EA Options History — August 2021 In August 2021, EA traded between $136.22 and $145.54. ATM implied volatility averaged 24.2%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 5.7% (HV 20d: 18.4%). Max pain ranged from $140.00 to $140.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2021-08-05 : Highest Volume — 38,915 contracts2021-08-05 : Largest IV drop — 23.4% change2021-08-03 : Highest IV Rank — 53.3%2021-08-03 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $140.34 $136.22 $145.54 $143.96 $145.54 Max Pain $140.00 $140.00 $140.00 $140.00 $140.00 ATM IV 24.2% 20.2% 33.8% 33.1% 21.9% Expected Move 6.9% 5.8% 10.6% 10.0% 6.0% HV 20d 18.4% 13.7% 20.1% 17.1% 13.7% HV 60d 18.4% 17.2% 19.1% 18.1% 17.5% IV Rank 19.3% 5.2% 53.3% 50.8% 11.2% IV Percentile 17.3% 1.2% 72.6% 67.5% 6.3% Term Structure -0.4% -5.0% 3.4% -0.7% 0.7% VWIV 25.4% 21.7% 38.4% 35.8% 22.2% Skew 25d 2.3% -0.7% 4.9% 0.8% 1.8% Skew 10d 7.1% 2.5% 14.8% 2.7% 7.6% Call IV 25d 24.4% 21.0% 32.8% 32.3% 22.8% Put IV 25d 26.7% 23.6% 34.8% 33.2% 24.6% Bid-Ask Spread % 37.69 16.34 60.34 19.48 29.24 Gamma HHI 0.10 0.06 0.57 0.07 0.10 Net GEX 2.5M -47.6M 12.1M 4.9M 11.3M Net DEX -84.6M -230.3M 54.5M -143.6M -230.3M Net VEX -2.3M -2.5M -2.2M -2.4M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.25 2.93 0.72 0.90 Total Volume 9,005.727 2,338 38,915 6,439 9,841 Total OI 116,687.773 103,660 136,741 103,660 114,719
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 2021-08-02 $143.96 $140.00 33.1% 10.0% 17.1% 50.8% 35.8% 0.8% -0.7% 4.9M -143.6M -2.4M 0.72 19.48 N/A N/A 3,735 2,704 49,464 54,196 2021-08-03 $139.89 $140.00 33.8% 10.6% 20.0% 53.3% 38.1% 3.0% -4.6% 1.9M -65.1M -2.3M 0.76 35.36 N/A N/A 9,165 6,965 50,302 55,338 2021-08-04 $139.74 $140.00 32.0% 10.5% 20.0% 47.2% 38.4% 1.9% -3.1% 1.7M -56.4M -2.4M 0.72 30.63 N/A N/A 19,379 13,948 51,607 57,168 2021-08-05 $137.06 $140.00 24.6% 7.1% 20.1% 20.7% 25.1% 4.9% -5.0% -2.7M 15.6M -2.2M 0.60 54.50 N/A N/A 24,290 14,625 56,127 60,891 2021-08-06 $136.22 $140.00 23.6% 6.8% 20.0% 17.4% 23.4% 1.6% -4.0% -47.6M 54.5M -2.2M 0.40 59.40 N/A N/A 5,633 2,244 65,780 70,961 2021-08-09 $136.34 $140.00 23.5% 6.7% 20.0% 17.1% 24.3% 3.1% -0.1% 905.4K 10.8M -2.3M 0.78 56.29 N/A N/A 5,703 4,460 56,324 59,874 2021-08-10 $136.72 $140.00 22.8% 6.7% 19.1% 14.4% 24.1% 2.7% 0.4% 2.9M -4.6M -2.2M 0.84 40.47 N/A N/A 2,091 1,752 58,441 60,449 2021-08-11 $138.25 $140.00 24.0% 6.3% 19.7% 18.6% 23.0% 2.9% -2.8% 6.1M -47.0M -2.3M 1.18 40.07 N/A N/A 3,683 4,331 58,614 62,258 2021-08-12 $138.78 $140.00 20.2% 6.2% 19.8% 5.2% 22.8% 0.3% 0.7% 8.2M -64.2M -2.2M 0.38 36.29 N/A N/A 4,095 1,554 58,861 62,994 2021-08-13 $138.59 $140.00 21.5% 6.1% 19.8% 10.1% 22.1% 2.6% -0.2% 7.5M -44.7M -2.4M 0.69 26.51 N/A N/A 2,370 1,629 60,302 65,786 2021-08-16 $139.62 $140.00 21.1% 6.1% 19.5% 8.7% 23.8% 2.8% 0.8% 2.0M -67.8M -2.3M 1.06 21.18 N/A N/A 2,768 2,942 55,634 62,909 2021-08-17 $140.98 $140.00 22.4% 6.5% 19.8% 13.3% 23.2% 2.5% 1.6% 5.1M -110.0M -2.4M 1.12 30.24 N/A N/A 3,149 3,525 56,875 63,166 2021-08-18 $140.16 $140.00 22.5% 6.4% 19.7% 13.3% 23.2% 2.7% -0.4% 3.7M -85.1M -2.4M 0.34 53.96 N/A N/A 2,834 964 57,482 64,132 2021-08-19 $140.69 $140.00 24.1% 6.8% 19.1% 19.2% 29.9% 3.1% 1.7% 4.1M -92.1M -2.5M 2.93 60.34 N/A N/A 1,110 3,248 57,484 65,723 2021-08-20 $140.20 $140.00 23.0% 6.4% 17.3% 15.3% 24.0% 4.4% 1.0% -3.0M -78.3M -2.4M 0.89 45.96 N/A N/A 1,877 1,664 58,617 65,769 2021-08-23 $142.74 $140.00 22.8% 6.2% 18.6% 14.6% 22.8% -0.7% 3.4% 5.1M -134.9M -2.4M 0.86 33.28 N/A N/A 3,352 2,892 48,354 58,105 2021-08-24 $142.41 $140.00 24.6% 6.3% 16.7% 21.1% 22.5% -0.4% 0.5% 5.3M -129.0M -2.4M 0.25 32.22 N/A N/A 4,078 1,011 48,683 58,845 2021-08-25 $142.22 $140.00 22.7% 6.2% 16.0% 14.3% 23.4% 3.0% 0.4% 7.6M -134.4M -2.4M 1.13 36.35 N/A N/A 2,733 3,098 50,468 59,914 2021-08-26 $141.40 $140.00 22.4% 6.1% 16.1% 13.2% 21.8% 4.1% 0.4% 8.4M -121.6M -2.4M 1.02 37.29 N/A N/A 1,159 1,179 53,281 60,054 2021-08-27 $142.81 $140.00 21.6% 5.8% 16.5% 10.2% 21.7% 1.9% 0.7% 12.1M -165.3M -2.4M 0.72 33.69 N/A N/A 2,260 1,636 54,961 62,175 2021-08-30 $143.25 $140.00 23.1% 6.0% 16.5% 15.4% 23.1% 1.8% 0.9% 10.1M -168.1M -2.4M 0.56 16.34 N/A N/A 4,139 2,311 53,716 60,328 2021-08-31 $145.54 $140.00 21.9% 6.0% 13.7% 11.2% 22.2% 1.8% 0.7% 11.3M -230.3M -2.4M 0.90 29.24 N/A N/A 5,174 4,667 54,012 60,707
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