EA Options History — November 2021 In November 2021, EA traded between $124.47 and $145.72. ATM implied volatility averaged 30.4%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 5.2% (HV 20d: 25.2%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.89.
Notable Days 2021-11-19 : Highest Volume — 38,385 contracts2021-11-04 : Largest IV drop — 20.0% change2021-11-26 : Highest IV Rank — 65.8%2021-11-03 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $136.07 $124.47 $145.72 $141.59 $124.47 Max Pain $136.43 $135.00 $140.00 $140.00 $135.00 ATM IV 30.4% 27.3% 34.7% 33.2% 34.2% Expected Move 9.0% 7.8% 11.5% 10.6% 10.2% HV 20d 25.2% 17.5% 32.5% 32.3% 30.6% HV 60d 29.9% 27.7% 32.3% 27.7% 32.1% IV Rank 47.0% 33.7% 65.8% 53.7% 63.7% IV Percentile 57.0% 32.9% 86.9% 76.2% 84.9% Term Structure -0.1% -1.9% 1.1% 1.0% 0.5% VWIV 32.8% 28.6% 41.5% 38.1% 37.5% Skew 25d 1.5% -6.8% 4.1% 1.4% 4.1% Skew 10d 3.6% -4.1% 11.0% 7.1% 8.2% Call IV 25d 31.4% 26.1% 37.7% 33.8% 33.7% Put IV 25d 32.8% 28.7% 38.1% 35.1% 37.7% Bid-Ask Spread % 29.31 13.70 48.26 17.65 16.57 Gamma HHI 0.08 0.06 0.20 0.07 0.10 Net GEX 420.1K -34.7M 38.0M 3.6M -12.8M Net DEX 680.0K -463.2M 305.5M -118.3M 247.3M Net VEX -2.5M -2.7M -2.3M -2.7M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.39 1.95 1.15 0.87 Total Volume 22,233.238 9,803 38,385 9,803 13,347 Total OI 162,037.238 142,728 186,511 144,744 145,813
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 2021-11-01 $141.59 $140.00 33.2% 10.6% 32.3% 53.7% 38.1% 1.4% 1.0% 3.6M -118.3M -2.7M 1.15 17.65 N/A N/A 4,563 5,240 62,893 81,851 2021-11-02 $139.91 $140.00 33.9% 11.0% 32.5% 56.3% 38.8% 3.5% -1.6% 1.2M -77.4M -2.6M 0.56 13.70 N/A N/A 8,246 4,647 63,409 83,852 2021-11-03 $139.18 $140.00 34.7% 11.5% 19.6% 59.3% 41.5% -6.8% -1.9% 2.4M -71.5M -2.7M 0.76 20.37 N/A N/A 15,854 12,098 68,107 85,129 2021-11-04 $142.23 $135.00 27.8% 8.1% 19.0% 33.7% 29.4% 0.7% -0.0% 11.6M -194.9M -2.6M 0.62 44.85 N/A N/A 17,168 10,697 75,462 91,943 2021-11-05 $139.66 $135.00 30.3% 8.3% 19.3% 42.8% 29.8% -1.4% 0.3% 4.9M -76.3M -2.6M 0.59 40.26 N/A N/A 17,823 10,511 77,186 92,607 2021-11-08 $138.35 $135.00 27.5% 8.0% 19.6% 36.4% 28.8% 0.7% 0.3% 2.9M -52.7M -2.6M 0.66 40.40 N/A N/A 9,967 6,602 71,714 85,883 2021-11-09 $140.04 $135.00 28.4% 8.2% 17.5% 40.1% 30.2% 4.0% 1.1% 7.3M -118.4M -2.6M 0.40 35.81 N/A N/A 14,097 5,654 73,251 87,799 2021-11-10 $139.30 $135.00 27.7% 7.9% 17.6% 37.1% 28.9% 3.6% -0.2% 7.5M -91.6M -2.6M 0.39 38.65 N/A N/A 19,479 7,574 76,750 89,104 2021-11-11 $144.50 $135.00 27.5% 8.0% 21.6% 36.2% 29.0% 0.5% 0.8% 35.0M -361.5M -2.6M 0.43 30.13 N/A N/A 26,064 11,205 85,683 89,716 2021-11-12 $145.72 $135.00 27.3% 7.8% 21.3% 35.6% 28.6% 0.3% 0.1% 38.0M -463.2M -2.6M 0.55 27.84 N/A N/A 15,576 8,597 92,813 93,698 2021-11-15 $141.22 $140.00 29.6% 8.5% 24.6% 45.1% 30.8% 1.6% 0.2% 12.0M -157.0M -2.6M 0.72 31.72 N/A N/A 14,978 10,821 79,354 86,003 2021-11-16 $139.50 $135.00 28.7% 8.2% 24.8% 41.2% 30.3% 0.7% 0.5% 6.4M -89.5M -2.6M 0.75 48.26 N/A N/A 7,506 5,601 78,525 89,081 2021-11-17 $138.08 $135.00 28.3% 8.1% 24.4% 39.5% 29.8% 1.0% -0.1% 1.4M -8.5M -2.6M 1.65 28.41 N/A N/A 6,404 10,578 78,386 90,871 2021-11-18 $137.52 $140.00 29.0% 8.3% 23.9% 42.3% 33.5% 1.3% -0.1% -7.7M 38.0M -2.5M 1.43 32.50 N/A N/A 11,465 16,385 78,967 94,128 2021-11-19 $132.77 $135.00 30.1% 8.6% 26.6% 46.9% 31.7% 2.6% -0.1% -5.8M 266.7M -2.5M 1.60 45.25 N/A N/A 14,765 23,620 83,760 100,729 2021-11-22 $126.68 $140.00 31.5% 9.3% 30.4% 52.6% 33.8% 2.1% -0.5% -14.9M 276.0M -2.3M 0.70 15.62 N/A N/A 16,112 11,291 64,350 81,199 2021-11-23 $128.23 $135.00 31.2% 9.3% 30.9% 51.6% 33.5% 3.0% -0.3% -13.7M 238.0M -2.4M 1.95 16.10 N/A N/A 8,588 16,705 68,059 84,483 2021-11-24 $126.41 $135.00 31.1% 9.0% 30.9% 51.3% 32.4% 2.0% -0.2% -23.1M 305.5M -2.4M 1.09 19.51 N/A N/A 8,346 9,121 69,912 91,057 2021-11-26 $126.81 $135.00 34.7% 10.3% 31.1% 65.8% 37.2% 1.7% -1.2% -34.7M 289.8M -2.5M 1.18 29.91 N/A N/A 8,133 9,631 72,048 94,479 2021-11-29 $125.22 $135.00 32.3% 9.3% 31.0% 55.9% 34.6% 4.1% -0.3% -12.7M 233.8M -2.3M 0.71 22.01 N/A N/A 6,933 4,906 62,889 79,839 2021-11-30 $124.47 $135.00 34.2% 10.2% 30.6% 63.7% 37.5% 4.1% 0.5% -12.8M 247.3M -2.4M 0.87 16.57 N/A N/A 7,152 6,195 65,009 80,804
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