EB Options History — April 2022

In April 2022, EB traded between $10.55 and $15.60. ATM implied volatility averaged 71.6%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 17.2% (HV 20d: 54.3%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-04-13: Highest Volume — 4,179 contracts
  • 2022-04-08: Largest IV spike — 46.2% change
  • 2022-04-26: Highest IV Rank — 81.5%
  • 2022-04-26: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.91$10.55$15.60$14.86$10.55
Max Pain$14.88$12.50$15.00$15.00$12.50
ATM IV71.6%48.9%96.3%53.1%69.6%
Expected Move21.4%18.2%27.6%18.2%19.9%
HV 20d54.3%50.5%58.0%52.2%55.3%
HV 60d59.1%58.1%61.1%59.1%58.9%
IV Rank40.8%3.7%81.5%10.5%37.6%
IV Percentile67.6%3.6%98.4%24.2%72.6%
Term Structure-8.8%-19.2%10.5%10.5%-9.2%
VWIV72.6%63.6%91.1%63.6%69.2%
Skew 25d10.0%-2.2%19.7%6.5%-2.2%
Skew 10d22.2%-18.6%60.7%9.8%-18.6%
Call IV 25d69.8%55.5%88.6%55.5%67.6%
Put IV 25d79.8%61.9%104.2%61.9%65.5%
Bid-Ask Spread %70.7848.7681.3868.0481.17
Gamma HHI0.320.210.440.380.22
Net GEX60.9K21.4K135.0K113.6K21.4K
Net DEX-1.3M-3.5M-386.9K-2.5M-386.9K
Net VEX-15.0K-21.1K-8.3K-20.6K-8.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.060.600.430.46
Total Volume1,224.1714,1799371,047
Total OI8,189.66,12610,8889,7136,782

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$14.86$15.0053.1%18.2%52.2%10.5%63.6%6.5%10.5%113.6K-2.5M-20.6K0.4368.04N/AN/A6572808,3171,396
2022-04-04$15.60$15.0050.3%18.2%52.0%5.9%65.7%10.2%-4.5%135.0K-3.5M-21.1K0.6048.76N/AN/A5093068,3001,434
2022-04-05$14.78$15.0056.7%18.6%56.5%16.5%66.2%7.1%-9.0%113.3K-2.3M-19.3K0.5663.18N/AN/A5132878,3021,456
2022-04-06$14.23$15.0054.7%18.8%56.7%13.1%69.0%8.7%-4.8%94.6K-1.4M-17.9K0.5766.75N/AN/A4542588,3091,456
2022-04-07$14.11$15.0048.9%18.7%56.2%3.7%67.3%11.7%-4.7%90.8K-1.2M-17.5K0.4670.67N/AN/A5562588,3251,456
2022-04-08$13.68$15.0071.5%20.2%56.1%40.7%64.8%8.4%-6.9%68.3K-808.7K-16.4K0.4565.74N/AN/A5392418,3991,456
2022-04-11$13.23$15.0079.3%20.5%56.9%53.5%65.2%8.5%-7.6%45.2K-456.4K-14.9K0.4274.60N/AN/A5782418,4071,443
2022-04-12$13.28$15.0058.1%20.5%55.0%18.8%67.6%10.6%-9.7%35.9K-489.2K-15.1K0.0662.13N/AN/A3,9492268,4571,440
2022-04-13$13.77$15.0065.7%18.8%51.6%31.2%65.8%8.9%-6.9%64.8K-1.4M-17.5K0.0673.89N/AN/A3,9442359,5651,323
2022-04-14$13.45$15.0070.9%20.3%51.9%39.8%71.0%9.1%-6.7%61.8K-1.3M-16.6K0.0975.13N/AN/A2,7982569,5671,242
2022-04-18$13.07$15.0073.9%21.2%50.5%44.6%73.8%11.5%-7.9%56.8K-1.7M-15.6K0.3962.24N/AN/A4581785,698428
2022-04-19$13.30$15.0075.5%21.6%50.7%47.3%73.8%10.8%-11.0%60.2K-1.9M-16.1K0.4375.32N/AN/A4211805,717430
2022-04-20$12.62$15.0074.9%21.5%52.2%46.3%74.8%9.8%-12.0%51.2K-1.5M-14.4K0.4880.74N/AN/A4892335,719430
2022-04-21$11.92$15.0076.7%22.0%54.2%49.3%76.3%8.8%-9.5%42.4K-1.2M-13.0K0.5266.95N/AN/A4182165,806485
2022-04-22$11.39$15.0079.0%22.6%54.3%53.0%77.3%10.9%-10.4%34.8K-874.7K-11.7K0.3776.12N/AN/A4881825,824510
2022-04-25$11.78$15.0084.0%24.1%56.6%61.2%83.4%14.6%-13.8%39.8K-1.1M-12.5K0.2475.34N/AN/A8151965,879517
2022-04-26$11.01$15.0096.3%27.6%58.0%81.5%88.8%12.5%-16.3%31.3K-794.9K-11.1K0.2781.38N/AN/A8292225,945525
2022-04-27$10.68$15.0095.8%27.5%53.8%80.6%76.4%19.7%-17.2%26.4K-620.5K-9.9K0.4274.74N/AN/A50215,960540
2022-04-28$10.97$15.0096.3%27.6%55.6%81.4%91.1%13.0%-19.2%30.1K-718.0K-10.4K0.3272.79N/AN/A7212335,986561
2022-04-29$10.55$12.5069.6%19.9%55.3%37.6%69.2%-2.2%-9.2%21.4K-386.9K-8.3K0.4681.17N/AN/A7183296,178604