EB Options History — June 2022

In June 2022, EB traded between $9.75 and $12.71. ATM implied volatility averaged 64.1%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 1.8% (HV 20d: 62.4%). 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 18 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-06-16: Highest Volume — 1,013 contracts
  • 2022-06-13: Largest IV spike — 21.0% change
  • 2022-06-13: Highest IV Rank — 40.7%
  • 2022-06-13: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.25$9.75$12.71$11.78$10.24
Max Pain$10.12$10.00$12.50$12.50$10.00
ATM IV64.1%56.5%71.5%63.1%66.4%
Expected Move18.2%16.2%20.5%18.1%19.0%
HV 20d62.4%55.8%66.4%64.4%63.8%
HV 60d62.2%59.9%64.0%60.5%63.0%
IV Rank28.7%16.1%40.7%26.9%32.3%
IV Percentile56.3%34.5%75.0%55.2%60.7%
Term Structure4.0%-4.1%11.6%-4.1%5.9%
VWIV63.1%53.2%74.1%57.5%68.5%
Skew 25d13.1%4.1%76.4%14.1%76.4%
Skew 10d31.9%3.4%138.9%29.6%138.9%
Call IV 25d58.0%46.6%71.6%57.7%50.3%
Put IV 25d71.0%61.0%126.7%71.7%126.7%
Bid-Ask Spread %81.4661.3093.6085.2074.30
Gamma HHI0.380.260.490.320.34
Net GEX47.4K17.4K68.6K48.5K27.0K
Net DEX-1.1M-2.3M-80.5K-1.4M-394.2K
Net VEX-10.1K-14.0K-6.5K-12.3K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.260.910.350.45
Total Volume805.9527181,013769758
Total OI7,147.0486,6697,5427,1796,697

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$11.78$12.5063.1%18.1%64.4%26.9%57.5%14.1%-4.1%48.5K-1.4M-12.3K0.3585.20N/AN/A5682016,209970
2022-06-02$12.59$10.0059.0%16.5%66.1%20.2%56.7%9.8%6.2%60.2K-2.0M-13.9K0.3585.68N/AN/A6332206,284980
2022-06-03$12.39$10.0059.0%16.2%60.9%20.2%56.2%8.1%5.1%59.9K-1.9M-13.5K0.2677.22N/AN/A7852066,309971
2022-06-06$12.56$10.0066.1%16.7%58.9%32.0%56.5%9.6%3.7%67.0K-2.1M-13.6K0.5885.76N/AN/A6003486,480980
2022-06-07$12.71$10.0062.3%16.7%55.8%25.6%56.4%11.1%2.5%65.8K-2.3M-14.0K0.5079.30N/AN/A6073066,4831,059
2022-06-08$12.58$10.0056.5%16.2%56.2%16.1%53.2%10.1%4.5%68.6K-2.1M-13.4K0.4161.30N/AN/A5102086,473987
2022-06-09$12.10$10.0057.5%16.5%58.3%17.8%60.5%7.9%3.7%63.5K-1.6M-12.3K0.3781.35N/AN/A5291946,476990
2022-06-10$11.60$10.0059.1%16.9%60.5%20.4%63.9%7.4%3.7%54.6K-1.2M-11.3K0.3877.26N/AN/A5271986,475989
2022-06-13$10.74$10.0071.5%20.5%60.5%40.7%70.2%9.2%-3.5%37.9K-626.2K-9.6K0.3784.88N/AN/A5762136,476989
2022-06-14$10.58$10.0069.2%19.8%60.5%37.0%69.7%10.5%-1.3%35.5K-494.5K-9.1K0.3782.38N/AN/A5762136,534969
2022-06-15$10.49$10.0065.6%18.8%58.6%31.0%63.6%12.8%2.8%33.7K-477.5K-9.2K0.3989.97N/AN/A5312086,534969
2022-06-16$9.75$10.0069.5%19.9%62.2%37.4%74.1%9.1%4.3%17.4K-80.5K-7.2K0.9170.25N/AN/A5314826,534948
2022-06-17$10.40$10.0066.8%19.2%64.7%33.1%70.3%16.9%5.4%38.6K-430.0K-8.6K0.8392.46N/AN/A5274366,534965
2022-06-21$10.67$10.0067.3%19.3%65.4%33.9%66.2%6.0%5.8%42.7K-781.8K-8.5K0.4287.27N/AN/A5062136,175494
2022-06-22$10.67$10.0066.2%19.0%65.4%32.1%65.9%4.1%5.1%41.9K-713.9K-7.9K0.4290.23N/AN/A5152176,175498
2022-06-23$10.92$10.0065.7%18.8%65.7%31.3%63.8%8.0%5.4%48.4K-863.3K-8.8K0.4285.23N/AN/A5202176,187518
2022-06-24$11.40$10.0056.7%16.3%66.1%16.5%60.2%10.3%11.6%60.6K-1.1M-9.9K0.3982.28N/AN/A5352086,192518
2022-06-27$11.20$10.0067.9%19.5%65.5%34.9%61.6%9.3%3.9%55.8K-948.7K-8.8K0.3977.01N/AN/A5352096,172519
2022-06-28$10.53$10.0066.1%19.0%66.4%31.8%65.7%4.9%6.2%36.9K-620.7K-7.9K0.5193.60N/AN/A5312736,172519
2022-06-29$10.37$10.0065.5%18.8%63.9%30.9%64.2%19.3%7.4%30.3K-440.5K-6.5K0.4467.71N/AN/A5232326,172513
2022-06-30$10.24$10.0066.4%19.0%63.8%32.3%68.5%76.4%5.9%27.0K-394.2K-6.5K0.4574.30N/AN/A5232356,163534