EA Options History — October 2021 In October 2021, EA traded between $133.78 and $143.77. ATM implied volatility averaged 33.9%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 3.6% (HV 20d: 37.5%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.93.
Notable Days 2021-10-06 : Highest Volume — 49,965 contracts2021-10-04 : Largest IV spike — 15.7% change2021-10-12 : Highest IV Rank — 66.6%2021-10-29 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $139.18 $133.78 $143.77 $143.77 $140.72 Max Pain $137.95 $130.00 $140.00 $133.00 $140.00 ATM IV 33.9% 30.9% 37.1% 30.9% 33.5% Expected Move 9.5% 8.3% 10.1% 8.3% 10.1% HV 20d 37.5% 32.2% 44.1% 34.4% 32.2% HV 60d 27.7% 23.7% 28.8% 23.7% 27.7% IV Rank 55.3% 43.3% 66.6% 43.3% 54.8% IV Percentile 76.3% 61.5% 86.1% 61.5% 78.2% Term Structure -0.9% -2.9% 6.0% 6.0% -1.3% VWIV 34.8% 30.7% 39.3% 30.7% 36.2% Skew 25d 3.7% -0.3% 7.0% 2.9% 4.1% Skew 10d 8.6% 5.1% 12.4% 7.6% 7.8% Call IV 25d 33.8% 29.0% 36.8% 29.0% 33.2% Put IV 25d 37.4% 32.0% 41.7% 32.0% 37.3% Bid-Ask Spread % 26.63 12.32 46.93 33.97 23.31 Gamma HHI 0.08 0.05 0.18 0.09 0.18 Net GEX 12.1M -3.7M 46.5M 26.3M 72.0K Net DEX -145.5M -471.0M 95.7M -471.0M -109.7M Net VEX -2.7M -2.9M -2.5M -2.8M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.24 1.77 1.15 1.77 Total Volume 18,295.714 3,797 49,965 19,918 14,064 Total OI 168,055 133,635 210,431 167,568 154,234
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 2021-10-01 $143.77 $133.00 30.9% 8.3% 34.4% 43.3% 30.7% 2.9% 6.0% 26.3M -471.0M -2.8M 1.15 33.97 N/A N/A 9,274 10,644 88,131 79,437 2021-10-04 $143.07 $130.00 35.8% 9.7% 34.2% 60.5% 37.3% 4.7% -1.9% 23.6M -379.1M -2.8M 0.40 29.39 N/A N/A 16,384 6,551 85,624 76,502 2021-10-05 $143.61 $130.00 34.2% 9.3% 34.2% 54.7% 34.6% 5.5% -1.7% 25.0M -399.4M -2.8M 0.24 28.61 N/A N/A 13,516 3,241 88,497 80,633 2021-10-06 $133.78 $135.00 37.1% 10.0% 42.3% 65.1% 36.0% 6.1% -1.7% 3.7M 46.9M -2.7M 1.04 21.98 N/A N/A 24,441 25,524 91,081 84,281 2021-10-07 $137.26 $135.00 35.7% 9.7% 43.5% 60.0% 33.8% 4.6% -2.7% 13.5M -109.4M -2.7M 0.42 30.49 N/A N/A 20,514 8,537 94,703 85,374 2021-10-08 $139.70 $135.00 35.3% 9.4% 43.3% 58.7% 34.6% 5.9% -2.1% 46.5M -309.4M -2.8M 1.03 25.60 N/A N/A 8,102 8,376 106,980 97,662 2021-10-11 $139.98 $140.00 35.6% 9.6% 43.3% 59.6% 34.4% 3.6% -1.7% 28.6M -261.0M -2.9M 0.49 31.16 N/A N/A 15,576 7,558 99,396 87,228 2021-10-12 $136.31 $140.00 36.7% 9.9% 44.1% 66.6% 35.0% 4.3% -2.2% 16.6M -79.4M -2.7M 1.22 33.95 N/A N/A 5,923 7,222 100,622 89,378 2021-10-13 $136.29 $140.00 35.3% 9.8% 39.2% 61.4% 39.3% 7.0% -0.5% 11.3M -21.2M -2.8M 1.35 34.99 N/A N/A 13,770 18,552 108,469 94,222 2021-10-14 $135.85 $140.00 32.7% 9.3% 39.1% 52.0% 32.9% 3.0% -0.7% 11.3M -15.7M -2.6M 0.72 18.47 N/A N/A 7,923 5,690 107,994 95,156 2021-10-15 $134.83 $140.00 32.9% 9.0% 38.8% 52.6% 34.3% 4.7% -2.9% -3.7M 95.7M -2.5M 1.31 46.93 N/A N/A 9,664 12,666 109,495 100,936 2021-10-18 $134.56 $140.00 32.3% 9.2% 36.9% 50.4% 32.5% 2.9% 1.1% -1.4M 29.5M -2.6M 1.35 15.18 N/A N/A 2,735 3,696 60,420 73,215 2021-10-19 $136.39 $140.00 31.5% 9.0% 35.9% 47.4% 32.6% 3.1% -2.0% -2.4M 3.0M -2.6M 1.05 20.58 N/A N/A 1,856 1,941 61,356 77,895 2021-10-20 $138.68 $140.00 31.7% 9.1% 36.1% 48.0% 35.0% 2.7% -0.2% 3.4M -77.4M -2.6M 0.48 12.32 N/A N/A 14,971 7,153 63,149 80,753 2021-10-21 $140.59 $139.00 32.9% 9.4% 36.2% 52.7% 34.2% 3.1% 0.7% 10.9M -183.8M -2.8M 0.80 27.71 N/A N/A 10,387 8,357 69,479 81,171 2021-10-22 $141.16 $140.00 33.7% 9.8% 36.0% 55.7% 35.0% 2.1% -1.3% 17.3M -197.6M -2.8M 1.13 22.44 N/A N/A 9,219 10,416 70,690 83,699 2021-10-25 $142.43 $140.00 34.1% 9.9% 35.8% 56.9% 35.9% -0.3% -0.7% 5.6M -182.3M -2.8M 0.71 25.00 N/A N/A 6,474 4,616 66,366 81,627 2021-10-26 $142.88 $140.00 33.5% 9.9% 35.6% 54.8% 35.3% 1.7% -0.4% 8.3M -203.1M -2.7M 0.88 27.16 N/A N/A 4,515 3,951 67,929 82,399 2021-10-27 $140.77 $140.00 32.8% 9.9% 34.4% 52.1% 35.0% 3.2% -0.6% 5.4M -133.2M -2.7M 0.81 26.52 N/A N/A 4,532 3,689 68,004 82,806 2021-10-28 $140.05 $140.00 33.4% 10.0% 32.2% 54.6% 36.6% 2.1% -1.5% 4.5M -98.3M -2.7M 1.11 23.57 N/A N/A 5,683 6,307 68,726 83,436 2021-10-29 $140.72 $140.00 33.5% 10.1% 32.2% 54.8% 36.2% 4.1% -1.3% 72.0K -109.7M -2.7M 1.77 23.31 N/A N/A 5,085 8,979 68,048 86,186
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