EA Options History — June 2023

In June 2023, EA traded between $124.55 and $131.46. ATM implied volatility averaged 17.1%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.9% (HV 20d: 12.2%). Max pain ranged from $125.00 to $128.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2023-06-28: Highest Volume — 8,393 contracts
  • 2023-06-27: Largest IV spike — 9.5% change
  • 2023-06-30: Highest IV Rank — 17.8%
  • 2023-06-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$127.51$124.55$131.46$127.45$130.11
Max Pain$125.33$125.00$128.00$125.00$128.00
ATM IV17.1%15.6%19.8%19.4%19.8%
Expected Move4.9%4.4%5.5%5.5%5.0%
HV 20d12.2%9.1%18.8%10.6%18.3%
HV 60d15.7%14.8%16.6%16.5%15.3%
IV Rank3.5%0.0%17.8%2.7%17.8%
IV Percentile2.2%0.0%12.3%2.8%12.3%
Term Structure1.8%-1.6%7.4%-1.6%6.6%
VWIV17.1%14.8%20.2%20.2%16.9%
Skew 25d2.7%1.9%3.5%3.3%1.9%
Skew 10d5.9%4.5%7.8%7.1%4.5%
Call IV 25d15.8%14.3%18.0%18.0%16.6%
Put IV 25d18.5%17.2%21.3%21.3%18.5%
Bid-Ask Spread %27.3621.6535.6923.9735.69
Gamma HHI0.130.080.350.120.13
Net GEX3.1M-1.5M13.2M4.4M6.4M
Net DEX-59.0M-119.0M7.4M-82.2M-70.9M
Net VEX-1.4M-1.5M-1.3M-1.5M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.094.434.430.92
Total Volume2,532.7626658,3934,098665
Total OI84,487.95260,68698,79394,86776,851

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$127.45$125.0019.4%5.5%10.6%2.7%20.2%3.3%-1.6%4.4M-82.2M-1.5M4.4323.97N/AN/A7543,34441,18853,679
2023-06-02$127.44$125.0018.4%5.1%9.8%0.0%17.8%3.4%-0.5%3.9M-72.3M-1.5M0.3925.93N/AN/A1,36152941,60454,990
2023-06-05$127.23$125.0018.0%5.2%9.2%0.0%16.9%3.5%0.4%3.6M-74.9M-1.5M0.1534.68N/AN/A4,63868640,78954,141
2023-06-06$127.28$125.0016.7%5.0%9.1%0.0%17.0%2.8%0.1%4.6M-75.2M-1.5M0.3330.43N/AN/A58519441,78654,733
2023-06-07$126.06$125.0016.6%5.0%9.7%0.0%16.0%2.8%0.5%1.5M-43.7M-1.5M0.3924.56N/AN/A1,75468342,06054,813
2023-06-08$127.13$125.0016.4%5.0%9.3%0.0%16.7%2.4%0.4%3.9M-74.7M-1.4M0.5921.65N/AN/A1,08663641,85555,179
2023-06-09$126.18$125.0016.7%5.0%9.5%1.3%16.4%2.1%0.3%164.5K-48.5M-1.4M0.3629.60N/AN/A87731442,00755,435
2023-06-12$125.89$125.0017.1%5.0%9.5%2.8%19.4%3.1%0.3%-958.7K-40.3M-1.4M0.6423.71N/AN/A59638441,12755,215
2023-06-13$127.02$125.0016.8%5.0%9.9%1.5%16.4%2.9%1.0%1.8M-70.4M-1.4M0.0929.22N/AN/A3,14529541,23255,114
2023-06-14$127.53$125.0016.4%4.7%9.9%0.1%16.2%2.9%0.0%3.7M-84.1M-1.4M0.2331.45N/AN/A1,02924142,08755,238
2023-06-15$128.92$125.0016.0%4.6%10.4%0.0%17.9%3.1%0.3%13.2M-119.0M-1.4M0.4422.55N/AN/A1,15150642,81455,316
2023-06-16$128.55$125.0015.6%4.5%10.0%0.0%15.1%2.9%0.2%4.1M-104.5M-1.4M0.1625.32N/AN/A1,83229643,17255,621
2023-06-20$126.50$125.0017.0%4.9%11.7%5.8%17.2%2.8%0.2%1.5M-18.0M-1.4M2.1924.71N/AN/A8651,89626,22134,465
2023-06-21$124.55$125.0016.2%4.6%12.7%2.5%16.8%2.5%0.4%-1.5M7.4M-1.3M1.0528.09N/AN/A86590926,48236,311
2023-06-22$125.66$125.0015.6%4.4%13.0%0.0%14.8%2.5%0.6%-660.3K-92.3K-1.4M1.2224.45N/AN/A46656727,33437,393
2023-06-23$125.05$125.0016.1%4.6%13.1%1.9%18.6%2.6%0.3%-929.7K5.0M-1.4M3.1125.86N/AN/A7522,33727,63137,898
2023-06-26$126.95$125.0016.0%4.5%14.2%1.5%15.2%2.9%7.0%-104.9K-19.3M-1.4M0.2925.83N/AN/A63118027,26439,715
2023-06-27$131.46$125.0017.5%5.0%18.6%8.0%17.0%2.4%7.4%4.3M-87.7M-1.4M0.1329.83N/AN/A5,65775627,68639,808
2023-06-28$130.48$126.0018.2%5.2%18.8%11.1%18.4%2.4%7.1%7.2M-87.6M-1.4M1.2522.62N/AN/A3,7274,66631,24440,130
2023-06-29$130.34$128.0019.2%5.2%18.5%15.5%17.4%2.2%6.6%5.2M-77.1M-1.5M0.3434.31N/AN/A99234132,48444,135
2023-06-30$130.11$128.0019.8%5.0%18.3%17.8%16.9%1.9%6.6%6.4M-70.9M-1.5M0.9235.69N/AN/A34631932,59744,254