EA Options History — September 2022

In September 2022, EA traded between $115.10 and $130.40. ATM implied volatility averaged 30.1%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.9% (HV 20d: 26.2%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2022-09-27: Highest Volume — 11,560 contracts
  • 2022-09-29: Largest IV spike — 8.1% change
  • 2022-09-30: Highest IV Rank — 51.5%
  • 2022-09-29: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$122.17$115.10$130.40$126.96$116.11
Max Pain$127.14$125.00$130.00$130.00$125.00
ATM IV30.1%27.0%34.0%28.3%34.0%
Expected Move8.6%7.8%9.5%8.0%9.1%
HV 20d26.2%23.1%27.9%26.7%24.8%
HV 60d23.7%22.8%24.5%24.4%24.2%
IV Rank34.8%21.0%51.5%28.6%51.5%
IV Percentile35.3%15.1%68.3%23.8%68.3%
Term Structure1.4%-0.8%6.3%-0.3%6.3%
VWIV31.2%28.7%34.9%29.6%33.4%
Skew 25d2.7%1.1%3.6%2.4%2.5%
Skew 10d5.4%3.7%7.8%4.2%3.8%
Call IV 25d29.8%27.1%32.6%28.1%32.4%
Put IV 25d32.5%29.2%36.0%30.4%34.9%
Bid-Ask Spread %32.9415.2652.1415.2627.33
Gamma HHI0.090.070.130.090.07
Net GEX-3.3M-6.8M3.3M-5.1M-4.8M
Net DEX92.0M-46.9M169.7M52.1M160.0M
Net VEX-1.9M-2.1M-1.7M-2.1M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.622.970.961.32
Total Volume5,906.2381,81411,5604,0957,330
Total OI108,680.8191,056122,449121,165101,239

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$126.96$130.0028.3%8.0%26.7%28.6%29.6%2.4%-0.3%-5.1M52.1M-2.1M0.9615.26N/AN/A2,0842,01158,41962,746
2022-09-02$125.15$130.0028.4%8.1%26.9%28.7%29.4%2.3%0.3%-3.5M93.9M-2.0M0.9730.09N/AN/A1,6331,57659,61562,420
2022-09-06$124.63$130.0030.5%8.7%26.9%37.1%31.0%3.4%-0.3%-2.3M67.9M-2.0M1.0551.89N/AN/A4,7194,96657,14458,841
2022-09-07$125.52$130.0029.6%8.6%26.4%32.6%30.3%2.7%-0.3%-2.3M53.2M-2.0M1.6445.06N/AN/A3,8986,40657,81459,833
2022-09-08$126.58$125.0028.8%8.2%25.8%28.8%29.0%2.5%-0.8%-5.7M43.9M-2.1M2.9737.65N/AN/A8422,50158,88162,563
2022-09-09$128.82$125.0027.0%7.8%26.4%21.0%28.7%2.2%0.4%1.7M-20.6M-2.0M1.3350.19N/AN/A1,8162,42059,16162,626
2022-09-12$130.40$130.0027.4%7.9%26.4%22.7%29.3%1.9%-0.1%3.3M-46.9M-2.0M1.0352.14N/AN/A3,7793,87657,74960,537
2022-09-13$127.10$130.0028.7%8.3%27.9%28.3%29.3%2.2%0.5%-2.4M27.9M-2.0M1.2042.04N/AN/A3,3083,98258,97561,739
2022-09-14$126.94$130.0028.7%8.5%25.6%28.3%29.4%1.1%0.5%-3.4M33.2M-2.0M1.7245.90N/AN/A1,2912,22259,07161,808
2022-09-15$124.29$130.0028.9%8.3%26.0%29.6%29.7%2.0%-0.2%-6.8M101.4M-2.0M1.3646.27N/AN/A1,1951,62059,62362,444
2022-09-16$121.56$130.0031.1%9.0%26.8%39.1%31.0%3.2%0.5%-5.5M148.2M-1.9M1.1043.46N/AN/A5,2355,78259,92062,529
2022-09-19$122.78$125.0029.9%8.6%26.9%33.8%30.6%3.6%0.1%-1.9M70.8M-1.9M0.6319.83N/AN/A1,11170341,79949,257
2022-09-20$120.78$125.0029.7%8.5%26.6%32.8%33.1%3.6%0.7%-2.8M102.5M-1.9M0.6218.29N/AN/A1,46990642,51749,549
2022-09-21$117.84$125.0029.9%8.6%27.7%33.6%30.7%2.6%0.2%-3.8M142.3M-1.8M2.3421.03N/AN/A6041,41243,32550,092
2022-09-22$118.25$125.0029.7%8.5%27.7%32.7%30.2%3.6%-0.2%-4.1M147.0M-1.8M1.3420.47N/AN/A7841,04943,68651,226
2022-09-23$115.60$125.0031.6%9.0%27.9%41.0%32.1%2.5%0.6%-4.7M169.7M-1.7M0.9325.84N/AN/A1,5401,43244,33551,861
2022-09-26$115.15$125.0032.1%9.1%23.1%43.3%33.5%2.5%5.0%-4.2M166.7M-1.7M1.4025.64N/AN/A3,1974,47843,45350,825
2022-09-27$115.10$125.0032.8%9.4%23.1%46.1%34.9%3.3%5.0%-3.9M165.8M-1.7M1.4224.80N/AN/A4,7736,78744,47351,681
2022-09-28$118.60$125.0031.3%8.9%24.7%39.7%34.8%3.1%6.1%-3.5M116.6M-1.9M1.4722.32N/AN/A4,0415,93445,01054,088
2022-09-29$117.35$125.0033.8%9.5%24.7%50.7%34.9%3.3%5.4%-3.7M137.2M-1.8M1.2726.24N/AN/A4,1005,21945,47553,948
2022-09-30$116.11$125.0034.0%9.1%24.8%51.5%33.4%2.5%6.3%-4.8M160.0M-1.8M1.3227.33N/AN/A3,1664,16446,44054,799