EA Options History — October 2020 In October 2020, EA traded between $119.19 and $133.25. ATM implied volatility averaged 39.6%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 11.0% (HV 20d: 28.6%). Max pain ranged from $129.00 to $130.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2020-10-07 : Highest Volume — 8,689 contracts2020-10-12 : Largest IV drop — 18.6% change2020-10-09 : Highest IV Rank — 42.1%2020-10-28 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $128.13 $119.19 $133.25 $133.01 $119.19 Max Pain $129.86 $129.00 $130.00 $130.00 $129.00 ATM IV 39.6% 32.6% 47.0% 32.6% 38.8% Expected Move 11.4% 9.0% 13.2% 9.0% 13.2% HV 20d 28.6% 24.9% 36.5% 36.5% 27.2% HV 60d 29.3% 28.2% 30.1% 28.8% 29.4% IV Rank 30.2% 19.1% 42.1% 19.1% 29.0% IV Percentile 75.5% 48.8% 91.7% 48.8% 72.2% Term Structure -1.1% -7.7% 9.0% 8.6% -7.7% VWIV 40.3% 31.6% 47.2% 31.6% 47.2% Skew 25d 3.7% -1.6% 9.7% 0.8% 3.4% Skew 10d 9.0% -2.4% 21.9% -0.1% 2.1% Call IV 25d 38.5% 30.9% 44.5% 30.9% 38.7% Put IV 25d 42.2% 31.7% 51.1% 31.7% 42.1% Bid-Ask Spread % 38.16 23.20 55.91 29.00 36.62 Gamma HHI 0.05 0.04 0.12 0.06 0.05 Net GEX 1.0M -5.2M 8.8M 7.2M -5.2M Net DEX -106.0M -230.0M 85.7M -195.5M 85.7M Net VEX -2.2M -2.3M -2.1M -2.3M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.43 1.29 0.65 1.27 Total Volume 5,681.636 3,275 8,689 6,708 8,061 Total OI 142,940.091 134,701 149,042 140,553 149,042
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 2020-10-01 $133.01 $130.00 32.6% 9.0% 36.5% 19.1% 31.6% 0.8% 8.6% 7.2M -195.5M -2.3M 0.65 29.00 N/A N/A 4,069 2,639 57,647 82,906 2020-10-02 $129.38 $130.00 34.8% 9.2% 32.0% 22.5% 33.0% -1.6% 9.0% -299.5K -94.5M -2.3M 1.29 34.74 N/A N/A 2,276 2,942 58,799 83,909 2020-10-05 $130.59 $130.00 38.6% 11.2% 32.0% 28.7% 40.3% 2.5% -1.5% 1.9M -131.3M -2.3M 0.65 33.56 N/A N/A 2,006 1,306 55,581 81,372 2020-10-06 $125.24 $130.00 40.4% 11.2% 30.4% 31.6% 39.9% 2.0% -1.4% -4.3M -19.2M -2.2M 0.43 41.53 N/A N/A 5,436 2,334 56,469 82,078 2020-10-07 $124.69 $130.00 42.2% 11.3% 27.5% 34.4% 39.5% 5.5% -1.5% -4.2M -10.3M -2.2M 0.52 42.42 N/A N/A 5,718 2,971 58,844 83,230 2020-10-08 $125.99 $130.00 41.1% 10.9% 27.7% 32.7% 38.8% 1.2% -4.0% -2.6M -46.5M -2.2M 0.77 37.65 N/A N/A 3,487 2,686 60,886 84,321 2020-10-09 $127.24 $130.00 47.0% 11.1% 27.6% 42.1% 38.2% 9.7% -2.0% -1.6M -93.1M -2.1M 0.43 41.33 N/A N/A 5,402 2,347 62,394 85,560 2020-10-12 $130.94 $130.00 38.3% 10.8% 29.3% 28.2% 38.9% -0.1% 0.6% 3.6M -170.3M -2.2M 0.59 52.05 N/A N/A 4,155 2,454 58,440 83,636 2020-10-13 $133.25 $130.00 40.5% 10.9% 29.6% 31.7% 38.6% 8.3% -1.8% 7.0M -230.0M -2.1M 0.71 53.79 N/A N/A 4,832 3,415 58,462 83,261 2020-10-14 $132.99 $130.00 42.1% 11.5% 29.4% 34.3% 41.5% 5.1% -2.2% 8.2M -228.9M -2.2M 0.60 48.03 N/A N/A 2,463 1,475 60,442 84,661 2020-10-15 $131.44 $130.00 36.9% 11.0% 28.9% 25.9% 39.6% 0.4% 1.7% 5.3M -190.2M -2.1M 0.67 47.51 N/A N/A 3,139 2,090 60,592 84,984 2020-10-16 $132.04 $130.00 38.3% 10.9% 28.9% 28.1% 39.7% 2.9% -0.4% 8.8M -212.8M -2.1M 0.60 55.91 N/A N/A 2,871 1,715 61,654 85,632 2020-10-19 $130.06 $130.00 40.0% 11.4% 28.6% 30.9% 39.8% 5.1% -1.4% 2.1M -150.5M -2.1M 0.44 36.36 N/A N/A 3,603 1,574 54,981 79,720 2020-10-20 $128.03 $130.00 40.2% 11.5% 28.0% 31.1% 40.4% 4.4% -1.0% 49.0K -107.0M -2.2M 0.80 31.71 N/A N/A 2,844 2,284 56,288 80,598 2020-10-21 $127.86 $130.00 40.2% 11.5% 27.3% 31.2% 40.4% 3.4% -1.8% -158.5K -104.7M -2.2M 1.06 28.26 N/A N/A 2,922 3,098 57,668 82,239 2020-10-22 $126.86 $130.00 39.7% 11.5% 27.3% 30.3% 40.1% 3.2% -2.9% -996.2K -85.8M -2.2M 1.21 34.32 N/A N/A 1,971 2,394 59,247 84,300 2020-10-23 $126.68 $130.00 40.4% 11.5% 26.8% 31.6% 41.4% 3.7% 1.2% 108.3K -79.8M -2.2M 0.76 28.28 N/A N/A 2,936 2,223 59,889 85,609 2020-10-26 $126.21 $130.00 38.9% 12.2% 26.6% 29.1% 42.2% 5.5% -1.4% -330.2K -77.2M -2.2M 0.68 31.63 N/A N/A 2,243 1,528 58,493 84,171 2020-10-27 $126.56 $130.00 40.1% 12.2% 25.9% 31.1% 43.5% 6.1% -3.4% 184.9K -86.8M -2.2M 1.12 23.20 N/A N/A 1,573 1,766 59,383 84,913 2020-10-28 $126.21 $129.00 42.8% 13.2% 25.8% 35.3% 46.3% 2.8% -4.8% -204.2K -75.4M -2.2M 0.92 38.40 N/A N/A 1,707 1,568 60,038 85,736 2020-10-29 $124.34 $129.00 37.1% 12.8% 24.9% 26.3% 45.3% 8.2% -7.0% -2.3M -27.6M -2.2M 0.64 33.31 N/A N/A 3,947 2,526 60,515 86,092 2020-10-30 $119.19 $129.00 38.8% 13.2% 27.2% 29.0% 47.2% 3.4% -7.7% -5.2M 85.7M -2.2M 1.27 36.62 N/A N/A 3,555 4,506 61,560 87,482
« Sep 2020 | All History | Nov 2020 » Home EA History October 2020