EA Options History — July 2024 In July 2024, EA traded between $137.38 and $151.95. ATM implied volatility averaged 27.5%, placing in the 82.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 9.7% (HV 20d: 17.8%). Max pain ranged from $135.00 to $145.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-07-19 : Highest Volume — 29,197 contracts2024-07-31 : Largest IV drop — 34.1% change2024-07-25 : Highest IV Rank — 100.0%2024-07-29 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $143.44 $137.38 $151.95 $137.38 $151.95 Max Pain $141.77 $135.00 $145.00 $135.00 $145.00 ATM IV 27.5% 19.6% 30.9% 23.1% 19.6% Expected Move 7.7% 4.3% 10.4% 4.7% 6.0% HV 20d 17.8% 11.5% 25.0% 13.9% 25.0% HV 60d 19.0% 17.5% 21.4% 17.6% 21.4% IV Rank 82.7% 31.0% 100.0% 55.7% 31.0% IV Percentile 85.3% 58.3% 100.0% 65.9% 58.3% Term Structure -2.0% -5.4% -0.0% -1.9% -0.0% VWIV 27.0% 15.2% 36.6% 15.9% 22.1% Skew 25d 1.1% -1.8% 3.0% 1.8% 0.5% Skew 10d 2.4% -5.3% 5.7% 5.0% -1.1% Call IV 25d 27.1% 20.7% 31.7% 24.4% 20.7% Put IV 25d 28.3% 21.3% 32.0% 26.2% 21.3% Bid-Ask Spread % 51.91 28.64 69.64 57.31 63.66 Gamma HHI 0.20 0.12 0.53 0.17 0.32 Net GEX 18.9M 1.9M 57.2M 7.3M 30.8M Net DEX -193.8M -391.7M -54.0M -54.0M -391.7M Net VEX -1.4M -1.6M -1.2M -1.2M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.07 2.08 0.80 0.29 Total Volume 9,516.409 709 29,197 1,798 28,846 Total OI 81,293.955 60,737 105,099 60,737 100,382
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 2024-07-01 $137.38 $135.00 23.1% 4.7% 13.9% 55.7% 15.9% 1.8% -1.9% 7.3M -54.0M -1.2M 0.80 57.31 N/A N/A 999 799 27,149 33,588 2024-07-02 $138.60 $135.00 24.2% 4.3% 13.6% 62.6% 15.8% 2.0% -1.7% 9.4M -73.4M -1.3M 1.31 52.54 N/A N/A 492 645 27,746 34,096 2024-07-03 $138.59 $135.00 25.2% 4.4% 11.6% 68.8% 15.2% 2.1% -2.3% 8.9M -72.9M -1.3M 0.61 69.64 N/A N/A 440 269 27,982 34,505 2024-07-05 $137.85 $140.00 25.4% 6.7% 11.5% 70.0% 23.5% 1.3% -2.2% 8.4M -57.1M -1.3M 0.20 66.64 N/A N/A 1,145 226 28,075 34,509 2024-07-08 $139.62 $140.00 25.7% 7.1% 12.3% 72.5% 24.5% 2.1% -0.3% 13.3M -100.1M -1.2M 0.17 48.49 N/A N/A 2,704 462 28,123 33,709 2024-07-09 $141.21 $140.00 28.9% 7.5% 12.7% 93.1% 25.4% 1.8% -5.4% 14.7M -137.1M -1.2M 0.07 67.37 N/A N/A 9,809 706 28,825 34,039 2024-07-10 $143.93 $140.00 27.9% 7.7% 13.6% 86.6% 27.4% 1.8% -1.4% 18.8M -224.1M -1.4M 0.15 63.07 N/A N/A 8,870 1,343 36,331 34,590 2024-07-11 $145.06 $140.00 29.2% 7.8% 13.7% 94.7% 27.3% -1.8% -2.6% 21.7M -270.8M -1.4M 0.07 61.71 N/A N/A 18,842 1,273 38,833 35,165 2024-07-12 $145.72 $140.00 29.0% 7.7% 13.3% 93.4% 26.9% 0.7% -4.0% 30.2M -312.3M -1.4M 0.16 57.61 N/A N/A 6,237 1,021 45,149 35,971 2024-07-15 $144.34 $140.00 27.9% 7.8% 14.0% 86.2% 27.5% -0.1% -1.5% 27.7M -244.3M -1.4M 0.29 40.74 N/A N/A 2,655 779 42,146 35,207 2024-07-16 $146.79 $145.00 28.2% 8.0% 14.8% 88.5% 27.9% 0.7% -1.7% 27.3M -323.1M -1.4M 0.14 62.54 N/A N/A 11,870 1,669 43,657 35,408 2024-07-17 $147.01 $145.00 28.8% 8.3% 14.5% 92.3% 28.7% 0.4% -2.4% 28.4M -337.3M -1.5M 0.16 46.48 N/A N/A 10,948 1,801 48,110 36,539 2024-07-18 $146.97 $145.00 28.6% 8.3% 14.6% 90.8% 29.4% 0.8% -1.1% 33.0M -343.6M -1.5M 0.11 66.78 N/A N/A 11,239 1,253 51,542 37,708 2024-07-19 $140.33 $145.00 28.8% 8.4% 22.8% 92.1% 29.5% 1.5% -1.6% 57.2M -133.2M -1.5M 0.21 56.75 N/A N/A 24,105 5,092 56,647 38,181 2024-07-22 $143.38 $145.00 26.9% 8.0% 24.0% 79.8% 28.1% 1.5% -1.1% 17.7M -155.1M -1.5M 1.33 37.79 N/A N/A 2,956 3,934 53,892 36,837 2024-07-23 $141.97 $145.00 27.3% 8.3% 23.5% 82.7% 28.8% 1.1% -1.2% 6.8M -101.1M -1.5M 0.61 42.00 N/A N/A 818 497 55,130 42,064 2024-07-24 $141.15 $145.00 29.1% 9.0% 23.6% 94.3% 31.6% 0.8% -3.0% 6.5M -75.3M -1.6M 2.08 41.24 N/A N/A 1,880 3,914 55,340 42,289 2024-07-25 $142.35 $144.00 30.5% 9.1% 23.7% 100.0% 31.6% 3.0% -0.9% 1.9M -105.7M -1.6M 0.85 37.41 N/A N/A 2,649 2,240 55,860 45,498 2024-07-26 $145.43 $143.00 29.0% 9.2% 24.7% 90.7% 32.6% 0.9% -1.7% 10.0M -211.6M -1.5M 0.73 32.26 N/A N/A 3,309 2,405 56,655 48,444 2024-07-29 $147.42 $143.00 30.9% 10.4% 25.0% 100.0% 36.5% 1.2% -2.7% 16.1M -248.7M -1.5M 0.41 28.64 N/A N/A 5,837 2,405 46,201 37,613 2024-07-30 $148.69 $144.00 29.7% 10.4% 24.2% 92.8% 36.6% 0.7% -2.4% 18.9M -291.8M -1.6M 0.89 41.43 N/A N/A 10,587 9,391 49,697 39,035 2024-07-31 $151.95 $145.00 19.6% 6.0% 25.0% 31.0% 22.1% 0.5% -0.0% 30.8M -391.7M -1.5M 0.29 63.66 N/A N/A 22,373 6,473 54,386 45,996
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