EA Options History — June 2022 In June 2022, EA traded between $121.91 and $140.71. ATM implied volatility averaged 32.1%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 4.1% (HV 20d: 28.0%). Max pain ranged from $133.00 to $140.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2022-06-03 : Highest Volume — 35,517 contracts2022-06-15 : Largest IV drop — 11.0% change2022-06-14 : Highest IV Rank — 66.5%2022-06-14 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $131.66 $121.91 $140.71 $139.56 $121.91 Max Pain $138.48 $133.00 $140.00 $133.00 $135.00 ATM IV 32.1% 29.9% 36.3% 32.0% 31.9% Expected Move 9.1% 8.2% 10.4% 9.3% 8.9% HV 20d 28.0% 20.8% 43.3% 43.3% 23.4% HV 60d 32.4% 31.3% 33.4% 32.6% 32.8% IV Rank 50.2% 42.2% 66.5% 50.1% 47.0% IV Percentile 54.6% 35.3% 86.5% 55.6% 51.2% Term Structure 1.1% -1.0% 5.6% -0.5% 5.6% VWIV 33.7% 30.5% 38.5% 36.1% 32.0% Skew 25d 1.8% -0.5% 4.3% 1.8% 3.3% Skew 10d 1.7% -6.4% 9.1% 3.9% 8.8% Call IV 25d 33.0% 29.9% 36.8% 32.2% 30.7% Put IV 25d 34.8% 32.0% 39.5% 34.0% 34.0% Bid-Ask Spread % 45.73 27.74 64.83 28.61 28.90 Gamma HHI 0.12 0.07 0.17 0.16 0.07 Net GEX 8.8M -859.8K 23.7M 20.2M -859.8K Net DEX -63.7M -315.0M 114.7M -268.5M 114.7M Net VEX -2.1M -2.4M -1.9M -2.2M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.22 1.48 1.06 0.72 Total Volume 12,030.095 7,589 35,517 8,633 8,675 Total OI 128,347.952 97,951 152,739 126,860 112,971
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 2022-06-01 $139.56 $133.00 32.0% 9.3% 43.3% 50.1% 36.1% 1.8% -0.5% 20.2M -268.5M -2.2M 1.06 28.61 N/A N/A 4,185 4,448 70,827 56,033 2022-06-02 $140.63 $135.00 30.6% 8.7% 43.2% 45.1% 31.6% 2.4% -0.4% 22.4M -298.9M -2.2M 0.43 40.84 N/A N/A 8,989 3,831 70,792 57,611 2022-06-03 $140.43 $135.00 33.7% 9.1% 40.2% 56.8% 32.9% -0.1% -0.4% 16.9M -315.0M -2.3M 0.22 58.29 N/A N/A 29,172 6,345 78,475 58,638 2022-06-06 $140.38 $135.00 32.0% 9.1% 37.3% 50.1% 32.0% 2.1% -1.0% 22.4M -290.5M -2.3M 0.67 52.94 N/A N/A 10,512 7,047 81,589 55,800 2022-06-07 $140.71 $140.00 30.3% 8.9% 34.5% 43.8% 32.4% 3.6% 0.7% 23.7M -296.0M -2.4M 1.00 53.57 N/A N/A 4,750 4,740 87,152 59,784 2022-06-08 $139.20 $140.00 30.3% 8.6% 34.4% 43.8% 30.5% 1.4% 0.4% 20.6M -243.8M -2.3M 0.92 51.07 N/A N/A 4,148 3,804 88,376 60,522 2022-06-09 $136.23 $140.00 31.9% 8.9% 21.8% 50.0% 32.1% 0.8% -0.6% 14.6M -147.4M -2.3M 1.48 53.63 N/A N/A 4,349 6,444 90,128 61,093 2022-06-10 $134.11 $140.00 32.3% 9.1% 23.1% 51.3% 32.7% 0.1% -0.5% 10.6M -68.7M -2.2M 0.73 57.62 N/A N/A 6,745 4,908 90,800 61,939 2022-06-13 $129.08 $140.00 35.7% 10.1% 25.1% 64.1% 36.6% 3.2% -0.4% 3.5M 32.7M -2.1M 1.01 57.16 N/A N/A 4,979 5,045 81,844 58,217 2022-06-14 $127.30 $140.00 36.3% 10.4% 25.0% 66.5% 38.5% 2.7% -0.9% 848.6K 76.7M -2.0M 0.65 57.05 N/A N/A 7,771 5,050 83,395 58,032 2022-06-15 $129.49 $140.00 32.3% 9.3% 25.4% 51.4% 37.2% 1.0% 1.2% 4.8M 19.2M -2.1M 1.20 64.83 N/A N/A 3,965 4,775 85,820 59,546 2022-06-16 $128.21 $140.00 34.0% 9.7% 25.6% 57.7% 37.4% 0.1% 1.3% 3.7M 59.0M -2.0M 0.43 59.17 N/A N/A 6,786 2,896 86,612 58,887 2022-06-17 $128.79 $140.00 32.5% 9.2% 25.2% 52.1% 34.4% 0.8% 0.9% 2.8M 83.6M -2.0M 0.73 56.51 N/A N/A 8,482 6,193 89,565 59,338 2022-06-21 $130.35 $140.00 32.1% 8.9% 25.3% 50.5% 34.9% -0.5% 0.0% 4.2M -25.4M -2.0M 0.84 27.74 N/A N/A 6,506 5,483 53,751 44,200 2022-06-22 $129.10 $140.00 31.4% 8.7% 22.7% 47.8% 33.9% 1.4% 0.8% 3.9M -7.3M -2.0M 1.03 33.73 N/A N/A 6,504 6,669 56,009 45,130 2022-06-23 $128.76 $140.00 31.2% 8.6% 20.8% 47.3% 33.6% 2.0% 0.4% 3.4M 9.5M -2.1M 0.96 36.98 N/A N/A 6,471 6,212 57,629 46,837 2022-06-24 $129.97 $140.00 29.9% 8.2% 21.0% 42.2% 31.0% 1.4% 0.5% 5.2M -15.4M -2.1M 0.61 29.60 N/A N/A 4,702 2,887 59,541 48,332 2022-06-27 $125.50 $140.00 31.2% 8.9% 23.3% 47.3% 32.8% 4.3% 5.0% 1.5M 51.1M -2.0M 0.94 35.98 N/A N/A 4,643 4,372 56,793 46,908 2022-06-28 $122.74 $140.00 31.1% 9.2% 24.0% 43.7% 33.5% 4.1% 5.3% -435.1K 96.7M -1.9M 0.46 40.90 N/A N/A 7,057 3,256 57,683 48,902 2022-06-29 $122.49 $135.00 31.3% 8.9% 23.9% 44.7% 32.1% 3.0% 5.0% 208.8K 95.9M -2.0M 0.92 35.28 N/A N/A 4,591 4,245 60,001 49,805 2022-06-30 $121.91 $135.00 31.9% 8.9% 23.4% 47.0% 32.0% 3.3% 5.6% -859.8K 114.7M -1.9M 0.72 28.90 N/A N/A 5,041 3,634 61,560 51,411
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