EB Options History — August 2022

In August 2022, EB traded between $7.13 and $8.49. ATM implied volatility averaged 61.0%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 9.2% (HV 20d: 70.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.57.

Notable Days

  • 2022-08-01: Highest Volume — 2,368 contracts
  • 2022-08-10: Largest IV drop — 12.4% change
  • 2022-08-08: Highest IV Rank — 39.5%
  • 2022-08-03: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.81$7.13$8.49$8.49$7.13
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV61.0%55.5%70.8%63.6%59.8%
Expected Move17.2%15.9%19.5%18.2%17.1%
HV 20d70.2%54.8%79.8%68.6%54.8%
HV 60d62.4%60.1%64.7%63.9%60.1%
IV Rank23.3%14.4%39.5%27.6%21.5%
IV Percentile43.2%24.2%73.0%48.8%40.1%
Term Structure-0.9%-8.5%2.4%1.2%0.9%
VWIV62.9%52.6%94.3%62.0%60.0%
Skew 25d18.6%-9.4%103.5%-2.4%103.5%
Skew 10d32.5%2.5%144.7%8.3%144.7%
Call IV 25d52.6%35.3%73.7%65.3%57.8%
Put IV 25d71.2%57.9%161.3%62.9%161.3%
Bid-Ask Spread %74.0355.1896.1663.3767.11
Gamma HHI0.260.200.490.490.25
Net GEX-489-8.4K5.1K-8.4K647
Net DEX648.9K132.3K974.6K884.4K220.8K
Net VEX-3.0K-3.4K-2.6K-3.0K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.003.000.390.35
Total Volume467.95782,3682,368615
Total OI5,766.6525,0636,7226,4165,168

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$8.49$10.0063.6%18.2%68.6%27.6%62.0%-2.4%1.2%-8.4K884.4K-3.0K0.3963.37N/AN/A1,6986704,8581,558
2022-08-02$8.16$10.0068.0%19.5%68.3%35.0%70.8%-9.4%-8.5%-5.5K932.5K-3.1K0.3167.46N/AN/A1,6705133,8001,778
2022-08-03$8.21$10.0068.1%19.5%68.6%35.0%68.0%24.5%-7.3%-6.1K886.5K-3.3K1.0755.18N/AN/A4664983,8151,807
2022-08-04$8.16$10.0064.1%17.2%68.1%28.5%94.3%3.0%-1.3%-4.9K898.2K-3.2K0.9775.19N/AN/A4624483,8251,821
2022-08-05$8.11$10.0064.0%16.9%68.0%28.4%94.3%5.1%-0.3%-4.2K910.0K-3.1K0.8987.19N/AN/A4774243,8381,823
2022-08-08$8.44$10.0070.8%18.0%70.1%39.5%65.9%5.3%-2.1%-6.8K850.2K-3.4K0.7382.58N/AN/A5734213,8671,822
2022-08-09$7.73$10.0068.6%17.6%74.9%35.9%60.8%5.2%-1.5%-1.2K917.4K-2.7K0.7679.92N/AN/A41313,8951,821
2022-08-10$8.23$10.0060.1%17.2%79.8%21.9%57.1%4.9%1.3%-3.2K875.7K-3.2K0.0483.95N/AN/A534223,9281,844
2022-08-11$8.15$10.0059.4%17.0%79.3%20.8%58.8%3.2%1.5%929854.9K-3.3K0.0581.05N/AN/A246124,3571,886
2022-08-12$8.15$10.0058.8%16.8%77.5%19.7%52.6%5.9%-1.1%1.2K835.9K-3.4K0.4683.14N/AN/A119554,4371,889
2022-08-15$7.99$10.0056.0%16.0%77.4%15.1%56.2%3.2%0.3%2.0K888.8K-3.2K0.6192.01N/AN/A97594,4901,933
2022-08-16$7.97$10.0056.9%16.3%72.9%16.7%0.0%26.8%-2.0%3.0K884.3K-3.1K0.2696.16N/AN/A111294,5501,968
2022-08-17$7.59$10.0056.5%16.2%72.0%16.0%53.2%60.1%-1.2%4.9K927.7K-2.9K0.6492.90N/AN/A56364,6601,988
2022-08-18$7.68$10.0057.8%16.6%72.7%18.2%57.8%20.4%-0.8%5.1K894.8K-3.0K1.5757.72N/AN/A40634,7142,008
2022-08-19$7.40$10.0057.6%16.5%72.8%17.8%57.6%12.5%1.2%1.1K974.6K-2.8K0.5691.92N/AN/A62354,7531,949
2022-08-22$7.31$10.0059.1%16.9%72.8%20.3%59.1%10.6%1.4%1.5K186.8K-2.9K3.0075.87N/AN/A394,157906
2022-08-23$7.30$10.0060.4%17.3%72.2%22.4%60.4%14.5%-2.7%1.1K200.1K-2.8K0.0057.43N/AN/A1804,156910
2022-08-24$7.63$10.0055.5%15.9%73.3%14.4%55.5%19.4%2.4%1.8K162.5K-3.0K0.0056.13N/AN/A6104,174910
2022-08-25$7.80$10.0059.2%17.0%74.5%20.4%59.1%22.4%-0.4%2.9K132.3K-3.1K0.0864.44N/AN/A2424,217910
2022-08-26$7.40$10.0059.5%17.0%64.6%20.9%59.5%17.8%-1.4%1.1K196.2K-2.6K0.0062.20N/AN/A1104,222912
2022-08-29$7.36$10.0058.3%16.7%56.1%19.0%59.9%17.8%-0.8%1.2K192.0K-2.8K0.3362.56N/AN/A33114,229912
2022-08-30$7.22$10.0060.2%17.2%54.9%22.0%60.2%54.2%0.2%670217.7K-2.6K0.0067.23N/AN/A804,257911
2022-08-31$7.13$10.0059.8%17.1%54.8%21.5%60.0%103.5%0.9%647220.8K-2.6K0.3567.11N/AN/A4541614,257911