EA Options History — February 2020 In February 2020, EA traded between $99.30 and $109.71. ATM implied volatility averaged 26.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.2% (HV 20d: 22.6%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.91.
Notable Days 2020-02-03 : Highest Volume — 11,874 contracts2020-02-27 : Largest IV spike — 29.6% change2020-02-28 : Highest IV Rank — 89.9%2020-02-28 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $107.55 $99.30 $109.71 $104.88 $99.30 Max Pain $105.79 $105.00 $110.00 $110.00 $105.00 ATM IV 26.8% 22.2% 47.7% 25.4% 47.7% Expected Move 7.7% 6.4% 14.8% 7.2% 14.8% HV 20d 22.6% 21.4% 27.2% 21.4% 27.2% HV 60d 16.7% 16.2% 19.8% 16.4% 19.8% IV Rank 20.5% 5.2% 89.9% 16.0% 89.9% IV Percentile 21.0% 3.6% 96.8% 13.9% 96.8% Term Structure -0.4% -1.0% 0.5% -0.6% -0.7% VWIV 27.0% 22.1% 53.8% 25.3% 53.8% Skew 25d 3.3% 2.1% 7.0% 2.1% 7.0% Skew 10d 5.5% 3.9% 10.3% 3.9% 10.3% Call IV 25d 25.6% 21.1% 47.0% 24.7% 47.0% Put IV 25d 28.9% 23.4% 54.0% 26.7% 54.0% Bid-Ask Spread % 6.92 2.71 25.95 10.45 25.95 Gamma HHI 0.08 0.07 0.17 0.08 0.17 Net GEX -1.9M -10.7M 3.4M -5.6M -10.7M Net DEX -17.9M -83.6M 179.2M 54.9M 179.2M Net VEX -2.1M -2.3M -2.0M -2.1M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.38 2.35 0.81 2.35 Total Volume 6,679.684 2,546 11,874 11,874 8,515 Total OI 135,091.842 123,817 140,660 129,672 136,818
Daily Data (19 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 2020-02-03 $104.88 $110.00 25.4% 7.2% 21.4% 16.0% 25.3% 2.1% -0.6% -5.6M 54.9M -2.1M 0.81 10.45 N/A N/A 6,574 5,300 49,406 80,266 2020-02-04 $107.02 $110.00 23.8% 6.6% 22.1% 10.6% 23.2% 2.5% -0.4% -2.9M 1.8M -2.1M 0.38 7.70 N/A N/A 4,745 1,815 51,618 82,704 2020-02-05 $107.52 $110.00 24.2% 6.8% 22.2% 11.8% 23.8% 2.8% -0.2% -1.1M -18.4M -2.1M 0.55 11.23 N/A N/A 3,318 1,832 52,906 83,196 2020-02-06 $109.70 $105.00 24.2% 6.9% 23.1% 11.8% 24.1% 2.6% -0.4% 3.4M -83.6M -2.1M 0.60 3.90 N/A N/A 6,544 3,938 53,219 83,862 2020-02-07 $109.50 $105.00 24.1% 6.6% 23.0% 11.4% 22.8% 2.1% -0.1% -849.8K -73.3M -2.1M 0.63 4.61 N/A N/A 5,300 3,359 54,436 85,690 2020-02-10 $108.71 $105.00 24.3% 6.7% 23.0% 12.2% 23.5% 2.6% -0.9% -145.3K -44.0M -2.1M 0.79 4.13 N/A N/A 2,534 2,008 50,473 82,720 2020-02-11 $109.19 $105.00 23.6% 6.6% 22.7% 9.9% 23.0% 2.5% -0.7% 516.2K -56.7M -2.1M 0.53 2.85 N/A N/A 1,669 877 51,268 83,628 2020-02-12 $109.69 $105.00 22.6% 6.5% 22.8% 6.6% 22.1% 2.3% -0.2% 1.9M -71.4M -2.1M 0.44 8.50 N/A N/A 3,792 1,653 51,633 83,865 2020-02-13 $108.72 $105.00 23.0% 6.5% 22.9% 7.7% 23.2% 2.3% -0.3% -1.5M -41.4M -2.1M 1.23 2.92 N/A N/A 1,964 2,410 53,374 84,286 2020-02-14 $109.70 $105.00 22.2% 6.4% 22.5% 5.2% 22.4% 2.4% -0.3% 1.1M -71.8M -2.1M 1.20 10.59 N/A N/A 2,733 3,274 54,007 85,489 2020-02-18 $109.56 $105.00 22.8% 6.5% 22.0% 7.1% 22.7% 2.6% -0.2% 39.1K -63.9M -2.0M 0.78 4.30 N/A N/A 1,768 1,374 52,253 84,030 2020-02-19 $109.71 $105.00 22.5% 6.5% 22.0% 6.3% 22.6% 2.3% 0.1% 522.7K -73.0M -2.0M 1.18 2.71 N/A N/A 2,636 3,119 53,333 84,407 2020-02-20 $108.90 $105.00 23.1% 6.6% 21.8% 8.2% 23.4% 2.5% 0.0% -2.0M -46.6M -2.1M 0.85 3.63 N/A N/A 2,173 1,847 54,398 85,114 2020-02-21 $107.74 $105.00 25.0% 7.1% 22.0% 14.5% 26.0% 2.6% 0.5% -3.9M -9.3M -2.0M 1.85 3.32 N/A N/A 2,046 3,778 54,906 85,754 2020-02-24 $107.33 $105.00 29.1% 8.4% 21.9% 28.1% 28.8% 4.2% -0.6% -2.7M -13.8M -2.1M 0.68 3.91 N/A N/A 3,683 2,488 43,375 80,442 2020-02-25 $105.85 $105.00 31.9% 9.5% 21.8% 37.5% 32.5% 6.9% -0.5% -3.8M 18.3M -2.2M 1.13 4.36 N/A N/A 5,192 5,874 45,512 81,315 2020-02-26 $106.71 $105.00 30.4% 9.0% 21.4% 32.6% 30.2% 6.4% -1.0% -3.0M 2.2M -2.2M 0.55 4.47 N/A N/A 4,178 2,294 48,805 83,442 2020-02-27 $103.76 $105.00 39.5% 11.7% 23.2% 62.6% 39.1% 3.5% -0.8% -5.5M 71.4M -2.3M 0.76 11.97 N/A N/A 5,846 4,464 50,898 83,897 2020-02-28 $99.30 $105.00 47.7% 14.8% 27.2% 89.9% 53.8% 7.0% -0.7% -10.7M 179.2M -2.3M 2.35 25.95 N/A N/A 2,540 5,975 51,968 84,850
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