EA Options History — December 2022

In December 2022, EA traded between $119.57 and $132.13. ATM implied volatility averaged 25.6%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 4.8% (HV 20d: 20.8%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.36.

Notable Days

  • 2022-12-09: Highest Volume — 12,470 contracts
  • 2022-12-06: Largest IV spike — 7.5% change
  • 2022-12-30: Highest IV Rank — 23.7%
  • 2022-12-06: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$124.20$119.57$132.13$131.85$121.84
Max Pain$128.76$125.00$130.00$130.00$125.00
ATM IV25.6%23.4%27.6%24.1%27.6%
Expected Move7.4%6.9%7.9%7.5%7.0%
HV 20d20.8%18.1%25.2%25.2%18.1%
HV 60d22.7%20.7%24.3%24.1%20.7%
IV Rank14.9%5.7%23.7%8.7%23.7%
IV Percentile11.7%2.0%26.2%3.6%26.2%
Term Structure1.6%-0.6%7.4%0.8%7.4%
VWIV25.8%22.9%28.1%26.4%24.5%
Skew 25d2.8%1.6%3.6%1.6%3.0%
Skew 10d6.1%4.3%8.2%4.8%6.1%
Call IV 25d24.4%22.6%26.6%23.6%24.2%
Put IV 25d27.2%25.2%29.6%25.2%27.1%
Bid-Ask Spread %16.429.1028.7312.149.45
Gamma HHI0.110.080.130.090.12
Net GEX-2.9M-7.4M7.5M7.5M-4.5M
Net DEX79.1M-89.5M157.0M-73.0M103.0M
Net VEX-1.5M-1.7M-1.4M-1.7M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.246.040.451.59
Total Volume2,973.95289012,4702,646890
Total OI105,047.85797,672112,855104,239103,183

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$131.85$130.0024.1%7.5%25.2%8.7%26.4%1.6%0.8%7.5M-73.0M-1.7M0.4512.14N/AN/A1,83181546,71157,528
2022-12-02$132.13$130.0023.4%7.1%24.6%5.7%24.9%2.7%0.5%5.9M-89.5M-1.6M0.4913.38N/AN/A2,2081,08247,69957,801
2022-12-05$130.25$130.0025.1%7.4%24.6%12.8%25.4%2.4%1.0%3.7M-34.5M-1.6M0.7923.72N/AN/A2,1331,68846,09657,541
2022-12-06$127.50$130.0027.0%7.9%24.7%20.9%26.9%2.8%-0.6%-553.3K34.2M-1.6M0.7820.13N/AN/A1,25597646,70858,669
2022-12-07$125.92$130.0026.9%7.9%24.2%20.7%27.3%2.9%0.4%-2.1M69.3M-1.6M0.6024.81N/AN/A94156947,00358,864
2022-12-08$125.87$130.0027.2%7.9%22.4%21.9%27.8%1.8%0.6%-2.8M65.1M-1.6M0.7828.73N/AN/A1,9401,51947,34158,925
2022-12-09$124.84$130.0026.0%7.7%19.4%16.8%28.1%2.4%0.5%-3.9M93.1M-1.5M0.8322.62N/AN/A6,8175,65348,38759,873
2022-12-12$125.29$130.0027.3%7.8%19.3%22.2%27.6%3.3%-0.5%-2.8M68.8M-1.6M1.4320.19N/AN/A62088749,67360,872
2022-12-13$125.85$130.0025.3%7.4%19.4%13.8%25.7%2.8%0.5%-2.8M68.0M-1.6M0.2420.47N/AN/A2,93470249,90961,363
2022-12-14$124.72$130.0025.4%7.3%19.2%14.2%25.2%3.0%-0.6%-4.6M90.8M-1.6M1.8920.04N/AN/A34364850,64261,612
2022-12-15$121.53$130.0026.1%7.6%20.8%17.1%27.8%2.5%0.7%-7.4M153.0M-1.5M1.9220.26N/AN/A1,3872,66450,75461,874
2022-12-16$121.34$130.0025.7%7.4%20.8%15.7%24.6%3.4%0.2%-5.7M157.0M-1.5M0.5223.09N/AN/A3,3631,75950,86361,992
2022-12-19$120.59$130.0024.6%7.0%20.3%10.6%24.9%3.3%0.6%-5.3M132.6M-1.4M1.509.10N/AN/A64196444,23253,440
2022-12-20$120.73$130.0024.6%7.1%19.6%10.7%24.8%3.5%-0.1%-5.7M131.0M-1.4M0.4013.48N/AN/A1,90977044,41153,934
2022-12-21$122.42$130.0024.1%6.9%19.9%8.7%22.9%3.1%1.0%-4.5M99.6M-1.5M5.2010.15N/AN/A7603,95345,90954,054
2022-12-22$121.06$129.0025.2%7.2%18.9%13.4%25.9%3.1%-0.0%-5.2M121.1M-1.5M1.5611.49N/AN/A49777746,27054,453
2022-12-23$121.49$125.0024.5%6.9%18.8%10.2%24.5%2.6%1.0%-4.8M113.7M-1.4M6.0411.45N/AN/A3702,23446,58054,367
2022-12-27$120.98$125.0025.3%7.2%18.7%13.6%26.2%3.6%6.6%-5.6M124.0M-1.4M0.379.93N/AN/A1,00137346,18955,237
2022-12-28$119.57$125.0025.5%7.4%18.9%14.6%26.1%3.0%7.0%-6.5M146.3M-1.4M0.709.16N/AN/A88061346,99855,306
2022-12-29$122.45$125.0026.0%7.0%18.8%16.7%24.1%2.9%6.8%-4.1M86.9M-1.5M0.5011.01N/AN/A72436347,67455,068
2022-12-30$121.84$125.0027.6%7.0%18.1%23.7%24.5%3.0%7.4%-4.5M103.0M-1.4M1.599.45N/AN/A34354747,96255,221