EA Options History — August 2023 In August 2023, EA traded between $118.25 and $136.35. ATM implied volatility averaged 19.0%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 11.7% (HV 20d: 30.7%). Max pain ranged from $124.00 to $135.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.62.
Notable Days 2023-08-02 : Highest Volume — 14,272 contracts2023-08-02 : Largest IV drop — 18.1% change2023-08-01 : Highest IV Rank — 38.6%2023-08-01 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $121.97 $118.25 $136.35 $136.35 $120.12 Max Pain $126.91 $124.00 $135.00 $135.00 $124.00 ATM IV 19.0% 16.7% 24.7% 24.7% 17.0% Expected Move 5.4% 4.5% 8.3% 8.3% 4.8% HV 20d 30.7% 13.4% 37.9% 23.1% 13.4% HV 60d 24.7% 17.7% 25.4% 17.7% 25.3% IV Rank 14.3% 4.8% 38.6% 38.6% 5.8% IV Percentile 10.4% 4.4% 43.7% 43.7% 5.2% Term Structure 0.1% -1.1% 1.1% -1.1% 0.7% VWIV 18.9% 15.1% 28.9% 28.9% 16.4% Skew 25d 2.4% 1.7% 3.1% 2.0% 2.6% Skew 10d 4.9% 2.4% 9.5% 5.2% 4.9% Call IV 25d 18.2% 15.8% 23.6% 23.6% 16.1% Put IV 25d 20.5% 18.5% 25.7% 25.7% 18.7% Bid-Ask Spread % 21.59 12.90 32.42 25.23 22.60 Gamma HHI 0.08 0.07 0.12 0.12 0.07 Net GEX -1.6M -4.7M 6.0M 6.0M -1.0M Net DEX 68.5M -138.6M 121.2M -138.6M 38.5M Net VEX -1.5M -1.6M -1.4M -1.5M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.62 0.21 7.97 1.04 1.19 Total Volume 4,693.304 1,294 14,272 12,628 2,565 Total OI 91,949.13 79,071 98,824 79,071 92,236
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 2023-08-01 $136.35 $135.00 24.7% 8.3% 23.1% 38.6% 28.9% 2.0% -1.1% 6.0M -138.6M -1.5M 1.04 25.23 N/A N/A 6,178 6,450 36,093 42,978 2023-08-02 $125.59 $135.00 20.2% 5.8% 37.8% 19.7% 19.8% 2.7% -0.5% -4.7M 90.3M -1.4M 1.33 20.60 N/A N/A 6,127 8,145 40,986 47,555 2023-08-03 $124.07 $130.00 19.9% 5.5% 37.9% 18.2% 19.7% 1.9% -0.4% -3.2M 76.3M -1.4M 1.42 17.27 N/A N/A 2,260 3,206 43,928 44,565 2023-08-04 $122.81 $130.00 19.5% 5.4% 37.9% 16.5% 19.4% 2.4% -0.5% -3.5M 93.0M -1.4M 1.08 19.69 N/A N/A 1,985 2,148 45,148 45,501 2023-08-07 $124.36 $130.00 19.1% 5.4% 37.9% 15.1% 18.8% 2.1% -0.5% -2.3M 47.4M -1.4M 6.68 21.87 N/A N/A 944 6,309 40,599 44,692 2023-08-08 $122.95 $130.00 19.6% 5.4% 32.2% 16.8% 19.0% 2.1% -0.7% -4.3M 85.0M -1.6M 1.24 15.60 N/A N/A 2,736 3,393 40,668 49,873 2023-08-09 $122.18 $130.00 19.3% 5.7% 32.1% 15.6% 18.7% 1.8% 0.5% -2.3M 79.0M -1.5M 1.28 15.90 N/A N/A 1,837 2,356 42,035 47,804 2023-08-10 $121.72 $125.00 19.1% 5.5% 31.5% 14.7% 18.6% 1.7% 0.4% -3.0M 81.4M -1.5M 1.19 16.09 N/A N/A 1,009 1,201 42,731 48,019 2023-08-11 $122.02 $125.00 18.5% 5.4% 31.6% 12.3% 18.0% 1.8% 0.4% -4.4M 78.9M -1.5M 0.90 17.53 N/A N/A 1,615 1,446 43,262 48,797 2023-08-14 $122.57 $125.00 18.4% 5.2% 31.2% 11.8% 20.8% 3.0% 0.8% -2.0M 62.9M -1.6M 0.53 16.41 N/A N/A 3,722 1,964 42,224 48,959 2023-08-15 $121.34 $125.00 19.6% 5.6% 31.1% 16.8% 18.6% 2.9% -0.2% -2.4M 81.9M -1.6M 0.31 18.70 N/A N/A 3,221 1,004 44,417 50,392 2023-08-16 $120.78 $125.00 19.0% 5.4% 31.1% 14.3% 17.5% 3.1% 0.2% -3.7M 91.2M -1.6M 0.21 18.63 N/A N/A 3,886 827 45,255 51,114 2023-08-17 $118.73 $125.00 18.9% 5.4% 31.4% 13.8% 18.8% 2.3% 0.9% -3.9M 115.9M -1.6M 1.22 12.90 N/A N/A 1,311 1,595 46,883 50,346 2023-08-18 $118.25 $125.00 18.8% 5.3% 31.1% 13.7% 18.5% 1.9% 1.1% -2.9M 121.2M -1.6M 1.67 25.82 N/A N/A 1,102 1,844 47,752 51,072 2023-08-21 $118.95 $125.00 18.9% 5.2% 31.3% 14.0% 17.7% 2.5% -0.1% -2.6M 100.7M -1.6M 0.45 30.02 N/A N/A 949 423 41,209 49,782 2023-08-22 $119.37 $125.00 19.1% 5.3% 30.6% 15.0% 18.2% 2.5% 0.1% -1.8M 92.5M -1.6M 0.58 27.11 N/A N/A 1,364 798 41,949 50,055 2023-08-23 $121.38 $125.00 18.2% 5.2% 31.8% 11.1% 17.3% 2.5% 0.6% 2.9M 45.7M -1.6M 0.25 32.42 N/A N/A 4,405 1,094 43,065 50,674 2023-08-24 $120.13 $125.00 18.9% 5.3% 31.8% 14.0% 18.2% 2.4% -0.2% 942.5K 72.8M -1.6M 2.38 30.54 N/A N/A 472 1,122 45,010 50,659 2023-08-25 $119.75 $125.00 18.0% 4.9% 31.5% 10.2% 19.8% 2.1% 0.0% -1.8M 88.4M -1.6M 1.52 25.87 N/A N/A 513 781 45,308 51,363 2023-08-28 $120.39 $125.00 17.8% 4.9% 31.7% 9.3% 21.1% 2.9% 0.2% -730.8K 68.0M -1.5M 2.33 25.91 N/A N/A 1,090 2,542 41,322 50,035 2023-08-29 $120.85 $125.00 17.2% 4.7% 31.7% 6.6% 16.6% 2.6% 0.8% 1.1M 53.4M -1.6M 0.54 15.08 N/A N/A 3,042 1,635 42,311 51,191 2023-08-30 $120.64 $125.00 16.7% 4.5% 13.9% 4.8% 15.1% 2.7% 0.3% 2.6M 48.9M -1.6M 7.97 24.89 N/A N/A 594 4,736 44,440 50,573 2023-08-31 $120.12 $124.00 17.0% 4.8% 13.4% 5.8% 16.4% 2.6% 0.7% -1.0M 38.5M -1.5M 1.19 22.60 N/A N/A 1,172 1,393 43,534 48,702
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