EB Options History — July 2019

In July 2019, EB traded between $15.91 and $17.89. ATM implied volatility averaged 64.3%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 31.0% (HV 20d: 33.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.60.

Notable Days

  • 2019-07-18: Highest Volume — 4,347 contracts
  • 2019-07-10: Largest IV spike — 37.1% change
  • 2019-07-30: Highest IV Rank — 53.8%
  • 2019-07-30: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.72$15.91$17.89$16.74$17.75
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV64.3%40.6%79.1%45.8%78.6%
Expected Move19.3%12.8%22.7%13.1%22.5%
HV 20d33.3%26.7%41.2%40.4%27.2%
HV 60d72.3%34.4%79.8%79.8%34.4%
IV Rank32.2%0.0%53.8%0.0%53.1%
IV Percentile55.0%0.0%95.2%0.0%94.6%
Term Structure-12.0%-24.3%20.2%20.2%-24.3%
VWIV65.7%39.4%77.4%42.1%77.4%
Skew 25d6.3%-0.3%11.2%10.5%9.2%
Skew 10d7.8%-9.9%21.7%21.7%4.3%
Call IV 25d64.9%40.7%76.4%40.7%76.1%
Put IV 25d71.2%44.0%85.3%51.2%85.3%
Bid-Ask Spread %27.7211.8565.2361.4565.23
Gamma HHI0.410.280.670.310.46
Net GEX-41.7K-106.7K1.5K1.5K-42.0K
Net DEX1.8M399.9K3.1M1.4M399.9K
Net VEX-17.0K-20.7K-14.0K-18.2K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.1015.340.301.39
Total Volume5551014,347538904
Total OI12,198.54510,59916,91111,87711,956

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$16.74$17.5045.8%13.1%40.4%0.0%42.1%10.5%20.2%1.5K1.4M-18.2K0.3061.45N/AN/A4131258,0363,841
2019-07-02$16.53$17.5045.6%13.1%40.7%0.0%39.4%6.6%19.7%-4.0K1.5M-16.7K0.4711.85N/AN/A3191508,2643,751
2019-07-03$16.26$17.5044.6%12.8%41.2%0.0%40.9%-0.3%18.4%-21.0K1.9M-15.4K0.2716.88N/AN/A284768,2733,758
2019-07-05$16.49$17.5040.6%18.7%40.0%0.0%65.7%5.3%-12.0%-27.7K1.9M-16.2K0.1013.18N/AN/A463458,2963,986
2019-07-08$15.97$17.5049.3%20.0%39.0%12.2%67.2%6.4%-14.2%-35.0K2.3M-14.4K1.0916.26N/AN/A56618,4003,993
2019-07-09$16.09$17.5050.0%20.1%38.3%13.2%65.0%6.6%-15.5%-37.7K2.3M-14.6K0.1517.27N/AN/A272418,4194,031
2019-07-10$15.91$17.5068.6%19.7%36.5%39.1%66.5%5.9%-14.0%-32.3K2.4M-14.4K0.3437.09N/AN/A231798,5954,025
2019-07-11$15.96$17.5068.9%19.7%36.5%39.5%67.5%5.6%-15.2%-29.2K2.4M-14.4K0.8216.27N/AN/A1541268,7804,033
2019-07-12$16.00$17.5067.9%19.5%35.0%38.1%67.0%5.6%-13.8%-30.6K2.4M-14.3K1.2816.04N/AN/A1301678,7754,106
2019-07-15$16.00$17.5071.2%20.4%34.1%42.7%69.9%6.3%-16.7%-28.2K2.3M-14.3K6.7716.63N/AN/A13888,7864,094
2019-07-16$15.91$17.5070.8%20.3%26.7%42.1%68.8%4.8%-16.7%-27.0K2.4M-14.0K1.3046.18N/AN/A891168,7894,051
2019-07-17$16.28$17.5069.0%19.8%28.3%39.7%69.6%3.2%-16.3%-8.4K2.0M-14.7K1.2946.87N/AN/A1572028,8464,013
2019-07-18$16.67$17.5068.9%19.8%29.8%39.5%72.6%7.5%-17.3%-4131.8M-14.4K15.3456.33N/AN/A2664,0818,9033,924
2019-07-19$17.12$17.5068.3%19.6%30.3%38.7%68.0%4.8%-17.1%-93.4K3.1M-20.7K0.6215.75N/AN/A2911808,9867,925
2019-07-22$16.82$17.5069.7%20.0%30.4%40.6%69.8%3.6%-16.0%-106.7K2.2M-19.8K0.2724.39N/AN/A3721003,7936,806
2019-07-23$16.98$17.5067.8%19.4%29.8%38.0%68.2%4.9%-14.4%-91.6K1.9M-19.7K2.0037.79N/AN/A731464,0266,706
2019-07-24$17.62$17.5070.4%20.2%31.8%41.6%68.6%7.6%-18.6%-70.1K1.1M-20.4K0.3822.31N/AN/A3291264,0506,719
2019-07-25$17.44$17.5070.2%20.1%29.8%41.3%68.2%7.0%-16.0%-70.9K1.1M-19.7K0.1713.23N/AN/A224374,3156,727
2019-07-26$17.56$17.5072.3%20.7%29.7%44.3%71.1%7.5%-19.0%-63.8K1.1M-19.7K0.1720.97N/AN/A217374,3306,717
2019-07-29$17.89$17.5076.8%22.0%30.1%50.6%76.0%11.2%-21.5%-51.7K522.1K-19.2K0.4413.68N/AN/A174764,4476,716
2019-07-30$17.86$17.5079.1%22.7%27.6%53.8%76.7%8.2%-23.8%-46.1K428.7K-19.2K0.3224.23N/AN/A5471734,6106,771
2019-07-31$17.75$17.5078.6%22.5%27.2%53.1%77.4%9.2%-24.3%-42.0K399.9K-19.9K1.3965.23N/AN/A3785265,0296,927