EB Options History — February 2023 In February 2023, EB traded between $8.09 and $9.18. ATM implied volatility averaged 75.6%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 29.2% (HV 20d: 46.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 2.51.
Notable Days 2023-02-02 : Highest Volume — 1,271 contracts2023-02-28 : Largest IV drop — 19.8% change2023-02-27 : Highest IV Rank — 60.3%2023-02-27 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.64 $8.09 $9.18 $9.07 $8.77 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 75.6% 63.7% 92.0% 84.7% 73.8% Expected Move 21.5% 18.3% 26.4% 24.3% 21.2% HV 20d 46.4% 34.3% 65.7% 65.4% 41.4% HV 60d 59.6% 58.1% 62.6% 62.6% 60.0% IV Rank 41.5% 27.9% 60.3% 51.9% 39.4% IV Percentile 71.6% 40.1% 95.6% 88.1% 66.3% Term Structure -10.2% -26.2% -4.7% -17.2% -11.7% VWIV 72.9% 62.4% 85.1% 83.9% 85.1% Skew 25d 10.7% 1.7% 19.4% 15.4% 12.4% Skew 10d 25.5% 6.2% 63.7% 63.7% 25.2% Call IV 25d 67.1% 51.5% 81.2% 81.2% 73.9% Put IV 25d 77.8% 69.3% 96.6% 96.6% 86.3% Bid-Ask Spread % 56.24 14.42 84.09 75.60 39.53 Gamma HHI 0.54 0.38 0.72 0.47 0.69 Net GEX 11.8K 5.8K 24.7K 5.9K 17.6K Net DEX -554.4K -754.3K -374.5K -566.0K -725.1K Net VEX -4.3K -5.0K -3.8K -4.1K -5.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.51 0.00 33.00 33.00 1.19 Total Volume 135.421 2 1,271 68 195 Total OI 2,530.211 1,591 2,827 1,591 2,794
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $9.07 $7.50 84.7% 24.3% 65.4% 51.9% 83.9% 15.4% -17.2% 5.9K -566.0K -4.1K 33.00 75.60 N/A N/A 2 66 1,265 326 2023-02-02 $9.18 $7.50 79.7% 18.8% 64.7% 46.2% 74.1% 7.6% -5.7% 5.8K -575.7K -4.1K 0.01 23.17 N/A N/A 1,258 13 1,267 370 2023-02-03 $9.05 $7.50 64.0% 18.3% 65.7% 28.2% 72.5% 19.4% -5.4% 24.7K -754.3K -4.9K 1.00 64.91 N/A N/A 1 1 2,339 373 2023-02-06 $8.84 $7.50 63.7% 18.9% 60.9% 27.9% 0.0% 19.2% -6.0% 21.4K -710.3K -4.6K 0.03 14.42 N/A N/A 33 1 2,339 373 2023-02-07 $8.96 $7.50 66.5% 19.2% 59.0% 31.1% 0.0% 16.1% -7.2% 23.9K -696.2K -4.6K 0.00 33.65 N/A N/A 0 3 2,339 373 2023-02-08 $8.73 $7.50 72.3% 20.7% 61.3% 37.7% 66.0% 8.6% -10.7% 12.1K -545.9K -4.3K 0.00 15.50 N/A N/A 21 0 2,339 371 2023-02-09 $8.71 $7.50 74.4% 21.3% 43.8% 40.2% 66.9% 12.0% -8.0% 13.9K -545.1K -4.3K 0.00 64.63 N/A N/A 55 0 2,360 371 2023-02-10 $8.59 $7.50 72.2% 20.7% 34.3% 37.7% 63.8% 9.0% -4.7% 9.9K -515.1K -4.2K 0.29 65.07 N/A N/A 14 4 2,410 371 2023-02-13 $8.45 $7.50 77.5% 22.2% 35.2% 43.7% 69.9% 8.4% -8.2% 7.6K -480.3K -4.1K 0.00 74.25 N/A N/A 29 0 2,410 371 2023-02-14 $8.38 $7.50 78.0% 22.4% 35.3% 44.2% 78.7% 10.3% -8.8% 7.5K -464.9K -4.0K 0.00 76.95 N/A N/A 0 22 2,414 371 2023-02-15 $8.71 $7.50 74.5% 21.4% 37.3% 40.3% 68.7% 7.3% -5.9% 8.1K -519.9K -4.2K 0.50 54.08 N/A N/A 2 1 2,414 391 2023-02-16 $8.52 $7.50 71.3% 20.4% 38.5% 36.6% 71.9% 1.7% -5.4% 7.4K -477.2K -4.1K 0.00 38.52 N/A N/A 0 21 2,414 392 2023-02-17 $8.25 $7.50 76.1% 21.8% 38.4% 42.1% 68.6% 8.5% -10.4% 6.4K -426.9K -3.9K 2.00 43.16 N/A N/A 16 32 2,414 413 2023-02-21 $8.09 $7.50 76.9% 22.1% 37.7% 43.0% 62.4% 9.0% -12.3% 6.0K -374.5K -3.8K 0.08 70.43 N/A N/A 13 1 1,632 403 2023-02-22 $8.21 $7.50 77.5% 22.2% 37.8% 43.7% 0.0% 8.6% -10.9% 6.2K -390.8K -3.8K 1.00 84.09 N/A N/A 10 10 1,644 403 2023-02-23 $8.57 $7.50 82.4% 23.6% 40.5% 49.3% 71.3% 13.7% -14.9% 7.2K -474.7K -4.1K 0.01 68.36 N/A N/A 703 5 1,654 413 2023-02-24 $8.34 $7.50 78.6% 22.5% 41.7% 44.9% 78.6% 6.5% -13.4% 14.9K -582.8K -4.7K 0.15 83.20 N/A N/A 13 2 2,356 412 2023-02-27 $8.71 $7.50 92.0% 26.4% 41.8% 60.3% 83.4% 9.6% -26.2% 17.1K -708.0K -5.0K 0.86 79.03 N/A N/A 14 12 2,359 414 2023-02-28 $8.77 $7.50 73.8% 21.2% 41.4% 39.4% 85.1% 12.4% -11.7% 17.6K -725.1K -5.0K 1.19 39.53 N/A N/A 89 106 2,370 424
« Jan 2023 | All History | Mar 2023 » Home EB History February 2023