EB Options History — October 2021

In October 2021, EB traded between $19.30 and $20.80. ATM implied volatility averaged 62.5%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 23.3% (HV 20d: 39.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-10-29: Highest Volume — 6,082 contracts
  • 2021-10-29: Largest IV drop — 33.8% change
  • 2021-10-28: Highest IV Rank — 37.6%
  • 2021-10-28: Largest Expected Move — 21.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.22$19.30$20.80$20.12$20.09
Max Pain$15.12$15.00$17.50$17.50$15.00
ATM IV62.5%48.8%73.6%55.6%48.8%
Expected Move19.1%14.0%21.1%15.9%14.0%
HV 20d39.3%30.8%46.2%43.6%30.8%
HV 60d42.9%39.9%46.2%46.2%40.2%
IV Rank22.1%2.9%37.6%12.5%2.9%
IV Percentile45.3%1.6%82.1%22.2%1.6%
Term Structure-6.1%-12.0%12.6%12.6%0.2%
VWIV70.3%50.6%89.5%55.9%50.6%
Skew 25d5.6%3.2%7.8%7.8%7.0%
Skew 10d18.8%8.7%29.9%16.6%10.9%
Call IV 25d66.9%49.2%74.8%54.5%49.2%
Put IV 25d72.4%56.3%78.8%62.3%56.3%
Bid-Ask Spread %44.5420.5861.7320.5861.73
Gamma HHI0.440.340.650.440.40
Net GEX596.8K434.7K1.0M634.4K508.8K
Net DEX-22.7M-29.0M-18.3M-25.4M-18.3M
Net VEX-68.0K-77.0K-59.8K-77.0K-59.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.032.960.100.82
Total Volume1,098.048996,0823996,082
Total OI24,601.85721,20929,20026,65422,664

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$20.12$17.5055.6%15.9%43.6%12.5%55.9%7.8%12.6%634.4K-25.4M-77.0K0.1020.58N/AN/A3623724,1522,502
2021-10-04$19.42$15.0060.0%19.8%46.2%18.6%69.5%5.9%-5.6%640.2K-22.0M-73.4K0.1238.99N/AN/A1742124,2952,535
2021-10-05$19.32$15.0059.3%19.7%46.0%17.6%69.0%6.9%-6.6%669.6K-21.5M-72.0K0.8323.59N/AN/A12210124,3522,573
2021-10-06$19.30$15.0058.5%20.0%41.4%16.6%69.4%4.8%-7.0%675.9K-21.3M-71.0K0.0421.09N/AN/A2591124,3352,572
2021-10-07$20.15$15.0054.5%19.6%42.2%11.0%67.6%5.5%-6.1%742.9K-25.5M-72.2K0.0543.09N/AN/A2391124,3962,600
2021-10-08$19.77$15.0049.4%19.2%42.5%3.8%69.8%6.4%-5.7%771.5K-23.6M-70.2K0.0634.00N/AN/A2331524,4602,599
2021-10-11$20.13$15.0056.2%19.4%40.5%13.3%70.5%4.7%-6.4%842.1K-25.7M-68.9K0.0539.53N/AN/A2,26410324,5862,602
2021-10-12$20.13$15.0054.3%19.7%40.5%10.7%68.4%6.5%-6.3%910.3K-25.8M-68.4K0.0345.46N/AN/A1,3494724,5842,616
2021-10-13$20.24$15.0067.9%19.5%39.8%29.6%72.2%5.3%-6.4%1.0M-29.0M-70.6K0.0358.26N/AN/A1,0803326,6012,599
2021-10-14$20.62$15.0067.1%19.2%40.0%28.5%66.5%5.5%-7.0%603.5K-28.3M-68.4K0.1541.85N/AN/A4086224,2602,643
2021-10-15$20.70$15.0064.7%18.6%39.5%25.2%64.8%5.0%-5.2%434.7K-26.7M-67.3K0.1642.27N/AN/A3355323,3602,661
2021-10-18$20.80$15.0066.0%18.9%38.2%27.0%67.5%5.4%-6.3%439.4K-21.1M-66.4K2.9659.75N/AN/A5014819,2631,946
2021-10-19$20.79$15.0066.6%19.1%36.9%27.8%67.2%4.9%-7.6%457.3K-21.6M-68.0K0.1955.83N/AN/A831619,5751,988
2021-10-20$20.25$15.0066.1%19.0%38.5%27.1%78.0%3.9%-7.4%442.8K-19.5M-65.7K0.4753.38N/AN/A96245219,5902,125
2021-10-21$20.55$15.0066.2%19.0%37.3%27.2%78.9%6.4%-7.4%462.7K-20.5M-66.4K0.3260.16N/AN/A98732019,5812,154
2021-10-22$20.16$15.0066.4%19.0%38.3%27.5%75.1%3.4%-7.3%444.1K-19.2M-65.4K0.3429.92N/AN/A92831919,6172,172
2021-10-25$20.27$15.0069.9%20.0%36.1%32.4%77.8%4.0%-10.3%448.5K-19.8M-64.8K0.3360.77N/AN/A90629719,7122,188
2021-10-26$20.61$15.0069.4%19.9%36.4%31.8%67.1%7.1%-10.3%467.7K-20.8M-65.1K0.5260.58N/AN/A84343719,7552,200
2021-10-27$20.41$15.0072.5%20.8%34.9%36.0%89.5%7.0%-12.0%456.6K-20.0M-63.8K0.4061.38N/AN/A86735119,7732,335
2021-10-28$20.73$15.0073.6%21.1%35.1%37.6%81.6%3.2%-10.7%468.0K-21.2M-63.8K0.4323.05N/AN/A1,18550719,7792,339
2021-10-29$20.09$15.0048.8%14.0%30.8%2.9%50.6%7.0%0.2%508.8K-18.3M-59.8K0.8261.73N/AN/A3,3502,73220,1702,494