EA Options History — June 2021 In June 2021, EA traded between $138.51 and $148.31. ATM implied volatility averaged 21.8%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.8% (HV 20d: 19.0%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2021-06-10 : Highest Volume — 29,419 contracts2021-06-28 : Largest IV spike — 21.7% change2021-06-07 : Highest IV Rank — 15.2%2021-06-07 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $143.09 $138.51 $148.31 $143.62 $143.94 Max Pain $143.77 $140.00 $145.00 $140.00 $143.00 ATM IV 21.8% 18.7% 24.7% 22.9% 22.4% Expected Move 6.2% 5.8% 6.5% 6.3% 6.0% HV 20d 19.0% 17.4% 21.8% 21.8% 20.7% HV 60d 19.8% 19.2% 21.0% 21.0% 19.5% IV Rank 7.5% 0.0% 15.2% 8.6% 13.1% IV Percentile 2.8% 0.0% 7.9% 1.2% 6.3% Term Structure 0.6% -2.6% 6.9% -2.1% 6.1% VWIV 22.4% 20.5% 24.8% 23.2% 21.5% Skew 25d 1.0% -4.3% 3.9% 1.2% 3.8% Skew 10d 3.9% -3.7% 9.8% 3.7% 7.4% Call IV 25d 22.8% 20.6% 27.8% 23.1% 22.9% Put IV 25d 23.8% 18.5% 28.6% 24.3% 26.7% Bid-Ask Spread % 46.16 13.49 67.83 40.25 19.38 Gamma HHI 0.09 0.06 0.14 0.07 0.10 Net GEX 10.4M -6.6M 26.6M 5.5M 17.8M Net DEX -155.4M -317.4M -8.6M -158.6M -206.6M Net VEX -2.4M -2.6M -2.4M -2.4M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.21 2.24 0.43 0.57 Total Volume 9,828.136 1,173 29,419 5,065 1,173 Total OI 121,098.273 103,011 139,754 117,588 116,802
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 2021-06-01 $143.62 $140.00 22.9% 6.3% 21.8% 8.6% 23.2% 1.2% -2.1% 5.5M -158.6M -2.4M 0.43 40.25 N/A N/A 3,538 1,527 56,699 60,889 2021-06-02 $141.39 $140.00 22.6% 6.4% 18.2% 7.3% 22.8% -3.9% -0.5% 758.8K -99.6M -2.4M 0.71 14.46 N/A N/A 1,982 1,406 59,210 61,316 2021-06-03 $141.43 $140.00 21.3% 6.5% 17.9% 2.6% 23.3% -0.6% -2.3% 906.4K -98.8M -2.5M 0.53 48.85 N/A N/A 2,715 1,450 59,652 61,363 2021-06-04 $145.52 $140.00 22.7% 6.3% 19.2% 7.7% 23.1% 2.3% 0.7% 12.0M -233.2M -2.5M 0.39 65.73 N/A N/A 7,639 2,942 59,839 62,001 2021-06-07 $145.15 $145.00 24.7% 6.5% 18.7% 15.2% 23.2% 3.5% -2.6% 12.2M -209.6M -2.5M 0.29 53.57 N/A N/A 8,656 2,484 58,653 59,578 2021-06-08 $145.61 $145.00 22.4% 6.3% 18.2% 6.4% 22.1% 3.9% 0.4% 22.4M -241.4M -2.4M 0.24 48.82 N/A N/A 5,348 1,296 62,324 60,082 2021-06-09 $146.32 $145.00 19.9% 6.3% 18.2% 0.0% 22.2% 2.8% -0.2% 25.7M -254.1M -2.4M 0.21 50.70 N/A N/A 7,776 1,635 62,113 60,344 2021-06-10 $145.52 $145.00 21.9% 6.2% 17.7% 7.5% 23.6% 3.1% -1.5% 21.7M -223.5M -2.4M 1.82 62.37 N/A N/A 10,447 18,972 62,288 61,044 2021-06-11 $146.24 $145.00 19.6% 6.0% 17.4% 0.0% 21.3% -0.4% 0.1% 26.6M -268.5M -2.4M 1.07 52.85 N/A N/A 4,336 4,635 67,274 66,914 2021-06-14 $148.31 $145.00 20.8% 6.0% 17.8% 4.3% 21.4% 2.2% 1.2% 25.7M -317.4M -2.4M 0.43 55.67 N/A N/A 5,236 2,234 65,168 64,685 2021-06-15 $144.79 $145.00 21.4% 6.1% 19.8% 6.5% 22.0% 2.6% -2.6% 14.0M -199.8M -2.4M 0.24 64.13 N/A N/A 14,600 3,443 66,285 65,189 2021-06-16 $142.65 $145.00 21.6% 6.2% 20.5% 7.2% 22.1% 2.3% 0.6% 6.1M -121.0M -2.5M 0.51 67.83 N/A N/A 9,907 5,088 68,317 66,419 2021-06-17 $142.39 $145.00 21.8% 6.2% 20.4% 8.0% 22.8% 2.1% 0.4% 5.8M -132.2M -2.4M 1.73 66.16 N/A N/A 2,111 3,657 70,487 67,913 2021-06-18 $140.82 $145.00 22.6% 6.4% 18.9% 10.7% 24.8% 2.3% 0.4% -6.6M -70.4M -2.4M 2.24 63.88 N/A N/A 2,660 5,966 70,349 69,405 2021-06-21 $140.75 $145.00 21.7% 6.2% 18.4% 7.7% 22.4% -0.1% 0.6% 6.8M -73.4M -2.4M 1.63 40.35 N/A N/A 3,491 5,682 53,149 49,862 2021-06-22 $140.76 $145.00 22.5% 6.0% 17.7% 10.4% 22.6% -0.5% -0.0% 5.1M -67.5M -2.4M 1.38 36.41 N/A N/A 2,130 2,940 55,291 52,682 2021-06-23 $138.75 $145.00 22.1% 6.0% 18.1% 9.2% 22.9% -0.7% -0.2% -1.1M -21.7M -2.4M 1.06 40.80 N/A N/A 5,045 5,326 56,001 54,066 2021-06-24 $138.66 $145.00 21.4% 5.8% 18.0% 6.5% 21.2% 1.4% 0.5% -2.9M -10.2M -2.4M 0.42 43.05 N/A N/A 4,580 1,939 57,962 54,371 2021-06-25 $138.51 $145.00 18.7% 5.8% 18.0% 0.0% 20.5% -4.3% 0.9% -1.4M -8.6M -2.5M 0.33 43.38 N/A N/A 8,306 2,753 59,936 55,452 2021-06-28 $142.81 $142.00 22.7% 6.4% 21.3% 14.3% 22.8% -1.2% 6.5% 11.9M -180.9M -2.5M 0.21 13.49 N/A N/A 17,026 3,627 56,086 52,087 2021-06-29 $144.11 $143.00 21.9% 6.0% 21.5% 11.5% 21.5% 0.5% 6.9% 20.0M -221.4M -2.5M 0.88 23.47 N/A N/A 4,537 3,978 61,318 53,297 2021-06-30 $143.94 $143.00 22.4% 6.0% 20.7% 13.1% 21.5% 3.8% 6.1% 17.8M -206.6M -2.6M 0.57 19.38 N/A N/A 747 426 62,080 54,722
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