EB Options History — June 2023

In June 2023, EB traded between $7.38 and $9.61. ATM implied volatility averaged 55.5%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 4.6% (HV 20d: 50.8%). 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 20 of 21 days. Put/call ratio averaged 3.84.

Notable Days

  • 2023-06-29: Highest Volume — 858 contracts
  • 2023-06-13: Largest IV drop — 23.5% change
  • 2023-06-12: Highest IV Rank — 35.7%
  • 2023-06-20: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.49$7.38$9.61$7.38$9.61
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV55.5%46.6%66.1%57.7%46.6%
Expected Move15.3%13.3%17.3%16.5%13.3%
HV 20d50.8%42.3%68.9%68.9%42.3%
HV 60d58.6%56.5%61.7%61.4%57.4%
IV Rank24.5%15.1%35.7%26.9%15.1%
IV Percentile19.0%2.8%52.0%19.8%2.8%
Term Structure7.1%-4.2%12.7%-4.2%11.3%
VWIV51.6%32.6%62.5%58.8%48.4%
Skew 25d6.8%-8.9%17.6%6.7%11.7%
Skew 10d17.2%-17.1%65.6%10.0%19.3%
Call IV 25d47.9%35.8%61.7%61.7%42.5%
Put IV 25d54.8%40.5%74.0%68.5%54.2%
Bid-Ask Spread %39.4611.7779.3711.8670.59
Gamma HHI0.560.350.720.650.38
Net GEX13.2K6.3K24.7K16.2K18.2K
Net DEX-509.7K-893.1K-243.1K-243.1K-807.2K
Net VEX-3.9K-6.3K-3.6K-3.7K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.840.0051.000.000.00
Total Volume83.9520858210
Total OI2,883.1432,5513,5123,0123,512

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$7.38$7.5057.7%16.5%68.9%26.9%58.8%6.7%-4.2%16.2K-243.1K-3.7K0.0011.86N/AN/A022,210802
2023-06-02$7.63$7.5051.3%14.7%67.9%20.1%51.5%12.3%2.4%18.5K-336.3K-3.7K0.0072.19N/AN/A2002,210801
2023-06-05$7.78$7.5056.1%15.4%67.5%25.1%53.7%13.9%4.8%20.9K-382.8K-3.7K1.0079.37N/AN/A112,230801
2023-06-06$8.13$7.5064.8%14.9%68.5%34.4%32.6%1.8%7.3%17.5K-545.1K-3.9K0.4023.36N/AN/A522,230802
2023-06-07$8.07$7.5060.9%15.3%67.7%30.2%0.0%17.6%4.6%17.7K-547.3K-3.9K0.0034.67N/AN/A002,233802
2023-06-08$7.70$7.5055.1%15.2%45.8%24.1%53.0%12.2%4.5%22.5K-384.4K-3.7K0.1152.90N/AN/A912,233802
2023-06-09$7.83$7.5059.5%14.7%45.1%28.8%51.3%15.6%6.9%21.5K-429.9K-3.7K0.0012.55N/AN/A202,242803
2023-06-12$7.75$7.5066.1%15.0%43.1%35.7%52.7%14.9%5.9%24.7K-412.1K-3.6K0.0811.77N/AN/A1312,241803
2023-06-13$8.23$7.5050.5%15.5%47.3%19.3%54.0%1.9%6.2%8.8K-665.5K-3.7K1.5921.97N/AN/A27432,243804
2023-06-14$8.55$7.5058.2%16.7%48.1%27.4%45.1%9.7%2.2%6.3K-755.2K-3.8K0.8359.74N/AN/A12102,239798
2023-06-15$8.91$7.5052.2%15.0%49.5%21.0%53.3%8.6%6.0%7.1K-866.0K-4.0K0.0441.98N/AN/A472202,242798
2023-06-16$8.96$7.5053.4%15.3%48.6%22.3%56.9%10.2%7.0%8.0K-893.1K-4.1K0.0638.38N/AN/A3422,280788
2023-06-20$8.73$7.5060.4%17.3%48.3%29.8%55.3%4.3%10.0%7.7K-368.6K-3.8K0.0543.96N/AN/A2111,785766
2023-06-21$8.71$7.5057.2%16.4%48.3%26.4%60.6%5.0%11.0%7.9K-363.8K-3.8K0.0022.76N/AN/A011,797761
2023-06-22$8.73$7.5059.2%17.0%46.3%28.4%62.5%7.9%12.4%8.0K-369.5K-3.8K0.2028.86N/AN/A1021,797761
2023-06-23$8.63$7.5059.2%17.0%42.4%28.4%50.0%5.8%5.8%7.8K-341.8K-3.8K0.0061.52N/AN/A101,807763
2023-06-26$9.05$7.5049.1%14.1%43.6%17.7%39.3%-8.9%12.7%9.2K-452.1K-3.9K13.6771.50N/AN/A3411,808763
2023-06-27$9.13$7.5051.6%14.8%43.4%20.4%50.7%-6.6%9.8%9.4K-486.7K-3.9K0.0638.13N/AN/A3221,810762
2023-06-28$9.34$7.5047.5%13.6%42.9%16.1%0.0%-1.3%11.6%10.4K-522.6K-3.9K51.0015.23N/AN/A21021,796762
2023-06-29$9.50$7.5048.5%13.9%42.3%17.1%48.4%0.2%11.3%9.8K-530.5K-4.2K0.0115.43N/AN/A85171,796863
2023-06-30$9.61$7.5046.6%13.3%42.3%15.1%0.0%11.7%11.3%18.2K-807.2K-6.3K0.0070.59N/AN/A1002,647865