EA Options History — November 2024 In November 2024, EA traded between $151.53 and $167.71. ATM implied volatility averaged 18.8%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 2.7% (HV 20d: 16.0%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2024-11-12 : Highest Volume — 7,936 contracts2024-11-06 : Largest IV drop — 18.0% change2024-11-04 : Highest IV Rank — 49.4%2024-11-04 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $161.64 $151.53 $167.71 $151.53 $164.13 Max Pain $149.75 $145.00 $150.00 $145.00 $150.00 ATM IV 18.8% 16.9% 23.5% 20.0% 17.7% Expected Move 5.4% 5.0% 6.2% 6.1% 5.3% HV 20d 16.0% 14.0% 17.6% 14.0% 17.0% HV 60d 17.3% 16.3% 18.3% 16.3% 16.3% IV Rank 23.6% 13.2% 49.4% 30.3% 17.7% IV Percentile 38.2% 22.2% 65.5% 54.0% 24.2% Term Structure 0.2% -2.2% 4.2% 0.1% 0.3% VWIV 19.3% 18.0% 21.6% 21.0% 18.7% Skew 25d 2.3% 1.0% 5.1% 1.9% 1.0% Skew 10d 5.1% -3.8% 14.6% 6.2% 4.3% Call IV 25d 18.0% 14.6% 20.3% 19.8% 17.8% Put IV 25d 20.3% 18.7% 23.3% 21.7% 18.7% Bid-Ask Spread % 55.68 37.98 80.55 62.78 38.92 Gamma HHI 0.16 0.11 0.23 0.16 0.17 Net GEX 12.8M 10.0M 18.0M 13.6M 12.3M Net DEX -300.3M -371.1M -188.6M -219.0M -273.9M Net VEX -1.2M -1.3M -1.1M -1.3M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.18 1.99 0.30 0.39 Total Volume 2,750.05 817 7,936 6,473 817 Total OI 77,967.5 72,516 85,454 85,454 75,136
Daily Data (20 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 2024-11-01 $151.53 $145.00 20.0% 6.1% 14.0% 30.3% 21.0% 1.9% 0.1% 13.6M -219.0M -1.3M 0.30 62.78 N/A N/A 4,976 1,497 37,295 48,159 2024-11-04 $152.46 $150.00 23.5% 6.2% 14.0% 49.4% 21.6% 3.0% -0.9% 14.2M -188.6M -1.3M 0.40 43.20 N/A N/A 2,736 1,082 34,130 42,094 2024-11-05 $154.95 $150.00 20.6% 6.0% 14.7% 33.4% 20.8% 2.6% 0.7% 17.0M -237.3M -1.3M 0.28 74.16 N/A N/A 3,431 951 34,764 43,023 2024-11-06 $157.95 $150.00 16.9% 5.3% 15.7% 13.2% 18.9% 2.2% -1.5% 18.0M -297.9M -1.2M 0.67 71.93 N/A N/A 3,121 2,091 35,137 43,728 2024-11-07 $160.16 $150.00 18.1% 5.3% 14.5% 19.7% 18.0% 4.1% 0.1% 17.2M -339.5M -1.2M 0.52 75.84 N/A N/A 664 345 36,324 45,211 2024-11-08 $157.93 $150.00 17.6% 5.0% 16.0% 17.2% 18.0% 2.1% 0.4% 11.8M -298.9M -1.2M 0.46 51.27 N/A N/A 1,082 500 36,325 45,231 2024-11-11 $159.62 $150.00 19.1% 5.2% 16.1% 25.2% 19.3% 2.6% -2.2% 15.0M -311.9M -1.2M 0.30 69.86 N/A N/A 739 222 34,871 42,455 2024-11-12 $161.98 $150.00 19.4% 5.6% 16.3% 26.8% 18.8% 1.6% 0.6% 12.9M -349.1M -1.1M 1.54 80.55 N/A N/A 3,119 4,817 34,930 42,546 2024-11-13 $162.75 $150.00 18.6% 5.3% 15.7% 22.5% 18.7% 2.5% -0.1% 10.3M -354.9M -1.1M 0.28 47.69 N/A N/A 1,493 425 35,990 47,403 2024-11-14 $163.88 $150.00 18.2% 5.3% 14.8% 20.4% 18.7% 1.2% 0.1% 11.6M -371.1M -1.2M 0.18 38.45 N/A N/A 1,301 230 36,681 47,517 2024-11-15 $161.50 $150.00 17.2% 5.4% 16.5% 15.0% 19.2% 3.9% 4.2% 10.0M -339.6M -1.1M 0.72 75.84 N/A N/A 981 711 37,156 47,675 2024-11-18 $164.39 $150.00 18.5% 5.3% 17.0% 22.0% 18.7% 5.1% -0.1% 11.4M -290.0M -1.1M 0.72 59.44 N/A N/A 1,830 1,312 31,545 40,971 2024-11-19 $166.12 $150.00 19.5% 5.6% 17.0% 27.3% 19.7% 1.4% -0.4% 11.5M -315.8M -1.1M 0.50 48.66 N/A N/A 1,664 834 32,297 42,000 2024-11-20 $167.00 $150.00 19.5% 5.6% 16.2% 27.6% 19.9% 1.5% -0.4% 11.8M -330.4M -1.1M 0.40 58.70 N/A N/A 1,368 542 32,655 42,312 2024-11-21 $167.71 $150.00 19.4% 5.6% 16.1% 27.2% 19.9% 1.8% -0.4% 11.9M -333.3M -1.1M 1.99 37.98 N/A N/A 723 1,439 32,664 42,654 2024-11-22 $166.41 $150.00 18.6% 5.3% 16.9% 22.3% 19.1% 1.8% 0.5% 10.2M -315.1M -1.1M 0.59 45.28 N/A N/A 1,425 842 32,717 43,087 2024-11-25 $164.19 $150.00 17.5% 5.2% 17.6% 16.4% 18.8% 1.3% 2.4% 11.6M -284.0M -1.1M 0.72 40.79 N/A N/A 908 656 32,500 41,201 2024-11-26 $164.83 $150.00 17.8% 5.1% 17.5% 18.0% 18.8% 1.8% 0.0% 10.8M -289.6M -1.1M 0.20 49.45 N/A N/A 2,314 467 32,737 41,647 2024-11-27 $163.24 $150.00 18.1% 5.2% 17.3% 19.6% 18.9% 1.6% 0.1% 12.2M -265.3M -1.1M 0.67 42.73 N/A N/A 806 540 32,786 41,796 2024-11-29 $164.13 $150.00 17.7% 5.3% 17.0% 17.7% 18.7% 1.0% 0.3% 12.3M -273.9M -1.2M 0.39 38.92 N/A N/A 587 230 33,191 41,945
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