EA Options History — January 2024

In January 2024, EA traded between $135.50 and $139.24. ATM implied volatility averaged 25.5%, placing in the 62.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 14.6% (HV 20d: 10.8%). Max pain ranged from $130.00 to $136.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2024-01-30: Highest Volume — 13,708 contracts
  • 2024-01-31: Largest IV drop — 36.6% change
  • 2024-01-29: Highest IV Rank — 84.0%
  • 2024-01-30: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.43$135.50$139.24$135.50$137.49
Max Pain$134.67$130.00$136.00$130.00$136.00
ATM IV25.5%17.4%27.9%24.8%17.4%
Expected Move7.3%4.8%10.0%5.0%5.5%
HV 20d10.8%8.1%14.5%14.3%8.7%
HV 60d14.7%11.4%17.2%17.2%11.4%
IV Rank62.7%18.4%84.0%54.6%18.4%
IV Percentile72.4%23.8%82.5%69.8%23.8%
Term Structure-1.3%-2.2%0.0%-1.1%0.0%
VWIV25.7%17.0%34.5%17.6%18.9%
Skew 25d2.5%1.3%3.4%2.7%1.9%
Skew 10d5.7%3.5%7.6%6.3%3.5%
Call IV 25d24.6%16.7%27.3%24.9%16.7%
Put IV 25d27.1%18.5%29.0%27.5%18.5%
Bid-Ask Spread %45.2326.7371.6154.1071.61
Gamma HHI0.150.080.240.120.08
Net GEX6.3M301.8K11.2M4.3M301.8K
Net DEX-101.6M-145.5M-50.1M-89.5M-50.1M
Net VEX-1.3M-1.3M-1.2M-1.3M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.212.540.551.92
Total Volume3,366.9521,08713,7083,0589,947
Total OI80,555.76259,09496,21884,83675,048

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$135.50$130.0024.8%5.0%14.3%54.6%17.6%2.7%-1.1%4.3M-89.5M-1.3M0.5554.10N/AN/A1,9691,08938,06446,772
2024-01-03$135.85$130.0025.6%4.8%14.3%58.5%17.0%2.6%-1.1%4.7M-100.9M-1.3M2.5456.54N/AN/A38196739,72247,577
2024-01-04$136.30$135.0025.5%6.9%14.4%58.3%23.9%2.7%-1.5%4.5M-105.3M-1.3M1.1452.42N/AN/A56864639,96247,977
2024-01-05$135.66$135.0025.5%6.9%14.5%58.4%23.9%2.7%-0.9%5.0M-88.8M-1.3M0.4352.41N/AN/A1,60069440,28748,561
2024-01-08$136.44$135.0025.4%6.9%13.8%57.9%24.3%2.5%-0.7%7.3M-117.0M-1.3M1.3446.82N/AN/A1,2881,72440,34348,203
2024-01-09$137.53$135.0025.4%6.8%13.5%57.4%24.2%2.3%-1.3%10.4M-145.5M-1.2M1.2049.24N/AN/A75590940,83849,298
2024-01-10$137.90$135.0024.9%6.8%13.3%54.9%24.6%2.4%-1.3%10.6M-145.2M-1.3M1.2450.08N/AN/A1,4671,81341,04050,010
2024-01-11$137.88$135.0024.9%6.9%12.6%54.7%24.3%2.7%-1.2%9.4M-136.3M-1.3M0.3049.01N/AN/A1,32740141,13851,311
2024-01-12$137.73$135.0025.0%6.8%10.6%55.4%24.2%2.3%-1.5%10.6M-136.8M-1.3M0.3644.45N/AN/A79928842,04551,542
2024-01-16$137.19$135.0026.4%7.5%10.1%65.0%25.5%2.7%-1.8%7.3M-119.3M-1.2M1.3543.59N/AN/A8441,14140,61151,134
2024-01-17$136.45$135.0026.5%7.6%8.8%68.7%26.1%3.1%-1.8%3.3M-92.7M-1.3M0.8952.54N/AN/A1,9991,78841,09952,338
2024-01-18$138.00$135.0025.3%7.3%9.7%62.3%25.8%2.8%-0.9%8.8M-135.5M-1.2M0.2146.00N/AN/A1,72336741,91053,081
2024-01-19$137.67$135.0025.9%7.5%9.7%65.7%26.9%3.4%-1.2%5.9M-120.2M-1.3M1.1145.73N/AN/A1,0661,18042,91753,301
2024-01-22$137.78$135.0026.2%8.0%8.2%71.1%27.6%2.6%-1.0%4.6M-73.8M-1.2M0.6231.56N/AN/A1,20374126,62532,469
2024-01-23$138.97$135.0025.9%7.9%8.1%70.6%27.9%2.7%-1.4%6.7M-92.6M-1.2M1.5431.83N/AN/A8391,29127,35233,161
2024-01-24$138.02$135.0025.7%8.1%8.5%69.3%28.0%2.8%-1.5%4.7M-72.7M-1.2M0.8848.37N/AN/A75265827,70433,976
2024-01-25$138.71$135.0026.3%8.3%8.6%73.7%29.9%2.5%-1.9%6.2M-82.3M-1.3M1.4632.81N/AN/A7651,12027,80334,365
2024-01-26$139.24$135.0026.9%8.9%8.4%77.5%30.7%1.7%-2.2%11.2M-92.4M-1.3M0.9731.62N/AN/A4,1023,95927,98134,644
2024-01-29$138.42$136.0027.9%9.6%8.7%84.0%33.3%2.8%-1.5%3.8M-74.8M-1.3M0.6026.73N/AN/A1,7711,05728,88335,155
2024-01-30$137.32$136.0027.5%10.0%9.2%81.3%34.5%1.3%-0.6%3.1M-61.1M-1.3M1.0632.29N/AN/A6,6427,06629,55835,866
2024-01-31$137.49$136.0017.4%5.5%8.7%18.4%18.9%1.9%0.0%301.8K-50.1M-1.2M1.9271.61N/AN/A3,4116,53633,81141,237