EA Options History — April 2021 In April 2021, EA traded between $138.09 and $146.26. ATM implied volatility averaged 31.1%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 12.6% (HV 20d: 18.4%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.61.
Notable Days 2021-04-26 : Highest Volume — 28,366 contracts2021-04-12 : Largest IV spike — 22.8% change2021-04-23 : Highest IV Rank — 46.0%2021-04-30 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $141.90 $138.09 $146.26 $138.09 $142.29 Max Pain $138.05 $130.00 $140.00 $134.00 $140.00 ATM IV 31.1% 24.3% 35.4% 24.3% 33.7% Expected Move 9.3% 6.6% 10.3% 6.6% 10.3% HV 20d 18.4% 14.0% 25.3% 24.4% 17.2% HV 60d 27.0% 23.5% 29.1% 29.1% 23.5% IV Rank 27.0% 0.0% 46.0% 0.0% 41.3% IV Percentile 39.1% 0.0% 64.3% 0.0% 57.1% Term Structure 1.2% -4.0% 11.4% 0.3% -2.1% VWIV 33.2% 24.8% 38.0% 24.8% 37.1% Skew 25d 0.7% -6.4% 6.9% -3.1% 6.9% Skew 10d 3.4% -0.5% 7.3% 2.8% 3.7% Call IV 25d 31.6% 26.0% 36.2% 26.6% 29.8% Put IV 25d 32.4% 23.6% 36.7% 23.6% 36.7% Bid-Ask Spread % 35.65 23.63 48.81 34.92 23.63 Gamma HHI 0.08 0.05 0.22 0.06 0.05 Net GEX 13.8M 5.0M 42.5M 7.6M 7.5M Net DEX -221.3M -373.2M -135.0M -157.3M -173.1M Net VEX -2.6M -2.7M -2.6M -2.6M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.08 1.33 0.43 0.92 Total Volume 7,697.143 2,592 28,366 5,228 7,266 Total OI 109,983.762 99,884 128,766 101,751 128,766
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 2021-04-01 $138.09 $134.00 24.3% 6.6% 24.4% 0.0% 24.8% -3.1% 0.3% 7.6M -157.3M -2.6M 0.43 34.92 N/A N/A 3,662 1,566 51,278 50,473 2021-04-05 $141.06 $130.00 25.7% 8.9% 25.3% 5.3% 31.4% 2.3% 6.4% 7.5M -202.9M -2.6M 0.62 48.81 N/A N/A 1,601 991 50,734 49,150 2021-04-06 $141.41 $135.00 25.7% 9.1% 21.2% 5.4% 32.8% 1.7% 7.6% 8.1M -212.0M -2.6M 0.60 47.33 N/A N/A 2,422 1,456 51,169 49,828 2021-04-07 $142.10 $135.00 24.4% 8.9% 19.9% 0.5% 32.1% 0.6% 11.4% 8.7M -230.0M -2.6M 0.83 41.60 N/A N/A 2,330 1,940 52,085 50,678 2021-04-08 $141.51 $135.00 25.7% 8.9% 19.8% 5.3% 31.2% -1.2% 9.9% 10.1M -221.0M -2.6M 0.63 39.92 N/A N/A 1,940 1,224 53,294 51,446 2021-04-09 $140.27 $135.00 26.2% 8.7% 20.1% 7.1% 31.1% 1.3% 8.5% 10.1M -190.8M -2.6M 0.63 29.21 N/A N/A 3,809 2,406 54,206 52,189 2021-04-12 $141.46 $135.00 32.2% 9.0% 19.8% 29.4% 31.5% -4.3% -4.0% 9.4M -217.2M -2.6M 0.45 41.13 N/A N/A 3,683 1,640 54,303 51,303 2021-04-13 $142.54 $140.00 30.8% 8.9% 19.5% 24.3% 32.4% 1.4% -1.0% 10.3M -242.5M -2.6M 0.73 36.47 N/A N/A 5,396 3,914 56,026 52,252 2021-04-14 $141.78 $140.00 32.5% 8.9% 19.6% 30.5% 32.1% 1.9% -1.1% 10.9M -232.1M -2.6M 0.41 26.73 N/A N/A 2,703 1,121 57,423 52,593 2021-04-15 $142.68 $140.00 32.8% 8.7% 18.2% 31.5% 31.2% 1.9% -3.5% 12.0M -257.4M -2.7M 1.08 36.65 N/A N/A 1,477 1,591 58,124 53,217 2021-04-16 $140.98 $140.00 33.6% 8.8% 18.1% 34.6% 32.7% -1.1% -3.4% 10.0M -216.6M -2.6M 0.89 33.17 N/A N/A 2,206 1,961 58,799 53,972 2021-04-19 $139.72 $140.00 33.1% 9.3% 18.7% 32.8% 33.5% 3.0% -0.3% 5.0M -135.0M -2.6M 1.33 37.62 N/A N/A 2,091 2,774 52,957 49,085 2021-04-20 $141.08 $140.00 33.5% 9.6% 18.0% 34.2% 34.3% 2.6% -0.8% 6.1M -166.8M -2.6M 0.46 37.00 N/A N/A 2,342 1,085 54,200 50,923 2021-04-21 $140.94 $140.00 32.7% 9.4% 17.8% 31.4% 33.6% 2.4% 0.1% 6.5M -160.8M -2.6M 0.62 35.72 N/A N/A 1,880 1,159 55,480 51,458 2021-04-22 $141.13 $140.00 34.0% 9.8% 15.5% 37.2% 34.8% 1.9% -0.5% 7.3M -173.7M -2.6M 0.43 39.11 N/A N/A 4,609 2,003 56,279 52,146 2021-04-23 $143.17 $140.00 35.4% 10.0% 15.8% 46.0% 35.3% 1.1% 2.8% 12.8M -234.2M -2.7M 0.08 39.32 N/A N/A 24,276 2,050 57,808 53,228 2021-04-26 $143.54 $140.00 34.4% 10.2% 15.5% 44.3% 35.9% 0.3% 0.5% 35.9M -298.6M -2.7M 0.09 27.14 N/A N/A 25,918 2,448 70,972 51,688 2021-04-27 $143.58 $140.00 34.6% 10.0% 14.2% 45.2% 35.8% 1.1% -2.0% 28.7M -265.6M -2.7M 0.23 30.96 N/A N/A 5,227 1,216 66,519 52,720 2021-04-28 $144.36 $140.00 32.9% 10.0% 14.0% 38.0% 36.0% -6.4% -0.7% 33.2M -287.5M -2.7M 0.39 37.49 N/A N/A 3,464 1,365 66,587 53,294 2021-04-29 $146.26 $140.00 34.1% 10.2% 14.1% 43.3% 38.0% 0.9% -2.2% 42.5M -373.2M -2.6M 0.97 24.68 N/A N/A 9,857 9,571 66,895 54,112 2021-04-30 $142.29 $140.00 33.7% 10.3% 17.2% 41.3% 37.1% 6.9% -2.1% 7.5M -173.1M -2.7M 0.92 23.63 N/A N/A 3,780 3,486 67,509 61,257
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