EB Options History — September 2022

In September 2022, EB traded between $6.06 and $8.07. ATM implied volatility averaged 59.7%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 5.2% (HV 20d: 54.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2022-09-06: Highest Volume — 863 contracts
  • 2022-09-30: Largest IV spike — 76.1% change
  • 2022-09-30: Highest IV Rank — 60.4%
  • 2022-09-30: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.94$6.06$8.07$6.99$6.13
Max Pain$8.93$7.50$10.00$7.50$7.50
ATM IV59.7%44.4%82.6%58.3%82.6%
Expected Move17.1%13.4%23.7%16.7%23.7%
HV 20d54.6%39.9%65.6%55.0%65.6%
HV 60d59.9%58.6%62.2%60.0%62.2%
IV Rank23.2%0.0%60.4%19.0%60.4%
IV Percentile35.1%0.0%90.5%33.7%90.5%
Term Structure7.4%-2.6%33.0%2.5%9.4%
VWIV61.6%52.0%76.4%59.3%73.9%
Skew 25d6.9%-31.1%94.0%23.4%14.6%
Skew 10d21.7%-21.7%168.6%27.3%28.9%
Call IV 25d57.3%37.7%87.3%59.8%72.9%
Put IV 25d64.3%40.5%137.4%83.2%87.5%
Bid-Ask Spread %81.9459.72100.7869.0787.97
Gamma HHI0.320.240.420.260.38
Net GEX2.1K224.8K3502.3K
Net DEX-1.5K-224.5K192.8K171.2K-12.0K
Net VEX-3.5K-4.9K-2.2K-2.4K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.002.601.430.30
Total Volume351.905786317689
Total OI5,383.4765,0825,7225,0865,467

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$6.99$7.5058.3%16.7%55.0%19.0%59.3%23.4%2.5%350171.2K-2.4K1.4369.07N/AN/A7104,267819
2022-09-02$6.90$7.5063.1%18.1%55.0%26.8%0.0%6.5%-2.6%343168.7K-2.4K0.4062.99N/AN/A524,263819
2022-09-06$6.81$10.0061.5%17.8%52.0%24.2%76.4%16.7%1.6%22192.8K-2.2K0.2495.81N/AN/A6971664,263819
2022-09-07$7.00$10.0061.2%17.1%45.0%22.3%64.9%21.9%2.8%1.5K74.1K-3.4K0.2587.96N/AN/A6691664,561819
2022-09-08$7.23$10.0060.5%16.5%39.9%21.2%57.5%-2.9%5.2%1.3K66.5K-3.3K0.0095.82N/AN/A25204,564820
2022-09-09$7.65$10.0055.1%16.1%45.7%12.1%56.0%8.4%4.3%3.0K-90.6K-4.5K0.6497.08N/AN/A22144,778820
2022-09-12$8.07$10.0044.4%17.1%49.9%0.0%57.4%6.6%2.3%4.8K-224.5K-4.9K0.2482.29N/AN/A62154,792823
2022-09-13$7.52$10.0073.4%17.1%55.5%45.8%61.0%4.5%3.8%2.4K-65.9K-4.3K0.2497.30N/AN/A6701644,822831
2022-09-14$7.61$10.0059.3%17.0%55.7%23.6%59.3%26.3%4.0%3.1K-107.7K-4.4K1.8893.48N/AN/A8154,872834
2022-09-15$7.76$10.0061.1%17.5%53.4%26.5%60.6%94.0%8.5%3.3K-121.2K-4.4K0.1385.08N/AN/A4664,877845
2022-09-16$7.45$10.0061.0%17.5%55.2%26.1%73.3%22.5%7.0%337-55.7K-4.3K0.2788.08N/AN/A6531754,842846
2022-09-19$7.05$10.0059.3%17.0%57.1%23.5%59.3%2.9%8.8%2.2K-27.8K-3.9K0.0059.72N/AN/A6904,444742
2022-09-20$6.79$10.0058.9%16.9%58.4%22.9%58.9%-4.0%8.6%1.8K-5.5K-3.7K2.6082.46N/AN/A5134,474742
2022-09-21$6.69$10.0059.4%17.0%58.5%23.7%59.4%-5.9%8.8%1.5K31.8K-3.5K0.0079.90N/AN/A10704,478752
2022-09-22$6.62$7.5057.7%16.5%55.6%21.0%0.0%-9.1%9.5%2.7K26.2K-3.5K0.0070.61N/AN/A1204,582745
2022-09-23$6.33$7.5055.5%15.9%56.1%17.5%56.1%12.1%11.9%1.9K18.0K-3.1K0.0063.92N/AN/A3204,594666
2022-09-26$6.23$7.5058.0%16.6%53.9%21.5%66.8%-27.3%5.0%2.3K4.3K-3.0K0.3971.23N/AN/A4101594,620644
2022-09-27$6.18$7.5054.6%15.6%53.8%16.1%52.0%-25.6%14.4%2.3K-3.4K-3.2K0.3671.44N/AN/A4741704,677639
2022-09-28$6.58$7.5062.5%17.9%59.3%28.7%61.8%-8.9%7.0%3.4K-53.7K-3.5K0.4277.69N/AN/A5222214,696644
2022-09-29$6.06$7.5046.9%13.4%65.4%3.9%56.6%-31.1%33.0%2.3K-16.8K-3.2K0.30100.78N/AN/A5251584,747704
2022-09-30$6.13$7.5082.6%23.7%65.6%60.4%73.9%14.6%9.4%2.3K-12.0K-3.1K0.3087.97N/AN/A5311584,762705