EA Options History — June 2024

In June 2024, EA traded between $133.32 and $141.04. ATM implied volatility averaged 17.2%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 2.5% (HV 20d: 19.7%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-06-24: Highest Volume — 6,484 contracts
  • 2024-06-06: Largest IV drop — 17.5% change
  • 2024-06-05: Highest IV Rank — 38.4%
  • 2024-06-03: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.61$133.32$141.04$133.32$139.31
Max Pain$133.42$130.00$135.00$130.00$135.00
ATM IV17.2%15.6%20.4%18.9%18.9%
Expected Move4.8%4.3%5.7%5.7%4.4%
HV 20d19.7%12.5%25.4%24.4%12.5%
HV 60d18.0%17.8%18.4%17.8%18.1%
IV Rank17.5%7.1%38.4%28.4%28.8%
IV Percentile27.4%6.3%63.1%48.4%49.6%
Term Structure2.3%-0.5%8.2%0.1%8.0%
VWIV16.9%15.0%19.9%19.9%15.2%
Skew 25d1.4%0.4%2.5%1.3%1.5%
Skew 10d3.9%1.7%9.3%2.9%3.0%
Call IV 25d16.2%15.0%18.0%18.0%15.0%
Put IV 25d17.7%16.5%19.4%19.4%16.5%
Bid-Ask Spread %53.6235.2480.0357.0257.89
Gamma HHI0.180.090.360.090.19
Net GEX12.2M2.1M31.0M6.9M10.0M
Net DEX-123.7M-165.5M-66.7M-66.7M-90.3M
Net VEX-1.3M-1.4M-1.2M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.131.230.370.28
Total Volume3,115.1059796,4843,1143,365
Total OI80,519.26357,44889,80985,16664,416

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$133.32$130.0018.9%5.7%24.4%28.4%19.9%1.3%0.1%6.9M-66.7M-1.4M0.3757.02N/AN/A2,27084438,59146,575
2024-06-04$136.12$130.0018.1%5.4%25.4%23.4%19.6%1.8%-0.1%10.3M-132.2M-1.3M0.7061.67N/AN/A1,11077939,00147,313
2024-06-05$137.22$130.0020.4%5.2%25.4%38.4%18.2%1.0%0.0%11.5M-164.7M-1.3M0.4456.69N/AN/A3,1911,41239,22047,906
2024-06-06$137.67$130.0016.9%4.8%21.1%15.4%16.8%1.3%0.3%13.4M-163.5M-1.3M0.6556.34N/AN/A2,5151,63539,45148,277
2024-06-07$136.99$130.0016.5%5.0%21.3%13.4%16.7%1.4%0.8%31.0M-155.1M-1.3M0.5356.88N/AN/A3,3601,78240,33849,257
2024-06-10$135.93$130.0017.0%4.9%21.6%16.2%16.7%2.5%0.1%7.8M-94.8M-1.3M0.3367.48N/AN/A1,29643237,42848,208
2024-06-11$136.73$135.0017.0%5.1%21.5%16.5%17.9%1.1%0.5%11.7M-123.1M-1.2M0.2744.13N/AN/A1,73245938,15448,471
2024-06-12$135.92$135.0016.8%4.9%21.7%15.0%17.0%1.4%0.3%10.0M-100.1M-1.3M0.1380.03N/AN/A1,76823538,45948,776
2024-06-13$135.99$135.0016.7%4.9%21.7%14.5%17.0%0.4%0.1%9.9M-106.3M-1.3M0.3145.17N/AN/A2,72385738,76048,859
2024-06-14$135.80$135.0018.6%4.9%21.7%26.6%17.6%1.5%0.5%2.1M-105.3M-1.3M1.2375.73N/AN/A1,2281,50640,50949,300
2024-06-17$137.35$135.0017.3%5.0%21.6%18.5%16.7%1.8%-0.5%12.6M-127.6M-1.3M0.3940.70N/AN/A1,55760338,42647,933
2024-06-18$137.89$135.0016.2%4.6%21.6%11.0%17.1%1.6%0.9%15.1M-139.3M-1.2M0.2757.47N/AN/A1,29034938,91948,116
2024-06-20$138.01$135.0016.7%4.8%21.6%14.1%16.7%1.4%0.2%16.6M-151.0M-1.2M0.4546.95N/AN/A1,73478339,11948,263
2024-06-21$138.58$135.0016.2%4.6%14.1%11.2%16.8%1.5%0.6%14.7M-165.5M-1.2M0.4248.93N/AN/A3,1751,33939,51248,866
2024-06-24$141.04$135.0015.7%4.4%15.2%8.1%15.6%1.5%7.0%9.6M-119.9M-1.2M0.3556.08N/AN/A4,8191,66524,40533,043
2024-06-25$140.47$135.0015.8%4.4%15.4%8.4%15.0%1.7%8.1%11.8M-114.2M-1.3M0.4335.24N/AN/A2,09289026,02034,406
2024-06-26$140.55$135.0015.6%4.3%12.7%7.1%15.6%1.1%7.6%12.8M-125.1M-1.2M0.6938.54N/AN/A58039927,32935,123
2024-06-27$139.74$135.0017.2%4.4%13.1%17.4%15.2%1.5%8.2%13.3M-105.4M-1.3M0.2735.89N/AN/A2,69172227,59135,526
2024-06-28$139.31$135.0018.9%4.4%12.5%28.8%15.2%1.5%8.0%10.0M-90.3M-1.3M0.2857.89N/AN/A2,62873728,43935,977