EB Options History — February 2019 In February 2019, EB traded between $29.45 and $31.51. ATM implied volatility averaged 69.8%. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 35.6% (HV 20d: 34.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.59.
Notable Days 2019-02-15 : Highest Volume — 178 contracts2019-02-06 : Largest IV spike — 12.8% change2019-02-26 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.56 $29.45 $31.51 $29.91 $29.73 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 69.8% 57.6% 78.6% 57.6% 77.5% Expected Move 20.4% 19.0% 22.5% 19.1% 22.2% HV 20d 34.2% 31.9% 37.7% 37.7% 32.6% HV 60d 57.3% 53.5% 61.0% 61.0% 53.5% Term Structure -8.8% -20.2% -2.5% -3.2% -20.2% VWIV 71.4% 64.9% 77.7% 66.5% 77.0% Skew 25d 8.9% 6.6% 11.0% 9.4% 9.4% Skew 10d 20.7% 13.9% 32.3% 18.9% 31.8% Call IV 25d 67.2% 61.9% 75.9% 62.2% 75.3% Put IV 25d 76.0% 70.6% 84.8% 71.5% 84.7% Bid-Ask Spread % 45.94 33.48 63.65 38.56 45.12 Gamma HHI 0.32 0.27 0.37 0.27 0.34 Net GEX 4.1K -4.7K 12.7K -2.5K 6.4K Net DEX -8.5K -293.3K 211.2K 199.3K 97.9K Net VEX -4.1K -4.5K -3.8K -4.1K -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.59 0.08 7.50 3.95 1.05 Total Volume 91.579 17 178 104 127 Total OI 1,331.632 1,121 1,477 1,219 1,448
Daily Data (19 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 2019-02-01 $29.91 $30.00 57.6% 19.1% 37.7% 0.0% 66.5% 9.4% -3.2% -2.5K 199.3K -4.1K 3.95 38.56 N/A N/A 21 83 566 653 2019-02-04 $31.51 $30.00 61.1% 19.4% 35.9% 0.0% 66.7% 9.2% -2.5% 7.2K -63.1K -4.2K 7.50 33.48 N/A N/A 2 15 584 655 2019-02-05 $31.16 $30.00 60.9% 19.8% 35.4% 0.0% 64.9% 8.6% -4.0% 4.1K 12.1K -4.1K 1.92 40.66 N/A N/A 13 25 586 669 2019-02-06 $30.96 $30.00 68.7% 19.7% 35.5% 0.0% 73.0% 7.9% -3.4% 2.1K 48.1K -4.1K 1.57 41.18 N/A N/A 14 22 596 669 2019-02-07 $30.16 $30.00 68.8% 19.7% 35.3% 0.0% 72.9% 8.6% -3.8% -4.7K 211.2K -3.9K 1.34 43.63 N/A N/A 38 51 608 670 2019-02-08 $30.92 $30.00 67.9% 19.5% 35.1% 0.0% 71.7% 8.7% -4.4% -603 73.6K -4.0K 1.19 46.03 N/A N/A 43 51 622 694 2019-02-11 $31.28 $30.00 69.4% 19.9% 33.2% 0.0% 69.4% 9.3% -4.2% -610 11.0K -3.8K 0.08 50.98 N/A N/A 118 9 621 694 2019-02-12 $30.80 $30.00 70.8% 20.3% 33.6% 0.0% 70.2% 9.0% -6.3% -2.5K -17.7K -4.2K 0.30 49.69 N/A N/A 30 9 726 699 2019-02-13 $30.91 $30.00 68.5% 19.7% 33.3% 0.0% 69.0% 9.0% -5.2% -4.4K -91.3K -4.2K 0.16 47.37 N/A N/A 55 9 742 700 2019-02-14 $31.49 $30.00 69.8% 20.0% 33.8% 0.0% 69.7% 8.8% -5.8% 3.8K -293.3K -4.2K 0.26 49.95 N/A N/A 47 12 759 704 2019-02-15 $31.03 $30.00 66.1% 19.0% 34.1% 0.0% 66.5% 8.7% -5.9% 9.1K -257.1K -4.1K 0.84 50.96 N/A N/A 97 81 770 707 2019-02-19 $30.51 $30.00 70.5% 20.2% 33.8% 0.0% 69.5% 7.7% -10.6% 8.1K -36.6K -3.9K 0.19 44.77 N/A N/A 147 28 581 540 2019-02-20 $30.61 $30.00 70.0% 20.1% 31.9% 0.0% 69.6% 9.9% -9.4% 12.7K -142.9K -4.5K 0.86 42.09 N/A N/A 43 37 695 563 2019-02-21 $29.45 $30.00 72.3% 20.7% 34.8% 0.0% 72.9% 7.0% -13.0% 7.7K 36.0K -4.1K 1.94 50.11 N/A N/A 48 93 692 571 2019-02-22 $30.01 $30.00 72.9% 20.9% 34.1% 0.0% 75.4% 9.6% -12.8% 8.6K -17.4K -4.4K 2.27 43.17 N/A N/A 44 100 703 620 2019-02-25 $30.16 $30.00 78.3% 22.4% 34.2% 0.0% 77.1% 11.0% -16.5% 8.6K -12.3K -4.3K 1.30 42.77 N/A N/A 27 35 703 650 2019-02-26 $29.95 $30.00 78.6% 22.5% 32.9% 0.0% 77.7% 10.0% -18.1% 6.1K 50.0K -4.2K 0.85 48.73 N/A N/A 53 45 715 682 2019-02-27 $30.00 $30.00 76.5% 21.9% 32.6% 0.0% 77.4% 6.6% -17.4% 8.0K 30.5K -4.2K 2.58 63.65 N/A N/A 19 49 752 692 2019-02-28 $29.73 $30.00 77.5% 22.2% 32.6% 0.0% 77.0% 9.4% -20.2% 6.4K 97.9K -4.2K 1.05 45.12 N/A N/A 62 65 753 695
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