EB Options History — January 2019 In January 2019, EB traded between $27.74 and $31.91. ATM implied volatility averaged 65.0%. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 0.6% (HV 20d: 64.4%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.07.
Notable Days 2019-01-18 : Highest Volume — 316 contracts2019-01-18 : Largest IV drop — 9.2% change2019-01-02 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.48 $27.74 $31.91 $27.76 $30.21 Max Pain $30.95 $30.00 $35.00 $35.00 $30.00 ATM IV 65.0% 56.4% 74.8% 74.8% 58.5% Expected Move 18.7% 16.2% 21.4% 21.4% 19.1% HV 20d 64.4% 36.0% 81.9% 78.5% 37.4% Term Structure 4.3% -2.8% 8.9% 1.9% -2.8% VWIV 64.4% 54.8% 76.3% 75.9% 66.3% Skew 25d 8.8% 2.9% 13.5% 7.2% 9.7% Skew 10d 17.2% -1.6% 26.7% 15.8% 20.6% Call IV 25d 60.6% 53.1% 73.6% 73.6% 61.7% Put IV 25d 69.4% 56.5% 80.8% 80.8% 71.4% Bid-Ask Spread % 68.52 50.28 88.59 51.81 51.37 Gamma HHI 0.32 0.20 0.48 0.20 0.28 Net GEX 9.5K -1.6K 29.6K 4.5K 3.1K Net DEX 244.6K -58.0K 668.5K 668.5K 88.7K Net VEX -3.4K -4.1K -2.7K -3.0K -4.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.10 4.20 0.13 4.15 Total Volume 119.095 10 316 79 103 Total OI 2,181.429 877 3,022 2,744 1,159
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 2019-01-02 $27.76 $35.00 74.8% 21.4% 78.5% 0.0% 75.9% 7.2% 1.9% 4.5K 668.5K -3.0K 0.13 51.81 N/A N/A 70 9 2,049 695 2019-01-03 $27.74 $35.00 74.4% 20.9% 78.4% 0.0% 76.3% 10.1% 3.4% 8.1K 621.1K -3.1K 0.70 51.92 N/A N/A 20 14 2,107 696 2019-01-04 $29.51 $35.00 68.2% 20.3% 81.6% 0.0% 68.7% 9.3% 3.0% 12.0K 391.3K -3.2K 0.91 50.28 N/A N/A 47 43 2,108 695 2019-01-07 $30.20 $35.00 70.7% 20.4% 81.9% 0.0% 72.5% 8.8% 1.4% 14.9K 311.7K -3.2K 1.23 51.15 N/A N/A 43 53 2,113 697 2019-01-08 $30.20 $30.00 70.3% 19.3% 81.5% 0.0% 67.0% 7.1% 5.4% 13.4K 357.5K -3.3K 0.38 62.91 N/A N/A 106 40 2,133 748 2019-01-09 $31.07 $30.00 68.1% 19.5% 78.9% 0.0% 70.8% 9.5% 3.5% 14.9K 181.3K -3.6K 2.45 63.54 N/A N/A 29 71 2,176 770 2019-01-10 $31.91 $30.00 68.6% 19.7% 79.0% 0.0% 66.6% 9.8% 4.3% 13.6K 58.2K -3.6K 0.52 60.37 N/A N/A 46 24 2,177 806 2019-01-11 $30.85 $30.00 66.4% 19.0% 79.0% 0.0% 65.5% 10.5% 6.9% 15.3K 290.6K -3.4K 0.53 71.45 N/A N/A 87 46 2,187 808 2019-01-14 $31.01 $30.00 67.7% 19.4% 78.9% 0.0% 67.3% 10.9% 1.9% 10.2K 183.3K -2.7K 0.11 74.22 N/A N/A 140 15 2,181 795 2019-01-15 $30.60 $30.00 67.3% 19.3% 78.9% 0.0% 67.1% 8.6% 1.9% 21.1K 540.8K -2.9K 0.13 68.54 N/A N/A 156 21 2,139 803 2019-01-16 $30.89 $30.00 62.4% 17.9% 77.7% 0.0% 61.9% 8.8% 5.4% 20.6K 469.5K -2.9K 0.10 70.84 N/A N/A 186 18 2,143 809 2019-01-17 $30.64 $30.00 62.2% 17.8% 75.1% 0.0% 63.3% 5.0% 4.0% 29.6K 446.8K -3.0K 0.47 69.06 N/A N/A 77 36 2,173 811 2019-01-18 $31.29 $30.00 56.4% 16.2% 75.4% 0.0% 54.8% 6.8% 8.9% 2.7K 250.4K -2.9K 0.99 74.52 N/A N/A 159 157 2,203 819 2019-01-22 $30.34 $30.00 60.9% 17.5% 56.3% 0.0% 60.9% 7.8% 5.8% -406 103.2K -3.5K 1.00 76.58 N/A N/A 5 5 372 505 2019-01-23 $30.19 $30.00 59.8% 17.1% 44.9% 0.0% 57.0% 9.9% 7.8% -1.6K 148.6K -3.5K 0.17 78.30 N/A N/A 30 5 377 510 2019-01-24 $30.98 $30.00 60.4% 17.3% 39.2% 0.0% 56.9% 8.6% 6.2% 1.7K 36.3K -3.6K 4.20 79.56 N/A N/A 35 147 395 510 2019-01-25 $30.94 $30.00 59.1% 17.0% 38.4% 0.0% 57.4% 8.7% 7.7% 271 70.3K -3.9K 0.28 76.93 N/A N/A 43 12 421 580 2019-01-28 $31.70 $30.00 64.1% 18.4% 38.7% 0.0% 57.2% 2.9% 3.7% 3.0K -25.1K -3.8K 3.35 84.30 N/A N/A 17 57 425 580 2019-01-29 $31.20 $30.00 63.9% 18.3% 37.0% 0.0% 61.6% 11.2% 3.5% 3.9K 1.8K -3.7K 0.29 88.59 N/A N/A 126 37 441 559 2019-01-30 $30.92 $30.00 61.1% 17.5% 36.0% 0.0% 57.2% 13.5% 7.0% 8.3K -58.0K -4.1K 0.37 82.66 N/A N/A 121 45 564 571 2019-01-31 $30.21 $30.00 58.5% 19.1% 37.4% 0.0% 66.3% 9.7% -2.8% 3.1K 88.7K -4.0K 4.15 51.37 N/A N/A 20 83 563 596
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