EA Options History — February 2022

In February 2022, EA traded between $126.74 and $138.11. ATM implied volatility averaged 32.1%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 0.8% (HV 20d: 31.2%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.97.

Notable Days

2022-02-02: Highest Volume — 28,445 contracts
2022-02-02: Largest IV drop — 23.8% change
2022-02-01: Highest IV Rank — 84.5%
2022-02-01: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$132.52	$126.74	$138.11	$129.45	$129.68
Max Pain	$134.47	$130.00	$135.00	$130.00	$135.00
ATM IV	32.1%	29.1%	39.8%	39.8%	33.5%
Expected Move	9.3%	8.3%	13.1%	13.1%	9.8%
HV 20d	31.2%	27.6%	36.5%	29.8%	27.8%
HV 60d	27.2%	25.1%	29.4%	27.0%	25.1%
IV Rank	53.7%	41.8%	84.5%	84.5%	59.4%
IV Percentile	65.9%	46.0%	98.0%	98.0%	76.6%
Term Structure	-0.2%	-2.2%	0.6%	-2.2%	-0.5%
VWIV	33.5%	29.8%	46.5%	46.5%	34.7%
Skew 25d	2.9%	1.4%	4.5%	4.5%	2.9%
Skew 10d	7.5%	3.6%	24.5%	7.6%	7.2%
Call IV 25d	31.8%	28.9%	38.0%	38.0%	32.4%
Put IV 25d	34.7%	30.9%	42.5%	42.5%	35.4%
Bid-Ask Spread %	22.98	10.92	42.78	16.34	38.15
Gamma HHI	0.09	0.08	0.10	0.08	0.10
Net GEX	1.5M	-5.2M	12.2M	-1.1M	-762.9K
Net DEX	3.8M	-128.1M	115.5M	58.9M	43.9M
Net VEX	-1.9M	-2.0M	-1.7M	-1.9M	-1.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.43	1.67	0.96	0.80
Total Volume	10,116.526	5,842	28,445	24,340	6,675
Total OI	100,508.368	82,198	116,142	98,866	87,476

Daily Data (19 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
2022-02-01	$129.45	$130.00	39.8%	13.1%	29.8%	84.5%	46.5%	4.5%	-2.2%	-1.1M	58.9M	-1.9M	0.96	16.34	N/A	N/A	12,408	11,932	45,633	53,233
2022-02-02	$137.09	$130.00	30.3%	8.9%	36.5%	46.6%	31.9%	3.7%	0.2%	10.8M	-114.6M	-2.0M	1.03	20.64	N/A	N/A	14,041	14,404	53,300	60,642
2022-02-03	$137.57	$135.00	32.4%	9.1%	36.3%	54.9%	32.7%	2.3%	-0.0%	11.3M	-121.9M	-2.0M	0.97	29.46	N/A	N/A	7,095	6,855	53,179	61,503
2022-02-04	$138.11	$135.00	31.5%	8.8%	33.4%	51.3%	32.1%	3.2%	-0.6%	12.2M	-128.1M	-2.0M	1.12	39.79	N/A	N/A	6,361	7,118	53,585	62,557
2022-02-07	$136.59	$135.00	30.6%	8.9%	33.4%	48.0%	31.3%	1.9%	0.1%	5.2M	-71.3M	-2.0M	1.29	24.51	N/A	N/A	4,293	5,536	47,812	53,868
2022-02-08	$134.38	$135.00	29.9%	8.5%	32.8%	44.8%	31.8%	2.8%	-0.2%	3.5M	-26.3M	-2.0M	1.65	30.78	N/A	N/A	3,504	5,784	49,171	54,918
2022-02-09	$135.66	$135.00	29.1%	8.3%	32.6%	41.8%	29.8%	2.0%	-0.4%	4.8M	-55.3M	-1.9M	1.67	10.92	N/A	N/A	3,068	5,121	49,289	54,604
2022-02-10	$134.60	$135.00	29.6%	8.6%	32.3%	43.9%	32.2%	2.6%	0.2%	3.2M	-30.4M	-2.0M	0.80	13.55	N/A	N/A	3,241	2,601	49,537	54,994
2022-02-11	$134.19	$135.00	31.3%	9.1%	32.1%	50.8%	32.1%	1.4%	0.6%	255.0K	-19.4M	-1.9M	0.69	14.80	N/A	N/A	4,183	2,903	49,522	55,408
2022-02-14	$133.23	$135.00	32.2%	9.2%	32.2%	54.2%	33.1%	3.2%	0.4%	844.5K	5.7M	-1.9M	0.72	11.62	N/A	N/A	3,630	2,612	47,158	53,337
2022-02-15	$134.28	$135.00	30.2%	8.7%	31.0%	46.1%	30.7%	2.4%	0.1%	2.1M	-16.5M	-1.9M	0.85	20.24	N/A	N/A	3,541	3,017	47,676	53,682
2022-02-16	$133.60	$135.00	29.7%	8.5%	29.7%	44.1%	30.4%	2.5%	0.6%	648.8K	167.7K	-1.8M	1.05	14.34	N/A	N/A	3,324	3,490	47,938	54,615
2022-02-17	$130.32	$135.00	32.0%	9.2%	30.4%	53.6%	32.8%	2.7%	-1.0%	-5.2M	75.3M	-1.8M	1.18	20.03	N/A	N/A	2,728	3,228	48,180	54,917
2022-02-18	$129.45	$135.00	31.8%	9.1%	30.4%	52.8%	32.4%	3.4%	0.1%	-2.8M	115.5M	-1.8M	1.15	14.58	N/A	N/A	4,199	4,810	48,312	55,259
2022-02-22	$127.19	$135.00	34.5%	10.0%	29.1%	63.6%	36.3%	3.2%	-0.2%	-4.3M	94.8M	-1.7M	0.43	21.51	N/A	N/A	6,940	2,993	35,532	46,666
2022-02-23	$126.74	$135.00	34.7%	10.2%	28.2%	64.1%	36.6%	3.0%	-0.1%	-3.7M	97.3M	-1.8M	0.67	14.27	N/A	N/A	4,543	3,035	40,130	47,285
2022-02-24	$127.31	$135.00	33.7%	10.0%	27.8%	60.4%	35.3%	3.9%	0.2%	-4.0M	90.6M	-1.7M	0.67	42.78	N/A	N/A	3,964	2,668	41,141	47,638
2022-02-25	$128.40	$135.00	32.5%	9.4%	27.6%	55.5%	33.3%	3.6%	-0.5%	-3.7M	74.1M	-1.8M	0.70	38.33	N/A	N/A	3,741	2,628	42,248	47,714
2022-02-28	$129.68	$135.00	33.5%	9.8%	27.8%	59.4%	34.7%	2.9%	-0.5%	-762.9K	43.9M	-1.8M	0.80	38.15	N/A	N/A	3,709	2,966	41,784	45,692