EA Options History — August 2022

In August 2022, EA traded between $125.85 and $135.28. ATM implied volatility averaged 25.8%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.2% (HV 20d: 22.6%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.20.

Notable Days

2022-08-26: Highest Volume — 34,449 contracts
2022-08-26: Largest IV spike — 36.3% change
2022-08-02: Highest IV Rank — 52.1%
2022-08-02: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$130.40	$125.85	$135.28	$130.77	$126.92
Max Pain	$129.35	$125.00	$130.00	$125.00	$130.00
ATM IV	25.8%	22.1%	33.3%	32.9%	28.6%
Expected Move	7.6%	6.6%	11.0%	10.8%	8.2%
HV 20d	22.6%	17.1%	29.3%	17.1%	26.7%
HV 60d	24.3%	21.9%	30.9%	30.9%	24.4%
IV Rank	20.2%	7.6%	52.1%	51.1%	29.9%
IV Percentile	17.9%	3.2%	59.5%	55.6%	26.2%
Term Structure	-0.0%	-1.2%	1.2%	-1.1%	0.1%
VWIV	27.7%	23.3%	42.3%	42.3%	30.5%
Skew 25d	2.5%	0.8%	3.7%	3.7%	2.3%
Skew 10d	6.1%	2.7%	9.3%	8.7%	4.2%
Call IV 25d	25.5%	21.2%	35.6%	32.1%	28.4%
Put IV 25d	28.0%	23.8%	36.4%	35.8%	30.7%
Bid-Ask Spread %	42.04	12.52	73.26	12.52	16.16
Gamma HHI	0.09	0.08	0.10	0.09	0.09
Net GEX	3.8M	-6.8M	11.2M	4.0M	-6.8M
Net DEX	-44.8M	-153.2M	59.2M	-73.7M	54.3M
Net VEX	-2.0M	-2.1M	-1.8M	-1.9M	-2.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.20	0.25	3.95	1.47	1.46
Total Volume	7,027.87	1,108	34,449	7,600	10,795
Total OI	107,024.087	97,156	121,629	97,156	121,629

Daily Data (23 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
2022-08-01	$130.77	$125.00	32.9%	10.8%	17.1%	51.1%	42.3%	3.7%	-1.1%	4.0M	-73.7M	-1.9M	1.47	12.52	N/A	N/A	3,072	4,528	46,699	50,457
2022-08-02	$129.14	$125.00	33.2%	11.0%	17.6%	52.1%	41.0%	3.7%	-1.1%	2.9M	-42.1M	-1.9M	1.00	24.31	N/A	N/A	9,982	9,973	47,493	51,281
2022-08-03	$133.33	$125.00	24.6%	7.0%	20.5%	17.7%	25.5%	2.9%	-0.3%	11.2M	-124.7M	-2.0M	1.39	44.95	N/A	N/A	5,466	7,620	54,199	56,488
2022-08-04	$133.36	$130.00	24.4%	6.9%	20.4%	17.0%	24.9%	2.3%	-0.5%	11.0M	-119.7M	-1.9M	0.99	28.54	N/A	N/A	4,219	4,175	54,019	56,827
2022-08-05	$132.08	$130.00	23.8%	7.0%	20.9%	14.4%	25.2%	2.6%	-0.5%	10.6M	-87.0M	-1.9M	1.15	55.32	N/A	N/A	3,784	4,358	54,612	57,034
2022-08-08	$131.28	$130.00	24.2%	7.1%	20.3%	16.1%	25.6%	2.1%	0.7%	5.1M	-63.9M	-1.9M	1.25	61.21	N/A	N/A	2,791	3,501	49,998	52,988
2022-08-09	$128.91	$130.00	23.8%	6.9%	20.5%	14.8%	24.9%	3.4%	0.4%	2.3M	-20.5M	-1.9M	0.69	68.37	N/A	N/A	1,813	1,252	50,171	53,479
2022-08-10	$131.19	$130.00	22.8%	6.7%	21.1%	10.5%	23.6%	2.8%	0.4%	5.4M	-59.1M	-1.9M	0.92	58.95	N/A	N/A	815	753	50,976	53,782
2022-08-11	$129.76	$130.00	23.1%	6.6%	21.8%	11.9%	23.3%	2.3%	0.1%	3.7M	-37.0M	-1.9M	0.60	50.40	N/A	N/A	694	414	51,324	54,161
2022-08-12	$131.34	$130.00	22.1%	6.6%	22.0%	7.9%	23.4%	2.6%	1.2%	6.8M	-73.5M	-1.8M	0.98	64.45	N/A	N/A	2,346	2,293	51,643	54,334
2022-08-15	$131.53	$130.00	23.3%	6.7%	22.0%	8.9%	23.8%	2.1%	-0.2%	5.8M	-65.8M	-1.9M	0.32	63.64	N/A	N/A	1,724	552	51,656	54,700
2022-08-16	$135.28	$130.00	24.7%	7.1%	21.9%	15.0%	24.9%	1.5%	0.7%	9.9M	-153.2M	-2.0M	0.52	73.26	N/A	N/A	4,153	2,172	52,234	55,019
2022-08-17	$133.23	$130.00	23.8%	6.8%	22.9%	9.4%	24.2%	1.9%	0.3%	9.0M	-109.3M	-2.0M	0.25	64.98	N/A	N/A	2,439	608	53,667	56,461
2022-08-18	$132.88	$130.00	23.4%	6.7%	22.1%	7.6%	24.3%	2.3%	0.2%	8.1M	-99.1M	-2.0M	3.95	54.11	N/A	N/A	522	2,062	54,225	56,635
2022-08-19	$130.69	$130.00	24.1%	6.9%	23.0%	10.6%	24.8%	2.7%	-0.0%	3.1M	-58.1M	-1.9M	2.14	31.56	N/A	N/A	940	2,011	54,393	56,704
2022-08-22	$128.13	$130.00	25.2%	7.3%	24.1%	15.4%	25.2%	2.7%	-0.2%	48.0K	13.8M	-1.9M	1.08	32.57	N/A	N/A	1,349	1,455	47,380	52,241
2022-08-23	$127.07	$130.00	25.3%	7.2%	24.1%	15.8%	26.0%	3.0%	-0.5%	-1.5M	33.7M	-1.9M	0.56	15.07	N/A	N/A	1,331	745	48,222	53,154
2022-08-24	$125.85	$130.00	25.1%	7.2%	23.6%	14.9%	26.9%	3.1%	-0.2%	-2.5M	56.2M	-1.9M	1.51	35.74	N/A	N/A	486	733	48,773	53,497
2022-08-25	$127.36	$130.00	24.4%	7.0%	23.9%	12.1%	25.1%	3.0%	0.0%	-1.7M	31.4M	-1.9M	1.86	16.69	N/A	N/A	402	748	48,996	53,887
2022-08-26	$132.18	$130.00	33.3%	9.9%	27.4%	49.6%	36.3%	0.8%	-1.2%	4.6M	-75.6M	-2.0M	0.77	36.69	N/A	N/A	19,452	14,997	49,226	54,242
2022-08-29	$130.29	$130.00	28.4%	8.1%	27.7%	28.8%	29.4%	1.8%	0.6%	-207.0K	-17.1M	-2.1M	0.63	37.90	N/A	N/A	5,453	3,448	54,696	59,782
2022-08-30	$126.53	$130.00	29.3%	8.5%	29.3%	32.5%	35.1%	2.5%	0.0%	-2.9M	59.2M	-2.1M	2.05	19.60	N/A	N/A	3,018	6,197	57,098	61,072
2022-08-31	$126.92	$130.00	28.6%	8.2%	26.7%	29.9%	30.5%	2.3%	0.1%	-6.8M	54.3M	-2.1M	1.46	16.16	N/A	N/A	4,397	6,398	58,036	63,593