EB Options History — February 2022

In February 2022, EB traded between $13.59 and $16.09. ATM implied volatility averaged 77.2%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 12.9% (HV 20d: 64.3%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-02-15: Highest Volume — 3,928 contracts
  • 2022-02-09: Largest IV drop — 29.1% change
  • 2022-02-03: Highest IV Rank — 100.0%
  • 2022-02-02: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.80$13.59$16.09$14.66$15.07
Max Pain$13.29$10.00$15.00$15.00$15.00
ATM IV77.2%62.1%107.6%89.5%70.4%
Expected Move20.4%17.8%26.6%25.6%20.2%
HV 20d64.3%58.5%69.7%58.5%67.8%
HV 60d58.8%56.3%60.7%57.4%57.1%
IV Rank53.1%25.4%100.0%90.9%39.0%
IV Percentile76.1%54.0%100.0%96.8%75.4%
Term Structure-4.9%-19.4%0.2%-18.5%-5.2%
VWIV73.1%61.2%100.3%90.0%70.7%
Skew 25d9.5%5.5%16.3%9.6%13.4%
Skew 10d21.3%2.8%40.6%28.6%27.5%
Call IV 25d67.9%57.4%90.8%87.1%63.9%
Put IV 25d77.3%66.0%100.9%96.7%77.3%
Bid-Ask Spread %65.1144.8282.4463.9956.11
Gamma HHI0.270.190.460.250.30
Net GEX77.9K42.3K163.8K68.5K91.1K
Net DEX-2.5M-4.7M-972.0K-1.9M-3.0M
Net VEX-23.7K-30.6K-17.6K-20.3K-25.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.090.840.410.81
Total Volume1,671.2116803,9281,191736
Total OI9,901.2638,52112,6878,5559,307

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$14.66$15.0089.5%25.6%58.5%90.9%90.0%9.6%-18.5%68.5K-1.9M-20.3K0.4163.99N/AN/A8463457,0001,555
2022-02-02$14.21$15.0092.7%26.6%59.0%97.9%100.3%10.1%-19.4%58.8K-1.5M-18.9K0.7451.01N/AN/A7535546,9611,560
2022-02-03$13.59$10.00103.9%22.6%60.2%100.0%75.0%8.8%-8.5%42.3K-972.0K-17.6K0.4069.12N/AN/A7512976,9941,809
2022-02-04$14.44$10.0098.8%20.9%65.6%91.0%75.2%8.9%-4.5%61.9K-1.7M-19.9K0.4470.42N/AN/A7203187,0631,811
2022-02-07$14.38$10.00105.6%21.4%65.5%100.0%76.2%5.8%-5.3%58.3K-1.5M-19.1K0.4256.84N/AN/A7323077,0791,827
2022-02-08$14.68$10.00107.6%22.1%64.4%100.0%79.3%10.7%-6.2%66.2K-1.9M-19.9K0.4051.85N/AN/A7833167,0881,831
2022-02-09$15.60$10.0076.3%21.9%61.7%48.5%76.6%8.5%-5.8%89.0K-2.8M-22.2K0.2161.87N/AN/A1,9574207,1941,830
2022-02-10$15.11$12.5076.3%21.9%62.1%48.7%77.9%5.5%-5.5%87.3K-3.2M-26.8K0.1557.39N/AN/A2,3953608,3031,934
2022-02-11$14.76$12.5063.7%18.3%62.0%28.0%69.8%7.8%0.2%68.2K-2.3M-24.3K0.1874.19N/AN/A1,8173208,9291,972
2022-02-14$15.09$12.5067.6%19.4%62.3%34.3%68.5%9.0%-4.1%74.2K-2.7M-25.0K0.1944.82N/AN/A1,8563448,8071,961
2022-02-15$15.96$15.0064.0%18.4%64.2%28.5%61.2%9.0%-1.0%52.7K-3.5M-26.1K0.0970.19N/AN/A3,6063228,8472,012
2022-02-16$16.09$15.0062.1%17.8%62.8%25.4%74.2%7.9%-0.6%163.8K-4.7M-30.6K0.1082.44N/AN/A3,09829710,4601,968
2022-02-17$15.12$15.0063.5%18.2%66.6%27.6%64.1%7.1%0.1%106.5K-3.4M-28.2K0.1579.56N/AN/A2,11932110,4611,975
2022-02-18$14.71$15.0062.1%17.8%66.6%25.4%67.9%8.6%-0.2%83.0K-2.6M-26.2K0.1980.93N/AN/A1,86935210,6812,006
2022-02-22$14.21$15.0062.7%18.0%67.6%26.3%63.2%9.6%-0.4%71.5K-2.2M-24.1K0.8170.54N/AN/A3913157,7331,449
2022-02-23$13.81$15.0067.7%19.4%67.1%34.5%68.0%8.4%-3.2%65.3K-1.9M-23.1K0.8455.79N/AN/A3693117,7511,491
2022-02-24$14.83$15.0067.5%19.3%69.7%34.2%64.6%14.9%-3.6%85.4K-2.8M-26.4K0.7776.77N/AN/A3993097,7531,491
2022-02-25$14.81$15.0063.8%18.3%67.7%28.1%67.0%16.3%-1.0%85.5K-2.6M-25.2K0.7063.32N/AN/A4393097,7461,485
2022-02-28$15.07$15.0070.4%20.2%67.8%39.0%70.7%13.4%-5.2%91.1K-3.0M-25.6K0.8156.11N/AN/A4073297,8221,485