EA Options History — April 2020 In April 2020, EA traded between $97.10 and $117.64. ATM implied volatility averaged 44.6%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 8.8% (HV 20d: 53.4%). Max pain ranged from $95.00 to $106.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.93.
Notable Days 2020-04-06 : Highest Volume — 12,285 contracts2020-04-30 : Largest IV spike — 13.7% change2020-04-21 : Highest IV Rank — 48.6%2020-04-01 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $110.56 $97.10 $117.64 $97.10 $113.35 Max Pain $102.43 $95.00 $106.00 $100.00 $106.00 ATM IV 44.6% 35.4% 51.1% 43.6% 40.2% Expected Move 13.0% 11.3% 15.2% 15.2% 13.6% HV 20d 53.4% 33.5% 71.1% 68.2% 34.5% HV 60d 48.1% 45.7% 49.1% 45.7% 48.7% IV Rank 38.2% 23.5% 48.6% 36.6% 31.2% IV Percentile 85.6% 61.9% 94.8% 85.3% 79.8% Term Structure 0.1% -6.7% 6.5% 4.6% -3.0% VWIV 45.0% 38.9% 51.3% 50.2% 47.1% Skew 25d 9.5% -3.6% 20.0% 16.4% 7.6% Skew 10d 15.5% -3.3% 39.8% 2.7% 20.9% Call IV 25d 37.5% 30.2% 45.8% 37.2% 36.2% Put IV 25d 47.0% 29.7% 57.0% 53.6% 43.7% Bid-Ask Spread % 50.11 18.40 82.56 74.81 22.70 Gamma HHI 0.10 0.05 0.26 0.06 0.08 Net GEX 4.9M -651.4K 11.3M -651.4K 5.8M Net DEX -117.6M -280.1M 60.3M 60.3M -122.6M Net VEX -2.2M -2.3M -2.1M -2.1M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.29 4.25 1.01 0.70 Total Volume 5,037.524 1,867 12,285 2,266 5,012 Total OI 117,106.571 105,612 128,264 113,411 120,423
Daily Data (21 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 2020-04-01 $97.10 $100.00 43.6% 15.2% 68.2% 36.6% 50.2% 16.4% 4.6% -651.4K 60.3M -2.1M 1.01 74.81 N/A N/A 1,126 1,140 52,060 61,351 2020-04-02 $102.08 $95.00 43.8% 13.6% 71.1% 37.0% 44.6% 15.2% 6.5% 2.1M -13.4M -2.2M 0.85 67.31 N/A N/A 1,011 856 52,279 62,068 2020-04-03 $102.31 $95.00 47.0% 14.4% 70.4% 42.0% 45.5% 16.2% 6.2% 3.1M -31.1M -2.2M 0.52 60.96 N/A N/A 1,350 698 52,499 62,741 2020-04-06 $105.61 $100.00 45.9% 12.9% 68.5% 40.3% 43.1% 17.8% -4.2% 4.6M -72.6M -2.1M 0.53 67.94 N/A N/A 8,014 4,271 50,350 60,810 2020-04-07 $105.70 $100.00 47.0% 12.8% 68.3% 42.0% 45.3% 13.5% -1.6% 3.8M -70.8M -2.2M 2.52 67.15 N/A N/A 2,202 5,554 54,619 64,239 2020-04-08 $106.59 $100.00 47.2% 12.9% 67.9% 42.4% 43.4% 11.9% -1.4% 4.0M -81.5M -2.2M 4.25 62.85 N/A N/A 888 3,770 54,547 66,393 2020-04-09 $105.49 $100.00 41.6% 12.4% 64.1% 33.5% 41.2% 20.0% 3.7% 3.4M -51.1M -2.2M 0.84 71.11 N/A N/A 1,658 1,397 54,404 70,165 2020-04-13 $109.15 $100.00 43.7% 12.4% 64.9% 36.7% 42.2% 10.0% 5.3% 5.5M -106.2M -2.2M 1.63 82.56 N/A N/A 1,783 2,908 53,259 69,514 2020-04-14 $112.17 $100.00 45.6% 12.8% 61.3% 39.8% 44.0% 10.8% 3.1% 8.0M -179.6M -2.2M 0.30 72.94 N/A N/A 2,807 847 54,417 70,733 2020-04-15 $113.93 $105.00 45.1% 12.9% 59.4% 39.0% 46.3% 7.1% 2.4% 9.3M -202.4M -2.2M 0.38 69.80 N/A N/A 3,458 1,298 54,723 70,194 2020-04-16 $117.64 $105.00 44.9% 12.8% 49.0% 38.7% 49.2% 8.9% -0.2% 11.3M -280.1M -2.2M 0.32 60.73 N/A N/A 4,445 1,422 56,369 70,641 2020-04-17 $114.78 $105.00 45.4% 12.6% 50.8% 39.6% 45.6% 6.9% 3.3% 10.1M -229.9M -2.2M 0.90 58.89 N/A N/A 4,522 4,053 56,888 71,376 2020-04-20 $115.49 $105.00 48.6% 12.9% 48.7% 44.7% 46.2% 3.0% -4.9% 3.3M -145.9M -2.2M 0.56 29.32 N/A N/A 2,418 1,364 43,820 61,792 2020-04-21 $113.78 $105.00 51.1% 13.8% 44.4% 48.6% 51.3% 5.2% -3.4% 2.6M -120.7M -2.3M 0.79 28.96 N/A N/A 2,467 1,954 44,941 62,883 2020-04-22 $114.47 $105.00 50.4% 13.4% 44.1% 47.5% 47.5% 11.4% -1.5% 3.3M -131.7M -2.3M 0.83 26.08 N/A N/A 1,691 1,403 46,423 64,074 2020-04-23 $114.29 $105.00 48.4% 13.4% 41.6% 44.2% 43.4% 10.6% -3.2% 4.0M -131.7M -2.3M 0.49 31.47 N/A N/A 1,747 852 47,090 64,093 2020-04-24 $116.46 $105.00 42.8% 12.7% 34.1% 35.4% 45.0% 1.9% -0.6% 5.9M -176.1M -2.2M 0.95 25.86 N/A N/A 2,419 2,291 47,698 64,407 2020-04-27 $116.29 $105.00 38.6% 11.9% 33.5% 28.6% 41.2% 2.2% -1.4% 5.1M -167.1M -2.1M 0.38 18.40 N/A N/A 3,425 1,304 46,829 65,163 2020-04-28 $111.56 $105.00 40.3% 12.7% 38.0% 31.4% 44.6% 6.3% -6.7% 3.2M -89.8M -2.2M 0.52 27.04 N/A N/A 6,609 3,428 49,070 65,861 2020-04-29 $113.58 $105.00 35.4% 11.3% 37.7% 23.5% 38.9% -3.6% -1.7% 5.9M -125.9M -2.1M 0.29 25.33 N/A N/A 4,605 1,321 51,340 66,692 2020-04-30 $113.35 $106.00 40.2% 13.6% 34.5% 31.2% 47.1% 7.6% -3.0% 5.8M -122.6M -2.2M 0.70 22.70 N/A N/A 2,947 2,065 53,365 67,058
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