EA Options History — July 2022

In July 2022, EA traded between $121.84 and $133.37. ATM implied volatility averaged 34.0%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 12.5% (HV 20d: 21.5%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.25.

Notable Days

2022-07-14: Highest Volume — 17,351 contracts
2022-07-05: Largest IV spike — 12.2% change
2022-07-06: Highest IV Rank — 62.9%
2022-07-26: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$126.57	$121.84	$133.37	$122.90	$131.77
Max Pain	$125.50	$125.00	$135.00	$135.00	$125.00
ATM IV	34.0%	31.6%	35.9%	31.6%	32.0%
Expected Move	9.7%	8.1%	10.3%	8.1%	10.2%
HV 20d	21.5%	16.0%	24.9%	23.4%	16.7%
HV 60d	32.4%	30.9%	33.3%	32.7%	30.9%
IV Rank	55.1%	45.8%	62.9%	45.8%	47.5%
IV Percentile	66.9%	47.6%	85.3%	47.6%	48.4%
Term Structure	-0.9%	-2.2%	5.5%	5.5%	-1.1%
VWIV	35.3%	29.8%	38.7%	29.8%	38.6%
Skew 25d	3.1%	1.4%	4.9%	3.5%	3.0%
Skew 10d	7.3%	3.4%	10.0%	6.6%	9.1%
Call IV 25d	33.6%	29.3%	36.7%	29.3%	32.5%
Put IV 25d	36.7%	32.8%	39.3%	32.8%	35.4%
Bid-Ask Spread %	35.77	20.24	55.07	31.52	32.24
Gamma HHI	0.07	0.06	0.14	0.07	0.14
Net GEX	3.2M	-2.4M	11.9M	173.0K	11.7M
Net DEX	15.6M	-143.6M	130.0M	109.4M	-106.6M
Net VEX	-2.0M	-2.1M	-1.9M	-2.0M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.42	2.76	0.79	1.50
Total Volume	9,833.8	6,841	17,351	7,995	7,111
Total OI	111,978.95	101,103	129,898	114,200	110,473

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
2022-07-01	$122.90	$135.00	31.6%	8.1%	23.4%	45.8%	29.8%	3.5%	5.5%	173.0K	109.4M	-2.0M	0.79	31.52	N/A	N/A	4,469	3,526	61,901	52,299
2022-07-05	$124.45	$125.00	35.5%	9.8%	24.3%	61.2%	36.0%	2.3%	-1.2%	485.8K	79.1M	-1.9M	1.30	31.69	N/A	N/A	3,230	4,207	59,528	51,502
2022-07-06	$124.39	$125.00	35.9%	9.7%	24.3%	62.9%	34.7%	3.6%	-1.3%	154.4K	83.7M	-1.9M	1.23	38.23	N/A	N/A	3,600	4,431	59,992	52,468
2022-07-07	$125.69	$125.00	34.5%	9.4%	24.9%	57.4%	36.3%	2.6%	-1.2%	1.3M	61.5M	-1.9M	1.02	38.06	N/A	N/A	6,336	6,454	60,664	53,055
2022-07-08	$125.63	$125.00	33.7%	9.3%	24.9%	54.2%	33.4%	2.2%	-0.8%	1.1M	67.2M	-2.0M	0.57	40.81	N/A	N/A	7,653	4,376	62,947	54,832
2022-07-11	$123.96	$125.00	35.2%	9.6%	24.3%	60.3%	33.6%	4.2%	-1.4%	145.6K	93.1M	-1.9M	0.85	49.91	N/A	N/A	4,616	3,920	62,958	54,270
2022-07-12	$121.96	$125.00	35.5%	10.0%	24.3%	61.2%	34.1%	3.8%	-0.3%	-2.3M	129.7M	-1.9M	0.66	43.46	N/A	N/A	6,961	4,620	63,181	55,125
2022-07-13	$121.84	$125.00	35.1%	9.9%	20.9%	59.7%	35.2%	3.2%	-0.6%	-2.4M	130.0M	-1.9M	0.81	32.67	N/A	N/A	5,246	4,262	64,132	56,206
2022-07-14	$122.27	$125.00	35.6%	10.0%	20.6%	61.7%	35.6%	4.9%	-0.5%	-2.0M	120.7M	-1.9M	2.76	50.70	N/A	N/A	4,618	12,733	65,128	56,425
2022-07-15	$122.90	$125.00	33.7%	9.4%	19.5%	53.9%	33.6%	2.9%	-1.2%	-2.1M	118.6M	-2.0M	2.19	55.07	N/A	N/A	4,651	10,204	65,716	64,182
2022-07-18	$123.24	$125.00	34.1%	9.7%	19.4%	55.9%	34.2%	3.5%	-1.5%	-2.0M	43.4M	-1.9M	1.28	35.15	N/A	N/A	4,006	5,114	45,342	55,761
2022-07-19	$126.81	$125.00	33.1%	9.4%	22.2%	51.6%	34.5%	3.1%	-0.7%	1.8M	-11.5M	-2.0M	1.07	28.00	N/A	N/A	4,245	4,527	46,074	56,144
2022-07-20	$127.51	$125.00	33.2%	9.5%	21.8%	52.2%	35.3%	2.8%	-1.6%	4.0M	-33.4M	-2.0M	1.10	20.24	N/A	N/A	4,138	4,555	47,629	56,966
2022-07-21	$129.82	$125.00	33.1%	9.6%	22.5%	51.8%	34.6%	1.8%	-1.8%	6.2M	-74.6M	-2.0M	0.42	31.99	N/A	N/A	9,928	4,136	48,015	57,272
2022-07-22	$129.97	$125.00	33.3%	9.8%	22.5%	52.7%	35.4%	1.4%	-2.2%	11.4M	-82.9M	-2.0M	1.10	33.16	N/A	N/A	4,175	4,597	51,114	57,803
2022-07-25	$129.84	$125.00	33.7%	10.1%	22.3%	54.3%	36.4%	4.6%	-1.9%	6.2M	-70.6M	-2.0M	1.57	25.61	N/A	N/A	2,880	4,513	48,449	57,237
2022-07-26	$130.69	$125.00	33.9%	10.3%	18.1%	55.0%	37.7%	3.1%	-0.9%	7.0M	-76.4M	-2.1M	1.11	36.38	N/A	N/A	3,879	4,304	49,184	57,870
2022-07-27	$132.45	$125.00	33.3%	10.1%	16.1%	52.4%	38.6%	3.0%	-1.3%	10.4M	-125.1M	-2.0M	2.25	33.43	N/A	N/A	2,104	4,737	50,183	58,169
2022-07-28	$133.37	$125.00	32.9%	10.0%	16.0%	50.8%	38.7%	2.9%	-1.6%	11.9M	-143.6M	-2.0M	1.36	26.97	N/A	N/A	3,229	4,385	50,353	59,030
2022-07-29	$131.77	$125.00	32.0%	10.2%	16.7%	47.5%	38.6%	3.0%	-1.1%	11.7M	-106.6M	-2.0M	1.50	32.24	N/A	N/A	2,846	4,265	51,161	59,312