EA Options History — October 2023

In October 2023, EA traded between $119.25 and $131.73. ATM implied volatility averaged 29.1%, placing in the 58.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 10.7% (HV 20d: 18.4%). Max pain ranged from $120.00 to $126.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.80.

Notable Days

  • 2023-10-13: Highest Volume — 6,080 contracts
  • 2023-10-03: Largest IV spike — 7.2% change
  • 2023-10-27: Highest IV Rank — 62.4%
  • 2023-10-31: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$125.87$119.25$131.73$120.08$123.78
Max Pain$122.82$120.00$126.00$120.00$125.00
ATM IV29.1%26.8%30.0%26.8%29.2%
Expected Move8.2%5.9%10.0%5.9%10.0%
HV 20d18.4%14.9%21.7%15.1%21.7%
HV 60d21.9%16.5%24.4%24.4%16.7%
IV Rank58.0%47.6%62.4%47.6%58.9%
IV Percentile81.4%66.7%90.1%66.7%84.1%
Term Structure-1.3%-2.1%-1.0%-1.1%-1.4%
VWIV28.8%20.1%37.0%20.1%37.0%
Skew 25d3.8%3.2%4.3%3.8%3.9%
Skew 10d8.4%6.3%11.3%8.6%7.6%
Call IV 25d28.0%26.8%29.0%27.3%27.0%
Put IV 25d31.7%30.1%32.9%31.1%30.9%
Bid-Ask Spread %29.1214.5951.2628.9924.18
Gamma HHI0.080.070.110.070.08
Net GEX5.0M-2.2M12.7M-1.5M920.6K
Net DEX-59.3M-201.3M54.6M40.8M576.5K
Net VEX-1.5M-1.6M-1.5M-1.5M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.172.540.860.84
Total Volume2,893.8185556,0801,0242,918
Total OI83,673.27375,32693,43175,32680,483

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$120.08$120.0026.8%5.9%15.1%47.6%20.1%3.8%-1.1%-1.5M40.8M-1.5M0.8628.99N/AN/A55047432,19443,132
2023-10-03$119.25$120.0028.8%6.4%14.9%55.9%22.6%4.3%-1.2%-2.2M54.6M-1.5M2.5421.75N/AN/A15739832,62643,408
2023-10-04$120.71$120.0029.7%6.2%15.3%59.9%21.7%3.8%-1.1%-1.1M31.6M-1.5M0.3524.99N/AN/A2,13274132,70443,749
2023-10-05$120.98$120.0029.8%8.1%15.3%60.4%28.1%3.9%-1.2%1.4M17.8M-1.6M0.4445.34N/AN/A77934534,65044,347
2023-10-06$123.17$120.0029.0%7.7%16.5%56.7%26.9%3.7%-1.5%5.7M-33.3M-1.6M1.3644.19N/AN/A1,0281,39635,13944,628
2023-10-09$124.35$120.0029.8%8.0%16.7%60.2%28.2%4.0%-1.0%5.9M-45.9M-1.5M0.5215.57N/AN/A1,51978534,99044,748
2023-10-10$128.62$120.0029.8%8.1%19.9%60.3%28.8%3.5%-1.4%8.0M-131.1M-1.5M0.3326.33N/AN/A3,2631,08635,81445,085
2023-10-11$129.75$120.0028.3%7.8%20.0%53.9%27.2%3.8%-1.0%8.8M-157.6M-1.5M0.1851.26N/AN/A4,48782037,48245,574
2023-10-12$131.73$120.0029.3%8.2%20.1%58.4%27.8%3.3%-1.2%9.5M-201.3M-1.5M0.4647.87N/AN/A3,8791,77639,58745,993
2023-10-13$131.03$120.0029.5%8.2%17.8%59.2%28.9%3.9%-1.1%10.2M-185.7M-1.6M0.3948.45N/AN/A4,3691,71142,55447,134
2023-10-16$131.62$125.0028.4%8.0%17.7%55.5%28.0%3.2%-1.6%10.5M-170.0M-1.6M0.5233.33N/AN/A2,9751,53941,35747,189
2023-10-17$130.46$125.0028.0%8.0%18.4%53.7%27.6%3.3%-1.5%9.8M-144.0M-1.6M1.0535.15N/AN/A1,4871,55941,53248,056
2023-10-18$130.17$125.0028.7%8.2%18.3%56.7%29.6%3.5%-1.7%12.7M-145.6M-1.6M1.3820.00N/AN/A71799243,70948,618
2023-10-19$127.97$125.0028.7%8.3%18.6%56.6%28.8%3.8%-1.0%11.3M-94.0M-1.6M0.4525.91N/AN/A3,8751,74844,17149,130
2023-10-20$127.72$125.0028.5%8.3%18.7%55.9%29.3%3.8%-1.3%8.0M-89.5M-1.6M0.1740.80N/AN/A3,29454844,35649,075
2023-10-23$126.60$125.0029.5%8.9%19.2%60.4%30.9%3.5%-1.3%4.6M-41.6M-1.5M1.3315.71N/AN/A66287838,89044,605
2023-10-24$127.61$125.0029.0%8.8%18.6%58.1%31.8%3.9%-1.6%6.1M-59.2M-1.5M1.2014.59N/AN/A45254139,01044,673
2023-10-25$125.90$125.0029.5%9.2%19.4%60.3%32.2%4.1%-1.2%3.3M-27.1M-1.5M0.4421.16N/AN/A1,14751039,16244,901
2023-10-26$123.62$125.0030.0%9.4%20.6%62.4%32.4%4.0%-1.3%-628.5K13.0M-1.5M0.9620.92N/AN/A78475238,78844,901
2023-10-27$122.59$126.0030.0%9.5%20.6%62.4%32.3%3.7%-2.1%-1.3M25.0M-1.5M0.6816.21N/AN/A85958638,79144,771
2023-10-30$121.42$126.0030.0%9.9%20.9%62.3%34.0%4.3%-1.1%-526.3K38.3M-1.5M1.0718.01N/AN/A1,5201,62635,32543,781
2023-10-31$123.78$125.0029.2%10.0%21.7%58.9%37.0%3.9%-1.4%920.6K576.5K-1.5M0.8424.18N/AN/A1,5881,33036,15944,324