EB Options History — April 2023 In April 2023, EB traded between $7.12 and $8.61. ATM implied volatility averaged 70.6%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 20.2% (HV 20d: 50.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.73.
Notable Days 2023-04-14 : Highest Volume — 339 contracts2023-04-12 : Largest IV spike — 13.8% change2023-04-27 : Highest IV Rank — 47.1%2023-04-27 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.04 $7.12 $8.61 $8.57 $7.28 Max Pain $6.58 $5.00 $7.50 $7.50 $7.50 ATM IV 70.6% 59.4% 76.8% 61.7% 76.7% Expected Move 20.8% 17.0% 22.0% 17.7% 22.0% HV 20d 50.4% 37.2% 61.5% 61.2% 46.3% HV 60d 56.2% 52.7% 62.7% 62.7% 55.1% IV Rank 40.6% 28.6% 47.1% 31.1% 47.0% IV Percentile 59.7% 25.0% 76.6% 34.9% 76.6% Term Structure -6.6% -13.5% 12.2% 9.3% -12.0% VWIV 69.4% 52.9% 75.5% 61.1% 52.9% Skew 25d 6.7% -17.1% 24.0% 24.0% -17.1% Skew 10d 16.9% -27.8% 121.0% 47.7% -27.8% Call IV 25d 62.7% 33.4% 86.7% 33.4% 86.7% Put IV 25d 69.4% 57.1% 76.9% 57.4% 69.6% Bid-Ask Spread % 45.91 6.58 85.51 85.51 53.93 Gamma HHI 0.46 0.33 0.70 0.70 0.34 Net GEX 8.6K 4.1K 17.2K 17.2K 4.5K Net DEX -376.8K -575.3K -121.8K -575.3K -156.9K Net VEX -4.3K -5.0K -3.6K -4.8K -3.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.00 2.75 0.50 2.28 Total Volume 61.053 1 339 3 59 Total OI 3,255.368 2,309 3,668 3,426 2,455
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 2023-04-03 $8.57 $7.50 61.7% 17.7% 61.2% 31.1% 61.1% 24.0% 9.3% 17.2K -575.3K -4.8K 0.50 85.51 N/A N/A 2 1 2,844 582 2023-04-04 $8.43 $7.50 59.4% 17.0% 61.2% 28.6% 0.0% 16.4% 12.2% 14.8K -531.2K -4.6K 2.00 74.45 N/A N/A 20 40 2,846 584 2023-04-05 $8.25 $7.50 64.2% 18.4% 61.2% 33.7% 0.0% 21.1% 11.7% 12.5K -463.4K -4.6K 2.75 83.19 N/A N/A 12 33 2,875 619 2023-04-06 $8.43 $5.00 64.5% 21.5% 59.1% 34.1% 63.1% 10.0% -13.5% 14.6K -498.8K -4.8K 1.18 34.21 N/A N/A 51 60 2,887 652 2023-04-10 $8.46 $5.00 61.7% 21.4% 57.4% 31.1% 0.0% 7.5% -9.4% 14.7K -522.3K -5.0K 0.00 16.72 N/A N/A 0 2 2,937 701 2023-04-11 $8.23 $5.00 65.3% 22.0% 57.4% 34.9% 0.0% 5.4% -12.5% 9.8K -437.6K -4.7K 0.41 55.00 N/A N/A 32 13 2,937 703 2023-04-12 $7.91 $5.00 74.3% 21.3% 58.8% 44.4% 73.3% 3.4% -13.5% 7.3K -351.7K -4.5K 0.04 71.31 N/A N/A 52 2 2,966 702 2023-04-13 $8.32 $5.00 74.0% 21.2% 61.5% 44.2% 67.0% 6.2% -11.0% 13.2K -496.8K -4.7K 0.00 35.64 N/A N/A 7 0 2,965 662 2023-04-14 $8.16 $5.00 72.0% 20.6% 49.8% 42.0% 71.8% 2.2% -10.7% 7.6K -439.0K -4.6K 0.00 54.72 N/A N/A 339 0 2,969 662 2023-04-17 $8.20 $5.00 73.6% 21.1% 44.1% 43.7% 72.5% 3.3% -9.7% 7.2K -410.5K -4.3K 0.65 17.62 N/A N/A 51 33 2,882 661 2023-04-18 $8.54 $7.50 75.9% 21.8% 46.5% 46.2% 71.0% 7.7% -11.7% 6.7K -455.6K -4.4K 0.55 67.11 N/A N/A 31 17 2,833 684 2023-04-19 $8.61 $7.50 76.3% 21.9% 37.2% 46.6% 75.5% 7.8% -11.0% 5.9K -474.8K -4.5K 0.00 16.44 N/A N/A 6 0 2,834 685 2023-04-20 $8.32 $7.50 74.9% 21.5% 37.2% 45.1% 73.9% 0.9% -7.9% 5.5K -414.2K -4.3K 0.20 37.46 N/A N/A 5 1 2,840 685 2023-04-21 $7.99 $7.50 73.3% 21.0% 39.4% 43.4% 72.1% 5.9% -7.1% 5.0K -345.6K -4.1K 1.15 82.29 N/A N/A 13 15 2,839 686 2023-04-24 $7.53 $7.50 70.1% 20.1% 43.7% 40.0% 70.1% 13.0% -3.9% 4.3K -196.0K -3.7K 0.62 6.58 N/A N/A 142 88 1,659 650 2023-04-25 $7.24 $7.50 75.2% 21.6% 45.1% 45.5% 75.2% 9.0% -9.0% 4.2K -141.2K -3.7K 0.20 9.15 N/A N/A 5 1 1,747 707 2023-04-26 $7.12 $7.50 72.6% 20.8% 45.2% 42.7% 72.6% 2.1% -6.9% 4.1K -121.8K -3.6K 0.63 35.65 N/A N/A 16 10 1,750 708 2023-04-27 $7.16 $7.50 76.8% 22.0% 45.5% 47.1% 0.0% -1.5% -9.0% 4.2K -126.6K -3.6K 0.00 35.36 N/A N/A 1 0 1,750 704 2023-04-28 $7.28 $7.50 76.7% 22.0% 46.3% 47.0% 52.9% -17.1% -12.0% 4.5K -156.9K -3.7K 2.28 53.93 N/A N/A 18 41 1,751 704
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