EA Options History — May 2024 In May 2024, EA traded between $125.70 and $135.05. ATM implied volatility averaged 19.5%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 0.9% (HV 20d: 18.6%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.98.
Notable Days 2024-05-07 : Highest Volume — 13,334 contracts2024-05-08 : Largest IV drop — 30.9% change2024-05-01 : Highest IV Rank — 94.3%2024-05-03 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $129.65 $125.70 $135.05 $128.71 $131.65 Max Pain $132.05 $130.00 $135.00 $130.00 $130.00 ATM IV 19.5% 15.5% 29.1% 29.1% 18.8% Expected Move 5.8% 4.3% 11.0% 10.5% 5.6% HV 20d 18.6% 12.9% 25.0% 15.2% 24.4% HV 60d 17.1% 15.6% 18.2% 17.5% 17.6% IV Rank 32.6% 6.9% 94.3% 94.3% 27.9% IV Percentile 37.9% 6.0% 94.4% 94.4% 46.8% Term Structure -0.9% -5.4% 3.0% -2.3% -0.6% VWIV 20.1% 14.7% 38.5% 36.6% 19.8% Skew 25d 1.9% -0.2% 4.0% 2.8% 1.9% Skew 10d 3.8% -6.0% 6.4% 6.3% 4.1% Call IV 25d 18.6% 14.1% 28.1% 27.8% 18.3% Put IV 25d 20.5% 16.0% 30.9% 30.6% 20.3% Bid-Ask Spread % 55.64 19.64 86.11 43.03 64.72 Gamma HHI 0.10 0.06 0.14 0.06 0.09 Net GEX -2.0M -13.1M 9.6M -3.0K 3.9M Net DEX 30.4M -93.7M 132.3M 49.6M -22.8M Net VEX -1.3M -1.4M -1.2M -1.4M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.13 2.52 2.52 1.65 Total Volume 4,020.773 1,149 13,334 2,247 5,360 Total OI 79,459.682 70,234 86,685 72,710 86,685
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 2024-05-01 $128.71 $130.00 29.1% 10.5% 15.2% 94.3% 36.6% 2.8% -2.3% -3.0K 49.6M -1.4M 2.52 43.03 N/A N/A 638 1,609 30,155 42,555 2024-05-02 $127.97 $130.00 28.6% 10.6% 12.9% 91.1% 37.5% 2.6% -2.0% -660.1K 65.5M -1.4M 0.82 27.84 N/A N/A 923 757 30,329 43,431 2024-05-03 $129.65 $130.00 28.7% 11.0% 13.3% 91.3% 38.5% 2.8% -2.3% -3.1M 33.7M -1.4M 0.80 42.88 N/A N/A 1,220 980 30,864 43,751 2024-05-06 $130.08 $135.00 28.0% 7.1% 13.3% 86.9% 24.5% 2.3% -2.0% -1.6M 33.1M -1.4M 0.74 38.66 N/A N/A 1,824 1,350 27,570 42,664 2024-05-07 $130.24 $135.00 26.5% 6.8% 13.1% 77.5% 23.0% 1.6% -2.7% -1.1M 30.4M -1.4M 1.09 43.65 N/A N/A 6,371 6,963 28,872 43,567 2024-05-08 $125.70 $135.00 18.3% 5.0% 17.6% 24.8% 16.8% 4.0% 3.0% -13.1M 132.3M -1.2M 1.18 69.24 N/A N/A 5,145 6,064 34,103 49,475 2024-05-09 $126.98 $135.00 16.5% 4.9% 17.9% 13.2% 16.1% 1.8% 0.4% -8.0M 94.4M -1.3M 1.10 31.46 N/A N/A 1,813 1,998 36,429 48,669 2024-05-10 $127.09 $135.00 15.6% 4.5% 17.3% 7.3% 14.7% 2.0% 0.3% -9.4M 81.0M -1.2M 1.00 83.45 N/A N/A 1,069 1,068 37,423 49,177 2024-05-13 $126.73 $135.00 16.3% 4.7% 17.0% 11.9% 16.3% 1.6% 0.2% -6.2M 93.9M -1.3M 0.99 52.45 N/A N/A 576 573 32,691 44,468 2024-05-14 $126.66 $135.00 16.3% 4.7% 17.0% 12.0% 16.3% 1.7% 0.0% -6.0M 84.3M -1.2M 0.72 23.23 N/A N/A 1,214 872 33,015 44,756 2024-05-15 $127.70 $135.00 15.7% 4.3% 17.3% 7.9% 15.2% 1.4% -0.9% -5.1M 75.6M -1.3M 1.60 19.64 N/A N/A 999 1,600 33,669 45,155 2024-05-16 $128.74 $135.00 15.5% 4.3% 17.2% 6.9% 15.1% 1.3% -0.4% -4.1M 50.7M -1.2M 0.42 85.61 N/A N/A 2,060 867 33,845 45,710 2024-05-17 $127.91 $130.00 18.0% 4.4% 17.0% 22.7% 16.5% -0.2% -5.4% -6.4M 69.6M -1.2M 1.45 86.11 N/A N/A 1,443 2,094 34,571 45,891 2024-05-20 $127.92 $130.00 15.6% 4.4% 17.0% 7.3% 15.0% 2.6% 0.2% -5.6M 65.5M -1.2M 0.51 49.72 N/A N/A 1,280 650 31,169 44,300 2024-05-21 $128.38 $130.00 15.8% 4.4% 17.0% 8.7% 15.2% 2.2% 0.9% -4.4M 48.0M -1.2M 1.48 62.30 N/A N/A 658 971 32,378 44,766 2024-05-22 $134.61 $130.00 16.7% 4.8% 23.8% 14.3% 17.0% 1.1% 0.2% 4.5M -75.7M -1.3M 0.67 63.59 N/A N/A 7,197 4,838 32,839 45,595 2024-05-23 $134.62 $130.00 16.2% 4.6% 23.7% 11.3% 16.4% 1.2% 0.2% 5.6M -77.1M -1.4M 1.18 68.34 N/A N/A 1,290 1,524 36,008 46,967 2024-05-24 $135.05 $130.00 15.7% 4.5% 23.6% 8.1% 16.5% 0.8% 0.5% 9.6M -93.7M -1.4M 0.60 64.94 N/A N/A 1,602 967 36,646 47,822 2024-05-28 $132.21 $130.00 18.9% 5.0% 25.0% 28.5% 17.3% 1.6% -1.6% 2.0M -24.3M -1.3M 0.69 67.83 N/A N/A 2,783 1,918 35,513 45,507 2024-05-29 $132.43 $130.00 20.3% 5.3% 24.8% 37.4% 18.1% 2.2% -4.8% 3.3M -35.5M -1.4M 0.13 68.45 N/A N/A 1,671 218 37,029 46,973 2024-05-30 $131.22 $130.00 18.4% 5.3% 24.6% 25.1% 18.8% 1.6% -0.7% 2.9M -9.0M -1.4M 0.16 66.94 N/A N/A 2,974 466 38,018 47,093 2024-05-31 $131.65 $130.00 18.8% 5.6% 24.4% 27.9% 19.8% 1.9% -0.6% 3.9M -22.8M -1.4M 1.65 64.72 N/A N/A 2,021 3,339 39,413 47,272
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