EA Options History — March 2023 In March 2023, EA traded between $109.05 and $119.93. ATM implied volatility averaged 21.8%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 4.4% (HV 20d: 17.4%). Max pain ranged from $115.00 to $115.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 1.87.
Notable Days 2023-03-02 : Highest Volume — 11,721 contracts2023-03-10 : Largest IV spike — 8.0% change2023-03-15 : Highest IV Rank — 19.0%2023-03-15 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $114.12 $109.05 $119.93 $110.42 $119.93 Max Pain $115.00 $115.00 $115.00 $115.00 $115.00 ATM IV 21.8% 19.9% 24.7% 21.4% 20.2% Expected Move 6.2% 5.3% 7.2% 6.0% 5.7% HV 20d 17.4% 13.2% 37.9% 37.9% 18.6% HV 60d 26.1% 25.6% 26.9% 25.8% 26.3% IV Rank 7.1% 0.0% 19.0% 0.6% 1.5% IV Percentile 4.9% 0.0% 19.0% 0.4% 0.8% Term Structure 0.3% -1.1% 0.9% -0.1% 0.5% VWIV 21.7% 18.9% 25.1% 20.6% 20.5% Skew 25d 3.7% 2.3% 4.7% 3.3% 3.4% Skew 10d 7.7% 5.1% 9.7% 6.8% 7.6% Call IV 25d 20.2% 18.5% 22.9% 19.9% 18.5% Put IV 25d 23.9% 21.4% 27.1% 23.2% 21.9% Bid-Ask Spread % 14.69 8.03 26.79 8.03 23.63 Gamma HHI 0.11 0.07 0.30 0.11 0.19 Net GEX 2.5M -7.5M 16.8M -1.7M 13.1M Net DEX 21.5M -74.0M 124.8M 91.7M -74.0M Net VEX -1.2M -1.4M -1.1M -1.1M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.87 0.14 9.56 1.32 0.42 Total Volume 4,722.652 1,777 11,721 6,021 1,777 Total OI 80,619.391 65,684 90,889 83,946 78,744
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 2023-03-01 $110.42 $115.00 21.4% 6.0% 37.9% 0.6% 20.6% 3.3% -0.1% -1.7M 91.7M -1.1M 1.32 8.03 N/A N/A 2,590 3,431 45,705 38,241 2023-03-02 $112.44 $115.00 21.3% 5.9% 15.9% 0.0% 21.2% 2.8% 0.1% 2.9M 41.0M -1.1M 0.38 9.38 N/A N/A 8,498 3,223 46,102 38,222 2023-03-03 $113.02 $115.00 19.9% 5.3% 16.1% 0.0% 18.9% 2.5% 0.4% 16.8M 19.0M -1.2M 1.18 12.50 N/A N/A 1,778 2,097 48,107 40,788 2023-03-06 $113.03 $115.00 20.2% 5.8% 15.2% 1.1% 20.6% 3.2% 0.3% 1.0M 35.3M -1.2M 0.54 12.49 N/A N/A 4,458 2,399 44,930 38,880 2023-03-07 $111.95 $115.00 20.6% 6.2% 14.2% 2.9% 19.8% 2.3% 0.4% 1.5M 54.1M -1.2M 0.45 10.94 N/A N/A 1,509 676 47,495 38,700 2023-03-08 $112.35 $115.00 20.6% 6.1% 13.2% 2.8% 20.1% 2.9% 0.5% 2.6M 46.1M -1.2M 8.80 11.39 N/A N/A 800 7,041 48,015 38,916 2023-03-09 $110.56 $115.00 21.8% 6.4% 13.9% 7.7% 21.2% 3.1% 0.1% -2.7M 85.2M -1.1M 3.29 8.67 N/A N/A 1,442 4,749 48,393 39,044 2023-03-10 $109.05 $115.00 23.6% 6.8% 14.5% 14.6% 25.1% 3.1% 0.2% -7.5M 124.8M -1.2M 3.75 20.63 N/A N/A 1,437 5,395 49,184 41,705 2023-03-13 $110.27 $115.00 24.5% 7.0% 15.2% 18.3% 23.5% 4.3% 0.3% -5.6M 107.4M -1.2M 1.75 24.08 N/A N/A 817 1,433 44,828 42,057 2023-03-14 $111.33 $115.00 23.0% 6.7% 15.0% 12.4% 22.8% 3.7% 0.6% -5.1M 83.9M -1.2M 1.65 17.26 N/A N/A 1,251 2,067 45,042 42,248 2023-03-15 $111.05 $115.00 24.7% 7.2% 14.8% 19.0% 25.1% 4.2% 0.1% -5.6M 85.1M -1.2M 9.56 26.79 N/A N/A 433 4,139 45,547 41,531 2023-03-16 $113.53 $115.00 22.9% 6.4% 16.8% 12.0% 22.1% 4.0% -0.7% 1.8M 34.8M -1.2M 0.96 16.12 N/A N/A 1,697 1,624 45,685 41,717 2023-03-17 $113.33 $115.00 23.3% 6.5% 16.3% 13.4% 22.9% 4.6% -1.1% -544.1K 40.8M -1.2M 0.27 12.26 N/A N/A 4,326 1,167 46,171 41,860 2023-03-20 $113.38 $115.00 22.6% 6.4% 16.3% 10.6% 23.2% 4.4% 0.5% 951.4K 23.0M -1.3M 0.65 10.45 N/A N/A 1,873 1,209 32,252 33,432 2023-03-21 $114.91 $115.00 21.3% 6.1% 16.9% 5.6% 22.8% 4.3% 0.6% 3.4M -3.4M -1.3M 1.84 10.40 N/A N/A 1,814 3,334 33,751 34,401 2023-03-22 $113.88 $115.00 21.1% 6.0% 17.2% 4.9% 22.7% 4.3% 0.7% 2.8M 15.8M -1.3M 1.22 14.31 N/A N/A 941 1,146 34,418 36,446 2023-03-23 $116.07 $115.00 22.7% 6.5% 18.0% 11.3% 21.9% 4.7% -0.3% 4.9M -19.4M -1.4M 0.53 11.23 N/A N/A 3,253 1,731 34,936 37,388 2023-03-24 $119.09 $115.00 22.2% 6.3% 19.1% 9.1% 21.2% 3.9% 0.8% 5.1M -73.6M -1.4M 0.14 15.01 N/A N/A 7,724 1,067 36,055 36,999 2023-03-27 $118.98 $115.00 21.3% 6.0% 18.9% 5.6% 20.2% 4.2% 0.2% 6.3M -57.6M -1.4M 0.54 15.25 N/A N/A 1,970 1,072 36,328 35,866 2023-03-28 $117.96 $115.00 21.2% 6.1% 19.2% 5.2% 20.4% 3.9% 0.8% 5.8M -39.5M -1.4M 0.25 13.32 N/A N/A 2,277 574 37,100 36,257 2023-03-29 $119.12 $115.00 20.7% 5.8% 19.2% 3.3% 20.0% 3.5% 0.4% 8.1M -63.8M -1.3M 0.73 15.76 N/A N/A 1,612 1,174 38,352 36,411 2023-03-30 $119.07 $115.00 20.5% 5.8% 18.5% 2.5% 23.1% 4.0% 0.9% 8.3M -62.0M -1.4M 2.85 18.06 N/A N/A 935 2,661 39,005 36,992 2023-03-31 $119.93 $115.00 20.2% 5.7% 18.6% 1.5% 20.5% 3.4% 0.5% 13.1M -74.0M -1.4M 0.42 23.63 N/A N/A 1,250 527 39,509 39,235
« Feb 2023 | All History | Apr 2023 » Home EA History March 2023