EB Options History — November 2022

In November 2022, EB traded between $6.29 and $7.42. ATM implied volatility averaged 63.6%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 5.6% (HV 20d: 58.0%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2022-11-18: Highest Volume — 1,402 contracts
  • 2022-11-04: Largest IV drop — 37.5% change
  • 2022-11-02: Highest IV Rank — 72.3%
  • 2022-11-02: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.99$6.29$7.42$6.53$7.21
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV63.6%49.8%96.0%90.7%63.5%
Expected Move17.6%14.3%27.5%26.0%18.2%
HV 20d58.0%51.1%68.8%58.8%52.0%
HV 60d59.7%56.4%61.6%60.2%59.9%
IV Rank30.9%13.2%72.3%65.4%30.7%
IV Percentile35.7%4.0%96.8%94.0%42.9%
Term Structure-1.6%-24.6%11.6%-20.2%-6.4%
VWIV62.3%49.8%95.8%89.6%62.5%
Skew 25d25.4%-1.6%115.7%19.5%55.3%
Skew 10d40.1%-3.5%175.6%35.6%81.5%
Call IV 25d56.7%42.4%96.5%88.2%59.3%
Put IV 25d82.1%52.3%158.1%107.7%114.6%
Bid-Ask Spread %56.2826.9292.1530.0131.15
Gamma HHI0.430.280.590.410.43
Net GEX3.9K84010.3K2.2K2.1K
Net DEX-135.2K-251.2K-38.3K-89.0K-108.8K
Net VEX-3.2K-3.8K-2.9K-3.1K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.000.590.440.04
Total Volume441.1901,40246920
Total OI4,739.6674,6454,8464,6674,684

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$6.53$7.5090.7%26.0%58.8%65.4%89.6%19.5%-20.2%2.2K-89.0K-3.1K0.4430.01N/AN/A3251444,121546
2022-11-02$6.29$7.5096.0%27.5%59.8%72.3%95.8%7.4%-24.6%1.7K-44.1K-2.9K0.3934.05N/AN/A3661444,121551
2022-11-03$6.31$7.5096.0%19.8%59.6%72.2%69.0%10.9%-4.6%2.4K-54.1K-2.9K0.4471.23N/AN/A3271454,173551
2022-11-04$6.67$7.5060.0%15.2%61.2%26.3%53.3%15.0%1.2%3.2K-77.4K-3.1K0.4292.15N/AN/A3441454,212551
2022-11-07$7.00$7.5060.2%15.6%63.1%26.5%54.3%21.1%0.8%4.7K-125.1K-3.3K0.4170.40N/AN/A3561454,207551
2022-11-08$6.89$7.5058.9%15.8%60.9%24.9%55.3%19.7%-0.5%4.6K-112.0K-3.3K0.4666.15N/AN/A3281524,236551
2022-11-09$6.51$7.5053.9%15.4%63.6%18.4%53.9%11.7%1.8%840-38.3K-2.9K0.4377.55N/AN/A3341424,240561
2022-11-10$7.03$7.5052.4%15.0%68.8%16.6%52.4%-1.6%0.8%5.3K-116.0K-3.3K0.3984.71N/AN/A3631414,224561
2022-11-11$7.30$7.5049.8%14.3%68.2%13.2%49.8%115.7%3.4%8.6K-167.1K-3.4K0.4152.23N/AN/A3461414,208564
2022-11-14$7.26$7.5055.0%15.8%60.6%19.9%55.0%18.1%0.3%7.4K-169.5K-3.3K0.4165.30N/AN/A3471414,209564
2022-11-15$7.42$7.5054.7%15.7%60.9%19.5%54.7%21.2%0.1%9.6K-207.7K-3.5K0.5488.17N/AN/A3551914,212564
2022-11-16$7.30$7.5052.5%15.0%55.3%16.7%52.5%18.9%1.6%10.3K-189.3K-3.4K0.5473.96N/AN/A3551914,225616
2022-11-17$7.23$7.5059.2%17.0%55.5%25.2%59.2%11.8%-2.5%1.7K-128.4K-3.4K0.5333.30N/AN/A3581914,225621
2022-11-18$7.26$7.5074.1%21.2%54.8%44.2%77.2%21.2%7.8%3.3K-251.2K-3.8K0.1571.98N/AN/A1,2201824,223621
2022-11-21$7.06$7.5055.3%15.9%56.1%20.3%55.4%42.2%1.5%1.9K-77.5K-2.9K0.4726.92N/AN/A2791314,082563
2022-11-22$7.14$7.5059.1%16.9%52.8%25.1%69.1%46.8%-4.5%1.4K-185.3K-3.4K0.5957.42N/AN/A2801654,082590
2022-11-23$7.15$7.5063.8%18.3%52.7%31.2%64.6%11.3%-4.5%2.0K-125.9K-3.2K0.5935.22N/AN/A2801664,089589
2022-11-25$7.16$7.5059.1%16.9%51.2%25.1%59.0%7.6%11.6%3.2K-244.5K-3.6K0.0036.62N/AN/A104,089589
2022-11-28$7.17$7.5062.5%17.9%51.1%29.5%62.5%48.5%5.7%2.9K-230.3K-3.4K0.0453.29N/AN/A2314,094589
2022-11-29$7.00$7.5059.4%17.0%51.8%25.4%0.0%11.6%-2.2%1.9K-97.0K-3.1K0.0030.17N/AN/A004,094590
2022-11-30$7.21$7.5063.5%18.2%52.0%30.7%0.0%55.3%-6.4%2.1K-108.8K-3.1K0.0031.15N/AN/A0204,094590