EA Options History — November 2023

In November 2023, EA traded between $123.95 and $137.43. ATM implied volatility averaged 16.4%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 2.9% (HV 20d: 19.3%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2023-11-01: Highest Volume — 11,243 contracts
  • 2023-11-02: Largest IV drop — 30.4% change
  • 2023-11-01: Highest IV Rank — 48.1%
  • 2023-11-01: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$133.11$123.95$137.43$123.95$137.43
Max Pain$123.57$120.00$125.00$125.00$125.00
ATM IV16.4%14.6%26.7%26.7%14.7%
Expected Move4.8%4.1%9.4%9.4%4.3%
HV 20d19.3%14.4%24.3%21.4%14.4%
HV 60d17.6%16.6%17.9%16.6%17.4%
IV Rank5.7%0.0%48.1%48.1%0.6%
IV Percentile6.5%0.0%66.7%66.7%0.4%
Term Structure0.3%-0.9%1.2%-0.9%0.3%
VWIV16.9%14.7%32.6%32.6%14.7%
Skew 25d2.3%1.6%3.7%3.7%2.0%
Skew 10d5.3%2.2%9.7%9.7%4.2%
Call IV 25d15.5%13.7%24.7%24.7%13.8%
Put IV 25d17.8%15.6%28.4%28.4%15.8%
Bid-Ask Spread %38.076.3173.3431.2819.97
Gamma HHI0.160.080.740.080.15
Net GEX15.6M922.2K82.9M922.2K17.7M
Net DEX-161.1M-223.4M4.4M4.4M-215.6M
Net VEX-1.3M-1.4M-1.2M-1.4M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.152.270.390.19
Total Volume3,372.8571,14711,24311,2432,993
Total OI87,924.66781,65894,39781,65891,665

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$123.95$125.0026.7%9.4%21.4%48.1%32.6%3.7%-0.9%922.2K4.4M-1.4M0.3931.28N/AN/A8,0703,17336,55445,104
2023-11-02$128.21$120.0018.6%5.4%24.3%12.9%20.0%2.8%0.3%23.1M-110.5M-1.4M0.3226.31N/AN/A4,9521,60743,80447,863
2023-11-03$129.17$120.0017.0%5.0%23.7%7.6%17.6%2.9%0.6%82.9M-156.9M-1.4M0.1725.10N/AN/A4,56275846,15148,246
2023-11-06$129.13$120.0017.1%4.9%23.6%8.5%18.7%2.8%-0.2%8.7M-90.6M-1.3M0.8517.82N/AN/A80368638,09945,380
2023-11-07$130.00$120.0016.9%4.9%20.5%7.5%17.5%2.5%0.3%9.4M-101.4M-1.4M2.2718.78N/AN/A8511,93638,13145,777
2023-11-08$131.00$125.0016.6%4.9%20.4%5.5%16.9%2.5%0.6%7.6M-121.1M-1.3M1.0514.41N/AN/A1,1201,17638,18247,271
2023-11-09$130.96$125.0017.1%5.1%19.7%8.2%17.2%2.6%1.0%6.9M-115.4M-1.4M0.2419.68N/AN/A2,81068538,67347,691
2023-11-10$132.49$125.0016.7%5.0%20.0%6.0%16.1%2.3%1.2%7.0M-157.3M-1.4M0.5463.18N/AN/A2,3221,26539,38548,675
2023-11-13$132.65$120.0016.2%4.6%20.0%3.0%16.9%2.6%0.6%9.9M-148.1M-1.3M0.2147.46N/AN/A2,76758838,80946,909
2023-11-14$134.50$120.0016.2%4.7%20.2%3.5%16.0%2.4%0.3%13.0M-200.9M-1.3M0.8573.34N/AN/A2,0491,74639,87947,208
2023-11-15$134.14$125.0015.2%4.4%20.2%0.0%15.3%2.0%1.1%13.8M-185.7M-1.3M0.5866.00N/AN/A72742040,87347,896
2023-11-16$133.12$125.0015.7%4.5%19.3%2.8%15.3%2.6%1.0%12.4M-160.2M-1.3M0.8247.99N/AN/A2,1391,74441,21048,186
2023-11-17$133.39$125.0015.6%4.4%19.3%2.2%16.2%2.1%0.8%7.5M-167.0M-1.3M0.676.31N/AN/A1,34390142,85649,436
2023-11-20$135.54$125.0015.4%4.2%19.4%1.2%14.7%1.9%-0.6%14.1M-194.2M-1.2M0.5353.70N/AN/A1,01854139,77946,111
2023-11-21$136.05$125.0015.2%4.3%19.3%0.0%15.4%2.2%-0.0%14.7M-203.3M-1.2M1.5062.47N/AN/A1,0321,55039,89646,395
2023-11-22$136.14$125.0014.7%4.1%18.3%0.0%14.8%1.6%-0.0%15.4M-206.9M-1.3M0.6449.96N/AN/A2,3571,51640,47846,969
2023-11-24$136.37$125.0014.8%4.2%16.4%0.2%14.8%1.7%-0.1%12.9M-214.7M-1.3M0.1568.67N/AN/A2,22932741,74248,151
2023-11-27$137.27$125.0015.1%4.2%15.6%1.8%15.1%1.6%-0.1%16.5M-223.4M-1.3M0.6023.76N/AN/A75645441,45547,276
2023-11-28$136.46$125.0014.8%4.2%15.2%0.4%14.9%1.8%-0.0%15.2M-197.6M-1.3M0.2946.25N/AN/A1,22835841,08547,478
2023-11-29$137.34$125.0014.6%4.3%14.4%0.0%14.9%1.9%0.2%17.5M-218.0M-1.3M0.6117.05N/AN/A2,0261,24541,93747,753
2023-11-30$137.43$125.0014.7%4.3%14.4%0.6%14.7%2.0%0.3%17.7M-215.6M-1.4M0.1919.97N/AN/A2,50748642,98748,678