EA Options History — October 2022

In October 2022, EA traded between $119.26 and $128.31. ATM implied volatility averaged 37.2%, placing in the 65.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 12.6% (HV 20d: 24.6%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2022-10-18: Highest Volume — 15,294 contracts
2022-10-31: Largest IV spike — 3.3% change
2022-10-12: Highest IV Rank — 73.8%
2022-10-31: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$123.53	$119.26	$128.31	$119.78	$126.41
Max Pain	$122.14	$120.00	$125.00	$125.00	$125.00
ATM IV	37.2%	35.0%	39.1%	35.8%	36.2%
Expected Move	10.6%	8.3%	11.7%	8.9%	11.7%
HV 20d	24.6%	17.4%	29.1%	27.5%	17.4%
HV 60d	25.0%	24.2%	25.6%	25.1%	24.3%
IV Rank	65.5%	55.9%	73.8%	59.1%	60.9%
IV Percentile	86.6%	72.6%	93.7%	84.5%	80.2%
Term Structure	-1.3%	-2.8%	-0.5%	-0.5%	-1.2%
VWIV	40.3%	32.6%	48.6%	35.8%	44.4%
Skew 25d	3.1%	2.1%	4.6%	3.0%	2.8%
Skew 10d	6.8%	4.2%	10.5%	6.9%	5.6%
Call IV 25d	37.3%	35.5%	38.9%	37.3%	35.5%
Put IV 25d	40.4%	37.6%	42.3%	40.3%	38.3%
Bid-Ask Spread %	29.59	19.03	42.94	31.16	22.05
Gamma HHI	0.10	0.06	0.48	0.07	0.07
Net GEX	-254.2K	-6.2M	25.9M	-2.5M	-1.7M
Net DEX	48.8M	-23.7M	128.1M	94.4M	26.1M
Net VEX	-2.0M	-2.0M	-1.9M	-1.9M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.35	2.49	0.73	0.35
Total Volume	9,914.286	6,808	15,294	10,279	8,231
Total OI	105,516.714	97,319	112,136	99,669	104,168

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
2022-10-03	$119.78	$125.00	35.8%	8.9%	27.5%	59.1%	35.8%	3.0%	-0.5%	-2.5M	94.4M	-1.9M	0.73	31.16	N/A	N/A	5,955	4,324	45,049	54,620
2022-10-04	$122.80	$125.00	35.6%	8.4%	29.1%	58.6%	33.8%	2.7%	-1.1%	146.0K	44.9M	-2.0M	0.91	20.21	N/A	N/A	4,603	4,184	46,961	56,154
2022-10-05	$123.32	$125.00	36.4%	8.3%	29.0%	62.0%	32.6%	2.2%	-0.9%	836.8K	28.3M	-2.0M	1.10	22.92	N/A	N/A	4,561	5,016	48,422	58,018
2022-10-06	$123.63	$120.00	37.1%	10.0%	28.9%	64.8%	43.7%	2.3%	-0.7%	-2.1M	28.1M	-2.0M	1.57	35.25	N/A	N/A	4,230	6,622	48,739	59,627
2022-10-07	$122.12	$120.00	37.0%	10.3%	28.2%	64.5%	44.7%	2.6%	-1.0%	-3.6M	86.5M	-2.0M	2.00	40.60	N/A	N/A	4,571	9,132	49,407	61,280
2022-10-10	$121.06	$120.00	37.9%	10.5%	27.7%	68.3%	37.0%	3.6%	-0.7%	-3.6M	90.7M	-1.9M	0.93	25.74	N/A	N/A	4,349	4,063	46,894	57,173
2022-10-11	$119.43	$120.00	38.9%	10.7%	26.8%	72.8%	38.4%	3.5%	-1.3%	-5.3M	123.9M	-1.9M	1.13	38.49	N/A	N/A	3,972	4,508	47,418	58,346
2022-10-12	$119.26	$120.00	39.1%	10.8%	26.8%	73.8%	40.2%	3.5%	-1.4%	-6.2M	128.1M	-1.9M	0.92	33.82	N/A	N/A	4,193	3,844	47,732	59,071
2022-10-13	$121.35	$120.00	38.2%	10.8%	26.8%	69.9%	38.0%	3.2%	-0.9%	-4.3M	83.9M	-1.9M	0.96	28.35	N/A	N/A	3,939	3,787	48,171	59,487
2022-10-14	$120.82	$120.00	38.4%	10.8%	25.7%	70.6%	38.9%	2.9%	-1.2%	-3.9M	103.6M	-1.9M	0.94	36.36	N/A	N/A	3,988	3,757	48,402	60,012
2022-10-17	$120.98	$120.00	38.2%	10.8%	25.4%	69.8%	37.9%	4.6%	-2.1%	-4.3M	95.3M	-1.9M	0.81	31.00	N/A	N/A	3,760	3,048	47,102	57,888
2022-10-18	$123.15	$120.00	37.4%	10.6%	25.5%	66.3%	39.2%	4.6%	-1.3%	-1.6M	57.0M	-1.9M	0.90	33.19	N/A	N/A	8,037	7,257	47,529	58,320
2022-10-19	$123.90	$120.00	37.4%	10.7%	23.7%	66.1%	39.6%	4.2%	-1.8%	349.1K	42.3M	-2.0M	0.69	42.94	N/A	N/A	6,069	4,206	47,859	59,480
2022-10-20	$123.47	$120.00	38.1%	11.0%	23.8%	69.4%	39.8%	2.8%	-1.7%	69.0K	49.7M	-2.0M	1.23	23.71	N/A	N/A	4,029	4,941	49,056	60,883
2022-10-21	$125.00	$120.00	37.6%	11.0%	22.1%	67.1%	38.8%	3.1%	-2.8%	25.9M	6.3M	-2.0M	0.60	42.13	N/A	N/A	6,180	3,698	50,112	62,024
2022-10-24	$125.80	$125.00	37.9%	11.4%	22.0%	68.2%	42.1%	3.1%	-1.2%	509.2K	9.1M	-2.0M	0.92	23.37	N/A	N/A	3,962	3,639	41,793	55,526
2022-10-25	$127.74	$125.00	36.7%	11.4%	22.2%	63.4%	41.5%	2.8%	-0.5%	1.9M	-23.7M	-2.0M	0.54	25.27	N/A	N/A	9,315	5,063	42,935	56,006
2022-10-26	$127.57	$125.00	36.9%	11.4%	20.3%	63.9%	42.5%	3.2%	-0.7%	589.8K	-8.8M	-2.0M	0.73	23.75	N/A	N/A	6,201	4,547	44,168	58,836
2022-10-27	$128.27	$125.00	36.2%	11.5%	19.6%	61.0%	48.1%	2.7%	-1.8%	1.5M	-21.3M	-2.0M	2.49	19.03	N/A	N/A	3,864	9,610	44,948	59,431
2022-10-28	$128.31	$125.00	35.0%	11.0%	18.8%	55.9%	48.6%	2.1%	-2.0%	2.1M	-20.6M	-2.0M	0.98	22.00	N/A	N/A	4,509	4,436	45,198	61,606
2022-10-31	$126.41	$125.00	36.2%	11.7%	17.4%	60.9%	44.4%	2.8%	-1.2%	-1.7M	26.1M	-2.0M	0.35	22.05	N/A	N/A	6,119	2,112	43,714	60,454