EB Options History — June 2021 In June 2021, EB traded between $18.93 and $21.33. ATM implied volatility averaged 52.9%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 18.4% (HV 20d: 34.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2021-06-28 : Highest Volume — 8,087 contracts2021-06-09 : Largest IV drop — 11.8% change2021-06-07 : Highest IV Rank — 11.5%2021-06-04 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.05 $18.93 $21.33 $20.43 $18.93 Max Pain $17.73 $17.50 $20.00 $20.00 $17.50 ATM IV 52.9% 46.7% 62.0% 54.4% 49.3% Expected Move 14.9% 13.4% 16.2% 15.6% 14.1% HV 20d 34.5% 25.8% 59.6% 59.6% 26.6% HV 60d 46.8% 42.2% 52.6% 52.6% 42.3% IV Rank 3.5% 0.0% 11.5% 3.0% 2.8% IV Percentile 2.8% 0.0% 13.9% 2.0% 1.2% Term Structure 8.2% -3.1% 15.8% -0.7% 12.4% VWIV 52.5% 48.0% 57.5% 54.4% 50.6% Skew 25d 2.6% -0.1% 6.6% 3.0% 1.9% Skew 10d 6.6% -9.5% 22.2% 2.5% -9.5% Call IV 25d 52.8% 49.2% 57.6% 54.8% 52.0% Put IV 25d 55.4% 50.7% 62.3% 57.8% 53.9% Bid-Ask Spread % 56.07 17.83 70.69 46.07 58.62 Gamma HHI 0.31 0.26 0.37 0.31 0.33 Net GEX 1.1M 823.3K 1.4M 1.1M 824.3K Net DEX -32.7M -45.3M -21.1M -36.6M -21.1M Net VEX -104.1K -123.6K -74.0K -122.5K -74.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.00 1.59 0.04 0.11 Total Volume 1,496.227 135 8,087 512 179 Total OI 41,418.045 35,012 45,555 42,295 35,228
Daily Data (22 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 2021-06-01 $20.43 $20.00 54.4% 15.6% 59.6% 3.0% 54.4% 3.0% -0.7% 1.1M -36.6M -122.5K 0.04 46.07 N/A N/A 493 19 39,032 3,263 2021-06-02 $20.19 $20.00 56.2% 16.1% 57.6% 5.1% 55.9% 6.6% -3.1% 1.1M -35.1M -120.8K 0.09 17.83 N/A N/A 1,030 96 39,287 3,264 2021-06-03 $20.24 $17.50 58.1% 15.8% 56.3% 7.2% 57.5% 3.3% 4.0% 1.1M -35.9M -120.5K 0.16 66.97 N/A N/A 1,320 208 39,514 3,281 2021-06-04 $20.84 $17.50 60.5% 16.2% 52.9% 9.9% 56.5% 2.3% 3.6% 1.2M -40.6M -123.5K 0.00 34.41 N/A N/A 6,469 2 39,600 3,351 2021-06-07 $21.29 $17.50 62.0% 15.6% 42.7% 11.5% 54.9% 1.9% 4.9% 1.3M -45.3M -122.9K 0.13 34.71 N/A N/A 981 129 40,788 3,351 2021-06-08 $21.32 $17.50 60.4% 15.5% 41.2% 9.7% 54.5% 3.2% 4.4% 1.3M -45.0M -123.6K 0.11 48.20 N/A N/A 520 56 40,712 3,728 2021-06-09 $21.33 $17.50 53.2% 15.3% 35.2% 1.7% 53.2% -0.1% 5.1% 1.4M -45.1M -119.6K 0.03 61.98 N/A N/A 1,369 43 40,592 3,745 2021-06-10 $20.73 $17.50 52.3% 15.0% 26.9% 0.7% 52.6% 1.2% 7.9% 1.2M -38.6M -114.0K 1.38 68.59 N/A N/A 389 535 40,192 3,786 2021-06-11 $20.91 $17.50 49.4% 14.2% 27.0% 0.0% 50.4% 1.9% 8.3% 1.3M -39.2M -113.7K 0.08 55.95 N/A N/A 227 19 40,155 4,134 2021-06-14 $20.99 $17.50 51.6% 14.8% 25.8% 2.4% 51.5% 2.4% 7.4% 1.3M -39.5M -108.5K 0.64 65.60 N/A N/A 240 154 40,114 4,141 2021-06-15 $20.16 $17.50 51.2% 14.7% 29.7% 2.0% 51.4% 0.4% 7.0% 986.2K -32.8M -104.2K 0.18 57.86 N/A N/A 627 110 40,039 4,224 2021-06-16 $19.70 $17.50 52.0% 14.9% 30.7% 2.8% 51.9% 2.9% 5.7% 891.6K -28.7M -101.3K 0.01 65.21 N/A N/A 2,735 24 40,177 4,292 2021-06-17 $19.62 $17.50 51.8% 14.9% 28.2% 2.6% 52.2% 2.2% 10.2% 953.1K -29.3M -101.9K 0.05 70.69 N/A N/A 272 14 41,249 4,306 2021-06-18 $19.30 $17.50 52.1% 14.9% 28.8% 2.9% 53.0% 2.6% 10.5% 870.7K -26.0M -97.6K 0.75 64.81 N/A N/A 282 212 40,434 4,313 2021-06-21 $19.60 $17.50 52.0% 14.9% 29.3% 2.8% 52.4% 4.8% 11.8% 868.6K -28.5M -98.0K 0.13 66.40 N/A N/A 219 29 33,751 3,524 2021-06-22 $19.29 $17.50 50.1% 14.4% 27.1% 0.7% 51.0% 2.4% 13.4% 883.4K -25.9M -93.3K 0.92 54.54 N/A N/A 335 307 33,706 3,532 2021-06-23 $19.18 $17.50 50.1% 14.4% 27.0% 0.8% 51.9% 1.5% 13.3% 893.1K -25.3M -92.7K 1.59 62.55 N/A N/A 493 782 33,823 3,782 2021-06-24 $19.24 $17.50 48.8% 14.0% 26.8% 0.0% 49.0% 1.6% 13.0% 929.9K -25.3M -89.2K 0.38 55.45 N/A N/A 98 37 34,027 3,808 2021-06-25 $19.21 $17.50 46.7% 13.4% 26.6% 0.0% 48.0% 1.5% 15.8% 960.1K -25.0M -88.2K 0.26 55.97 N/A N/A 213 56 34,093 3,844 2021-06-28 $19.36 $17.50 51.7% 14.8% 26.7% 5.4% 51.8% 6.5% 12.4% 928.0K -26.0M -85.5K 0.04 69.15 N/A N/A 7,791 296 34,086 3,917 2021-06-29 $19.22 $17.50 49.1% 14.1% 26.4% 2.6% 49.3% 2.8% 13.7% 823.3K -24.5M -74.2K 0.35 51.95 N/A N/A 2,593 914 30,927 4,085 2021-06-30 $18.93 $17.50 49.3% 14.1% 26.6% 2.8% 50.6% 1.9% 12.4% 824.3K -21.1M -74.0K 0.11 58.62 N/A N/A 161 18 31,130 4,098
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