EA Options History — May 2022 In May 2022, EA traded between $110.49 and $138.93. ATM implied volatility averaged 36.9%, placing in the 70.3% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 3.7% (HV 20d: 40.6%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.06.
Notable Days 2022-05-24 : Highest Volume — 43,403 contracts2022-05-11 : Largest IV drop — 16.4% change2022-05-10 : Highest IV Rank — 100.0%2022-05-02 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $126.53 $110.49 $138.93 $119.79 $138.64 Max Pain $130.24 $125.00 $135.00 $125.00 $130.00 ATM IV 36.9% 31.8% 45.2% 40.7% 31.8% Expected Move 10.7% 9.2% 13.1% 13.1% 9.4% HV 20d 40.6% 25.8% 47.9% 26.7% 43.5% HV 60d 29.5% 22.5% 32.9% 22.5% 32.6% IV Rank 70.3% 49.7% 100.0% 88.3% 49.7% IV Percentile 84.1% 55.2% 100.0% 98.4% 55.2% Term Structure -0.9% -2.9% 1.0% -2.5% -0.1% VWIV 38.9% 33.5% 47.4% 47.4% 34.9% Skew 25d 3.8% -1.3% 6.4% 4.9% 1.5% Skew 10d 8.2% -0.2% 12.6% 11.3% 4.4% Call IV 25d 36.2% 28.2% 43.1% 38.9% 32.5% Put IV 25d 40.0% 34.0% 47.9% 43.8% 34.0% Bid-Ask Spread % 38.56 26.31 54.32 27.98 31.17 Gamma HHI 0.10 0.07 0.16 0.08 0.16 Net GEX 4.1M -4.9M 19.8M -2.8M 17.1M Net DEX -29.1M -299.9M 192.1M 101.6M -242.5M Net VEX -1.8M -2.3M -1.4M -1.7M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.12 2.22 1.14 0.88 Total Volume 14,583.905 4,637 43,403 4,957 10,157 Total OI 101,306.762 83,549 131,222 83,697 124,561
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 2022-05-02 $119.79 $125.00 40.7% 13.1% 26.7% 88.3% 47.4% 4.9% -2.5% -2.8M 101.6M -1.7M 1.14 27.98 N/A N/A 2,319 2,638 40,011 43,686 2022-05-03 $122.00 $125.00 39.7% 12.8% 26.0% 84.5% 46.5% 5.7% -2.5% -1.8M 77.2M -1.7M 1.15 29.06 N/A N/A 2,159 2,478 40,719 43,949 2022-05-04 $123.50 $125.00 37.6% 12.4% 25.8% 75.9% 46.4% 4.5% -2.3% -987.6K 61.3M -1.7M 0.79 29.77 N/A N/A 3,912 3,079 41,016 44,017 2022-05-05 $118.97 $135.00 39.7% 10.7% 28.9% 84.2% 37.3% 4.8% -1.3% -3.4M 111.1M -1.7M 1.52 48.46 N/A N/A 2,334 3,537 41,452 44,150 2022-05-06 $115.15 $135.00 40.5% 11.2% 30.7% 87.4% 41.4% 5.7% -2.3% -4.9M 154.8M -1.6M 1.34 48.57 N/A N/A 2,973 3,993 41,747 44,328 2022-05-09 $111.83 $135.00 42.6% 12.1% 32.0% 95.8% 42.7% 4.6% 0.4% -4.7M 179.9M -1.5M 1.74 42.85 N/A N/A 3,112 5,401 39,439 44,110 2022-05-10 $110.49 $135.00 45.2% 12.0% 32.1% 100.0% 45.7% 4.7% -2.9% -4.8M 192.1M -1.4M 2.22 54.28 N/A N/A 7,726 17,186 41,022 45,203 2022-05-11 $120.64 $130.00 37.8% 10.8% 46.0% 72.1% 38.9% 1.3% -0.4% -1.3M 48.9M -1.7M 1.25 50.56 N/A N/A 15,674 19,527 44,974 53,967 2022-05-12 $120.71 $130.00 37.9% 10.7% 46.0% 72.5% 37.1% 5.5% -0.7% -2.7M 72.2M -1.7M 0.90 50.52 N/A N/A 8,650 7,811 49,035 58,859 2022-05-13 $125.03 $130.00 35.0% 9.9% 47.7% 61.8% 35.8% 6.4% -0.8% 8.1M -4.1M -1.8M 1.43 48.06 N/A N/A 6,575 9,377 51,340 59,490 2022-05-16 $127.20 $130.00 34.6% 9.9% 47.9% 60.0% 35.4% 3.6% -0.8% 2.2M -19.8M -1.8M 1.17 29.68 N/A N/A 4,348 5,073 45,211 51,049 2022-05-17 $128.68 $130.00 32.6% 9.3% 47.7% 52.4% 33.7% 2.9% -0.1% 4.1M -45.2M -1.8M 1.33 36.75 N/A N/A 4,684 6,235 45,953 52,113 2022-05-18 $129.23 $130.00 34.9% 10.0% 47.7% 61.3% 35.9% 3.5% -1.1% 4.3M -45.4M -1.9M 0.95 36.26 N/A N/A 6,148 5,811 47,217 53,632 2022-05-19 $130.86 $130.00 34.5% 9.9% 47.8% 59.6% 36.7% 4.0% -1.2% 7.5M -94.8M -1.9M 1.03 35.63 N/A N/A 6,455 6,676 50,361 54,809 2022-05-20 $129.53 $130.00 34.8% 10.0% 46.5% 60.8% 37.1% 5.1% 0.3% 2.9M -29.8M -1.9M 0.87 54.32 N/A N/A 9,040 7,854 52,255 56,391 2022-05-23 $133.65 $130.00 35.0% 10.1% 47.8% 61.5% 36.1% 3.0% 1.0% 6.0M -118.6M -2.0M 0.41 26.31 N/A N/A 11,273 4,623 45,883 51,139 2022-05-24 $136.76 $130.00 37.9% 11.4% 47.4% 72.4% 42.0% -1.3% -0.7% 6.9M -179.3M -2.0M 0.12 32.26 N/A N/A 38,896 4,507 48,749 52,392 2022-05-25 $137.40 $130.00 36.8% 10.3% 46.0% 68.4% 38.1% 1.9% -0.8% 15.7M -257.2M -2.3M 0.43 30.94 N/A N/A 9,165 3,909 69,781 54,247 2022-05-26 $138.93 $130.00 33.6% 9.5% 46.0% 56.4% 35.1% 1.8% 0.4% 19.8M -299.9M -2.3M 0.55 29.21 N/A N/A 7,997 4,388 72,605 55,358 2022-05-27 $138.20 $130.00 32.3% 9.2% 43.4% 51.3% 33.5% 5.9% -0.8% 18.6M -273.1M -2.3M 1.10 37.18 N/A N/A 8,828 9,734 74,451 56,771 2022-05-31 $138.64 $130.00 31.8% 9.4% 43.5% 49.7% 34.9% 1.5% -0.1% 17.1M -242.5M -2.2M 0.88 31.17 N/A N/A 5,393 4,764 69,428 55,133
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