EB Options History — September 2019

In September 2019, EB traded between $17.08 and $19.19. ATM implied volatility averaged 48.7%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 6.3% (HV 20d: 42.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.86.

Notable Days

  • 2019-09-20: Highest Volume — 1,105 contracts
  • 2019-09-20: Largest IV spike — 12.6% change
  • 2019-09-30: Highest IV Rank — 10.9%
  • 2019-09-30: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.02$17.08$19.19$17.18$17.77
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV48.7%44.8%53.1%50.3%53.1%
Expected Move13.9%12.8%15.2%14.4%15.2%
HV 20d42.4%36.0%51.2%51.2%36.9%
HV 60d40.0%39.0%41.0%40.8%40.4%
IV Rank7.1%3.6%10.9%8.5%10.9%
IV Percentile12.9%1.5%32.5%13.7%32.5%
Term Structure6.4%-2.0%16.0%-2.0%13.6%
VWIV49.4%45.0%56.2%50.5%53.6%
Skew 25d2.3%-0.4%5.2%3.9%1.6%
Skew 10d10.1%-1.3%22.0%4.1%14.8%
Call IV 25d49.3%44.9%54.1%52.1%54.1%
Put IV 25d51.5%47.7%56.4%56.0%55.8%
Bid-Ask Spread %66.4533.2777.5660.4977.56
Gamma HHI0.250.220.330.220.23
Net GEX48.9K5.1K117.3K21.6K33.3K
Net DEX-460.4K-1.9M742.1K494.3K-199.5K
Net VEX-17.4K-20.8K-14.5K-18.2K-15.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.015.100.940.06
Total Volume226.95141,10535142
Total OI11,912.759,04413,11512,61710,228

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$17.18$20.0050.3%14.4%51.2%8.5%50.5%3.9%-2.0%21.6K494.3K-18.2K0.9460.49N/AN/A18179,0503,567
2019-09-04$17.20$20.0049.3%14.1%50.3%7.6%49.9%-0.4%-1.5%19.1K505.0K-18.0K4.4033.27N/AN/A301329,0603,575
2019-09-05$17.26$20.0047.5%13.2%49.8%6.0%47.8%2.7%4.3%15.8K489.8K-18.1K0.0468.28N/AN/A13259,0713,702
2019-09-06$17.14$20.0045.0%13.5%45.1%3.8%46.9%1.2%4.6%5.1K742.1K-17.2K0.0169.71N/AN/A31839,0653,707
2019-09-09$17.56$20.0049.2%13.8%44.9%7.5%50.0%-0.4%3.4%18.3K152.0K-18.1K0.1567.72N/AN/A103158,9273,709
2019-09-10$17.93$20.0050.2%13.8%44.8%8.4%47.2%2.5%4.0%34.6K-263.5K-17.7K0.3067.08N/AN/A300898,9503,706
2019-09-11$19.05$20.0046.0%13.2%49.2%4.7%46.3%2.7%4.6%117.3K-1.8M-20.8K0.3066.34N/AN/A228698,9573,785
2019-09-12$18.86$20.0044.9%12.9%49.4%3.7%45.0%3.9%4.3%90.1K-1.4M-19.2K0.4465.70N/AN/A195868,8473,769
2019-09-13$18.88$20.0044.8%12.8%46.2%3.6%45.2%2.7%4.3%92.5K-1.5M-19.3K0.0559.51N/AN/A228118,8583,806
2019-09-16$19.06$20.0045.5%13.0%40.1%4.2%49.5%2.0%5.0%100.3K-1.8M-19.0K0.7963.11N/AN/A14118,9373,815
2019-09-17$19.19$20.0046.7%13.4%37.9%5.3%46.7%1.6%3.4%114.3K-1.9M-18.9K0.8469.23N/AN/A2632228,9353,817
2019-09-18$18.82$20.0048.0%13.8%37.9%6.4%49.2%2.0%0.9%83.8K-1.4M-18.2K2.4574.23N/AN/A29719,0204,028
2019-09-19$18.66$20.0046.2%13.2%37.7%4.8%46.3%1.5%5.6%67.6K-1.1M-17.6K0.1776.93N/AN/A1229,0254,089
2019-09-20$18.55$20.0052.0%14.9%36.5%9.9%56.2%0.6%1.7%64.0K-988.4K-17.8K0.0573.68N/AN/A1,055509,0264,089
2019-09-23$17.80$20.0051.7%14.8%36.0%9.6%52.2%2.0%12.5%34.1K-243.7K-15.9K0.4758.44N/AN/A101475,8013,243
2019-09-24$17.08$20.0052.8%15.1%38.2%10.6%52.9%3.6%14.4%9.4K494.0K-14.5K0.2873.99N/AN/A127356,7093,237
2019-09-25$17.46$20.0050.0%14.3%39.3%8.2%50.7%5.2%14.1%24.3K53.2K-14.7K0.2252.94N/AN/A101226,7383,239
2019-09-26$17.49$20.0050.4%14.4%38.5%8.5%50.4%4.4%15.1%22.0K100.5K-14.7K5.1075.44N/AN/A201026,7733,259
2019-09-27$17.37$20.0050.8%14.6%38.4%8.9%51.1%2.1%16.0%11.3K271.0K-14.7K0.0875.31N/AN/A124106,7773,359
2019-09-30$17.77$20.0053.1%15.2%36.9%10.9%53.6%1.6%13.6%33.3K-199.5K-15.2K0.0677.56N/AN/A13486,8633,365