EA Options History — March 2021 In March 2021, EA traded between $128.06 and $137.32. ATM implied volatility averaged 29.7%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 2.3% (HV 20d: 27.4%). Max pain ranged from $133.00 to $140.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.84.
Notable Days 2021-03-24 : Highest Volume — 10,261 contracts2021-03-03 : Largest IV spike — 19.4% change2021-03-03 : Highest IV Rank — 19.3%2021-03-03 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $131.97 $128.06 $137.32 $137.29 $135.85 Max Pain $136.65 $133.00 $140.00 $138.00 $133.00 ATM IV 29.7% 26.2% 37.1% 30.5% 26.2% Expected Move 8.3% 7.1% 9.3% 8.4% 7.1% HV 20d 27.4% 24.5% 35.2% 35.2% 24.5% HV 60d 28.8% 27.3% 29.7% 27.5% 29.0% IV Rank 6.8% 0.8% 19.3% 7.8% 0.8% IV Percentile 19.4% 0.4% 58.7% 28.6% 0.4% Term Structure 0.4% -1.9% 4.2% 1.1% 0.3% VWIV 29.6% 25.6% 33.6% 30.9% 25.6% Skew 25d 1.5% -5.2% 5.9% 3.5% -0.4% Skew 10d 4.6% -1.7% 15.0% -1.4% 1.6% Call IV 25d 29.7% 25.4% 34.3% 32.8% 26.2% Put IV 25d 31.2% 25.7% 36.3% 36.3% 25.9% Bid-Ask Spread % 47.86 14.80 70.55 41.89 14.80 Gamma HHI 0.06 0.05 0.07 0.06 0.05 Net GEX -158.4K -4.1M 5.8M 1.7M 5.8M Net DEX 16.3M -111.8M 100.2M -54.8M -111.8M Net VEX -2.4M -2.6M -2.3M -2.5M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.19 1.89 0.59 0.44 Total Volume 4,366.913 1,738 10,261 4,679 4,660 Total OI 109,577.261 88,745 122,828 110,191 100,628
Daily Data (23 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 2021-03-01 $137.29 $138.00 30.5% 8.4% 35.2% 7.8% 30.9% 3.5% 1.1% 1.7M -54.8M -2.5M 0.59 41.89 N/A N/A 2,941 1,738 54,728 55,463 2021-03-02 $137.32 $140.00 31.1% 8.5% 34.1% 8.8% 31.1% -0.7% 4.2% 2.4M -59.3M -2.6M 0.47 46.33 N/A N/A 2,510 1,185 56,823 57,054 2021-03-03 $133.32 $140.00 37.1% 9.3% 33.9% 19.3% 33.6% 2.0% -0.9% -98.6K 21.5M -2.5M 1.19 42.33 N/A N/A 1,790 2,125 58,055 57,813 2021-03-04 $131.48 $140.00 33.8% 9.3% 27.6% 13.5% 33.2% 4.8% 2.1% -1.2M 62.6M -2.5M 1.34 63.30 N/A N/A 2,103 2,824 57,923 58,505 2021-03-05 $132.49 $140.00 32.1% 9.2% 27.2% 10.6% 31.1% -0.1% -0.1% -2.2M 52.3M -2.5M 1.35 58.88 N/A N/A 1,863 2,520 58,174 59,476 2021-03-08 $128.06 $140.00 35.4% 9.3% 27.3% 16.4% 32.3% 0.3% -1.9% -2.1M 100.2M -2.3M 0.60 53.67 N/A N/A 2,554 1,520 56,527 57,693 2021-03-09 $131.16 $140.00 32.2% 8.8% 29.1% 10.9% 30.5% 5.9% -1.8% -457.7K 50.0M -2.4M 0.41 58.44 N/A N/A 2,438 994 57,688 58,243 2021-03-10 $130.29 $140.00 30.9% 8.7% 26.4% 8.5% 32.5% 1.0% -0.3% -633.8K 67.5M -2.4M 0.62 59.27 N/A N/A 1,457 905 58,919 58,595 2021-03-11 $131.79 $140.00 29.8% 8.5% 26.9% 6.6% 30.2% 2.5% 0.2% 924.6K 32.5M -2.4M 0.93 61.54 N/A N/A 1,709 1,586 59,576 58,919 2021-03-12 $130.80 $135.00 29.8% 8.5% 25.2% 6.7% 30.7% 1.8% 0.1% -470.6K 57.2M -2.4M 1.54 60.90 N/A N/A 684 1,054 60,340 59,462 2021-03-15 $130.21 $135.00 29.3% 8.4% 25.1% 5.7% 30.1% 2.5% 0.6% -2.1M 61.2M -2.3M 1.42 60.06 N/A N/A 1,466 2,081 57,695 58,164 2021-03-16 $131.96 $140.00 28.3% 8.2% 26.0% 4.0% 28.6% 2.4% 1.8% -553.6K 27.9M -2.4M 0.70 56.00 N/A N/A 2,210 1,555 58,384 59,620 2021-03-17 $129.96 $135.00 28.4% 8.1% 26.1% 4.2% 29.6% 2.3% -0.0% -2.8M 69.8M -2.3M 0.77 70.55 N/A N/A 2,006 1,544 59,374 60,410 2021-03-18 $128.25 $135.00 29.2% 8.4% 25.4% 5.6% 29.8% 2.3% 0.2% -4.1M 95.6M -2.3M 0.44 64.41 N/A N/A 3,638 1,601 60,107 60,830 2021-03-19 $129.04 $135.00 28.2% 8.0% 25.8% 4.7% 29.7% 1.4% 1.2% -2.9M 86.5M -2.3M 1.89 45.21 N/A N/A 1,612 3,051 61,473 61,355 2021-03-22 $131.53 $135.00 26.7% 7.4% 26.3% 1.4% 26.6% -5.2% 0.7% -311.5K -1.8M -2.3M 0.46 41.30 N/A N/A 3,745 1,737 42,374 46,371 2021-03-23 $133.02 $135.00 26.8% 7.5% 26.8% 2.1% 26.6% 2.0% -0.2% 678.5K -24.2M -2.4M 0.74 39.09 N/A N/A 2,851 2,103 43,164 47,196 2021-03-24 $130.29 $135.00 28.9% 7.8% 26.4% 8.1% 27.6% 1.2% 0.9% -511.0K 14.9M -2.4M 0.19 33.89 N/A N/A 8,606 1,655 44,874 47,906 2021-03-25 $130.20 $133.00 26.8% 7.8% 25.7% 2.3% 28.6% 1.2% 0.1% -927.7K 13.1M -2.5M 1.16 37.41 N/A N/A 1,424 1,646 47,050 49,407 2021-03-26 $132.01 $133.00 27.9% 7.7% 26.3% 5.3% 27.3% 1.2% 1.0% -831.7K -25.2M -2.5M 0.51 31.16 N/A N/A 4,081 2,089 47,738 49,734 2021-03-29 $134.78 $133.00 26.7% 7.6% 26.4% 2.3% 27.7% 3.3% -0.3% 3.1M -84.9M -2.6M 0.73 38.90 N/A N/A 3,463 2,536 48,487 48,446 2021-03-30 $134.29 $133.00 26.4% 7.6% 26.4% 1.6% 26.9% 0.4% 0.5% 3.8M -75.2M -2.6M 0.77 21.49 N/A N/A 1,457 1,122 49,923 49,591 2021-03-31 $135.85 $133.00 26.2% 7.1% 24.5% 0.8% 25.6% -0.4% 0.3% 5.8M -111.8M -2.5M 0.44 14.80 N/A N/A 3,232 1,428 50,647 49,981
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