EA Options History — April 2022

In April 2022, EA traded between $118.95 and $128.32. ATM implied volatility averaged 33.5%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 11.5% (HV 20d: 21.9%). Max pain ranged from $125.00 to $125.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.08.

Notable Days

  • 2022-04-01: Highest Volume — 13,258 contracts
  • 2022-04-11: Largest IV spike — 13.0% change
  • 2022-04-29: Highest IV Rank — 85.3%
  • 2022-04-29: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$124.19$118.95$128.32$124.96$118.95
Max Pain$125.00$125.00$125.00$125.00$125.00
ATM IV33.5%25.5%40.0%26.1%40.0%
Expected Move10.1%8.6%12.6%8.8%12.6%
HV 20d21.9%17.2%27.0%23.9%27.0%
HV 60d24.8%22.5%26.7%26.7%22.5%
IV Rank59.3%27.2%85.3%29.9%85.3%
IV Percentile71.2%27.0%98.0%31.0%98.0%
Term Structure0.3%-3.2%6.1%0.2%-1.6%
VWIV37.0%31.9%45.5%33.7%45.5%
Skew 25d3.0%1.3%6.1%1.3%4.4%
Skew 10d6.5%1.2%10.5%4.0%9.9%
Call IV 25d33.0%25.7%39.7%26.1%39.7%
Put IV 25d36.0%27.0%44.2%27.4%44.2%
Bid-Ask Spread %32.3422.1643.9336.0526.80
Gamma HHI0.080.070.100.100.08
Net GEX-1.9M-4.5M2.2M-878.8K-2.9M
Net DEX64.5M-5.9M135.9M45.3M135.9M
Net VEX-1.7M-1.8M-1.7M-1.8M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.521.740.591.00
Total Volume7,371.82,08913,25813,2586,465
Total OI86,00478,27891,35785,25688,646

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$124.96$125.0026.1%8.8%23.9%29.9%33.7%1.3%0.2%-878.8K45.3M-1.8M0.5936.05N/AN/A8,3594,89944,92140,335
2022-04-04$128.01$125.0025.5%8.6%25.4%27.2%31.9%1.4%5.8%2.2M7.5M-1.8M0.7038.69N/AN/A5,9274,12343,51540,519
2022-04-05$125.84$125.0027.1%9.1%24.7%33.9%33.5%1.7%4.5%394.5K35.1M-1.8M1.2140.16N/AN/A4,9495,99744,82640,740
2022-04-06$125.11$125.0027.3%9.2%23.7%34.4%34.6%1.9%5.7%-1.8M54.7M-1.8M1.7441.74N/AN/A3,0565,31345,34242,974
2022-04-07$123.84$125.0028.4%9.2%23.4%39.2%34.3%2.4%5.9%-4.2M83.4M-1.8M1.2933.31N/AN/A2,2742,93946,05743,951
2022-04-08$123.72$125.0029.3%9.2%23.1%42.7%34.9%1.6%6.1%-3.0M85.8M-1.8M0.7343.93N/AN/A4,0492,96746,44243,953
2022-04-11$122.79$125.0033.1%9.5%21.2%57.9%35.4%2.7%-1.1%-3.5M85.6M-1.7M0.5239.31N/AN/A4,2962,21945,18641,650
2022-04-12$123.60$125.0033.4%9.4%21.0%59.1%34.2%2.3%-1.3%-3.3M78.2M-1.7M0.7839.62N/AN/A3,8482,99047,12241,949
2022-04-13$123.83$125.0033.7%9.2%19.6%60.1%33.5%3.6%-1.5%-3.5M77.0M-1.7M0.9038.18N/AN/A3,0422,74547,94742,763
2022-04-14$122.64$125.0034.2%9.1%19.3%62.4%34.3%2.5%-3.2%-4.5M97.4M-1.7M0.9042.49N/AN/A3,0302,73448,44542,912
2022-04-18$121.78$125.0034.6%9.8%19.1%63.8%34.5%3.6%-1.1%-2.9M95.1M-1.7M1.0725.12N/AN/A2,6412,81538,24540,033
2022-04-19$123.93$125.0033.6%9.6%20.2%59.8%34.8%3.3%-0.8%-2.2M72.2M-1.7M1.2123.92N/AN/A2,6773,24039,12240,630
2022-04-20$123.71$125.0034.6%9.9%18.6%63.7%36.3%3.4%-1.7%-1.9M71.8M-1.7M1.1225.27N/AN/A3,0013,35739,65341,210
2022-04-21$123.99$125.0035.5%10.3%17.2%67.5%37.6%3.3%-2.4%-1.4M62.0M-1.7M1.2426.90N/AN/A3,0063,71340,41941,418
2022-04-22$128.32$125.0037.2%10.9%21.2%74.3%38.7%2.9%-2.2%822.7K-5.9M-1.8M0.9625.69N/AN/A6,0455,78141,66842,051
2022-04-25$128.14$125.0038.3%11.4%20.7%78.6%43.3%6.1%-0.9%334.5K-2.1M-1.8M1.4026.31N/AN/A4,2365,92341,02841,943
2022-04-26$125.31$125.0039.5%12.0%22.0%83.6%43.8%4.7%-1.7%-1.4M41.6M-1.8M1.6922.16N/AN/A2,6364,45942,17744,154
2022-04-27$122.01$125.0039.6%12.1%23.6%83.9%42.0%4.0%-1.9%-2.8M91.7M-1.7M1.3725.45N/AN/A8821,20742,50145,202
2022-04-28$123.34$125.0038.5%11.8%24.0%79.5%42.3%3.7%-1.1%-2.6M77.2M-1.8M1.1125.61N/AN/A2,6522,94442,96045,471
2022-04-29$118.95$125.0040.0%12.6%27.0%85.3%45.5%4.4%-1.6%-2.9M135.9M-1.7M1.0026.80N/AN/A3,2363,22943,17445,472