EB Options History — October 2022

In October 2022, EB traded between $5.87 and $6.67. ATM implied volatility averaged 80.4%, placing in the 52.4% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 15.0% (HV 20d: 65.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-10-19: Highest Volume — 757 contracts
  • 2022-10-07: Largest IV spike — 191.8% change
  • 2022-10-07: Highest IV Rank — 100.0%
  • 2022-10-19: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.34$5.87$6.67$6.22$6.66
Max Pain$6.67$5.00$7.50$7.50$7.50
ATM IV80.4%39.4%117.8%79.5%86.1%
Expected Move22.8%12.2%25.9%22.8%24.7%
HV 20d65.4%57.6%71.8%66.0%62.3%
HV 60d63.4%60.3%66.9%62.4%60.7%
IV Rank52.4%0.0%100.0%55.5%59.5%
IV Percentile77.6%0.0%100.0%88.9%90.9%
Term Structure-12.3%-25.1%28.3%-23.2%-17.6%
VWIV80.6%61.4%112.1%112.1%84.8%
Skew 25d11.2%-9.2%25.7%19.1%24.9%
Skew 10d34.6%-10.3%81.6%6.9%41.7%
Call IV 25d73.2%43.4%83.5%43.4%81.9%
Put IV 25d84.4%46.3%106.8%62.5%106.8%
Bid-Ask Spread %64.0429.1689.1086.3929.16
Gamma HHI0.410.380.440.410.41
Net GEX2.2K1.4K3.1K2.5K2.3K
Net DEX-31.6K-103.3K55.9K-7.7K-103.3K
Net VEX-3.1K-3.5K-2.7K-3.1K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.310.450.320.43
Total Volume599.857457757655466
Total OI5,2804,6015,5945,4994,657

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$6.22$7.5079.5%22.8%66.0%55.5%112.1%19.1%-23.2%2.5K-7.7K-3.1K0.3286.39N/AN/A4961594,793706
2022-10-04$6.62$7.5061.5%17.6%70.1%27.1%61.4%-8.5%8.3%3.1K-70.9K-3.5K0.3472.00N/AN/A4741594,840706
2022-10-05$6.49$7.5042.7%12.2%69.5%0.0%106.4%-9.2%28.3%2.9K-51.1K-3.4K0.3574.74N/AN/A4501594,829706
2022-10-06$6.39$7.5039.4%19.9%68.3%0.0%71.7%8.5%-6.4%2.6K-15.0K-3.2K0.3672.50N/AN/A4411594,830706
2022-10-07$6.16$7.50115.0%23.4%64.9%100.0%74.7%7.7%-10.8%2.5K1.5K-3.1K0.3880.04N/AN/A4151594,831706
2022-10-10$6.13$7.50117.8%24.2%60.3%100.0%78.0%7.7%-18.2%2.4K9.3K-2.9K0.3861.97N/AN/A4191594,831705
2022-10-11$5.87$7.5066.6%25.0%57.6%34.7%77.3%8.0%-21.0%1.5K55.9K-2.7K0.3364.23N/AN/A4551504,833705
2022-10-12$6.12$7.5086.7%24.9%60.2%60.4%71.0%12.3%-17.8%2.4K1.6K-2.8K0.4289.10N/AN/A4451874,832668
2022-10-13$6.14$7.5086.6%24.8%59.4%60.2%77.5%9.2%-15.7%2.1K10.4K-2.9K0.4370.99N/AN/A4371894,832650
2022-10-14$5.96$7.5087.4%25.1%58.8%61.2%73.6%12.1%-20.1%1.9K25.9K-2.7K0.4379.42N/AN/A4411894,833653
2022-10-17$6.55$7.5073.9%21.2%67.3%44.0%76.0%11.6%-12.0%2.0K-39.5K-3.2K0.3961.01N/AN/A4751844,833653
2022-10-18$6.63$5.0077.6%22.3%66.3%48.8%79.6%15.2%-14.6%2.2K-49.8K-3.3K0.3664.24N/AN/A5081854,927658
2022-10-19$6.20$5.0090.3%25.9%70.2%64.9%81.5%9.0%-25.1%1.6K-5.6K-2.9K0.3178.52N/AN/A5771804,931659
2022-10-20$6.31$5.0077.6%22.2%70.6%48.7%81.7%10.5%-11.5%1.8K-11.5K-3.1K0.3156.19N/AN/A5721804,931658
2022-10-21$6.20$5.0090.1%25.8%69.0%64.7%80.8%9.9%-12.9%1.4K8.9K-2.9K0.3164.92N/AN/A5721804,926668
2022-10-24$6.30$5.0080.4%23.1%69.0%52.3%82.2%14.4%-10.9%1.6K-54.9K-3.0K0.4276.99N/AN/A3281394,059542
2022-10-25$6.67$5.0081.3%23.3%71.8%53.5%80.0%25.7%-14.1%2.2K-100.2K-3.2K0.4055.67N/AN/A3501394,078542
2022-10-26$6.63$5.0081.7%23.4%68.4%53.9%80.4%19.8%-15.6%2.3K-95.1K-3.2K0.4133.72N/AN/A3431404,110542
2022-10-27$6.44$7.5084.9%24.3%62.2%58.0%84.1%10.1%-16.1%2.1K-84.9K-3.2K0.4236.73N/AN/A3391414,110544
2022-10-28$6.55$7.5081.7%23.4%62.3%54.0%78.7%17.5%-10.5%2.2K-87.8K-3.1K0.4536.22N/AN/A3161414,111546
2022-10-31$6.66$7.5086.1%24.7%62.3%59.5%84.8%24.9%-17.6%2.3K-103.3K-3.3K0.4329.16N/AN/A3251414,111546