EB Options History — May 2022

In May 2022, EB traded between $10.62 and $12.45. ATM implied volatility averaged 68.0%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 0.5% (HV 20d: 68.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-05-16: Highest Volume — 4,093 contracts
  • 2022-05-13: Largest IV drop — 15.7% change
  • 2022-05-10: Highest IV Rank — 60.8%
  • 2022-05-12: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.63$10.62$12.45$11.22$11.73
Max Pain$11.07$10.00$12.50$12.50$12.50
ATM IV68.0%59.7%83.7%73.3%63.0%
Expected Move19.1%17.1%21.8%21.0%18.1%
HV 20d68.5%61.7%74.6%61.7%66.9%
HV 60d60.7%59.4%62.0%59.8%60.9%
IV Rank35.1%21.4%60.8%43.8%26.8%
IV Percentile67.0%47.6%91.7%78.6%55.2%
Term Structure-1.9%-8.1%2.9%0.6%-3.5%
VWIV66.3%55.0%73.8%71.7%63.1%
Skew 25d14.1%8.1%28.7%9.8%16.7%
Skew 10d30.6%0.3%119.3%23.7%28.4%
Call IV 25d59.6%43.2%69.3%62.7%55.8%
Put IV 25d73.7%70.2%80.6%72.5%72.5%
Bid-Ask Spread %80.9765.2399.1680.2479.74
Gamma HHI0.260.160.370.210.32
Net GEX40.0K19.6K58.7K26.5K48.0K
Net DEX-1.2M-2.1M-595.4K-679.1K-1.4M
Net VEX-12.0K-13.8K-9.6K-10.2K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.060.820.390.39
Total Volume1,234.5717504,093913788
Total OI6,977.3336,7827,3636,7827,169

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$11.22$12.5073.3%21.0%61.7%43.8%71.7%9.8%0.6%26.5K-679.1K-10.2K0.3980.24N/AN/A6562576,139643
2022-05-03$11.81$12.5063.7%18.3%62.0%28.0%65.5%20.1%-0.7%36.8K-945.6K-11.8K0.3787.75N/AN/A6822516,129682
2022-05-04$12.45$12.5059.8%17.1%64.4%21.5%60.7%28.7%-0.5%44.2K-1.2M-12.4K0.3791.10N/AN/A6832526,125714
2022-05-05$11.60$10.0064.8%17.6%67.4%29.7%70.1%10.7%1.7%31.3K-859.0K-11.3K0.3778.84N/AN/A6682486,126714
2022-05-06$11.16$10.0072.6%20.1%68.1%42.5%68.1%9.3%-0.5%22.2K-660.6K-10.5K0.3275.86N/AN/A6842196,116740
2022-05-09$10.67$10.0082.8%21.0%68.8%59.4%68.1%15.0%-2.1%19.6K-725.0K-11.0K0.4185.86N/AN/A5652296,169739
2022-05-10$10.72$10.0083.7%20.1%68.6%60.8%71.3%11.2%2.9%20.4K-608.4K-9.9K0.4389.08N/AN/A5822516,186721
2022-05-11$10.62$10.0071.9%20.6%68.4%41.3%72.2%10.9%-2.4%19.7K-654.4K-10.4K0.4386.88N/AN/A5722486,209715
2022-05-12$10.84$10.0076.1%21.8%67.2%48.4%73.8%11.3%-8.1%20.7K-595.4K-9.6K0.4278.50N/AN/A5642386,219714
2022-05-13$11.70$10.0064.2%18.4%73.9%28.7%71.5%10.3%-5.3%29.5K-837.4K-10.5K0.5879.83N/AN/A5993486,220714
2022-05-16$11.52$10.0067.0%19.2%73.5%33.3%66.7%9.0%-3.7%26.8K-882.9K-11.2K0.0675.49N/AN/A3,8622316,265817
2022-05-17$11.94$10.0063.5%18.2%74.6%27.7%63.6%10.5%-0.6%50.9K-1.6M-13.2K0.1285.88N/AN/A1,8482206,278820
2022-05-18$11.47$10.0066.6%19.1%73.7%32.7%66.9%8.1%-1.3%48.9K-1.4M-12.6K0.1282.42N/AN/A1,8572286,484822
2022-05-19$12.00$12.5065.6%18.8%73.0%31.0%68.9%10.7%-2.3%58.7K-1.8M-13.7K0.1574.80N/AN/A1,6312456,526819
2022-05-20$12.14$12.5067.2%19.3%71.0%33.7%68.2%9.6%-1.2%55.7K-1.8M-13.8K0.2069.64N/AN/A1,6293186,519844
2022-05-23$12.15$12.5066.3%19.0%70.1%32.2%66.0%11.5%-4.6%58.2K-1.9M-13.6K0.4965.23N/AN/A5292596,205642
2022-05-24$11.82$12.5068.0%19.5%66.2%34.9%55.0%22.9%-1.5%51.9K-1.7M-13.2K0.3965.31N/AN/A5392116,191647
2022-05-25$12.29$10.0066.3%19.0%66.1%32.2%63.7%10.8%-1.7%58.1K-2.1M-13.8K0.3686.63N/AN/A5822106,147649
2022-05-26$11.91$10.0062.9%18.0%67.0%26.6%62.0%23.9%-2.9%56.5K-1.8M-13.1K0.8282.07N/AN/A6014936,161650
2022-05-27$12.42$12.5059.7%17.1%66.2%21.4%55.3%24.8%-1.8%54.2K-1.8M-13.6K0.3399.16N/AN/A6392106,180955
2022-05-31$11.73$12.5063.0%18.1%66.9%26.8%63.1%16.7%-3.5%48.0K-1.4M-12.5K0.3979.74N/AN/A5682206,209960