EA Options History — December 2024 In December 2024, EA traded between $146.25 and $167.34. ATM implied volatility averaged 20.0%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.2% (HV 20d: 17.7%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.25.
Notable Days 2024-12-13 : Highest Volume — 10,239 contracts2024-12-18 : Largest IV spike — 8.2% change2024-12-19 : Highest IV Rank — 46.1%2024-12-19 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $156.76 $146.25 $167.34 $165.87 $146.25 Max Pain $141.90 $140.00 $150.00 $150.00 $140.00 ATM IV 20.0% 17.6% 23.5% 19.4% 20.3% Expected Move 5.8% 5.3% 6.8% 5.4% 5.9% HV 20d 17.7% 14.4% 20.3% 17.2% 18.8% HV 60d 17.3% 15.3% 18.8% 16.2% 18.2% IV Rank 27.0% 14.1% 46.1% 27.0% 27.6% IV Percentile 47.0% 21.0% 65.1% 49.2% 52.8% Term Structure 0.6% -4.2% 7.5% -1.9% 6.5% VWIV 20.2% 18.3% 24.5% 18.7% 20.8% Skew 25d 2.3% -1.2% 6.2% 3.6% 2.4% Skew 10d 4.2% -6.9% 13.6% 10.0% 8.0% Call IV 25d 19.1% 12.7% 23.2% 12.7% 19.6% Put IV 25d 21.4% 16.2% 25.7% 16.2% 21.9% Bid-Ask Spread % 56.99 35.24 80.21 80.21 35.24 Gamma HHI 0.12 0.06 0.20 0.16 0.08 Net GEX 6.2M -5.6M 14.3M 12.3M 1.4M Net DEX -132.4M -322.7M 59.8M -298.8M -1.2M Net VEX -1.1M -1.2M -1.0M -1.1M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.20 7.14 0.35 0.62 Total Volume 2,659.143 965 10,239 971 1,639 Total OI 78,117.857 69,611 89,486 73,943 71,387
Daily Data (21 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 2024-12-02 $165.87 $150.00 19.4% 5.4% 17.2% 27.0% 18.7% 3.6% -1.9% 12.3M -298.8M -1.1M 0.35 80.21 N/A N/A 719 252 32,936 41,007 2024-12-03 $167.34 $150.00 18.3% 5.3% 17.2% 20.7% 18.7% -1.2% 0.7% 12.9M -322.7M -1.1M 0.44 41.01 N/A N/A 1,080 480 33,282 41,093 2024-12-04 $167.28 $150.00 17.8% 5.3% 16.8% 15.6% 18.8% 1.2% 0.5% 13.9M -320.2M -1.1M 0.98 38.51 N/A N/A 806 790 33,616 41,315 2024-12-05 $166.02 $140.00 18.5% 5.4% 16.2% 19.3% 19.1% 2.2% 0.9% 14.0M -307.7M -1.1M 0.91 79.34 N/A N/A 506 459 33,479 41,917 2024-12-06 $166.69 $140.00 17.6% 5.5% 15.6% 14.1% 18.3% 1.9% 0.8% 14.3M -308.1M -1.1M 0.48 48.40 N/A N/A 938 450 33,571 42,133 2024-12-09 $165.61 $140.00 18.6% 5.4% 14.8% 19.4% 18.8% 2.1% 0.3% 13.1M -292.8M -1.0M 0.20 56.86 N/A N/A 946 185 32,339 41,580 2024-12-10 $165.51 $140.00 18.4% 5.5% 14.5% 18.3% 18.9% 2.6% 1.8% 13.6M -291.8M -1.0M 1.43 51.20 N/A N/A 2,250 3,211 32,779 41,688 2024-12-11 $163.55 $140.00 19.1% 5.5% 14.5% 22.2% 19.4% 0.8% 0.2% 11.6M -238.4M -1.1M 0.49 78.42 N/A N/A 2,062 1,013 34,666 44,714 2024-12-12 $163.42 $140.00 19.1% 5.5% 14.4% 22.5% 19.0% 1.9% 0.2% 12.1M -234.8M -1.2M 0.24 79.03 N/A N/A 1,304 310 35,604 45,476 2024-12-13 $157.74 $140.00 19.9% 5.7% 18.9% 26.6% 20.0% 2.3% -0.3% 8.9M -120.0M -1.2M 0.87 62.30 N/A N/A 5,476 4,763 36,156 45,666 2024-12-16 $156.83 $140.00 21.1% 6.1% 18.4% 32.5% 21.4% 1.9% -0.5% 7.0M -102.4M -1.2M 1.19 44.98 N/A N/A 1,230 1,468 38,698 47,630 2024-12-17 $154.80 $145.00 21.2% 6.1% 17.3% 32.9% 21.1% 2.3% -0.1% 4.6M -65.9M -1.2M 3.97 63.93 N/A N/A 537 2,133 39,348 47,716 2024-12-18 $149.59 $145.00 22.9% 6.6% 19.8% 42.9% 22.8% 2.8% -0.6% 1.5M 36.4M -1.2M 0.63 76.92 N/A N/A 4,014 2,546 39,620 49,617 2024-12-19 $148.69 $140.00 23.5% 6.8% 19.4% 46.1% 24.5% 2.5% -4.2% 2.4M 18.6M -1.2M 7.14 72.49 N/A N/A 499 3,563 40,202 47,691 2024-12-20 $147.31 $140.00 22.5% 6.5% 19.1% 40.4% 22.1% 2.6% 0.5% -5.6M 59.8M -1.2M 2.15 49.92 N/A N/A 632 1,357 40,322 49,164 2024-12-23 $146.89 $140.00 21.4% 6.0% 19.1% 34.1% 21.1% 3.1% -0.6% -4.8M 24.4M -1.1M 1.41 54.38 N/A N/A 511 718 29,982 42,918 2024-12-24 $149.13 $140.00 20.2% 5.7% 20.3% 27.3% 20.4% 6.2% 0.2% -1.8M -13.9M -1.1M 0.52 44.52 N/A N/A 813 423 30,282 42,944 2024-12-26 $149.06 $140.00 19.8% 5.6% 20.1% 24.9% 19.7% 1.7% 0.9% -1.6M -9.4M -1.1M 1.13 65.24 N/A N/A 598 674 30,845 43,028 2024-12-27 $147.60 $140.00 19.9% 5.7% 20.1% 25.3% 20.1% 3.2% 0.8% -326.9K 4.2M -1.1M 0.74 36.59 N/A N/A 1,148 854 31,239 43,214 2024-12-30 $146.73 $140.00 20.1% 5.8% 19.7% 26.4% 19.9% 2.4% 7.5% 637.1K 4.8M -1.0M 0.28 37.40 N/A N/A 1,949 536 28,736 40,875 2024-12-31 $146.25 $140.00 20.3% 5.9% 18.8% 27.6% 20.8% 2.4% 6.5% 1.4M -1.2M -1.1M 0.62 35.24 N/A N/A 1,011 628 30,382 41,005
« Nov 2024 | All History | Jan 2025 » Home EA History December 2024