EA Options History — August 2020 In August 2020, EA traded between $136.49 and $146.73. ATM implied volatility averaged 29.7%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 4.0% (HV 20d: 25.7%). Max pain ranged from $125.00 to $134.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.73.
Notable Days 2020-08-04 : Highest Volume — 14,418 contracts2020-08-14 : Largest IV drop — 13.1% change2020-08-12 : Highest IV Rank — 21.2%2020-08-13 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $142.05 $136.49 $146.73 $142.62 $139.16 Max Pain $126.05 $125.00 $134.00 $131.00 $125.00 ATM IV 29.7% 26.0% 34.0% 30.4% 32.5% Expected Move 8.3% 7.5% 9.1% 8.6% 9.0% HV 20d 25.7% 24.2% 28.1% 24.2% 24.5% HV 60d 25.1% 23.9% 26.4% 23.9% 24.1% IV Rank 14.5% 8.6% 21.2% 15.5% 18.9% IV Percentile 34.4% 21.4% 58.7% 35.3% 53.6% Term Structure -0.3% -4.8% 3.6% -0.2% 2.0% VWIV 30.0% 25.4% 32.1% 31.0% 32.1% Skew 25d 2.8% -3.3% 9.5% 3.9% 2.7% Skew 10d 6.5% -4.1% 13.6% 6.8% -1.1% Call IV 25d 29.9% 24.3% 38.5% 27.3% 33.9% Put IV 25d 32.7% 28.6% 37.6% 31.3% 36.6% Bid-Ask Spread % 31.79 13.40 47.64 19.16 42.99 Gamma HHI 0.08 0.04 0.37 0.07 0.06 Net GEX 7.2M -812.7K 18.7M 10.2M 633.0K Net DEX -354.2M -474.9M -207.9M -394.7M -277.1M Net VEX -2.2M -2.4M -2.0M -2.1M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.39 1.19 0.52 0.60 Total Volume 7,325.619 3,708 14,418 10,810 6,557 Total OI 143,114.143 133,165 149,135 133,165 142,312
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 2020-08-03 $142.62 $131.00 30.4% 8.6% 24.2% 15.5% 31.0% 3.9% -0.2% 10.2M -394.7M -2.1M 0.52 19.16 N/A N/A 7,098 3,712 55,079 78,086 2020-08-04 $146.22 $132.00 29.3% 8.6% 25.4% 13.7% 31.3% 0.4% -0.8% 12.1M -459.8M -2.2M 0.71 23.75 N/A N/A 8,427 5,991 57,159 79,479 2020-08-05 $145.75 $134.00 29.9% 8.0% 25.6% 14.8% 28.9% 1.9% -1.3% 14.8M -449.2M -2.3M 0.65 30.04 N/A N/A 4,334 2,826 60,120 82,651 2020-08-06 $146.73 $125.00 28.9% 8.4% 24.7% 13.2% 31.0% 2.5% -0.7% 15.0M -474.9M -2.2M 0.91 41.42 N/A N/A 4,405 4,000 60,098 83,282 2020-08-07 $143.62 $125.00 31.3% 8.4% 25.9% 16.9% 30.9% -1.4% -3.1% 10.0M -400.7M -2.2M 0.64 29.41 N/A N/A 4,314 2,771 61,118 85,319 2020-08-10 $140.17 $125.00 30.3% 8.7% 24.8% 15.4% 31.3% 4.7% -0.1% 2.5M -288.8M -2.3M 1.05 41.83 N/A N/A 2,927 3,078 56,437 82,224 2020-08-11 $136.49 $125.00 31.5% 8.9% 26.2% 17.3% 31.9% 9.5% -0.2% -812.7K -207.9M -2.4M 1.11 28.98 N/A N/A 5,369 5,940 57,295 83,547 2020-08-12 $139.84 $125.00 34.0% 8.9% 27.6% 21.2% 31.4% -1.5% -4.8% 3.0M -295.2M -2.3M 0.71 31.03 N/A N/A 4,906 3,501 59,674 85,580 2020-08-13 $141.48 $125.00 32.8% 9.1% 27.9% 19.3% 31.5% 0.9% -2.0% 5.3M -341.8M -2.3M 0.62 37.00 N/A N/A 5,835 3,628 61,262 86,437 2020-08-14 $140.19 $125.00 28.4% 8.3% 28.1% 12.5% 30.4% 7.3% 0.8% 18.7M -321.6M -2.2M 0.82 32.37 N/A N/A 2,343 1,929 62,168 86,967 2020-08-17 $140.32 $125.00 28.6% 8.2% 26.3% 12.6% 29.4% 3.2% -0.4% 2.7M -316.9M -2.1M 0.61 39.39 N/A N/A 2,296 1,412 58,041 84,947 2020-08-18 $142.49 $125.00 29.3% 8.4% 25.9% 13.9% 30.5% 4.3% 3.6% 5.6M -362.0M -2.2M 0.49 41.76 N/A N/A 3,351 1,644 59,132 85,520 2020-08-19 $141.82 $125.00 27.5% 7.9% 25.8% 11.0% 27.4% 3.8% -1.6% 5.4M -361.2M -2.0M 1.19 19.10 N/A N/A 2,373 2,821 59,609 85,890 2020-08-20 $143.84 $125.00 26.0% 7.5% 24.7% 8.6% 25.4% 4.3% -0.1% 8.5M -408.1M -2.0M 0.39 42.17 N/A N/A 4,172 1,639 60,108 86,734 2020-08-21 $141.23 $125.00 28.6% 8.1% 25.8% 12.7% 28.8% 3.8% 1.1% 5.8M -347.1M -2.1M 0.44 47.64 N/A N/A 5,660 2,503 61,060 87,094 2020-08-24 $142.27 $125.00 27.0% 7.7% 25.7% 10.1% 26.6% 2.2% 0.5% 5.8M -350.7M -2.0M 0.55 13.40 N/A N/A 3,577 1,950 56,364 79,061 2020-08-25 $142.10 $125.00 27.4% 7.7% 25.3% 10.7% 30.1% 8.0% 1.1% 6.7M -339.2M -2.2M 1.07 32.43 N/A N/A 2,246 2,411 59,019 79,849 2020-08-26 $143.69 $125.00 30.0% 7.9% 25.3% 15.0% 29.0% 1.1% 1.3% 8.2M -392.6M -2.1M 0.69 24.03 N/A N/A 5,186 3,554 59,877 82,788 2020-08-27 $142.22 $125.00 29.2% 8.4% 25.2% 13.7% 30.0% -3.3% 3.0% 7.6M -343.1M -2.3M 0.63 17.32 N/A N/A 3,904 2,450 62,225 83,668 2020-08-28 $140.73 $125.00 31.0% 8.5% 24.6% 16.5% 30.5% 1.2% -3.5% 3.3M -306.2M -2.2M 0.82 32.36 N/A N/A 3,743 3,055 63,236 84,881 2020-08-31 $139.16 $125.00 32.5% 9.0% 24.5% 18.9% 32.1% 2.7% 2.0% 633.0K -277.1M -2.1M 0.60 42.99 N/A N/A 4,106 2,451 59,730 82,582
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