EA Options History — July 2019 In July 2019, EA traded between $87.75 and $102.26. ATM implied volatility averaged 38.4%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 6.3% (HV 20d: 32.0%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2019-07-05 : Highest Volume — 78,526 contracts2019-07-31 : Largest IV drop — 22.5% change2019-07-03 : Highest IV Rank — 58.9%2019-07-30 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $91.91 $87.75 $102.26 $100.48 $91.99 Max Pain $94.07 $90.00 $95.00 $95.00 $90.00 ATM IV 38.4% 29.8% 43.9% 39.0% 29.8% Expected Move 10.7% 8.9% 12.8% 9.1% 8.9% HV 20d 32.0% 25.5% 35.6% 26.4% 31.0% HV 60d 31.1% 30.1% 32.8% 30.1% 31.5% IV Rank 42.9% 17.8% 58.9% 44.6% 17.8% IV Percentile 57.8% 17.5% 82.9% 63.5% 17.5% Term Structure -1.7% -2.5% -0.4% -2.2% -0.7% VWIV 38.1% 31.4% 45.2% 32.5% 31.5% Skew 25d 1.5% 0.8% 2.5% 1.1% 1.5% Skew 10d 2.1% 0.2% 4.9% 1.7% 2.1% Call IV 25d 38.5% 29.7% 44.4% 41.8% 29.7% Put IV 25d 40.0% 31.3% 45.8% 42.9% 31.3% Bid-Ask Spread % 8.04 2.75 25.95 10.60 3.95 Gamma HHI 0.10 0.08 0.13 0.13 0.09 Net GEX 1.8M -12.9M 17.8M 16.8M 11.9M Net DEX 49.1M -400.3M 316.6M -308.0M -103.8M Net VEX -3.4M -3.7M -3.3M -3.5M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.27 1.67 1.67 0.94 Total Volume 31,985.545 11,282 78,526 21,744 71,840 Total OI 298,032.182 239,842 353,057 239,842 323,794
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 2019-07-01 $100.48 $95.00 39.0% 9.1% 26.4% 44.6% 32.5% 1.1% -2.2% 16.8M -308.0M -3.5M 1.67 10.60 N/A N/A 8,142 13,602 126,709 113,133 2019-07-02 $102.26 $95.00 40.8% 8.9% 25.5% 49.9% 31.4% 0.8% -2.5% 17.8M -400.3M -3.5M 0.56 9.04 N/A N/A 26,177 14,626 129,679 117,650 2019-07-03 $97.96 $95.00 43.9% 9.9% 30.2% 58.9% 35.8% 1.3% -2.5% 9.6M -143.3M -3.5M 0.66 9.84 N/A N/A 20,392 13,394 140,168 121,161 2019-07-05 $93.60 $95.00 43.2% 11.2% 34.2% 57.1% 39.9% 1.9% -2.3% -3.8M 130.6M -3.3M 0.75 4.05 N/A N/A 44,859 33,667 146,566 126,555 2019-07-08 $93.26 $95.00 41.1% 11.0% 34.0% 51.0% 39.2% 2.5% -2.4% 654.8K 76.8M -3.4M 0.44 9.13 N/A N/A 18,222 7,983 145,221 124,980 2019-07-09 $91.92 $95.00 41.4% 11.3% 33.8% 51.9% 39.7% 1.9% -1.8% -2.6M 138.7M -3.4M 0.56 9.00 N/A N/A 27,929 15,690 154,565 128,054 2019-07-10 $93.86 $95.00 40.2% 11.0% 34.7% 48.4% 38.7% 2.1% -2.1% 8.0M -37.1M -3.7M 0.43 3.98 N/A N/A 16,750 7,230 172,404 133,646 2019-07-11 $93.26 $95.00 38.9% 10.6% 34.0% 44.3% 37.9% 1.2% -2.2% 5.9M 3.2M -3.6M 0.53 25.95 N/A N/A 19,494 10,316 174,695 134,366 2019-07-12 $92.76 $95.00 37.7% 10.4% 34.0% 41.1% 37.2% 1.8% -2.2% 3.0M 34.9M -3.7M 0.33 16.20 N/A N/A 20,513 6,825 185,548 139,002 2019-07-15 $92.04 $95.00 38.3% 10.9% 34.1% 42.8% 38.8% 1.2% -1.6% -2.5M 53.9M -3.6M 0.38 10.36 N/A N/A 9,686 3,705 172,784 131,863 2019-07-16 $89.55 $95.00 39.9% 11.3% 35.4% 47.3% 40.4% 1.3% -1.2% -9.9M 203.3M -3.5M 0.70 7.66 N/A N/A 31,614 22,062 176,884 133,537 2019-07-17 $89.93 $95.00 38.6% 11.1% 35.4% 43.6% 39.2% 1.5% -1.1% -7.8M 165.3M -3.6M 0.27 14.94 N/A N/A 24,578 6,751 192,653 140,186 2019-07-18 $89.10 $95.00 37.9% 10.9% 35.5% 41.6% 38.7% 1.6% -1.2% -12.9M 223.3M -3.5M 0.68 17.23 N/A N/A 16,969 11,577 204,274 141,784 2019-07-19 $87.75 $95.00 36.3% 10.5% 35.6% 36.7% 37.1% 1.9% -0.4% -7.0M 316.6M -3.3M 0.50 3.26 N/A N/A 17,936 8,921 211,416 141,641 2019-07-22 $88.19 $95.00 36.1% 10.7% 35.2% 36.2% 38.1% 1.7% -1.6% -153.6K 143.3M -3.3M 0.97 3.17 N/A N/A 9,580 9,275 171,364 118,009 2019-07-23 $88.09 $95.00 36.3% 10.8% 30.0% 36.9% 38.0% 1.6% -1.5% 451.5K 138.9M -3.3M 0.89 2.91 N/A N/A 5,975 5,307 175,677 119,293 2019-07-24 $89.76 $95.00 36.2% 11.0% 30.4% 36.5% 39.0% 1.6% -1.3% 5.0M 57.0M -3.4M 0.74 2.78 N/A N/A 7,309 5,437 176,308 121,722 2019-07-25 $89.19 $94.50 36.0% 11.0% 30.1% 36.1% 38.4% 1.4% -1.2% 3.9M 90.7M -3.4M 1.02 3.08 N/A N/A 7,631 7,814 176,893 122,432 2019-07-26 $89.63 $90.00 36.0% 11.0% 29.2% 35.9% 38.6% 1.1% -1.8% 3.3M 67.5M -3.4M 0.93 2.75 N/A N/A 8,317 7,702 178,973 125,123 2019-07-29 $88.87 $90.00 38.0% 12.2% 27.8% 41.7% 43.2% 1.3% -1.5% -578.8K 112.8M -3.3M 1.02 3.05 N/A N/A 13,079 13,372 166,805 122,625 2019-07-30 $88.51 $90.00 38.4% 12.8% 27.8% 43.1% 45.2% 1.0% -2.1% 315.1K 115.6M -3.3M 0.88 3.94 N/A N/A 27,411 24,023 171,751 124,815 2019-07-31 $91.99 $90.00 29.8% 8.9% 31.0% 17.8% 31.5% 1.5% -0.7% 11.9M -103.8M -3.4M 0.94 3.95 N/A N/A 37,109 34,731 186,528 137,266
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