EA Options History — February 2024 In February 2024, EA traded between $134.97 and $144.36. ATM implied volatility averaged 17.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 1.5% (HV 20d: 16.2%). Max pain ranged from $135.00 to $135.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.00.
Notable Days 2024-02-14 : Highest Volume — 8,595 contracts2024-02-12 : Largest IV spike — 13.2% change2024-02-16 : Highest IV Rank — 27.3%2024-02-20 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $139.83 $134.97 $144.36 $137.48 $139.31 Max Pain $135.00 $135.00 $135.00 $135.00 $135.00 ATM IV 17.7% 16.0% 18.8% 17.1% 18.5% Expected Move 5.2% 4.7% 5.5% 5.1% 5.4% HV 20d 16.2% 8.7% 22.5% 8.7% 22.5% HV 60d 13.6% 11.3% 15.9% 11.3% 15.9% IV Rank 20.2% 9.8% 27.3% 16.5% 25.1% IV Percentile 26.6% 10.7% 36.1% 21.4% 35.7% Term Structure -0.0% -0.6% 0.7% 0.4% -0.4% VWIV 18.2% 16.5% 20.2% 17.6% 18.9% Skew 25d 1.7% 1.0% 2.1% 1.8% 1.9% Skew 10d 3.9% 2.6% 5.2% 4.0% 4.2% Call IV 25d 17.2% 15.6% 18.2% 16.5% 17.7% Put IV 25d 18.8% 17.0% 20.3% 18.3% 19.7% Bid-Ask Spread % 43.68 24.84 86.35 82.63 53.95 Gamma HHI 0.11 0.08 0.16 0.11 0.10 Net GEX 5.6M -3.7M 14.7M -3.7M 2.9M Net DEX -102.3M -209.2M -6.4M -36.8M -85.1M Net VEX -1.3M -1.4M -1.2M -1.2M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.11 2.33 1.27 0.53 Total Volume 3,357.6 985 8,595 6,954 1,916 Total OI 73,810.3 69,185 80,188 78,252 76,605
Daily Data (20 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 2024-02-01 $137.48 $135.00 17.1% 5.1% 8.7% 16.5% 17.6% 1.8% 0.4% -3.7M -36.8M -1.2M 1.27 82.63 N/A N/A 3,057 3,897 34,428 43,824 2024-02-02 $136.39 $135.00 16.4% 4.8% 9.1% 12.2% 16.5% 1.8% -0.1% 2.3M -18.7M -1.2M 2.33 35.13 N/A N/A 1,239 2,887 35,952 44,236 2024-02-05 $134.97 $135.00 16.8% 4.9% 9.7% 14.4% 16.7% 1.4% 0.1% -1.4M -6.4M -1.2M 1.35 39.73 N/A N/A 628 845 31,096 38,089 2024-02-06 $135.11 $135.00 16.6% 4.8% 9.5% 13.1% 16.6% 1.7% 0.3% -1.0M -9.8M -1.2M 0.70 36.31 N/A N/A 625 439 31,324 38,158 2024-02-07 $136.88 $135.00 16.0% 4.8% 10.2% 9.8% 16.6% 1.4% 0.5% 86.5K -46.9M -1.2M 1.42 33.81 N/A N/A 984 1,402 31,730 38,395 2024-02-08 $138.53 $135.00 16.1% 4.7% 11.1% 10.4% 17.5% 1.5% 0.1% 2.3M -84.1M -1.3M 1.16 34.62 N/A N/A 996 1,158 32,412 39,172 2024-02-09 $140.56 $135.00 16.6% 4.8% 12.2% 13.3% 17.4% 1.0% 0.3% 10.5M -139.6M -1.3M 1.39 80.13 N/A N/A 1,752 2,435 32,982 39,892 2024-02-12 $137.38 $135.00 18.8% 5.4% 14.8% 27.1% 18.3% 1.9% -0.4% 3.7M -60.0M -1.3M 1.88 35.30 N/A N/A 1,816 3,421 32,009 38,693 2024-02-13 $138.97 $135.00 18.6% 5.3% 15.3% 26.0% 19.0% 2.1% 0.0% 3.7M -84.1M -1.3M 0.68 38.37 N/A N/A 1,671 1,132 32,530 41,717 2024-02-14 $143.07 $135.00 18.2% 5.2% 18.1% 23.5% 18.2% 1.8% -0.1% 11.4M -178.1M -1.3M 0.51 86.35 N/A N/A 5,678 2,917 32,988 41,985 2024-02-15 $144.36 $135.00 18.1% 5.2% 18.0% 23.1% 18.1% 1.8% -0.1% 14.7M -209.2M -1.3M 0.22 33.01 N/A N/A 2,676 587 34,668 42,733 2024-02-16 $142.34 $135.00 18.8% 5.5% 18.9% 27.3% 18.7% 1.7% -0.6% 9.1M -164.9M -1.3M 0.44 29.45 N/A N/A 1,992 869 35,294 43,023 2024-02-20 $140.97 $135.00 18.6% 5.5% 19.3% 25.6% 20.0% 1.9% 0.7% 7.5M -116.5M -1.3M 0.52 32.63 N/A N/A 1,328 692 31,557 39,294 2024-02-21 $140.85 $135.00 18.8% 5.5% 19.1% 26.9% 20.2% 1.8% -0.1% 7.6M -111.8M -1.3M 0.11 27.66 N/A N/A 1,274 134 32,022 39,844 2024-02-22 $144.11 $135.00 18.3% 5.3% 20.4% 24.1% 18.5% 1.6% -0.1% 11.1M -189.0M -1.3M 2.04 26.26 N/A N/A 1,279 2,614 32,998 39,876 2024-02-23 $142.75 $135.00 17.3% 5.0% 20.8% 17.8% 19.0% 1.8% -0.3% 10.6M -152.8M -1.3M 0.36 40.70 N/A N/A 3,000 1,070 33,554 40,896 2024-02-26 $142.96 $135.00 18.0% 5.3% 20.8% 22.3% 18.1% 1.5% -0.0% 9.6M -154.4M -1.3M 1.04 52.82 N/A N/A 483 502 33,167 40,006 2024-02-27 $139.55 $135.00 18.1% 5.4% 22.5% 22.6% 18.8% 1.7% -0.1% 6.0M -85.3M -1.3M 0.84 49.81 N/A N/A 3,367 2,815 33,244 40,293 2024-02-28 $140.04 $135.00 18.2% 5.5% 22.4% 23.6% 19.1% 1.4% -0.4% 5.4M -111.6M -1.4M 1.20 24.84 N/A N/A 717 858 34,924 40,596 2024-02-29 $139.31 $135.00 18.5% 5.4% 22.5% 25.1% 18.9% 1.9% -0.4% 2.9M -85.1M -1.4M 0.53 53.95 N/A N/A 1,250 666 35,249 41,356
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