EA Options History — May 2023 In May 2023, EA traded between $124.05 and $128.13. ATM implied volatility averaged 22.5%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.9% (HV 20d: 15.6%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.92.
Notable Days 2023-05-09 : Highest Volume — 27,038 contracts2023-05-10 : Largest IV drop — 32.4% change2023-05-03 : Highest IV Rank — 39.5%2023-05-03 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $125.68 $124.05 $128.13 $127.36 $128.13 Max Pain $124.77 $120.00 $125.00 $125.00 $125.00 ATM IV 22.5% 18.9% 29.9% 27.8% 20.0% Expected Move 6.6% 5.4% 10.4% 9.2% 5.8% HV 20d 15.6% 10.2% 19.4% 19.3% 10.7% HV 60d 17.1% 16.5% 18.0% 18.0% 16.6% IV Rank 12.8% 0.0% 39.5% 31.3% 5.3% IV Percentile 16.8% 0.0% 53.2% 41.7% 6.0% Term Structure -0.3% -2.2% 0.7% -1.1% 0.2% VWIV 23.8% 18.6% 36.5% 34.9% 20.5% Skew 25d 4.1% 3.3% 5.6% 5.0% 4.2% Skew 10d 8.5% 6.7% 11.2% 11.2% 9.0% Call IV 25d 20.8% 16.9% 28.0% 25.5% 18.5% Put IV 25d 24.9% 20.5% 33.3% 30.5% 22.7% Bid-Ask Spread % 17.56 7.23 31.61 19.65 26.37 Gamma HHI 0.11 0.06 0.37 0.07 0.14 Net GEX 2.0M -3.9M 20.6M -271.0K 4.7M Net DEX -37.5M -90.6M 12.0M -55.8M -90.6M Net VEX -1.6M -1.6M -1.5M -1.5M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.21 2.88 1.24 0.30 Total Volume 4,987.773 734 27,038 1,125 1,980 Total OI 100,488.591 86,002 128,783 86,002 93,948
Daily Data (22 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 2023-05-01 $127.36 $125.00 27.8% 9.2% 19.3% 31.3% 34.9% 5.0% -1.1% -271.0K -55.8M -1.5M 1.24 19.65 N/A N/A 502 623 37,804 48,198 2023-05-02 $126.16 $125.00 28.6% 9.5% 19.4% 34.7% 34.7% 5.0% -1.7% -2.0M -30.4M -1.5M 2.02 20.38 N/A N/A 585 1,179 38,090 48,468 2023-05-03 $125.25 $125.00 29.9% 10.4% 16.8% 39.5% 36.5% 5.4% -1.6% -2.9M -17.1M -1.5M 2.88 21.63 N/A N/A 348 1,002 38,260 48,746 2023-05-04 $124.05 $120.00 29.8% 7.8% 16.8% 39.4% 29.4% 5.3% -2.2% -3.9M 8.2M -1.5M 1.89 31.61 N/A N/A 3,929 7,407 38,349 48,628 2023-05-05 $125.44 $125.00 28.7% 7.8% 17.1% 35.1% 26.8% 5.6% -1.5% 676.5K -20.8M -1.6M 0.71 19.59 N/A N/A 11,474 8,173 41,340 54,793 2023-05-08 $125.97 $125.00 28.8% 8.2% 17.1% 35.4% 29.0% 5.1% -0.1% 3.8M -52.5M -1.6M 0.88 15.08 N/A N/A 2,075 1,820 48,022 57,117 2023-05-09 $125.71 $125.00 29.0% 8.2% 17.1% 36.1% 30.0% 4.4% -0.1% 3.9M -58.8M -1.6M 1.75 27.32 N/A N/A 9,832 17,206 49,483 58,206 2023-05-10 $124.42 $125.00 19.6% 5.7% 17.4% 0.0% 20.0% 3.7% 0.5% -1.2M 12.0M -1.6M 0.40 18.61 N/A N/A 10,379 4,194 55,956 70,292 2023-05-11 $125.32 $125.00 19.3% 5.5% 16.6% 0.0% 19.2% 3.5% -0.1% 3.4M -35.7M -1.6M 1.69 7.23 N/A N/A 1,362 2,295 57,895 69,764 2023-05-12 $125.10 $125.00 19.5% 5.6% 16.6% 0.8% 19.8% 3.5% 0.3% 20.6M -28.2M -1.6M 0.60 9.26 N/A N/A 3,058 1,847 57,686 71,097 2023-05-15 $124.78 $125.00 19.5% 5.6% 16.5% 0.8% 19.5% 3.5% 0.2% 1.1M -28.0M -1.6M 0.22 15.70 N/A N/A 1,770 384 44,699 56,979 2023-05-16 $125.33 $125.00 19.7% 5.7% 16.3% 1.8% 20.6% 3.6% -0.5% 2.7M -41.3M -1.6M 0.48 12.30 N/A N/A 1,624 783 45,446 56,935 2023-05-17 $124.94 $125.00 19.4% 5.6% 16.2% 0.4% 19.9% 3.7% -0.2% 1.8M -33.4M -1.6M 0.69 19.22 N/A N/A 902 624 46,464 57,396 2023-05-18 $126.17 $125.00 18.9% 5.4% 16.5% 0.0% 20.8% 3.4% -0.6% 3.8M -63.9M -1.6M 1.03 8.16 N/A N/A 966 994 46,997 57,764 2023-05-19 $125.80 $125.00 19.3% 5.6% 16.5% 1.8% 18.6% 3.6% -0.5% 3.4M -55.9M -1.6M 0.22 12.33 N/A N/A 2,656 580 47,264 58,243 2023-05-22 $124.89 $125.00 19.1% 5.5% 16.6% 0.9% 19.9% 3.4% 0.3% -712.6K -19.6M -1.6M 0.84 14.85 N/A N/A 398 336 39,248 52,822 2023-05-23 $125.47 $125.00 19.0% 5.6% 16.7% 0.5% 19.7% 3.7% 0.7% -496.1K -27.9M -1.6M 0.27 12.55 N/A N/A 1,349 369 39,313 52,995 2023-05-24 $125.40 $125.00 19.9% 6.0% 11.2% 4.9% 20.4% 3.8% 0.3% -35.1K -28.5M -1.6M 1.32 12.88 N/A N/A 365 482 40,514 53,264 2023-05-25 $125.75 $125.00 19.9% 5.8% 10.2% 4.9% 21.2% 3.5% -0.1% 160.5K -34.2M -1.6M 0.21 18.36 N/A N/A 850 175 40,697 53,569 2023-05-26 $126.82 $125.00 19.4% 5.7% 10.6% 2.4% 20.6% 3.3% 0.6% 3.1M -61.2M -1.6M 0.27 22.15 N/A N/A 1,022 274 41,061 53,618 2023-05-30 $126.66 $125.00 19.9% 6.0% 10.5% 5.1% 21.6% 4.1% -0.5% 2.8M -61.3M -1.5M 0.37 21.02 N/A N/A 1,140 418 40,388 52,931 2023-05-31 $128.13 $125.00 20.0% 5.8% 10.7% 5.3% 20.5% 4.2% 0.2% 4.7M -90.6M -1.5M 0.30 26.37 N/A N/A 1,519 461 40,505 53,443
« Apr 2023 | All History | Jun 2023 » Home EA History May 2023