EA Options History — September 2024

In September 2024, EA traded between $139.57 and $147.09. ATM implied volatility averaged 21.0%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 2.2% (HV 20d: 18.8%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.80.

Notable Days

  • 2024-09-16: Highest Volume — 18,079 contracts
  • 2024-09-26: Largest IV spike — 25.0% change
  • 2024-09-30: Highest IV Rank — 62.6%
  • 2024-09-16: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$143.51$139.57$147.09$145.84$143.40
Max Pain$145.00$140.00$150.00$140.00$145.00
ATM IV21.0%15.5%24.7%21.5%24.7%
Expected Move5.9%5.2%6.8%6.7%5.3%
HV 20d18.8%17.7%20.5%17.7%20.2%
HV 60d20.7%20.3%21.1%20.3%21.1%
IV Rank40.1%6.2%62.6%43.0%62.6%
IV Percentile54.6%6.0%66.3%63.9%66.3%
Term Structure1.3%-1.4%7.4%-0.6%-0.8%
VWIV20.5%17.1%23.5%22.3%17.1%
Skew 25d2.4%1.1%4.0%2.8%3.7%
Skew 10d6.9%-1.1%14.6%5.6%10.7%
Call IV 25d20.2%17.2%25.0%20.4%25.0%
Put IV 25d22.6%18.6%28.7%23.3%28.7%
Bid-Ask Spread %54.0626.1096.4464.4526.10
Gamma HHI0.170.070.340.300.10
Net GEX8.3M-17.8M23.8M16.8M4.8M
Net DEX-54.3M-171.6M93.9M-128.2M-42.1M
Net VEX-1.6M-1.7M-1.4M-1.6M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.132.670.221.01
Total Volume5,20084318,0797,4461,998
Total OI99,478.174,255122,52793,05174,255

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$145.84$140.0021.5%6.7%17.7%43.0%22.3%2.8%-0.6%16.8M-128.2M-1.6M0.2264.45N/AN/A6,0881,35846,14146,910
2024-09-04$147.09$140.0021.5%6.7%17.9%42.7%23.0%2.6%-0.6%23.4M-171.6M-1.7M0.3857.31N/AN/A1,45354949,76947,896
2024-09-05$145.33$150.0022.0%6.1%18.0%45.9%20.6%2.7%-0.6%16.8M-116.7M-1.6M1.3175.77N/AN/A1,3601,77750,32348,281
2024-09-06$143.84$150.0023.5%6.5%17.8%54.8%22.6%3.0%-0.4%10.9M-57.0M-1.7M0.1362.46N/AN/A6,28679750,89049,770
2024-09-09$144.44$145.0023.7%6.5%17.9%56.2%22.5%2.2%-1.1%17.9M-112.2M-1.7M0.4762.60N/AN/A1,27759651,58747,940
2024-09-10$143.74$145.0023.2%6.3%17.9%53.3%22.8%2.7%-1.1%15.7M-79.9M-1.7M0.1954.27N/AN/A1,17922952,12348,387
2024-09-11$143.41$145.0022.3%6.1%17.7%47.7%21.7%2.7%-1.4%14.2M-61.6M-1.6M1.4650.58N/AN/A2,2973,35952,07848,602
2024-09-12$144.63$145.0021.8%6.1%18.0%44.9%21.0%2.5%-0.6%16.9M-91.8M-1.6M0.3444.65N/AN/A3,9321,34251,18850,381
2024-09-13$145.69$145.0022.1%6.3%18.1%46.5%21.5%1.8%-0.3%23.8M-146.6M-1.6M0.7145.60N/AN/A2,1771,54754,47451,255
2024-09-16$146.19$145.0023.8%6.8%17.7%56.9%23.5%2.9%-1.4%21.4M-165.2M-1.6M0.3042.80N/AN/A13,9434,13652,73050,628
2024-09-17$143.59$145.0020.2%5.7%18.7%35.1%20.9%2.3%2.3%22.2M-74.9M-1.6M0.3196.44N/AN/A6,7392,07463,90053,053
2024-09-18$140.61$145.0020.3%5.8%19.9%35.7%20.1%1.9%-0.3%-5.5M71.0M-1.5M0.4677.34N/AN/A11,9165,43966,46654,557
2024-09-19$140.85$145.0019.1%5.5%19.7%27.9%19.5%2.1%-0.2%-10.8M54.2M-1.4M2.6736.42N/AN/A1,5884,23766,71555,812
2024-09-20$139.57$145.0018.5%5.3%19.3%24.5%19.2%1.8%-0.1%-17.8M93.9M-1.4M1.5628.80N/AN/A1,6772,61466,54955,225
2024-09-23$140.88$145.0018.6%5.3%19.8%25.5%19.1%1.4%5.2%-8.8M30.4M-1.4M1.2355.65N/AN/A1,6642,05336,39347,287
2024-09-24$141.63$145.0018.4%5.3%19.5%24.0%18.2%4.0%6.6%-6.9M14.9M-1.5M0.8764.30N/AN/A45039337,60348,708
2024-09-25$141.36$145.0015.5%5.3%19.4%6.2%17.3%1.1%6.7%-9.2M24.2M-1.4M0.5530.97N/AN/A95252237,84249,023
2024-09-26$143.62$145.0019.4%5.2%20.4%29.8%18.2%1.4%7.1%4.0M-47.0M-1.4M1.2139.01N/AN/A68983238,40749,098
2024-09-27$144.48$145.0020.9%5.3%20.5%39.0%18.3%2.2%7.4%15.8M-80.5M-1.4M0.5765.63N/AN/A1,57990238,39048,926
2024-09-30$143.40$145.0024.7%5.3%20.2%62.6%17.1%3.7%-0.8%4.8M-42.1M-1.4M1.0126.10N/AN/A9941,00433,49340,762