EA Options History — February 2021 In February 2021, EA traded between $134.66 and $149.44. ATM implied volatility averaged 31.2%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 2.0% (HV 20d: 33.2%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2021-02-03 : Highest Volume — 28,256 contracts2021-02-03 : Largest IV drop — 24.1% change2021-02-02 : Highest IV Rank — 28.6%2021-02-01 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $143.18 $134.66 $149.44 $146.08 $134.66 Max Pain $137.53 $135.00 $140.00 $140.00 $138.00 ATM IV 31.2% 28.4% 39.7% 38.8% 32.1% Expected Move 9.0% 8.2% 12.7% 12.7% 9.3% HV 20d 33.2% 27.2% 34.9% 28.9% 34.3% HV 60d 27.5% 26.8% 30.2% 28.0% 27.3% IV Rank 13.2% 7.9% 28.6% 27.2% 10.7% IV Percentile 30.2% 12.3% 72.6% 69.8% 36.5% Term Structure -0.5% -5.4% 1.6% 1.6% 0.2% VWIV 32.6% 29.6% 45.8% 45.8% 33.6% Skew 25d 0.6% -5.3% 4.7% 2.4% 4.7% Skew 10d 3.9% -5.6% 11.0% -5.4% 9.2% Call IV 25d 32.1% 29.0% 39.9% 36.3% 31.0% Put IV 25d 32.7% 29.9% 38.6% 38.6% 35.7% Bid-Ask Spread % 49.41 30.04 57.35 30.04 54.34 Gamma HHI 0.07 0.05 0.10 0.06 0.06 Net GEX 8.6M -2.9M 18.8M 5.2M -2.9M Net DEX -189.6M -336.7M 12.5M -199.1M 12.5M Net VEX -2.4M -2.6M -2.1M -2.2M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.26 1.84 0.72 1.18 Total Volume 9,693.895 3,195 28,256 7,516 4,593 Total OI 111,520.211 89,580 120,345 89,580 116,245
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 2021-02-01 $146.08 $140.00 38.8% 12.7% 28.9% 27.2% 45.8% 2.4% 1.6% 5.2M -199.1M -2.2M 0.72 30.04 N/A N/A 4,362 3,154 44,007 45,573 2021-02-02 $149.44 $140.00 39.7% 12.0% 27.2% 28.6% 44.0% -5.3% -5.4% 7.1M -263.5M -2.2M 0.64 36.25 N/A N/A 15,388 9,827 46,088 47,347 2021-02-03 $140.85 $140.00 30.1% 8.3% 34.9% 12.9% 30.4% 1.3% 1.1% -459.7K -91.9M -2.1M 0.55 42.36 N/A N/A 18,283 9,973 53,816 53,990 2021-02-04 $138.08 $135.00 29.5% 8.3% 33.8% 12.0% 29.7% 1.5% 0.6% -1.3M -42.8M -2.2M 0.64 56.93 N/A N/A 7,315 4,694 60,238 55,934 2021-02-05 $141.76 $135.00 28.4% 8.3% 33.5% 10.2% 29.6% 0.9% 1.1% 13.1M -169.5M -2.3M 0.61 57.35 N/A N/A 8,433 5,175 62,822 56,991 2021-02-08 $142.04 $135.00 29.5% 8.5% 33.4% 12.0% 30.2% -1.3% 0.2% 8.9M -163.5M -2.3M 0.37 51.61 N/A N/A 6,113 2,282 55,449 50,491 2021-02-09 $146.17 $135.00 32.0% 8.6% 34.8% 16.1% 31.3% 0.8% -2.2% 13.5M -282.6M -2.4M 0.45 49.85 N/A N/A 12,902 5,750 59,100 52,019 2021-02-10 $144.39 $135.00 31.3% 8.6% 34.8% 14.8% 30.5% -0.5% -0.8% 12.2M -234.9M -2.5M 0.33 54.02 N/A N/A 8,179 2,685 60,369 54,023 2021-02-11 $147.46 $135.00 28.9% 8.6% 34.2% 10.9% 30.3% -4.8% -2.1% 16.2M -336.7M -2.6M 0.42 52.46 N/A N/A 4,339 1,842 63,833 54,986 2021-02-12 $147.34 $135.00 29.2% 8.5% 33.5% 11.4% 29.9% -2.5% 0.6% 16.3M -335.4M -2.6M 0.58 53.13 N/A N/A 2,586 1,494 64,538 55,807 2021-02-16 $145.68 $135.00 29.3% 8.4% 33.8% 11.6% 30.7% 1.9% 0.7% 12.7M -263.2M -2.6M 0.54 55.25 N/A N/A 2,448 1,321 59,618 53,390 2021-02-17 $145.88 $135.00 30.0% 8.6% 33.5% 12.3% 30.2% 2.3% 1.0% 13.9M -267.3M -2.6M 0.26 53.95 N/A N/A 2,541 654 60,968 54,143 2021-02-18 $147.52 $140.00 29.5% 8.5% 31.9% 11.4% 30.7% 2.2% 0.6% 18.8M -323.3M -2.6M 0.47 54.35 N/A N/A 3,837 1,802 62,877 54,315 2021-02-19 $146.10 $140.00 28.8% 8.2% 32.1% 9.5% 31.9% 1.5% -0.3% 12.8M -285.1M -2.5M 0.54 53.48 N/A N/A 5,179 2,783 63,009 55,094 2021-02-22 $142.50 $140.00 29.6% 8.4% 33.3% 7.9% 30.4% 2.6% -0.5% 8.7M -165.7M -2.5M 1.18 38.30 N/A N/A 2,270 2,678 56,152 50,416 2021-02-23 $141.33 $140.00 30.5% 8.6% 33.4% 7.9% 32.0% 2.2% -1.0% 7.0M -131.5M -2.5M 1.59 43.26 N/A N/A 2,758 4,382 56,509 52,401 2021-02-24 $137.89 $140.00 31.6% 9.1% 34.3% 9.8% 32.5% 1.4% -0.7% 2.8M -62.6M -2.5M 1.84 47.24 N/A N/A 2,298 4,226 57,045 54,557 2021-02-25 $135.24 $140.00 33.8% 9.9% 34.8% 13.7% 35.3% 0.9% -4.5% -675.3K 4.2M -2.5M 0.85 54.61 N/A N/A 3,054 2,584 57,768 56,956 2021-02-26 $134.66 $138.00 32.1% 9.3% 34.3% 10.7% 33.6% 4.7% 0.2% -2.9M 12.5M -2.5M 1.18 54.34 N/A N/A 2,111 2,482 58,716 57,529
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