EA Options History — July 2021 In July 2021, EA traded between $140.24 and $145.21. ATM implied volatility averaged 31.2%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 12.9% (HV 20d: 18.2%). Max pain ranged from $140.00 to $143.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2021-07-22 : Highest Volume — 18,155 contracts2021-07-06 : Largest IV spike — 18.5% change2021-07-29 : Highest IV Rank — 61.3%2021-07-27 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $142.66 $140.24 $145.21 $142.33 $143.95 Max Pain $140.29 $140.00 $143.00 $143.00 $140.00 ATM IV 31.2% 23.9% 36.1% 23.9% 32.4% Expected Move 8.6% 5.5% 10.0% 5.9% 9.6% HV 20d 18.2% 16.8% 21.2% 21.2% 17.4% HV 60d 19.7% 18.6% 20.4% 19.6% 18.6% IV Rank 44.1% 18.3% 61.3% 18.3% 48.3% IV Percentile 53.0% 11.1% 81.0% 11.1% 61.9% Term Structure -0.4% -4.7% 7.8% 7.8% -2.8% VWIV 30.9% 20.0% 35.5% 21.5% 34.5% Skew 25d 2.4% -5.6% 8.2% 1.0% 3.0% Skew 10d 5.4% -3.9% 14.2% -3.9% 10.2% Call IV 25d 30.8% 22.6% 34.2% 23.6% 32.0% Put IV 25d 33.2% 24.6% 41.1% 24.6% 35.0% Bid-Ask Spread % 29.80 12.75 50.91 22.66 30.59 Gamma HHI 0.16 0.06 0.85 0.11 0.85 Net GEX 23.4M 1.6M 188.5M 14.6M 188.5M Net DEX -167.9M -356.0M -60.8M -153.7M -194.1M Net VEX -2.5M -2.5M -2.4M -2.5M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.11 1.81 0.11 0.88 Total Volume 7,737.714 2,534 18,155 8,689 8,123 Total OI 116,794.714 107,570 127,028 117,212 115,816
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 2021-07-01 $142.33 $143.00 23.9% 5.9% 21.2% 18.3% 21.5% 1.0% 7.8% 14.6M -153.7M -2.5M 0.11 22.66 N/A N/A 7,843 846 62,345 54,867 2021-07-02 $143.52 $143.00 24.4% 5.5% 18.7% 20.2% 20.0% 4.7% 5.2% 9.0M -221.4M -2.5M 0.41 12.75 N/A N/A 6,253 2,566 63,674 55,314 2021-07-06 $143.14 $140.00 28.9% 8.1% 18.7% 36.2% 28.9% 0.9% -0.1% 7.3M -146.1M -2.4M 0.59 22.79 N/A N/A 1,597 937 56,349 53,247 2021-07-07 $142.94 $140.00 30.8% 8.1% 18.6% 42.8% 29.6% 1.5% -1.1% 6.8M -139.2M -2.4M 1.12 33.05 N/A N/A 1,870 2,095 56,974 53,893 2021-07-08 $140.40 $140.00 31.7% 8.4% 19.4% 45.9% 30.6% 1.4% -4.2% 1.6M -60.8M -2.5M 0.16 23.76 N/A N/A 13,880 2,209 57,620 55,464 2021-07-09 $141.16 $140.00 29.9% 8.3% 19.6% 39.7% 29.6% 4.5% 3.6% 7.5M -110.0M -2.5M 1.41 20.24 N/A N/A 2,387 3,368 66,710 56,717 2021-07-12 $141.34 $140.00 31.1% 8.5% 19.4% 43.9% 32.2% 3.4% -1.3% 10.4M -124.1M -2.5M 0.62 38.37 N/A N/A 4,334 2,680 64,780 54,902 2021-07-13 $143.46 $140.00 31.3% 8.5% 19.5% 44.5% 30.2% -5.6% -3.8% 16.0M -203.5M -2.5M 0.72 42.91 N/A N/A 6,693 4,842 64,293 56,831 2021-07-14 $143.26 $140.00 33.5% 8.6% 17.7% 52.3% 30.5% 3.4% -3.6% 15.1M -193.1M -2.5M 0.59 32.08 N/A N/A 2,072 1,222 65,501 57,863 2021-07-15 $142.98 $140.00 30.0% 8.6% 16.8% 39.9% 30.6% 4.6% 0.0% 15.8M -175.5M -2.5M 0.29 27.27 N/A N/A 7,088 2,061 65,998 58,267 2021-07-16 $142.89 $140.00 33.7% 8.6% 16.8% 52.9% 31.0% 6.3% -3.2% 14.5M -165.3M -2.5M 0.38 50.91 N/A N/A 3,821 1,452 66,205 59,106 2021-07-19 $140.91 $140.00 33.8% 9.4% 17.1% 53.2% 33.5% 2.5% 0.4% 10.8M -115.6M -2.4M 0.53 29.15 N/A N/A 4,851 2,562 56,269 51,301 2021-07-20 $141.38 $140.00 31.9% 9.0% 17.1% 46.5% 32.3% 2.3% 0.4% 16.1M -138.0M -2.4M 0.30 26.70 N/A N/A 4,185 1,241 59,784 52,299 2021-07-21 $140.24 $140.00 32.3% 9.2% 17.4% 47.9% 32.6% 1.6% 4.1% 13.5M -101.6M -2.4M 1.23 33.74 N/A N/A 3,594 4,422 60,742 52,982 2021-07-22 $142.11 $140.00 31.6% 9.1% 17.2% 45.7% 32.0% 2.1% -0.9% 23.3M -144.2M -2.5M 0.24 32.51 N/A N/A 14,681 3,474 62,574 56,108 2021-07-23 $145.21 $140.00 31.5% 9.1% 18.6% 45.2% 32.6% 1.9% -1.8% 20.1M -356.0M -2.5M 0.78 29.34 N/A N/A 5,436 4,217 69,645 57,383 2021-07-26 $145.21 $140.00 31.7% 9.5% 18.6% 46.0% 33.3% 2.2% -1.2% 22.7M -254.1M -2.4M 0.44 18.61 N/A N/A 2,729 1,199 57,052 52,695 2021-07-27 $141.88 $140.00 32.1% 10.0% 17.5% 47.3% 35.5% -1.8% 0.4% 15.9M -133.5M -2.5M 1.81 30.94 N/A N/A 2,928 5,286 57,527 54,550 2021-07-28 $143.76 $140.00 32.4% 9.6% 17.9% 48.5% 34.0% 2.0% -1.6% 27.0M -197.9M -2.4M 0.87 34.46 N/A N/A 3,233 2,797 58,351 54,946 2021-07-29 $143.85 $140.00 36.1% 9.7% 17.9% 61.3% 34.7% 8.2% -4.7% 34.7M -198.8M -2.4M 0.41 33.00 N/A N/A 3,848 1,570 58,252 57,493 2021-07-30 $143.95 $140.00 32.4% 9.6% 17.4% 48.3% 34.5% 3.0% -2.8% 188.5M -194.1M -2.4M 0.88 30.59 N/A N/A 4,315 3,808 58,921 56,895
« Jun 2021 | All History | Aug 2021 » Home EA History July 2021