EB Options History — June 2019

In June 2019, EB traded between $15.72 and $16.99. ATM implied volatility averaged 52.2%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 14.8% (HV 20d: 37.4%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.46.

Notable Days

  • 2019-06-18: Highest Volume — 1,996 contracts
  • 2019-06-11: Largest IV spike — 9.3% change
  • 2019-06-03: Highest IV Rank — 10.7%
  • 2019-06-03: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.27$15.72$16.99$15.72$16.12
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV52.2%48.8%55.8%55.8%49.6%
Expected Move14.9%14.2%16.0%16.0%14.2%
HV 20d37.4%31.2%42.9%34.2%38.3%
HV 60d81.4%79.3%98.4%98.4%79.4%
IV Rank5.3%0.0%10.7%10.7%1.3%
IV Percentile11.0%0.0%24.6%24.6%2.1%
Term Structure6.7%-3.0%17.5%-3.0%17.5%
VWIV50.8%46.5%54.9%54.8%46.5%
Skew 25d2.5%-3.1%5.4%-3.1%3.2%
Skew 10d4.9%-10.7%15.6%-4.7%11.6%
Call IV 25d50.3%45.9%54.0%54.0%45.9%
Put IV 25d52.8%47.8%55.3%50.9%49.1%
Bid-Ask Spread %27.8911.8978.2532.9913.42
Gamma HHI0.330.290.380.320.29
Net GEX5.7K-14.9K42.2K-7.9K-14.9K
Net DEX2.1M962.9K3.0M3.0M1.9M
Net VEX-19.9K-23.6K-16.5K-18.9K-17.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.1315.4015.400.95
Total Volume567.151271,996164340
Total OI12,349.3511,56613,08111,85511,828

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$15.72$17.5055.8%16.0%34.2%10.7%54.8%-3.1%-3.0%-7.9K3.0M-18.9K15.4032.99N/AN/A101547,3104,545
2019-06-04$15.81$17.5055.2%15.8%32.0%9.8%54.9%-1.1%-1.3%-6.6K2.9M-18.9K0.8516.66N/AN/A3472957,3294,488
2019-06-05$15.74$17.5053.5%15.3%31.2%7.1%52.5%-0.7%-0.9%-11.2K3.0M-19.6K0.2118.47N/AN/A341737,6364,692
2019-06-06$16.24$17.5053.2%15.1%32.6%6.5%50.7%5.4%2.9%-1.4K2.6M-21.1K0.2816.91N/AN/A352997,6484,674
2019-06-07$16.88$17.5048.8%14.4%35.7%0.0%50.1%2.4%4.5%24.2K1.6M-23.6K0.5818.58N/AN/A3492027,6484,652
2019-06-10$16.47$17.5050.4%14.3%36.2%2.5%48.5%4.9%4.0%4.1K2.2M-21.2K0.1919.44N/AN/A194367,8864,625
2019-06-11$15.92$17.5055.1%14.5%37.6%9.8%49.1%4.7%6.2%-11.9K2.9M-19.0K0.1420.56N/AN/A217318,0284,622
2019-06-12$15.98$17.5052.5%15.1%37.2%5.9%50.0%4.5%4.2%-7.1K2.6M-19.1K0.1517.95N/AN/A110178,0624,551
2019-06-13$16.43$17.5051.1%14.7%39.1%3.6%48.7%2.2%3.5%7.7K2.1M-20.8K0.1319.58N/AN/A164228,0764,546
2019-06-14$16.06$17.5052.0%14.9%38.8%5.1%48.2%4.6%3.8%-9.1K2.6M-19.2K0.3036.02N/AN/A179548,1514,541
2019-06-17$16.99$17.5052.0%14.9%42.9%5.0%51.9%0.8%5.2%30.9K1.2M-22.3K1.1957.26N/AN/A6367588,1684,555
2019-06-18$16.99$17.5053.4%15.3%42.9%7.2%53.2%3.3%4.3%42.2K962.9K-23.6K2.5051.21N/AN/A5711,4258,5764,505
2019-06-19$16.93$17.5049.5%14.2%42.9%1.2%50.0%4.3%8.2%40.2K1.2M-22.4K1.3378.25N/AN/A4706238,5534,414
2019-06-20$16.58$17.5051.4%14.7%37.1%4.1%51.4%2.9%5.9%28.9K1.6M-21.0K0.8637.98N/AN/A5064348,6114,320
2019-06-21$16.31$17.5052.8%15.1%36.9%6.3%53.1%3.0%4.4%20.9K1.8M-19.9K0.8334.04N/AN/A6155108,5924,304
2019-06-24$16.05$17.5053.7%15.4%37.2%7.7%50.4%5.3%15.5%-1961.9M-17.7K0.3431.86N/AN/A212737,7693,797
2019-06-25$16.32$17.5050.7%14.5%37.7%2.9%52.8%4.0%16.0%10.2K1.6M-18.6K0.3612.72N/AN/A225827,9083,797
2019-06-26$15.84$17.5051.4%14.7%38.9%4.1%49.7%-2.0%15.9%-12.2K2.1M-16.5K1.3612.00N/AN/A1241697,9783,789
2019-06-27$15.97$17.5052.4%15.0%38.7%5.6%50.2%1.8%16.5%-12.0K2.0M-17.1K1.3011.89N/AN/A1411837,9853,828
2019-06-28$16.12$17.5049.6%14.2%38.3%1.3%46.5%3.2%17.5%-14.9K1.9M-17.0K0.9513.42N/AN/A1741667,9903,838