EA Options History — March 2024 In March 2024, EA traded between $130.60 and $141.08. ATM implied volatility averaged 19.1%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 0.4% (HV 20d: 19.5%). Max pain ranged from $134.00 to $140.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 2.49.
Notable Days 2024-03-01 : Highest Volume — 6,443 contracts2024-03-07 : Largest IV spike — 7.7% change2024-03-11 : Highest IV Rank — 38.2%2024-03-11 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $134.54 $130.60 $141.08 $141.08 $132.82 Max Pain $135.70 $134.00 $140.00 $135.00 $134.00 ATM IV 19.1% 17.7% 20.6% 18.3% 17.7% Expected Move 5.5% 5.0% 6.0% 5.5% 5.0% HV 20d 19.5% 13.8% 24.3% 22.9% 14.6% HV 60d 16.3% 15.9% 16.9% 16.1% 16.2% IV Rank 29.1% 20.1% 38.2% 24.1% 20.1% IV Percentile 44.6% 28.6% 57.5% 34.1% 28.6% Term Structure -0.0% -0.5% 0.6% -0.5% 0.1% VWIV 19.4% 17.5% 21.0% 18.9% 17.5% Skew 25d 1.6% 0.6% 2.5% 1.3% 1.7% Skew 10d 3.6% 2.5% 4.8% 3.3% 2.8% Call IV 25d 18.6% 17.1% 20.4% 17.7% 17.1% Put IV 25d 20.2% 18.8% 21.4% 19.0% 18.8% Bid-Ask Spread % 44.00 27.23 74.14 51.49 34.60 Gamma HHI 0.09 0.06 0.18 0.11 0.08 Net GEX -3.2M -15.5M 6.2M 6.2M -2.9M Net DEX 10.6M -142.4M 81.8M -142.4M 29.6M Net VEX -1.4M -1.5M -1.4M -1.4M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.49 0.26 7.65 2.32 2.74 Total Volume 3,095.3 1,251 6,443 6,443 3,128 Total OI 76,437.4 69,163 85,870 77,880 71,138
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 2024-03-01 $141.08 $135.00 18.3% 5.5% 22.9% 24.1% 18.9% 1.3% -0.5% 6.2M -142.4M -1.4M 2.32 51.49 N/A N/A 1,938 4,505 36,160 41,720 2024-03-04 $138.90 $140.00 19.0% 5.4% 23.4% 28.5% 19.1% 1.3% -0.3% 5.9M -88.1M -1.4M 0.26 51.09 N/A N/A 1,658 430 35,552 42,381 2024-03-05 $136.32 $140.00 19.3% 5.9% 24.1% 30.0% 21.0% 2.5% 0.0% 3.4M -32.4M -1.4M 2.31 74.14 N/A N/A 1,120 2,587 36,932 42,563 2024-03-06 $135.32 $140.00 18.6% 5.8% 24.3% 25.7% 20.4% 0.6% 0.1% 1.2M -6.1M -1.4M 1.16 62.75 N/A N/A 756 880 37,373 43,374 2024-03-07 $135.39 $135.00 20.0% 5.7% 23.8% 34.5% 19.7% 1.8% -0.5% 1.3M -11.2M -1.4M 1.02 40.26 N/A N/A 981 1,000 37,537 43,235 2024-03-08 $135.02 $135.00 19.6% 5.7% 23.3% 32.3% 19.5% 1.9% -0.1% 2.1M -977.8K -1.4M 3.87 56.94 N/A N/A 974 3,774 37,850 43,484 2024-03-11 $137.05 $135.00 20.6% 6.0% 23.4% 38.2% 20.6% 1.7% 0.3% 3.0M -49.6M -1.4M 2.66 46.42 N/A N/A 782 2,080 36,129 43,012 2024-03-12 $136.31 $135.00 19.7% 5.6% 22.0% 32.9% 19.6% 1.7% -0.2% 635.2K -29.8M -1.4M 7.65 41.74 N/A N/A 271 2,074 36,475 43,398 2024-03-13 $137.13 $135.00 19.3% 5.7% 21.7% 30.4% 19.3% 1.2% 0.6% 457.2K -42.9M -1.4M 0.76 43.05 N/A N/A 1,190 902 36,597 45,188 2024-03-14 $135.05 $135.00 19.4% 5.6% 19.2% 31.2% 19.7% 2.2% 0.1% -2.9M 16.7M -1.4M 7.15 48.90 N/A N/A 790 5,650 37,446 45,821 2024-03-15 $134.13 $135.00 19.3% 5.5% 18.7% 30.1% 18.8% 1.9% -0.0% -4.8M 51.5M -1.5M 0.83 45.11 N/A N/A 3,149 2,606 37,774 48,096 2024-03-18 $133.10 $135.00 20.0% 5.8% 18.4% 34.8% 19.8% 2.3% 0.1% -3.5M 49.4M -1.4M 1.37 30.33 N/A N/A 1,362 1,871 28,261 40,902 2024-03-19 $133.00 $135.00 19.4% 5.6% 18.3% 30.9% 19.8% 1.9% 0.2% -5.4M 56.1M -1.5M 2.43 46.44 N/A N/A 762 1,854 29,054 41,985 2024-03-20 $132.58 $135.00 19.2% 5.5% 18.2% 29.6% 19.3% 1.6% -0.1% -8.2M 64.6M -1.4M 1.02 45.87 N/A N/A 858 872 29,445 42,948 2024-03-21 $132.82 $135.00 18.9% 5.4% 15.6% 28.1% 19.7% 1.4% 0.3% -8.9M 52.2M -1.5M 1.85 27.23 N/A N/A 1,419 2,630 29,831 42,358 2024-03-22 $131.77 $135.00 18.4% 5.3% 15.6% 24.6% 19.8% 1.2% 0.0% -12.8M 78.4M -1.4M 1.40 27.60 N/A N/A 637 891 29,969 43,081 2024-03-25 $130.60 $135.00 19.0% 5.5% 15.5% 28.6% 19.1% 1.6% -0.3% -10.0M 81.8M -1.4M 5.95 35.81 N/A N/A 350 2,081 28,387 41,930 2024-03-26 $130.82 $135.00 18.6% 5.3% 13.8% 26.0% 18.1% 1.7% 0.0% -12.9M 75.3M -1.4M 1.76 28.34 N/A N/A 668 1,175 28,486 42,163 2024-03-27 $131.60 $135.00 18.0% 5.1% 14.0% 22.1% 17.8% 1.3% -0.2% -15.5M 58.9M -1.4M 1.34 41.93 N/A N/A 535 716 28,597 42,116 2024-03-28 $132.82 $134.00 17.7% 5.0% 14.6% 20.1% 17.5% 1.7% 0.1% -2.9M 29.6M -1.4M 2.74 34.60 N/A N/A 836 2,292 28,764 42,374
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