EA Options History — August 2019 In August 2019, EA traded between $88.15 and $95.07. ATM implied volatility averaged 32.6%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.7% (HV 20d: 34.2%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.95.
Notable Days 2019-08-01 : Highest Volume — 33,030 contracts2019-08-05 : Largest IV spike — 17.4% change2019-08-05 : Highest IV Rank — 42.4%2019-08-05 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $92.28 $88.15 $95.07 $94.61 $93.81 Max Pain $93.70 $90.00 $95.00 $90.00 $92.50 ATM IV 32.6% 29.5% 38.2% 32.3% 29.5% Expected Move 9.3% 8.3% 10.4% 9.7% 8.3% HV 20d 34.2% 25.8% 37.8% 29.8% 34.1% HV 60d 31.7% 31.1% 33.2% 32.0% 31.1% IV Rank 25.9% 17.1% 42.4% 25.0% 17.1% IV Percentile 23.2% 8.7% 57.5% 21.4% 8.7% Term Structure -0.1% -1.1% 0.9% -0.9% 0.4% VWIV 32.9% 29.5% 36.7% 34.4% 29.5% Skew 25d 3.7% 1.7% 4.3% 1.7% 3.9% Skew 10d 6.8% 2.6% 8.6% 2.6% 7.5% Call IV 25d 31.2% 27.9% 36.7% 32.0% 27.9% Put IV 25d 34.8% 31.8% 39.9% 33.7% 31.8% Bid-Ask Spread % 7.07 2.52 24.13 8.95 10.96 Gamma HHI 0.12 0.09 0.21 0.09 0.13 Net GEX 9.2M -5.8M 22.1M 18.3M 20.4M Net DEX -31.8M -266.7M 211.5M -266.7M -99.7M Net VEX -3.3M -3.6M -3.2M -3.6M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.26 1.62 0.89 1.62 Total Volume 13,197.909 3,566 33,030 33,030 10,092 Total OI 287,166.273 245,710 336,207 333,007 267,931
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 2019-08-01 $94.61 $90.00 32.3% 9.7% 29.8% 25.0% 34.4% 1.7% -0.9% 18.3M -266.7M -3.6M 0.89 8.95 N/A N/A 17,456 15,574 191,395 141,612 2019-08-02 $92.94 $90.00 32.5% 9.9% 25.8% 25.8% 34.9% 2.5% -0.8% 9.9M -115.2M -3.6M 1.29 7.79 N/A N/A 7,754 9,992 190,633 145,574 2019-08-05 $89.09 $95.00 38.2% 10.4% 29.8% 42.4% 36.7% 3.2% -1.1% -198.0K 128.1M -3.4M 1.35 3.92 N/A N/A 6,728 9,096 169,365 127,607 2019-08-06 $90.00 $95.00 34.5% 9.6% 29.7% 31.6% 34.0% 3.5% -0.5% -314.5K 104.7M -3.4M 1.55 6.65 N/A N/A 5,852 9,097 170,749 131,039 2019-08-07 $92.26 $95.00 34.5% 10.0% 30.1% 31.6% 34.8% 3.9% -0.6% 3.5M -16.0M -3.5M 1.19 2.99 N/A N/A 5,033 5,973 172,451 136,408 2019-08-08 $95.07 $95.00 31.9% 9.0% 31.9% 23.9% 34.4% 3.8% -0.3% 10.7M -186.8M -3.5M 1.47 5.28 N/A N/A 5,880 8,634 173,010 136,978 2019-08-09 $92.28 $95.00 32.2% 9.4% 33.7% 25.0% 32.6% 3.7% -0.3% 6.4M -9.7M -3.4M 1.23 4.08 N/A N/A 4,715 5,803 173,636 135,008 2019-08-12 $91.90 $95.00 34.4% 10.1% 33.6% 31.1% 35.2% 4.2% 0.9% 2.4M 6.9M -3.4M 1.03 3.89 N/A N/A 3,137 3,225 166,153 130,045 2019-08-13 $92.53 $95.00 32.0% 9.0% 32.1% 24.2% 31.4% 4.0% -0.6% 4.5M -35.2M -3.3M 0.32 3.68 N/A N/A 6,527 2,086 167,884 131,128 2019-08-14 $88.19 $95.00 36.1% 10.2% 36.6% 36.2% 35.8% 3.5% -0.6% -4.9M 206.7M -3.2M 0.66 21.80 N/A N/A 11,965 7,883 167,913 131,616 2019-08-15 $88.15 $95.00 35.0% 9.9% 36.5% 33.0% 34.8% 3.6% -0.4% -5.8M 211.5M -3.2M 1.05 24.13 N/A N/A 6,890 7,248 171,964 132,883 2019-08-16 $89.65 $95.00 31.1% 9.0% 36.5% 21.8% 31.2% 3.5% 0.2% 10.5M 126.4M -3.2M 0.60 3.52 N/A N/A 8,842 5,341 173,980 135,324 2019-08-19 $91.03 $95.00 30.2% 8.7% 36.8% 19.0% 29.7% 3.5% 0.1% 3.7M 52.1M -3.2M 0.26 2.52 N/A N/A 16,962 4,348 132,312 113,398 2019-08-20 $93.33 $93.00 30.8% 8.8% 37.7% 20.8% 31.6% 4.0% -0.1% 13.1M -94.3M -3.3M 0.98 3.34 N/A N/A 6,984 6,830 142,442 115,249 2019-08-21 $93.83 $92.00 29.8% 8.5% 37.3% 17.7% 30.1% 3.5% 0.3% 16.4M -132.3M -3.4M 0.61 18.04 N/A N/A 6,586 4,045 145,961 118,022 2019-08-22 $94.51 $93.00 30.3% 8.7% 37.2% 19.2% 31.4% 3.8% 0.4% 17.8M -176.7M -3.4M 0.62 3.26 N/A N/A 4,719 2,940 146,564 118,645 2019-08-23 $93.04 $93.00 33.3% 9.5% 37.8% 28.1% 33.4% 4.3% 0.5% 22.1M -83.7M -3.4M 0.93 5.98 N/A N/A 6,868 6,386 147,513 119,277 2019-08-26 $93.94 $93.50 32.9% 9.4% 37.6% 26.8% 33.4% 4.3% -0.1% 13.0M -111.0M -3.4M 0.79 5.46 N/A N/A 1,987 1,579 142,242 115,913 2019-08-27 $94.43 $94.00 32.8% 9.4% 37.6% 26.7% 32.8% 4.3% 0.1% 14.9M -138.9M -3.3M 0.60 2.90 N/A N/A 5,591 3,327 144,003 116,967 2019-08-28 $92.51 $93.50 32.4% 9.4% 36.0% 25.3% 32.6% 4.3% 0.0% 10.8M -21.9M -3.2M 0.88 2.55 N/A N/A 4,329 3,817 145,121 117,562 2019-08-29 $93.08 $92.00 29.9% 8.4% 34.6% 18.0% 29.8% 3.8% 0.2% 14.4M -49.0M -3.2M 0.89 3.80 N/A N/A 6,481 5,752 146,143 118,038 2019-08-30 $93.81 $92.50 29.5% 8.3% 34.1% 17.1% 29.5% 3.9% 0.4% 20.4M -99.7M -3.2M 1.62 10.96 N/A N/A 3,850 6,242 148,406 119,525
« Jul 2019 | All History | Sep 2019 » Home EA History August 2019