EA Options History — May 2021 In May 2021, EA traded between $136.52 and $143.81. ATM implied volatility averaged 27.2%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 4.9% (HV 20d: 22.3%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.17.
Notable Days 2021-05-12 : Highest Volume — 50,062 contracts2021-05-12 : Largest IV drop — 16.7% change2021-05-04 : Highest IV Rank — 43.5%2021-05-04 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $140.65 $136.52 $143.81 $141.48 $143.18 Max Pain $139.25 $135.00 $140.00 $140.00 $140.00 ATM IV 27.2% 20.7% 34.2% 31.5% 21.3% Expected Move 8.0% 5.9% 11.7% 10.8% 5.9% HV 20d 22.3% 15.6% 24.5% 15.6% 21.9% HV 60d 22.7% 21.0% 23.7% 23.1% 21.0% IV Rank 16.1% 0.0% 43.5% 31.6% 2.2% IV Percentile 19.5% 0.0% 61.5% 43.7% 0.4% Term Structure -0.5% -4.3% 4.7% -1.6% 0.4% VWIV 29.0% 22.4% 41.9% 38.0% 22.4% Skew 25d 2.2% -5.0% 5.4% 5.4% 2.1% Skew 10d 1.7% -6.8% 7.9% -1.0% 1.2% Call IV 25d 26.8% 20.9% 33.3% 28.8% 22.3% Put IV 25d 29.1% 24.2% 35.9% 34.2% 24.4% Bid-Ask Spread % 37.55 12.61 57.53 33.01 24.51 Gamma HHI 0.07 0.05 0.11 0.06 0.07 Net GEX 1.5M -14.6M 11.7M 4.0M 6.7M Net DEX -87.8M -194.3M 46.4M -125.6M -157.7M Net VEX -2.6M -2.9M -2.5M -2.7M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.33 3.84 0.46 0.58 Total Volume 13,886.25 3,169 50,062 7,559 3,988 Total OI 139,377.8 116,824 180,804 119,525 122,498
Daily Data (20 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 2021-05-03 $141.48 $140.00 31.5% 10.8% 15.6% 31.6% 38.0% 5.4% -1.6% 4.0M -125.6M -2.7M 0.46 33.01 N/A N/A 5,185 2,374 59,172 60,353 2021-05-04 $136.52 $140.00 34.2% 11.7% 20.1% 43.5% 41.8% 1.6% -4.2% -2.7M -7.3M -2.5M 0.47 35.76 N/A N/A 8,441 3,988 61,586 61,610 2021-05-05 $137.96 $140.00 33.3% 11.6% 20.5% 39.7% 41.9% 5.0% -4.3% -31.6K -56.3M -2.6M 1.41 35.54 N/A N/A 2,902 4,090 66,041 63,530 2021-05-06 $140.78 $135.00 30.6% 8.9% 21.8% 27.8% 31.4% 0.4% -1.1% 5.2M -131.5M -2.6M 1.83 48.68 N/A N/A 2,468 4,506 67,377 65,230 2021-05-07 $142.76 $135.00 32.6% 8.6% 22.1% 36.4% 31.4% 1.5% -1.7% 7.9M -194.3M -2.6M 1.00 42.77 N/A N/A 4,421 4,440 68,210 66,985 2021-05-10 $141.12 $135.00 33.6% 9.3% 22.4% 40.7% 33.4% 3.3% -1.7% 4.3M -133.1M -2.7M 3.84 57.53 N/A N/A 5,441 20,891 63,652 64,975 2021-05-11 $141.69 $140.00 33.8% 9.7% 22.2% 41.9% 34.5% -5.0% 0.8% -721.9K -97.0M -2.9M 0.82 52.47 N/A N/A 24,851 20,272 66,509 80,735 2021-05-12 $139.99 $140.00 28.2% 8.2% 22.6% 17.0% 29.9% 2.6% 0.3% 3.3M -28.1M -2.9M 0.62 47.67 N/A N/A 30,838 19,224 86,432 93,052 2021-05-13 $139.17 $140.00 27.0% 7.7% 22.5% 11.7% 27.8% 1.8% 0.2% 4.6M -15.2M -2.8M 0.37 37.25 N/A N/A 17,845 6,648 89,189 87,965 2021-05-14 $138.70 $140.00 23.7% 6.8% 22.1% 0.0% 24.8% 2.9% -0.1% -14.6M 16.6M -2.6M 1.38 44.18 N/A N/A 5,303 7,340 93,144 87,660 2021-05-17 $137.40 $140.00 25.4% 7.3% 22.2% 7.3% 25.4% 2.3% -0.1% -10.4M 46.4M -2.6M 1.41 35.86 N/A N/A 2,247 3,175 68,147 76,076 2021-05-18 $138.89 $140.00 24.9% 7.2% 22.2% 5.3% 26.1% 1.5% -1.3% -7.2M -10.5M -2.5M 1.84 41.52 N/A N/A 2,260 4,168 68,589 76,364 2021-05-19 $138.43 $140.00 25.8% 7.4% 22.3% 9.1% 27.2% 2.7% -1.7% -10.1M 13.9M -2.6M 2.48 32.23 N/A N/A 2,633 6,539 68,792 77,799 2021-05-20 $141.91 $140.00 25.5% 7.3% 24.1% 7.8% 25.9% 1.7% 0.1% 11.7M -151.5M -2.6M 0.33 56.00 N/A N/A 15,028 4,907 69,646 75,638 2021-05-21 $140.30 $140.00 23.6% 6.7% 23.8% 0.0% 23.8% 2.0% 1.0% -1.1M -99.6M -2.6M 1.59 27.40 N/A N/A 3,711 5,910 73,167 78,442 2021-05-24 $142.27 $140.00 23.2% 6.5% 24.4% 0.0% 23.4% 3.9% 0.2% 3.9M -129.1M -2.6M 0.82 30.34 N/A N/A 2,341 1,921 56,653 60,171 2021-05-25 $143.40 $140.00 23.0% 6.5% 24.5% 0.0% 23.8% 4.5% 0.4% 7.7M -159.8M -2.6M 0.78 33.63 N/A N/A 3,608 2,813 57,870 60,982 2021-05-26 $143.81 $140.00 22.4% 6.3% 24.5% 0.0% 23.1% 2.0% 0.6% 10.4M -177.0M -2.6M 0.45 12.61 N/A N/A 5,409 2,430 59,418 62,368 2021-05-27 $143.26 $140.00 20.7% 6.2% 24.0% 0.0% 22.9% 2.1% 4.7% 6.6M -158.7M -2.5M 0.96 21.94 N/A N/A 1,613 1,556 58,754 62,775 2021-05-28 $143.18 $140.00 21.3% 5.9% 21.9% 2.2% 22.4% 2.1% 0.4% 6.7M -157.7M -2.5M 0.58 24.51 N/A N/A 2,521 1,467 59,225 63,273
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