EB Options History — December 2022

In December 2022, EB traded between $5.37 and $7.42. ATM implied volatility averaged 76.2%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 26.6% (HV 20d: 49.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2022-12-16: Highest Volume — 1,961 contracts
  • 2022-12-15: Largest IV spike — 75.7% change
  • 2022-12-12: Highest IV Rank — 100.0%
  • 2022-12-15: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.27$5.37$7.42$7.42$5.84
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV76.2%47.4%126.6%68.2%64.6%
Expected Move18.9%13.6%23.9%19.6%18.5%
HV 20d49.6%32.6%63.8%50.1%62.3%
HV 60d58.1%55.1%60.4%59.9%58.2%
IV Rank43.6%9.1%100.0%36.8%28.9%
IV Percentile64.7%1.6%100.0%61.1%46.8%
Term Structure-2.1%-31.3%15.7%-10.4%15.7%
VWIV74.1%43.9%146.9%68.2%92.9%
Skew 25d14.1%-12.5%50.2%42.4%28.7%
Skew 10d32.4%-20.0%77.5%67.6%49.3%
Call IV 25d60.3%40.4%86.5%63.1%42.2%
Put IV 25d74.4%47.7%108.0%105.4%70.9%
Bid-Ask Spread %64.1344.5889.7657.4748.56
Gamma HHI0.440.330.560.500.51
Net GEX1.3K-1.1K3.7K3.7K2.6K
Net DEX-79.9K-229.1K-6.4K-229.1K-79.5K
Net VEX-2.7K-3.4K-2.3K-3.4K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.000.030.00
Total Volume129.8101,961322
Total OI4,795.4294,6765,0894,7245,089

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$7.42$7.5068.2%19.6%50.1%36.8%68.2%42.4%-10.4%3.7K-229.1K-3.4K0.0357.47N/AN/A3114,134590
2022-12-02$7.21$7.5059.8%17.1%51.8%25.9%59.8%50.2%-6.0%2.4K-123.4K-3.1K0.0355.59N/AN/A3214,112589
2022-12-05$7.17$7.5069.3%15.9%48.6%38.1%65.7%-12.5%1.5%3.3K-155.2K-3.1K0.0059.53N/AN/A2104,144590
2022-12-06$6.81$7.5078.5%16.4%49.3%49.8%47.1%16.9%3.3%2.7K-117.1K-2.9K0.0368.23N/AN/A3314,165590
2022-12-07$6.67$7.5048.5%16.9%49.5%11.6%59.2%-6.4%-2.2%1.2K-6.4K-2.5K0.0279.96N/AN/A4814,154590
2022-12-08$6.62$7.5084.9%17.0%45.2%58.0%0.0%-8.4%-1.0%1.5K-62.1K-2.7K0.0056.97N/AN/A004,177589
2022-12-09$6.50$7.5095.5%17.7%35.5%71.5%0.0%20.3%-4.5%497-55.2K-2.7K0.0067.66N/AN/A004,177589
2022-12-12$6.58$7.50126.6%16.8%32.6%100.0%0.0%23.0%-2.7%-86-135.4K-2.8K0.5046.73N/AN/A20104,177589
2022-12-13$6.70$7.50123.4%16.9%33.6%96.2%59.2%17.2%-1.8%-295-115.4K-3.0K0.0064.65N/AN/A504,177599
2022-12-14$6.50$7.5047.4%13.6%33.4%9.1%0.0%34.6%9.0%-1.1K-21.6K-2.5K0.0057.45N/AN/A004,179599
2022-12-15$5.76$7.5083.2%23.9%52.6%50.2%95.0%-4.4%-7.3%67-57.7K-2.5K0.0689.76N/AN/A3624,179596
2022-12-16$5.88$7.5075.2%21.6%53.8%41.0%80.0%4.3%3.7%51-70.5K-2.6K0.0177.60N/AN/A1,935264,210595
2022-12-19$5.92$7.5074.1%21.2%53.9%39.7%0.0%-0.3%3.4%799-9.8K-2.3K0.0080.89N/AN/A004,107569
2022-12-20$5.92$7.5061.1%17.5%53.6%24.9%0.0%0.7%0.8%67-130.2K-2.6K0.0080.99N/AN/A004,107569
2022-12-21$5.89$7.5075.6%21.7%53.1%41.4%0.0%-3.0%-7.8%863-28.8K-2.4K1.0070.36N/AN/A114,107569
2022-12-22$5.67$7.5073.9%21.2%53.9%39.6%43.9%24.1%-7.1%456-60.5K-2.4K0.0051.85N/AN/A26504,107569
2022-12-23$5.78$7.5067.0%19.2%54.8%31.6%0.0%26.4%5.1%1.7K-33.3K-2.5K0.0068.38N/AN/A1004,340569
2022-12-27$5.56$7.5080.7%23.1%55.5%47.3%146.9%-1.4%-10.2%1.7K-64.9K-2.6K0.2644.58N/AN/A2364,340566
2022-12-28$5.37$7.5066.6%19.1%55.9%31.1%71.0%8.8%5.1%2.1K-8.8K-2.3K0.1770.59N/AN/A150254,363565
2022-12-29$5.83$7.5077.0%22.1%63.8%43.1%92.9%34.8%-31.3%2.3K-113.1K-3.0K0.2148.96N/AN/A3374,513565
2022-12-30$5.84$7.5064.6%18.5%62.3%28.9%0.0%28.7%15.7%2.6K-79.5K-2.9K0.0048.56N/AN/A204,520569