EA Options History — October 2019 In October 2019, EA traded between $92.63 and $96.90. ATM implied volatility averaged 37.9%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 18.2% (HV 20d: 19.8%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.00.
Notable Days 2019-10-29 : Highest Volume — 47,222 contracts2019-10-30 : Largest IV drop — 33.6% change2019-10-02 : Highest IV Rank — 55.3%2019-10-29 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $95.10 $92.63 $96.90 $96.51 $96.40 Max Pain $95.00 $95.00 $95.00 $95.00 $95.00 ATM IV 37.9% 25.4% 44.0% 40.0% 25.5% Expected Move 10.9% 7.7% 13.3% 9.1% 7.7% HV 20d 19.8% 17.7% 21.7% 18.7% 18.8% HV 60d 25.9% 22.9% 27.0% 26.6% 22.9% IV Rank 36.3% 0.0% 55.3% 42.5% 0.3% IV Percentile 55.7% 0.0% 83.3% 65.9% 0.4% Term Structure -1.9% -2.9% 0.2% -1.7% 0.2% VWIV 37.8% 27.0% 46.6% 31.7% 27.0% Skew 25d 3.7% 0.3% 5.7% 5.1% 2.6% Skew 10d 7.8% 4.8% 14.3% 9.3% 4.8% Call IV 25d 36.3% 24.4% 42.6% 38.6% 24.4% Put IV 25d 40.1% 27.0% 47.1% 43.6% 27.0% Bid-Ask Spread % 7.58 2.87 26.29 7.52 4.76 Gamma HHI 0.10 0.07 0.41 0.08 0.10 Net GEX 5.1M -8.0M 28.5M 3.8M 13.6M Net DEX 8.6M -98.3M 132.2M -23.5M -43.0M Net VEX -2.6M -2.8M -2.4M -2.8M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.37 4.66 0.48 1.25 Total Volume 12,941.87 4,747 47,222 11,790 11,687 Total OI 207,175.87 189,030 235,578 189,558 235,282
Daily Data (23 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 2019-10-01 $96.51 $95.00 40.0% 9.1% 18.7% 42.5% 31.7% 5.1% -1.7% 3.8M -23.5M -2.8M 0.48 7.52 N/A N/A 7,969 3,821 88,332 101,226 2019-10-02 $94.32 $95.00 44.0% 9.7% 17.7% 55.3% 33.9% 4.9% -2.0% 4.5M 41.3M -2.8M 0.50 5.66 N/A N/A 10,754 5,376 94,814 102,715 2019-10-03 $94.28 $95.00 43.7% 11.2% 17.7% 54.5% 39.8% 4.2% -2.2% 5.1M 41.7M -2.8M 0.54 19.83 N/A N/A 9,727 5,280 97,240 104,098 2019-10-04 $95.72 $95.00 41.2% 10.9% 17.8% 46.5% 36.9% 4.0% -2.2% 7.2M -25.2M -2.7M 1.97 5.69 N/A N/A 5,230 10,319 99,280 105,145 2019-10-07 $93.88 $95.00 40.1% 10.7% 18.8% 42.9% 37.0% 5.7% -2.1% -2.0M 68.5M -2.7M 0.58 4.77 N/A N/A 4,051 2,341 93,904 108,382 2019-10-08 $92.84 $95.00 41.2% 11.1% 18.9% 46.5% 39.2% 4.0% -2.2% -8.0M 132.2M -2.7M 4.66 18.51 N/A N/A 3,533 16,475 95,212 113,379 2019-10-09 $93.01 $95.00 40.9% 11.0% 19.0% 45.3% 38.1% 4.0% -2.6% -5.2M 113.5M -2.7M 0.47 9.66 N/A N/A 6,737 3,179 96,378 114,094 2019-10-10 $92.63 $95.00 40.1% 10.8% 19.0% 42.7% 37.8% 4.0% -2.7% -6.8M 129.0M -2.7M 0.69 9.74 N/A N/A 5,306 3,650 98,753 115,001 2019-10-11 $94.31 $95.00 37.8% 11.0% 20.4% 35.5% 38.2% 4.9% -0.4% 3.4M 31.8M -2.7M 0.92 26.29 N/A N/A 5,543 5,111 100,627 115,872 2019-10-14 $94.19 $95.00 38.0% 10.7% 20.1% 36.2% 36.6% 3.7% -1.4% 4.0M 37.4M -2.6M 0.78 5.62 N/A N/A 3,447 2,677 97,412 110,323 2019-10-15 $95.03 $95.00 37.1% 10.6% 20.5% 33.4% 37.1% 4.0% -1.6% 7.4M -194.1K -2.6M 1.19 5.37 N/A N/A 3,214 3,816 98,665 111,172 2019-10-16 $96.25 $95.00 37.3% 10.7% 21.1% 33.8% 36.6% 3.8% -2.2% 11.2M -62.8M -2.6M 0.63 6.85 N/A N/A 3,892 2,453 99,814 112,595 2019-10-17 $96.90 $95.00 36.5% 10.6% 20.4% 31.5% 36.2% 3.8% -2.5% 13.3M -98.3M -2.5M 0.68 5.37 N/A N/A 4,859 3,285 101,331 113,380 2019-10-18 $95.24 $95.00 37.9% 11.1% 21.0% 35.9% 38.8% 3.9% -2.2% 28.5M -19.8M -2.6M 0.48 5.05 N/A N/A 7,281 3,481 102,076 114,168 2019-10-21 $95.88 $95.00 36.7% 11.1% 21.2% 31.9% 38.2% 3.6% -2.1% 2.7M -13.5M -2.5M 0.37 2.95 N/A N/A 5,274 1,962 86,463 102,567 2019-10-22 $94.58 $95.00 37.4% 11.5% 21.4% 34.2% 40.0% 3.7% -2.2% 2.7M 23.6M -2.5M 0.59 3.06 N/A N/A 2,992 1,755 90,200 103,116 2019-10-23 $95.47 $95.00 38.2% 11.7% 21.7% 36.7% 41.1% 3.6% -2.5% 4.7M -11.2M -2.5M 0.83 2.87 N/A N/A 4,453 3,697 91,690 104,082 2019-10-24 $96.13 $95.00 38.5% 12.1% 21.5% 37.6% 42.0% 3.2% -2.9% 7.3M -43.1M -2.6M 1.20 3.12 N/A N/A 5,030 6,034 93,773 106,307 2019-10-25 $96.19 $95.00 37.9% 12.1% 21.1% 35.8% 43.1% 3.4% -2.5% 4.6M -44.9M -2.6M 1.61 2.96 N/A N/A 3,279 5,294 95,884 109,738 2019-10-28 $96.55 $95.00 38.5% 13.1% 19.2% 37.8% 45.5% 3.0% -1.8% 2.5M -39.7M -2.5M 0.80 5.20 N/A N/A 5,968 4,797 90,973 108,274 2019-10-29 $94.71 $95.00 38.3% 13.3% 19.7% 37.1% 46.6% 0.3% -1.7% 365.0K 29.9M -2.5M 0.89 4.53 N/A N/A 24,956 22,266 94,105 111,625 2019-10-30 $96.33 $95.00 25.4% 7.7% 18.8% 0.0% 27.3% 2.3% 0.2% 11.6M -25.4M -2.4M 0.84 8.98 N/A N/A 19,271 16,141 110,414 125,164 2019-10-31 $96.40 $95.00 25.5% 7.7% 18.8% 0.3% 27.0% 2.6% 0.2% 13.6M -43.0M -2.4M 1.25 4.76 N/A N/A 5,204 6,483 112,316 122,966
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