EB Options History — March 2021 In March 2021, EB traded between $21.05 and $25.60. ATM implied volatility averaged 65.8%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 0.4% (HV 20d: 66.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.45.
Notable Days 2021-03-02 : Highest Volume — 10,222 contracts2021-03-02 : Largest IV spike — 11.9% change2021-03-08 : Highest IV Rank — 9.7%2021-03-02 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.93 $21.05 $25.60 $21.45 $22.13 Max Pain $16.30 $15.00 $20.00 $20.00 $17.50 ATM IV 65.8% 59.9% 74.4% 66.4% 61.3% Expected Move 18.7% 17.2% 21.3% 19.0% 17.6% HV 20d 66.1% 58.8% 73.6% 62.2% 58.8% HV 60d 60.6% 58.1% 63.0% 58.8% 59.1% IV Rank 4.3% 0.7% 9.7% 4.7% 1.5% IV Percentile 11.3% 1.2% 26.6% 11.5% 4.0% Term Structure 6.0% -3.0% 12.0% -3.0% 12.0% VWIV 66.2% 59.6% 72.3% 66.9% 62.9% Skew 25d 2.9% -1.8% 5.3% 3.8% 1.1% Skew 10d 10.1% 0.5% 24.0% 1.7% 0.5% Call IV 25d 65.8% 59.8% 74.3% 67.1% 63.7% Put IV 25d 68.7% 62.2% 78.4% 70.9% 64.7% Bid-Ask Spread % 22.89 11.47 39.24 38.36 27.85 Gamma HHI 0.23 0.20 0.28 0.24 0.22 Net GEX 705.5K 612.0K 893.4K 706.9K 717.9K Net DEX -49.8M -67.4M -39.2M -41.9M -44.7M Net VEX -132.0K -150.9K -120.9K -127.6K -125.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.02 1.78 1.78 0.18 Total Volume 2,563.609 71 10,222 1,050 71 Total OI 41,161.13 36,344 45,289 38,229 40,114
Daily Data (23 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 2021-03-01 $21.45 $20.00 66.4% 19.0% 62.2% 4.7% 66.9% 3.8% -3.0% 706.9K -41.9M -127.6K 1.78 38.36 N/A N/A 378 672 32,615 5,614 2021-03-02 $21.05 $20.00 74.4% 21.3% 62.2% 9.6% 71.8% 5.3% -1.9% 627.1K -39.2M -128.5K 0.14 39.24 N/A N/A 8,985 1,237 32,696 6,194 2021-03-03 $22.38 $20.00 70.0% 20.1% 64.9% 6.9% 70.9% 4.0% -2.7% 893.4K -51.5M -150.9K 0.28 29.23 N/A N/A 4,249 1,181 38,955 6,334 2021-03-04 $22.90 $15.00 67.8% 19.0% 61.9% 5.5% 66.3% 1.5% 5.0% 792.4K -52.4M -146.4K 0.23 32.40 N/A N/A 5,313 1,229 37,005 7,161 2021-03-05 $22.72 $15.00 67.1% 19.0% 62.4% 5.1% 67.1% 4.2% 4.6% 727.2K -48.6M -141.9K 0.20 26.95 N/A N/A 1,614 319 34,971 6,722 2021-03-08 $21.57 $15.00 74.4% 19.9% 66.4% 9.7% 70.0% 3.5% 1.9% 680.3K -41.7M -136.3K 0.16 31.42 N/A N/A 1,025 163 34,865 6,696 2021-03-09 $22.77 $15.00 74.3% 19.9% 66.7% 9.6% 72.3% 3.3% 1.4% 737.8K -49.6M -137.9K 0.02 26.76 N/A N/A 4,583 114 35,202 6,747 2021-03-10 $23.05 $15.00 68.9% 19.7% 66.3% 6.2% 72.0% 3.1% 2.1% 812.9K -53.1M -139.3K 0.32 27.55 N/A N/A 903 292 36,324 6,755 2021-03-11 $24.56 $15.00 65.0% 18.6% 68.1% 3.9% 67.2% 3.6% 4.9% 889.2K -62.8M -139.2K 0.19 22.24 N/A N/A 6,147 1,179 36,629 6,875 2021-03-12 $24.45 $15.00 64.8% 18.6% 68.2% 3.7% 68.0% 2.3% 5.7% 765.1K -60.1M -142.3K 0.41 37.12 N/A N/A 1,439 593 36,465 7,999 2021-03-15 $25.60 $15.00 66.5% 19.1% 68.7% 4.8% 67.4% 3.1% 3.9% 730.6K -67.4M -136.7K 0.88 13.84 N/A N/A 1,727 1,524 36,218 8,121 2021-03-16 $24.80 $15.00 64.3% 18.4% 68.6% 3.4% 64.7% 3.0% 4.9% 612.0K -59.6M -136.5K 1.77 11.47 N/A N/A 568 1,007 35,591 8,924 2021-03-17 $24.15 $15.00 64.9% 18.6% 70.1% 3.8% 65.7% 3.5% 5.0% 718.6K -56.5M -132.4K 0.05 12.51 N/A N/A 1,437 68 35,622 8,272 2021-03-18 $23.85 $15.00 64.3% 18.4% 70.2% 3.4% 64.9% 1.3% 9.9% 676.6K -55.1M -128.6K 0.02 15.80 N/A N/A 2,775 51 36,122 8,286 2021-03-19 $24.61 $15.00 62.2% 17.8% 67.0% 2.1% 63.2% 2.2% 10.2% 616.9K -58.2M -126.9K 0.57 15.11 N/A N/A 315 181 36,080 8,280 2021-03-22 $23.81 $15.00 62.2% 17.8% 67.8% 2.1% 62.4% -1.8% 10.7% 621.0K -52.1M -122.3K 0.52 27.95 N/A N/A 173 90 31,294 5,050 2021-03-23 $22.29 $15.00 59.9% 17.2% 72.3% 0.7% 60.9% 1.1% 11.1% 630.5K -43.8M -124.2K 0.07 13.44 N/A N/A 1,704 111 31,322 5,129 2021-03-24 $21.49 $17.50 60.9% 17.5% 73.6% 1.3% 59.6% 2.3% 10.2% 625.0K -39.6M -120.9K 0.11 14.83 N/A N/A 300 33 31,564 5,211 2021-03-25 $21.94 $17.50 61.2% 17.5% 65.7% 1.5% 61.0% 4.9% 11.1% 639.9K -41.8M -121.9K 0.12 15.11 N/A N/A 419 52 31,616 5,222 2021-03-26 $22.43 $17.50 62.8% 18.0% 63.2% 2.5% 63.8% 3.7% 8.8% 646.9K -44.2M -121.7K 0.60 15.91 N/A N/A 1,769 1,056 31,623 5,258 2021-03-29 $21.38 $17.50 65.5% 18.8% 62.5% 4.2% 66.2% 3.8% 9.9% 650.6K -39.3M -122.3K 0.10 16.28 N/A N/A 1,329 136 32,623 6,309 2021-03-30 $21.90 $17.50 63.5% 18.2% 62.7% 2.9% 66.5% 3.4% 11.7% 708.0K -43.1M -127.0K 1.66 15.02 N/A N/A 170 282 33,641 6,390 2021-03-31 $22.13 $17.50 61.3% 17.6% 58.8% 1.5% 62.9% 1.1% 12.0% 717.9K -44.7M -125.4K 0.18 27.85 N/A N/A 60 11 33,677 6,437
« Feb 2021 | All History | Apr 2021 » Home EB History March 2021