EB Options History — July 2022

In July 2022, EB traded between $9.36 and $11.57. ATM implied volatility averaged 74.3%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 23.5% (HV 20d: 50.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.43.

Notable Days

  • 2022-07-07: Highest Volume — 2,995 contracts
  • 2022-07-29: Largest IV drop — 39.5% change
  • 2022-07-28: Highest IV Rank — 72.8%
  • 2022-07-28: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.66$9.36$11.57$10.40$9.36
Max Pain$9.63$7.50$10.00$10.00$10.00
ATM IV74.3%55.1%91.1%64.6%55.1%
Expected Move21.5%15.8%26.1%18.5%15.8%
HV 20d50.8%41.2%60.8%58.4%60.8%
HV 60d60.9%58.0%62.4%62.4%62.1%
IV Rank45.2%13.7%72.8%29.4%13.7%
IV Percentile76.3%24.6%95.2%52.8%24.6%
Term Structure-8.3%-20.4%10.2%10.2%-0.9%
VWIV75.8%55.7%90.1%65.6%55.7%
Skew 25d17.1%7.1%96.6%96.6%7.1%
Skew 10d42.4%-6.8%222.6%222.6%1.1%
Call IV 25d68.4%57.5%84.5%57.5%60.6%
Put IV 25d85.5%67.7%154.1%154.1%67.7%
Bid-Ask Spread %62.4834.3091.6791.6769.20
Gamma HHI0.380.320.560.350.56
Net GEX31.0K-19.9K44.2K29.5K-19.9K
Net DEX-635.5K-1.1M758.6K-441.2K758.6K
Net VEX-7.2K-8.8K-4.6K-6.9K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.092.480.420.63
Total Volume1,253.66672,9957851,234
Total OI5,9684,9256,7686,6976,457

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$10.40$10.0064.6%18.5%58.4%29.4%65.6%96.6%10.2%29.5K-441.2K-6.9K0.4291.67N/AN/A5532326,163534
2022-07-05$10.63$7.5073.5%22.2%59.4%43.9%88.4%19.7%-12.2%33.5K-496.9K-6.7K0.4179.48N/AN/A5602326,163512
2022-07-06$10.44$7.5069.7%21.5%58.9%37.7%75.8%15.6%-6.2%27.3K-496.1K-6.8K0.3780.10N/AN/A5822166,171512
2022-07-07$10.56$7.5070.0%20.9%58.9%38.3%68.0%12.9%-5.0%27.2K-472.8K-6.6K0.0978.02N/AN/A2,7462496,194516
2022-07-08$10.54$10.0063.1%20.5%59.0%26.8%71.1%9.5%-7.3%33.0K-718.7K-7.7K0.1463.81N/AN/A1,6122286,219527
2022-07-11$10.20$10.0077.0%21.5%58.6%49.8%75.8%13.2%-8.7%28.0K-561.9K-7.0K0.1463.31N/AN/A1,6122266,220544
2022-07-12$10.30$10.0074.3%21.3%57.5%45.2%74.5%7.7%-8.2%28.4K-597.6K-7.0K0.1468.79N/AN/A1,6122266,220546
2022-07-13$10.19$10.0077.1%22.1%51.1%49.8%77.9%11.8%-10.7%27.5K-547.5K-6.8K0.1365.24N/AN/A1,6122046,222546
2022-07-14$10.32$10.0077.1%22.1%51.2%49.8%77.5%11.5%-7.9%29.1K-605.9K-6.9K0.1265.11N/AN/A1,6162006,217543
2022-07-15$10.69$10.0076.2%21.9%52.7%48.4%76.5%14.2%-7.2%32.2K-780.8K-7.4K0.1356.89N/AN/A1,6152046,217543
2022-07-18$10.67$10.0079.7%22.8%44.9%54.1%71.4%15.9%-10.8%32.9K-717.6K-7.3K0.3150.05N/AN/A5441664,504421
2022-07-19$11.29$10.0071.5%20.5%43.5%40.7%73.2%17.9%-7.3%41.2K-1.0M-8.6K0.4164.99N/AN/A4721954,576423
2022-07-20$11.57$10.0071.6%20.5%43.4%40.9%77.1%12.3%-6.9%44.2K-1.1M-8.8K0.4249.70N/AN/A4712004,589453
2022-07-21$11.53$10.0071.6%20.5%43.5%40.8%78.1%12.1%-8.2%44.2K-1.1M-8.6K0.4347.43N/AN/A4922134,598454
2022-07-22$11.43$10.0071.4%20.5%43.1%40.5%76.9%8.9%-8.7%43.5K-1.0M-8.6K0.4259.05N/AN/A4932074,614470
2022-07-25$11.08$10.0081.5%23.4%41.8%57.1%78.1%17.6%-11.5%39.7K-857.0K-7.7K0.4056.46N/AN/A4931954,614476
2022-07-26$10.53$10.0084.9%24.3%45.1%62.6%83.7%13.7%-13.5%31.2K-564.1K-6.5K0.6048.72N/AN/A4702824,614475
2022-07-27$10.89$10.0084.3%24.2%41.2%61.6%80.2%15.6%-14.2%35.9K-730.3K-7.5K0.4357.16N/AN/A4682034,611533
2022-07-28$10.58$10.0091.1%26.1%42.2%72.8%90.1%8.6%-20.4%31.4K-627.0K-6.7K2.4834.30N/AN/A5571,3804,614535
2022-07-29$9.36$10.0055.1%15.8%60.8%13.7%55.7%7.1%-0.9%-19.9K758.6K-4.6K0.6369.20N/AN/A7564784,7461,711