.52N/AN/A8,4345,146177,440145,678
2019-06-19$92.61$95.0030.6%8.8%20.5%20.1%31.3%2.5%-0.0%1.4M116.6M-3.2M0.976.08N/AN/A9,8439,555180,068147,775
2019-06-20$93.31$95.0031.1%9.0%19.9%21.6%31.6%2.6%-0.9%8.1M58.7M-3.2M1.6210.51N/AN/A9,19014,894182,410148,823
2019-06-21$94.59$95.0031.8%9.2%19.0%23.8%32.4%1.5%-0.8%19.0M7.4M-3.3M0.777.04N/AN/A15,78312,083182,912152,214
2019-06-24$99.06$95.0034.6%10.1%24.8%31.9%35.9%2.1%7.2%6.3M-189.3M-3.4M0.5211.22N/AN/A36,14818,888103,046106,167
2019-06-25$96.70$95.0034.6%10.0%26.6%31.9%35.5%1.7%7.4%5.3M-108.9M-3.5M0.639.45N/AN/A16,70310,559117,644114,761
2019-06-26$97.42$95.0032.5%9.5%26.7%25.7%34.7%1.9%8.3%9.7M-165.8M-3.5M0.945.41N/AN/A8,4887,940125,481117,066
2019-06-27$99.12$95.0034.7%9.6%26.8%32.1%34.3%1.3%8.7%15.1M-270.9M-3.6M0.6213.83N/AN/A14,6299,073128,019118,714
2019-06-28$101.01$95.0035.8%9.7%27.3%35.4%34.0%1.6%8.3%21.4M-396.9M-3.6M0.5113.98N/AN/A18,9699,618131,346122,318