EA Options History — December 2021 In December 2021, EA traded between $122.30 and $134.71. ATM implied volatility averaged 29.3%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.0% (HV 20d: 24.3%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.03.
Notable Days 2021-12-03 : Highest Volume — 15,157 contracts2021-12-07 : Largest IV drop — 13.8% change2021-12-03 : Highest IV Rank — 72.7%2021-12-03 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $128.76 $122.30 $134.71 $122.30 $132.56 Max Pain $131.77 $130.00 $135.00 $135.00 $130.00 ATM IV 29.3% 24.9% 36.4% 35.5% 27.2% Expected Move 8.4% 6.8% 11.3% 10.5% 6.8% HV 20d 24.3% 15.0% 31.0% 30.8% 16.7% HV 60d 29.7% 24.0% 32.5% 32.3% 24.0% IV Rank 43.8% 25.5% 72.7% 69.3% 34.9% IV Percentile 48.6% 24.6% 91.3% 88.9% 34.9% Term Structure 1.9% -0.6% 7.6% 0.3% 7.6% VWIV 30.3% 25.4% 39.8% 38.5% 25.4% Skew 25d 3.0% 1.8% 4.4% 3.6% 3.0% Skew 10d 8.0% 3.9% 13.7% 9.0% 7.0% Call IV 25d 29.0% 23.4% 39.1% 35.0% 23.4% Put IV 25d 32.0% 26.4% 41.1% 38.7% 26.4% Bid-Ask Spread % 25.52 11.23 52.99 17.34 11.23 Gamma HHI 0.09 0.06 0.16 0.11 0.08 Net GEX -3.7M -13.2M 6.7M -12.9M 3.2M Net DEX 96.6M -65.2M 291.5M 291.5M -6.3M Net VEX -2.0M -2.3M -1.8M -2.3M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.48 1.69 0.48 1.19 Total Volume 9,005.864 5,616 15,157 13,300 7,018 Total OI 134,279.591 113,922 148,711 146,898 123,455
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 2021-12-01 $122.30 $135.00 35.5% 10.5% 30.8% 69.3% 38.5% 3.6% 0.3% -12.9M 291.5M -2.3M 0.48 17.34 N/A N/A 8,960 4,340 66,466 80,432 2021-12-02 $122.63 $135.00 33.9% 10.2% 31.0% 62.7% 37.0% 4.4% 1.1% -13.2M 287.2M -2.3M 1.15 19.39 N/A N/A 6,397 7,374 66,574 80,955 2021-12-03 $124.70 $134.00 36.4% 11.3% 30.5% 72.7% 39.8% 2.1% 0.4% -7.4M 234.3M -2.3M 1.08 26.25 N/A N/A 7,293 7,864 67,582 80,328 2021-12-06 $126.37 $135.00 35.7% 10.0% 30.9% 70.0% 35.5% 1.8% 2.5% -9.0M 168.2M -2.3M 0.53 30.93 N/A N/A 7,319 3,865 63,843 77,920 2021-12-07 $126.23 $135.00 30.8% 8.9% 30.9% 49.8% 31.8% 2.6% 0.1% -7.0M 166.9M -2.3M 0.95 24.36 N/A N/A 4,771 4,536 65,981 78,465 2021-12-08 $126.66 $135.00 28.5% 8.5% 30.4% 40.3% 30.1% 3.1% 0.6% -6.5M 159.8M -2.2M 0.85 27.12 N/A N/A 6,420 5,428 67,112 79,243 2021-12-09 $125.55 $135.00 29.5% 8.5% 30.5% 44.6% 30.1% 3.6% -0.1% -11.1M 196.2M -2.1M 0.62 22.31 N/A N/A 5,494 3,428 67,051 80,060 2021-12-10 $125.08 $135.00 28.1% 8.1% 26.2% 38.7% 29.4% 3.6% 0.6% -13.1M 204.2M -2.1M 1.28 15.97 N/A N/A 3,950 5,042 68,459 80,252 2021-12-13 $127.37 $130.00 29.2% 8.5% 27.1% 43.3% 29.7% 2.9% 0.3% -8.8M 143.0M -2.1M 0.49 24.65 N/A N/A 5,827 2,883 63,650 75,904 2021-12-14 $127.19 $130.00 29.3% 8.6% 25.6% 43.6% 30.4% 2.4% 1.4% -8.6M 137.9M -2.0M 0.96 29.26 N/A N/A 3,304 3,158 63,769 75,962 2021-12-15 $128.71 $130.00 29.0% 8.2% 26.1% 42.6% 30.3% 4.2% -0.2% -6.1M 88.3M -2.0M 1.38 52.99 N/A N/A 3,067 4,217 64,242 76,255 2021-12-16 $129.47 $130.00 28.9% 8.2% 26.2% 42.1% 30.4% 3.7% -0.1% -4.0M 70.3M -2.0M 1.20 40.57 N/A N/A 3,052 3,654 64,941 76,197 2021-12-17 $127.75 $130.00 28.9% 8.1% 26.5% 42.0% 29.8% 3.3% -0.6% 3.5M 104.6M -1.9M 0.97 16.80 N/A N/A 4,245 4,129 65,333 76,266 2021-12-20 $129.84 $130.00 31.2% 8.9% 24.6% 51.4% 31.7% 3.4% -0.5% -1.2M 40.3M -2.0M 1.22 29.67 N/A N/A 3,436 4,175 50,150 63,772 2021-12-21 $132.04 $130.00 28.1% 8.1% 18.5% 38.8% 28.5% 3.4% -0.0% 968.8K -3.0M -2.0M 1.08 16.61 N/A N/A 4,058 4,375 51,184 65,610 2021-12-22 $131.30 $130.00 26.8% 7.7% 18.3% 33.3% 27.3% 2.5% -0.2% 1.4M 9.6M -1.9M 1.21 34.58 N/A N/A 4,370 5,281 52,716 66,343 2021-12-23 $132.81 $130.00 24.9% 7.1% 17.7% 25.5% 26.5% 2.2% 0.3% 6.7M -30.4M -1.9M 1.69 14.26 N/A N/A 3,578 6,035 54,459 68,168 2021-12-27 $132.96 $130.00 25.6% 7.2% 17.7% 28.4% 26.4% 2.5% 6.8% 2.5M -21.4M -1.9M 0.84 29.00 N/A N/A 3,678 3,107 52,711 67,585 2021-12-28 $133.43 $130.00 26.2% 7.3% 16.8% 30.8% 26.4% 2.6% 6.4% 2.7M -31.4M -1.9M 0.98 33.84 N/A N/A 3,323 3,242 53,258 68,003 2021-12-29 $132.96 $130.00 25.1% 7.0% 16.6% 26.5% 26.0% 2.8% 7.3% 2.5M -19.7M -1.8M 1.28 31.78 N/A N/A 2,462 3,154 53,152 68,287 2021-12-30 $134.71 $130.00 26.4% 6.9% 15.0% 31.8% 25.9% 2.4% 7.5% 4.8M -65.2M -1.8M 1.24 12.40 N/A N/A 3,051 3,769 53,392 68,664 2021-12-31 $132.56 $130.00 27.2% 6.8% 16.7% 34.9% 25.4% 3.0% 7.6% 3.2M -6.3M -1.8M 1.19 11.23 N/A N/A 3,198 3,820 53,930 69,525
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