EA Options History — August 2024 In August 2024, EA traded between $144.98 and $151.44. ATM implied volatility averaged 19.8%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 3.1% (HV 20d: 22.8%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-08-19 : Highest Volume — 13,231 contracts2024-08-06 : Largest IV drop — 17.3% change2024-08-05 : Highest IV Rank — 63.6%2024-08-05 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $147.84 $144.98 $151.44 $147.55 $151.44 Max Pain $140.45 $140.00 $145.00 $145.00 $140.00 ATM IV 19.8% 17.1% 24.9% 21.5% 17.6% Expected Move 5.8% 5.1% 7.5% 6.2% 5.1% HV 20d 22.8% 12.7% 28.3% 27.7% 12.8% HV 60d 20.5% 18.6% 22.4% 22.4% 18.6% IV Rank 32.2% 15.9% 63.6% 42.8% 19.1% IV Percentile 51.7% 27.4% 67.9% 64.7% 32.1% Term Structure 0.5% -2.0% 6.3% -1.1% 0.0% VWIV 20.3% 18.1% 28.1% 22.3% 18.2% Skew 25d 2.5% 0.7% 10.5% 0.7% 2.3% Skew 10d 6.5% 1.3% 17.0% 1.3% 5.3% Call IV 25d 18.9% 15.0% 22.4% 20.9% 16.8% Put IV 25d 21.4% 17.8% 32.8% 21.6% 19.1% Bid-Ask Spread % 46.06 22.54 75.31 60.31 32.55 Gamma HHI 0.33 0.17 0.50 0.34 0.37 Net GEX 26.7M 12.2M 44.5M 27.2M 30.8M Net DEX -224.3M -330.9M -123.3M -218.7M -330.9M Net VEX -1.7M -1.8M -1.6M -1.6M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.11 1.77 0.43 0.37 Total Volume 5,350.818 1,803 13,231 5,954 1,803 Total OI 96,784.227 84,334 105,400 105,035 99,161
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 2024-08-01 $147.55 $145.00 21.5% 6.2% 27.7% 42.8% 22.3% 0.7% -1.1% 27.2M -218.7M -1.6M 0.43 60.31 N/A N/A 4,150 1,804 58,111 46,924 2024-08-02 $148.38 $145.00 22.2% 6.6% 27.6% 47.2% 22.7% 1.1% -2.0% 12.4M -224.4M -1.7M 0.43 36.03 N/A N/A 3,206 1,367 58,518 46,882 2024-08-05 $145.84 $140.00 24.9% 7.5% 28.3% 63.6% 28.1% 10.5% 6.3% 12.2M -147.8M -1.7M 1.42 68.19 N/A N/A 2,292 3,260 43,142 41,192 2024-08-06 $146.62 $140.00 20.6% 6.7% 28.1% 37.3% 23.4% 2.8% 4.6% 14.2M -166.3M -1.7M 0.61 68.05 N/A N/A 1,299 793 43,826 42,854 2024-08-07 $144.98 $140.00 22.3% 6.6% 27.7% 47.7% 22.8% 3.9% -0.2% 12.6M -123.3M -1.7M 1.35 54.04 N/A N/A 848 1,145 44,245 43,186 2024-08-08 $146.63 $140.00 21.4% 6.5% 27.9% 42.5% 22.4% 2.1% -1.2% 15.6M -165.0M -1.6M 1.77 62.25 N/A N/A 1,617 2,865 44,444 43,709 2024-08-09 $146.47 $140.00 20.0% 6.2% 27.8% 33.8% 20.8% 2.3% 0.1% 16.0M -148.2M -1.7M 0.11 40.56 N/A N/A 9,282 1,018 45,140 45,976 2024-08-12 $145.82 $140.00 21.0% 6.3% 27.7% 39.8% 21.6% 2.6% 0.7% 22.2M -176.9M -1.7M 0.26 40.38 N/A N/A 4,570 1,182 50,200 44,130 2024-08-13 $146.89 $140.00 20.2% 5.8% 27.1% 34.7% 19.6% 1.8% -0.2% 29.0M -219.4M -1.8M 0.18 39.37 N/A N/A 4,987 896 53,204 45,469 2024-08-14 $146.41 $140.00 19.2% 5.6% 27.1% 29.1% 18.9% 2.7% 0.1% 29.5M -198.5M -1.8M 0.19 37.63 N/A N/A 1,891 367 55,299 46,099 2024-08-15 $147.01 $140.00 17.7% 5.4% 27.2% 19.5% 18.1% 1.5% 1.3% 33.1M -226.1M -1.7M 0.20 43.24 N/A N/A 4,537 929 55,558 46,332 2024-08-16 $148.56 $140.00 17.1% 5.1% 21.2% 15.9% 18.2% 2.8% 1.1% 44.5M -304.8M -1.7M 0.23 66.61 N/A N/A 6,697 1,557 57,386 46,575 2024-08-19 $148.91 $140.00 18.6% 5.4% 20.0% 25.4% 18.7% 1.7% -0.1% 40.7M -273.3M -1.7M 0.82 75.31 N/A N/A 7,253 5,978 49,257 41,981 2024-08-20 $148.87 $140.00 18.6% 5.3% 19.5% 25.0% 18.9% 1.6% 0.2% 39.0M -273.6M -1.8M 0.68 22.54 N/A N/A 5,201 3,552 51,630 47,779 2024-08-21 $149.66 $140.00 18.3% 5.3% 19.3% 23.6% 18.4% 1.3% -0.1% 39.4M -314.9M -1.7M 0.19 34.31 N/A N/A 3,909 759 51,837 51,049 2024-08-22 $147.40 $140.00 19.4% 5.5% 20.2% 30.0% 18.9% 2.5% 1.9% 20.0M -189.0M -1.8M 0.22 32.96 N/A N/A 3,274 714 50,319 51,488 2024-08-23 $147.34 $140.00 18.4% 5.3% 18.8% 23.9% 18.9% 1.9% 0.0% 26.9M -204.9M -1.7M 1.41 52.89 N/A N/A 2,342 3,306 50,629 51,820 2024-08-26 $148.81 $140.00 18.6% 5.3% 18.5% 25.4% 18.7% 2.3% -0.1% 27.7M -238.4M -1.6M 1.66 27.86 N/A N/A 3,438 5,704 46,097 44,543 2024-08-27 $149.11 $140.00 18.7% 5.5% 18.3% 25.9% 19.4% 2.1% -0.1% 28.2M -239.6M -1.7M 0.67 59.84 N/A N/A 1,426 960 46,894 49,760 2024-08-28 $149.49 $140.00 19.6% 5.7% 16.5% 31.5% 19.8% 2.4% -0.4% 30.0M -253.8M -1.7M 0.39 27.47 N/A N/A 1,973 773 47,597 50,271 2024-08-29 $150.35 $140.00 18.6% 5.4% 12.7% 25.1% 18.8% 2.2% 0.0% 36.7M -296.4M -1.7M 0.36 31.04 N/A N/A 2,048 746 48,067 50,673 2024-08-30 $151.44 $140.00 17.6% 5.1% 12.8% 19.1% 18.2% 2.3% 0.0% 30.8M -330.9M -1.7M 0.37 32.55 N/A N/A 1,312 491 48,193 50,968
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