EA Options History — November 2022

In November 2022, EA traded between $125.93 and $132.00. ATM implied volatility averaged 27.3%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 4.7% (HV 20d: 22.6%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-11-02: Highest Volume — 18,161 contracts
  • 2022-11-02: Largest IV drop — 27.1% change
  • 2022-11-01: Highest IV Rank — 71.8%
  • 2022-11-01: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.12$125.93$132.00$125.93$130.56
Max Pain$125.95$125.00$130.00$125.00$130.00
ATM IV27.3%24.9%38.7%38.7%24.9%
Expected Move8.1%7.3%13.1%13.1%7.4%
HV 20d22.6%15.4%26.5%15.4%26.5%
HV 60d24.6%23.5%25.6%24.3%24.1%
IV Rank22.5%12.1%71.8%71.8%12.1%
IV Percentile15.8%6.0%92.9%92.9%6.0%
Term Structure-0.0%-1.8%1.2%-1.8%-0.5%
VWIV29.2%26.3%48.4%48.4%27.1%
Skew 25d2.6%1.2%3.4%3.4%3.4%
Skew 10d5.5%3.1%7.4%5.9%6.5%
Call IV 25d26.6%23.1%37.4%37.4%23.1%
Put IV 25d29.2%26.5%40.7%40.7%26.5%
Bid-Ask Spread %18.818.6937.6018.8110.58
Gamma HHI0.080.060.230.070.09
Net GEX4.4M-1.5M14.8M-1.5M5.5M
Net DEX-34.1M-110.8M26.5M26.5M-38.9M
Net VEX-1.8M-1.9M-1.7M-1.9M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.381.200.520.65
Total Volume7,714.90542018,16115,7962,440
Total OI108,861.76299,559116,545106,559104,356

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$125.93$125.0038.7%13.1%15.4%71.8%48.4%3.4%-1.8%-1.5M26.5M-1.9M0.5218.81N/AN/A10,4175,37945,80560,754
2022-11-02$129.17$125.0028.2%8.4%17.6%26.4%33.2%1.2%-0.3%7.1M-69.0M-1.9M0.5126.49N/AN/A12,0286,13351,95163,791
2022-11-03$127.35$125.0027.9%8.3%18.6%25.1%28.6%2.3%-0.1%1.4M-11.5M-1.9M0.4715.25N/AN/A6,6563,14450,52864,198
2022-11-04$129.49$125.0027.3%8.0%18.6%22.5%28.5%1.9%-0.6%3.7M-73.5M-1.9M0.3835.30N/AN/A7,6492,86951,95264,593
2022-11-07$132.00$125.0027.2%8.1%18.9%22.0%27.9%2.0%0.8%7.1M-110.8M-1.8M0.4337.60N/AN/A6,1382,64349,07459,056
2022-11-08$129.52$125.0028.1%8.2%19.6%25.7%30.1%1.7%1.0%4.9M-57.1M-1.9M0.6519.03N/AN/A4,9743,25050,27059,923
2022-11-09$126.22$125.0028.8%8.6%22.3%29.0%30.8%2.5%1.2%1.3M17.9M-1.8M0.5027.09N/AN/A5,7902,88451,00361,138
2022-11-10$130.09$125.0027.3%8.0%23.8%22.5%29.2%2.5%0.8%6.4M-67.7M-1.9M0.4528.03N/AN/A4,7742,13651,38761,306
2022-11-11$130.93$125.0027.1%7.9%23.6%21.4%28.3%2.2%0.5%5.6M-90.3M-1.9M0.5919.88N/AN/A4,5112,65651,95161,546
2022-11-14$130.26$125.0027.0%7.8%23.8%21.2%27.5%2.6%-0.6%6.1M-67.5M-1.8M0.4216.21N/AN/A4,1121,70849,13660,559
2022-11-15$128.68$125.0026.9%7.7%23.9%20.8%27.4%3.3%-0.0%4.0M-29.3M-1.8M0.7026.89N/AN/A4,2723,00249,21560,764
2022-11-16$129.38$125.0026.9%7.7%23.9%20.8%27.7%2.7%0.2%5.4M-36.3M-1.8M0.4514.43N/AN/A5,5252,49749,48561,889
2022-11-17$128.70$125.0026.6%7.6%23.9%19.5%27.3%2.8%0.1%4.0M-19.9M-1.8M0.4112.95N/AN/A5,5662,26449,66062,242
2022-11-18$129.99$125.0026.2%7.5%23.8%17.5%26.4%2.6%0.1%14.8M-56.7M-1.7M0.4825.21N/AN/A5,2422,51950,19862,537
2022-11-21$127.67$125.0026.9%7.7%24.8%20.8%27.1%3.3%-0.1%390.9K16.0M-1.7M0.5611.57N/AN/A5,5343,09644,44155,118
2022-11-22$129.15$125.0025.4%7.3%24.5%14.1%27.1%2.5%-0.2%3.4M-12.8M-1.7M0.898.69N/AN/A3,1462,80946,17956,101
2022-11-23$131.13$125.0025.1%7.3%25.0%13.0%26.8%2.9%0.1%7.0M-52.9M-1.8M0.769.65N/AN/A4,5463,47646,47656,442
2022-11-25$129.49$130.0025.2%7.4%25.5%13.3%26.3%3.0%-0.3%3.3M-18.5M-1.7M0.9010.02N/AN/A22119946,97457,193
2022-11-28$128.38$130.0026.2%7.8%25.7%17.4%28.3%2.9%-0.8%1.6M11.2M-1.7M1.1110.79N/AN/A1,6511,84045,95956,939
2022-11-29$127.42$130.0025.9%7.7%25.2%16.5%28.5%2.3%-0.2%604.4K25.6M-1.7M1.2010.43N/AN/A1,0521,26546,47857,530
2022-11-30$130.56$130.0024.9%7.4%26.5%12.1%27.1%3.4%-0.5%5.5M-38.9M-1.7M0.6510.58N/AN/A1,47696446,79757,559