EA Options History — October 2024 In October 2024, EA traded between $140.51 and $150.98. ATM implied volatility averaged 29.1%, placing in the 86.5% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 13.3% (HV 20d: 15.8%). Max pain ranged from $145.00 to $145.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.31.
Notable Days 2024-10-29 : Highest Volume — 11,802 contracts2024-10-30 : Largest IV drop — 22.8% change2024-10-21 : Highest IV Rank — 100.0%2024-10-28 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $144.53 $140.51 $150.98 $142.19 $150.98 Max Pain $145.00 $145.00 $145.00 $145.00 $145.00 ATM IV 29.1% 21.9% 32.8% 27.9% 21.9% Expected Move 8.2% 5.6% 10.0% 5.6% 6.8% HV 20d 15.8% 14.2% 17.6% 15.7% 14.4% HV 60d 18.8% 15.8% 21.1% 21.1% 16.4% IV Rank 86.5% 40.8% 100.0% 82.0% 40.8% IV Percentile 91.5% 60.7% 100.0% 81.7% 60.7% Term Structure -1.9% -6.4% 0.1% -0.5% 0.1% VWIV 28.8% 19.2% 34.4% 20.0% 24.3% Skew 25d 3.4% 2.1% 5.9% 2.1% 2.7% Skew 10d 10.2% 2.0% 24.6% 16.8% 6.6% Call IV 25d 27.6% 20.5% 29.6% 25.8% 20.5% Put IV 25d 31.0% 23.2% 35.2% 28.0% 23.2% Bid-Ask Spread % 49.93 24.51 71.80 61.20 29.65 Gamma HHI 0.10 0.07 0.16 0.08 0.16 Net GEX 7.3M -3.9M 19.2M 2.9M 19.2M Net DEX -71.3M -209.9M 21.4M -19.5M -209.9M Net VEX -1.4M -1.4M -1.2M -1.4M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.10 5.80 5.80 0.34 Total Volume 2,941.304 764 11,802 2,613 2,579 Total OI 77,166.217 71,882 85,116 75,999 85,116
Daily Data (23 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 2024-10-01 $142.19 $145.00 27.9% 5.6% 15.7% 82.0% 20.0% 2.1% -0.5% 2.9M -19.5M -1.4M 5.80 61.20 N/A N/A 384 2,229 34,373 41,626 2024-10-02 $143.22 $145.00 28.8% 5.7% 15.6% 87.6% 19.2% 4.1% -1.6% 1.4M -34.6M -1.4M 1.20 24.51 N/A N/A 347 417 34,529 43,196 2024-10-03 $140.51 $145.00 29.0% 7.7% 16.4% 88.8% 27.1% 4.5% -0.9% -3.9M 21.4M -1.4M 3.16 64.78 N/A N/A 655 2,069 34,725 43,445 2024-10-04 $142.36 $145.00 28.8% 7.7% 16.9% 87.2% 25.6% 2.9% -1.8% 7.5M -34.5M -1.4M 0.87 58.54 N/A N/A 2,147 1,870 35,119 42,425 2024-10-07 $142.45 $145.00 30.8% 8.2% 16.8% 99.6% 29.3% 2.4% -2.0% 4.7M -36.3M -1.4M 0.96 65.41 N/A N/A 753 722 34,734 40,736 2024-10-08 $143.29 $145.00 30.7% 7.8% 16.9% 98.7% 27.6% 2.6% -3.2% 5.3M -45.4M -1.4M 0.44 56.84 N/A N/A 1,255 557 35,258 41,427 2024-10-09 $143.77 $145.00 29.1% 7.9% 16.9% 89.3% 27.2% 2.9% -1.5% 7.0M -65.0M -1.4M 0.66 46.73 N/A N/A 865 567 35,884 41,756 2024-10-10 $141.92 $145.00 30.1% 8.1% 17.2% 95.5% 28.4% 2.9% -2.9% 3.5M -28.0M -1.4M 1.22 52.01 N/A N/A 604 739 35,987 41,893 2024-10-11 $143.62 $145.00 29.3% 8.0% 17.6% 90.6% 32.0% 2.5% -2.3% 6.6M -56.6M -1.4M 1.61 71.80 N/A N/A 552 887 36,387 42,143 2024-10-14 $144.30 $145.00 28.9% 8.1% 17.6% 88.0% 28.3% 3.3% -1.0% 6.8M -64.1M -1.4M 1.33 55.41 N/A N/A 350 466 35,563 41,753 2024-10-15 $146.10 $145.00 29.8% 8.5% 16.9% 93.4% 31.4% 2.8% -1.7% 11.5M -99.6M -1.4M 0.44 50.90 N/A N/A 1,769 785 35,797 42,019 2024-10-16 $145.19 $145.00 30.0% 8.6% 15.1% 94.4% 29.2% 3.5% -2.4% 8.2M -78.2M -1.4M 0.38 55.00 N/A N/A 882 333 36,270 42,363 2024-10-17 $143.98 $145.00 29.7% 8.6% 15.5% 92.8% 30.7% 3.1% -1.9% 5.1M -55.3M -1.3M 1.89 53.53 N/A N/A 575 1,084 36,805 42,440 2024-10-18 $144.19 $145.00 29.8% 8.7% 15.1% 93.7% 28.7% 3.5% -1.9% 7.5M -52.1M -1.4M 0.39 54.26 N/A N/A 1,348 519 36,979 42,769 2024-10-21 $145.67 $145.00 31.3% 9.2% 15.1% 100.0% 31.2% 5.9% -2.9% 5.7M -86.2M -1.3M 0.92 39.37 N/A N/A 1,140 1,049 31,146 40,736 2024-10-22 $146.00 $145.00 30.6% 9.3% 15.1% 96.3% 32.1% 5.9% -1.9% 6.6M -94.4M -1.3M 0.10 48.42 N/A N/A 3,196 323 31,690 41,279 2024-10-23 $144.94 $145.00 32.8% 9.5% 15.4% 100.0% 32.7% 3.3% -6.4% 9.8M -87.7M -1.3M 1.01 36.10 N/A N/A 911 917 34,037 41,266 2024-10-24 $145.06 $145.00 30.5% 9.2% 14.4% 87.7% 32.2% 5.6% -3.5% 12.6M -88.8M -1.4M 0.33 51.72 N/A N/A 1,752 577 34,283 41,787 2024-10-25 $145.37 $145.00 29.5% 9.4% 14.2% 82.3% 33.2% 3.4% -1.8% 8.9M -92.0M -1.3M 0.41 29.93 N/A N/A 2,601 1,057 33,567 41,771 2024-10-28 $144.15 $145.00 29.5% 10.0% 14.3% 82.3% 34.4% 3.4% -1.0% 6.2M -73.9M -1.3M 5.35 30.62 N/A N/A 703 3,764 31,709 40,187 2024-10-29 $145.81 $145.00 28.5% 9.7% 14.4% 76.8% 32.5% 2.5% -1.5% 6.2M -89.2M -1.3M 0.71 43.34 N/A N/A 6,906 4,896 31,921 43,520 2024-10-30 $149.05 $145.00 22.0% 7.3% 16.1% 41.2% 25.1% 2.3% 0.1% 18.6M -169.5M -1.2M 0.73 68.28 N/A N/A 5,513 4,036 35,971 46,436 2024-10-31 $150.98 $145.00 21.9% 6.8% 14.4% 40.8% 24.3% 2.7% 0.1% 19.2M -209.9M -1.3M 0.34 29.65 N/A N/A 1,928 651 37,185 47,931
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