EA Options History — January 2022

In January 2022, EA traded between $128.78 and $139.10. ATM implied volatility averaged 37.0%, placing in the 74.8% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 11.9% (HV 20d: 25.2%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.21.

Notable Days

2022-01-18: Highest Volume — 22,110 contracts
2022-01-18: Largest IV spike — 9.8% change
2022-01-24: Highest IV Rank — 100.0%
2022-01-24: Largest Expected Move — 13.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$133.16	$128.78	$139.10	$135.31	$132.63
Max Pain	$132.15	$130.00	$135.00	$131.00	$130.00
ATM IV	37.0%	30.3%	43.6%	30.3%	38.1%
Expected Move	10.4%	6.9%	13.0%	6.9%	12.3%
HV 20d	25.2%	16.8%	30.4%	17.2%	29.7%
HV 60d	25.4%	23.5%	27.0%	23.7%	27.0%
IV Rank	74.8%	48.0%	100.0%	48.0%	78.0%
IV Percentile	89.5%	55.2%	100.0%	55.2%	96.4%
Term Structure	-1.4%	-3.1%	-0.6%	-0.7%	-0.6%
VWIV	37.9%	25.2%	48.5%	25.5%	44.0%
Skew 25d	2.9%	0.9%	4.8%	4.0%	3.7%
Skew 10d	7.0%	-3.2%	11.9%	6.1%	7.1%
Call IV 25d	37.0%	30.0%	43.4%	30.0%	37.2%
Put IV 25d	39.8%	34.0%	45.9%	34.0%	40.9%
Bid-Ask Spread %	28.91	12.42	45.86	12.42	33.92
Gamma HHI	0.09	0.08	0.15	0.08	0.09
Net GEX	-1.6M	-9.7M	3.9M	2.3M	-422.7K
Net DEX	5.3M	-127.4M	100.0M	-58.0M	18.9M
Net VEX	-1.8M	-2.0M	-1.7M	-1.8M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.21	0.49	2.52	0.90	0.49
Total Volume	10,836.9	5,099	22,110	5,971	20,033
Total OI	112,934.65	77,663	134,765	120,159	93,483

Daily Data (20 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
2022-01-03	$135.31	$131.00	30.3%	6.9%	17.2%	48.0%	25.5%	4.0%	-0.7%	2.3M	-58.0M	-1.8M	0.90	12.42	N/A	N/A	3,148	2,823	52,049	68,110
2022-01-04	$136.20	$131.00	31.6%	6.9%	16.8%	53.0%	25.2%	2.8%	-0.8%	3.9M	-76.9M	-1.8M	1.03	35.78	N/A	N/A	2,664	2,752	52,529	68,670
2022-01-05	$134.78	$131.00	33.7%	7.5%	17.5%	61.7%	26.4%	2.0%	-1.3%	2.6M	-43.3M	-1.8M	1.06	30.36	N/A	N/A	2,470	2,629	52,808	68,964
2022-01-06	$129.85	$135.00	35.7%	9.6%	22.7%	70.2%	34.4%	2.3%	-1.3%	-4.8M	72.1M	-1.8M	2.52	33.67	N/A	N/A	2,628	6,617	52,869	69,296
2022-01-07	$131.87	$135.00	35.1%	9.8%	22.9%	67.5%	34.3%	2.8%	-0.9%	-4.7M	37.8M	-1.8M	1.49	34.22	N/A	N/A	4,637	6,914	52,988	72,316
2022-01-10	$128.78	$130.00	37.7%	9.9%	24.6%	78.1%	35.9%	2.3%	-3.1%	-6.2M	100.0M	-1.7M	1.20	35.88	N/A	N/A	2,982	3,571	52,326	69,068
2022-01-11	$130.42	$130.00	34.9%	9.6%	24.2%	66.7%	34.2%	4.0%	-1.3%	-6.0M	66.5M	-1.7M	1.30	30.51	N/A	N/A	2,879	3,756	53,108	69,639
2022-01-12	$132.58	$130.00	33.5%	9.2%	24.8%	60.8%	35.3%	3.1%	-1.3%	-2.3M	10.1M	-1.7M	1.32	27.56	N/A	N/A	2,496	3,303	53,512	70,517
2022-01-13	$131.14	$130.00	34.8%	9.7%	24.9%	66.1%	35.7%	1.3%	-1.1%	-5.7M	50.3M	-1.7M	1.79	33.69	N/A	N/A	2,214	3,961	53,903	70,927
2022-01-14	$130.70	$130.00	34.3%	9.7%	24.9%	64.3%	37.8%	4.8%	-1.0%	-9.7M	62.2M	-1.7M	1.75	24.83	N/A	N/A	2,334	4,093	54,261	72,264
2022-01-18	$134.06	$130.00	37.7%	10.7%	25.8%	78.3%	39.5%	3.4%	-2.1%	790.8K	-19.7M	-1.7M	1.31	45.86	N/A	N/A	9,555	12,555	52,652	70,083
2022-01-19	$137.35	$135.00	37.5%	10.7%	26.5%	77.4%	38.4%	2.9%	-2.3%	3.4M	-90.3M	-1.7M	0.93	29.45	N/A	N/A	5,690	5,265	53,786	72,664
2022-01-20	$138.97	$135.00	38.5%	11.1%	26.2%	81.6%	39.1%	2.0%	-1.5%	3.9M	-127.2M	-1.7M	0.66	29.78	N/A	N/A	9,208	6,045	54,745	73,589
2022-01-21	$139.10	$135.00	41.1%	11.9%	26.0%	92.3%	44.4%	2.0%	-1.5%	915.7K	-127.4M	-1.9M	1.84	22.84	N/A	N/A	5,216	9,573	58,764	76,001
2022-01-24	$134.84	$135.00	43.6%	13.0%	28.5%	100.0%	46.6%	3.7%	-1.9%	-943.8K	12.1M	-1.9M	1.16	18.58	N/A	N/A	5,890	6,835	32,166	45,497
2022-01-25	$131.82	$135.00	41.5%	12.6%	29.6%	91.4%	48.5%	0.9%	-1.1%	-1.9M	47.3M	-1.9M	1.17	19.63	N/A	N/A	4,546	5,316	33,732	47,310
2022-01-26	$129.85	$135.00	41.2%	12.5%	30.0%	90.4%	43.2%	3.9%	-1.7%	-3.0M	74.7M	-1.9M	0.55	28.13	N/A	N/A	9,083	4,990	34,566	49,383
2022-01-27	$131.50	$130.00	40.3%	12.6%	30.4%	86.8%	43.6%	1.4%	-1.1%	-1.9M	48.4M	-2.0M	1.08	25.50	N/A	N/A	5,115	5,525	37,781	51,437
2022-01-28	$131.40	$130.00	39.3%	12.3%	30.0%	82.6%	45.8%	4.0%	-1.4%	-1.8M	48.6M	-2.0M	0.68	25.53	N/A	N/A	10,378	7,049	39,071	51,859
2022-01-31	$132.63	$130.00	38.1%	12.3%	29.7%	78.0%	44.0%	3.7%	-0.6%	-422.7K	18.9M	-2.0M	0.49	33.92	N/A	N/A	13,425	6,608	41,827	51,656