EA Options History — April 2024 In April 2024, EA traded between $125.70 and $133.01. ATM implied volatility averaged 26.0%, placing in the 72.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 12.3% (HV 20d: 13.7%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.37.
Notable Days 2024-04-04 : Highest Volume — 5,765 contracts2024-04-08 : Largest IV spike — 15.9% change2024-04-30 : Highest IV Rank — 91.7%2024-04-30 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $128.69 $125.70 $133.01 $133.01 $126.71 Max Pain $132.59 $130.00 $135.00 $134.00 $130.00 ATM IV 26.0% 19.1% 28.7% 19.2% 28.7% Expected Move 7.8% 5.3% 9.9% 5.3% 9.9% HV 20d 13.7% 11.3% 14.4% 13.6% 13.8% HV 60d 17.0% 16.1% 17.3% 16.1% 17.2% IV Rank 72.5% 29.0% 91.7% 29.9% 91.7% IV Percentile 78.0% 46.4% 92.1% 48.4% 92.1% Term Structure 0.2% -2.9% 7.0% 6.2% -2.0% VWIV 26.8% 18.3% 33.8% 18.3% 33.8% Skew 25d 2.6% 0.9% 3.6% 0.9% 3.0% Skew 10d 5.8% 2.8% 9.2% 3.5% 6.7% Call IV 25d 24.8% 18.4% 27.4% 18.6% 27.0% Put IV 25d 27.3% 19.5% 30.7% 19.5% 30.0% Bid-Ask Spread % 43.73 18.32 70.30 37.61 36.28 Gamma HHI 0.08 0.06 0.13 0.08 0.06 Net GEX -4.5M -7.9M -512.9K -2.7M -2.0M Net DEX 78.1M 30.8M 124.2M 30.8M 78.5M 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 1.37 0.15 4.51 4.51 1.36 Total Volume 2,323.364 740 5,765 3,175 1,387 Total OI 71,776.318 66,215 75,452 66,215 71,863
Daily Data (22 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 2024-04-01 $133.01 $134.00 19.2% 5.3% 13.6% 29.9% 18.3% 0.9% 6.2% -2.7M 30.8M -1.4M 4.51 37.61 N/A N/A 576 2,599 26,387 39,828 2024-04-02 $132.33 $134.00 19.2% 5.7% 12.8% 29.5% 19.4% 1.5% 6.4% -4.1M 41.2M -1.4M 0.15 32.60 N/A N/A 2,472 382 26,761 42,143 2024-04-03 $132.43 $134.00 19.1% 5.5% 11.3% 29.0% 19.1% 1.1% 6.1% -3.9M 34.3M -1.4M 0.98 44.02 N/A N/A 847 828 27,416 42,296 2024-04-04 $129.33 $135.00 21.0% 7.3% 13.6% 41.0% 25.3% 1.6% 6.8% -6.1M 88.3M -1.4M 2.08 59.64 N/A N/A 1,873 3,892 27,584 42,671 2024-04-05 $130.60 $135.00 22.1% 7.4% 14.3% 47.6% 26.2% 1.8% 7.0% -3.9M 71.6M -1.5M 2.19 58.58 N/A N/A 1,358 2,978 29,201 43,508 2024-04-08 $130.12 $135.00 25.6% 7.5% 14.3% 69.5% 25.6% 2.7% -1.1% -4.2M 67.7M -1.5M 1.32 62.10 N/A N/A 570 754 27,955 42,031 2024-04-09 $130.94 $135.00 26.4% 7.5% 13.2% 74.5% 25.5% 2.6% -1.1% -4.0M 55.7M -1.5M 0.46 47.63 N/A N/A 1,248 579 28,341 42,472 2024-04-10 $129.19 $135.00 27.4% 7.4% 13.8% 80.9% 25.8% 2.9% -1.7% -4.9M 78.9M -1.4M 0.51 52.66 N/A N/A 1,704 874 28,875 42,666 2024-04-11 $129.79 $135.00 27.3% 7.5% 13.7% 80.6% 26.1% 2.3% -1.4% -4.5M 74.2M -1.4M 1.19 48.64 N/A N/A 416 493 29,396 42,678 2024-04-12 $127.96 $135.00 27.7% 7.6% 13.5% 82.6% 26.6% 2.8% -1.6% -7.9M 102.8M -1.4M 2.60 69.78 N/A N/A 1,076 2,802 29,581 43,003 2024-04-15 $126.89 $135.00 28.6% 8.1% 13.6% 88.7% 27.4% 3.6% -1.6% -6.3M 107.3M -1.4M 0.76 70.30 N/A N/A 741 562 28,947 42,764 2024-04-16 $126.77 $135.00 28.4% 8.1% 13.5% 87.0% 27.6% 3.1% -1.6% -6.4M 110.6M -1.4M 1.12 61.20 N/A N/A 1,537 1,722 29,363 42,711 2024-04-17 $126.70 $130.00 28.1% 8.1% 13.5% 85.4% 27.9% 3.3% -1.8% -6.3M 110.3M -1.4M 1.90 53.77 N/A N/A 775 1,475 30,320 43,634 2024-04-18 $125.70 $130.00 27.8% 8.0% 13.6% 83.2% 27.1% 3.1% -1.7% -5.3M 124.2M -1.4M 1.53 38.31 N/A N/A 1,359 2,079 30,911 43,748 2024-04-19 $127.07 $130.00 28.6% 8.4% 14.4% 88.5% 28.2% 3.3% -2.1% -807.7K 94.2M -1.4M 0.38 39.78 N/A N/A 1,607 605 31,355 44,097 2024-04-22 $127.09 $130.00 27.9% 8.4% 14.3% 84.3% 29.4% 2.6% -2.0% -5.4M 84.0M -1.4M 1.72 22.09 N/A N/A 651 1,118 28,416 42,581 2024-04-23 $127.29 $130.00 27.6% 8.4% 14.0% 82.0% 29.1% 3.0% -1.4% -5.3M 83.1M -1.4M 3.48 43.37 N/A N/A 291 1,012 28,919 43,380 2024-04-24 $127.94 $130.00 27.7% 8.6% 14.2% 83.0% 30.4% 3.1% -2.0% -5.5M 76.6M -1.4M 0.33 23.23 N/A N/A 555 185 29,119 43,846 2024-04-25 $127.35 $130.00 28.1% 8.6% 14.0% 85.4% 29.7% 2.9% -1.9% -7.6M 83.9M -1.4M 0.29 22.80 N/A N/A 1,221 350 29,337 43,858 2024-04-26 $128.21 $130.00 27.5% 8.8% 13.8% 81.7% 29.3% 3.0% -2.9% -512.9K 55.0M -1.4M 0.77 19.25 N/A N/A 1,051 812 30,083 44,013 2024-04-29 $127.69 $130.00 28.2% 9.6% 13.7% 88.6% 32.0% 2.9% -1.6% -1.2M 65.0M -1.4M 0.45 18.32 N/A N/A 1,170 528 29,221 41,800 2024-04-30 $126.71 $130.00 28.7% 9.9% 13.8% 91.7% 33.8% 3.0% -2.0% -2.0M 78.5M -1.4M 1.36 36.28 N/A N/A 588 799 29,768 42,095
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