EB Options History — October 2019

In October 2019, EB traded between $16.89 and $18.28. ATM implied volatility averaged 66.9%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 28.3% (HV 20d: 38.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.93.

Notable Days

  • 2019-10-22: Highest Volume — 788 contracts
  • 2019-10-09: Largest IV spike — 20.9% change
  • 2019-10-31: Highest IV Rank — 34.8%
  • 2019-10-31: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.62$16.89$18.28$17.18$17.96
Max Pain$17.72$17.50$20.00$20.00$17.50
ATM IV66.9%51.7%80.6%52.7%80.6%
Expected Move19.9%15.1%23.1%15.1%23.1%
HV 20d38.6%34.3%43.4%38.3%34.3%
HV 60d42.1%40.5%43.3%40.5%41.3%
IV Rank22.9%9.6%34.8%10.6%34.8%
IV Percentile65.4%23.9%94.8%29.0%94.8%
Term Structure-13.4%-25.1%15.2%15.2%-25.1%
VWIV70.0%53.1%80.4%53.1%80.4%
Skew 25d3.5%0.4%8.6%3.0%8.6%
Skew 10d6.5%-10.3%16.8%5.2%10.7%
Call IV 25d69.4%53.4%77.3%53.4%77.1%
Put IV 25d72.9%56.5%85.8%56.5%85.8%
Bid-Ask Spread %69.5760.8179.2470.5977.50
Gamma HHI0.300.230.850.230.26
Net GEX-3.1K-493.2K64.1K-2.5K63.2K
Net DEX-682.0K-2.1M716.6K522.0K-2.0M
Net VEX-12.7K-15.0K-10.3K-13.4K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0021.000.0021.00
Total Volume143.348137884922
Total OI8,546.5224,07510,88310,2276,033

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$17.18$20.0052.7%15.1%38.3%10.6%53.1%3.0%15.2%-2.5K522.0K-13.4K0.0070.59N/AN/A4906,8543,373
2019-10-02$17.52$20.0055.6%15.9%39.0%13.0%55.6%5.8%12.4%17.9K106.7K-14.2K4.0374.96N/AN/A371496,8503,364
2019-10-03$18.07$17.5054.1%19.7%40.4%11.8%67.6%2.5%-13.7%44.0K-477.1K-15.0K0.2963.07N/AN/A55166,8713,510
2019-10-04$18.28$17.5051.7%19.5%40.4%9.6%70.1%1.6%-12.6%55.7K-734.0K-14.8K0.1160.81N/AN/A5366,8913,495
2019-10-07$17.43$17.5052.6%20.0%43.4%10.4%73.7%2.0%-14.9%-7.4K331.6K-12.8K4.2063.99N/AN/A5216,8953,491
2019-10-08$17.05$17.5059.3%20.7%43.2%16.2%73.5%0.4%-16.3%-24.1K716.6K-12.3K1.9762.41N/AN/A651286,8993,507
2019-10-09$17.42$17.5071.7%20.5%37.5%27.0%71.6%0.9%-16.0%-13.5K278.8K-12.8K1.6063.79N/AN/A587,0243,606
2019-10-10$17.22$17.5070.6%20.2%37.6%26.1%70.8%2.0%-14.8%-29.9K436.6K-12.5K0.1062.08N/AN/A2127,1843,602
2019-10-11$17.49$17.5070.7%20.3%38.2%26.2%71.6%1.3%-15.0%-14.3K83.9K-12.5K0.2066.86N/AN/A85177,2023,602
2019-10-14$17.48$17.5072.2%20.7%37.9%27.4%73.1%2.5%-16.8%-34.3K139.7K-11.8K0.3666.43N/AN/A67247,2803,600
2019-10-15$18.18$17.5070.1%20.1%40.8%25.7%70.1%2.7%-14.2%44.0K-1.1M-11.7K0.1266.45N/AN/A5877,3133,570
2019-10-16$18.14$17.5068.8%19.7%40.3%24.6%68.4%4.5%-15.2%-18.1K-765.1K-11.8K0.4368.04N/AN/A1467,3173,545
2019-10-17$17.95$17.5068.3%19.6%40.4%24.1%68.1%5.5%-15.5%-58.1K-839.0K-11.5K2.0372.07N/AN/A30617,3143,433
2019-10-18$17.59$17.5068.9%19.8%40.9%24.6%68.9%2.8%-15.4%-493.2K-653.6K-10.9K0.5767.44N/AN/A49287,3103,470
2019-10-21$17.63$17.5070.1%20.1%38.2%25.6%70.0%5.7%-14.1%44.9K-1.3M-10.6K2.1273.53N/AN/A982083,112963
2019-10-22$17.19$17.5068.1%19.5%36.4%23.9%68.1%5.9%-12.6%35.9K-965.9K-10.3K0.4366.91N/AN/A5502383,1761,161
2019-10-23$16.89$17.5067.6%19.4%35.9%23.5%68.9%2.7%-14.5%41.0K-1.0M-11.7K0.0273.02N/AN/A29063,7251,398
2019-10-24$17.26$17.5065.9%18.9%36.9%22.0%66.0%3.1%-10.8%51.5K-1.4M-12.4K1.8771.24N/AN/A1172194,0031,398
2019-10-25$17.30$17.5068.9%19.7%36.8%24.6%69.6%0.9%-14.4%46.7K-1.3M-13.1K1.6878.23N/AN/A19324,1041,607
2019-10-28$17.91$17.5074.0%21.2%38.0%29.0%74.5%5.5%-18.5%55.1K-1.8M-13.7K0.6579.24N/AN/A26174,1081,617
2019-10-29$18.22$17.5077.2%22.1%36.2%31.8%76.9%4.4%-21.8%59.8K-2.1M-13.9K0.2776.61N/AN/A257704,1601,626
2019-10-30$18.01$17.5078.7%22.6%36.0%33.1%78.3%6.1%-23.7%64.1K-2.0M-14.2K0.3574.89N/AN/A46164,3861,621
2019-10-31$17.96$17.5080.6%23.1%34.3%34.8%80.4%8.6%-25.1%63.2K-2.0M-14.1K21.0077.50N/AN/A1214,4011,632