EB Options History — November 2018

Name: EB Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, EB traded between $29.80 and $31.31. ATM implied volatility averaged 69.1%. The 30-day expected move averaged 19.8%. Max pain ranged from $35.00 to $35.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 2.38.

Notable Days

2018-11-29: Highest Volume — 634 contracts
2018-11-30: Largest IV spike — 2.2% change
2018-11-30: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.55	$29.80	$31.31	$31.31	$29.80
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	69.1%	68.4%	69.9%	68.4%	69.9%
Expected Move	19.8%	19.6%	20.0%	19.6%	20.0%
Term Structure	-0.8%	-1.0%	-0.6%	-0.6%	-1.0%
VWIV	68.2%	66.3%	70.1%	66.3%	70.1%
Skew 25d	10.5%	8.8%	12.2%	12.2%	8.8%
Skew 10d	25.8%	20.2%	31.4%	20.2%	31.4%
Call IV 25d	64.9%	62.2%	67.6%	62.2%	67.6%
Put IV 25d	75.4%	74.5%	76.4%	74.5%	76.4%
Bid-Ask Spread %	55.61	54.80	56.42	56.42	54.80
Gamma HHI	0.24	0.24	0.24	0.24	0.24
Net GEX	35.2K	24.2K	46.1K	46.1K	24.2K
Net DEX	392.4K	47.3K	737.6K	47.3K	737.6K
Net VEX	-9.6K	-10.0K	-9.1K	-10.0K	-9.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.38	1.82	2.95	1.82	2.95
Total Volume	589.5	545	634	634	545
Total OI	3,994	3,905	4,083	3,905	4,083

Daily Data (2 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
2018-11-29	$31.31	$35.00	68.4%	19.6%	0.0%	0.0%	66.3%	12.2%	-0.6%	46.1K	47.3K	-10.0K	1.82	56.42	N/A	N/A	225	409	2,726	1,179
2018-11-30	$29.80	$35.00	69.9%	20.0%	0.0%	0.0%	70.1%	8.8%	-1.0%	24.2K	737.6K	-9.1K	2.95	54.80	N/A	N/A	138	407	2,744	1,339