EB Options History — October 2023

In October 2023, EB traded between $8.21 and $9.79. ATM implied volatility averaged 64.2%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 24.7% (HV 20d: 39.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.77.

Notable Days

  • 2023-10-25: Highest Volume — 151 contracts
  • 2023-10-11: Largest IV spike — 24.4% change
  • 2023-10-31: Highest IV Rank — 54.4%
  • 2023-10-31: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.87$8.21$9.79$9.79$8.29
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV64.2%45.8%83.6%47.8%83.6%
Expected Move19.0%13.7%24.0%13.7%24.0%
HV 20d39.5%35.3%42.1%42.1%39.2%
HV 60d43.8%37.2%47.2%46.3%37.2%
IV Rank33.8%14.2%54.4%16.3%54.4%
IV Percentile52.8%6.3%93.7%11.1%93.7%
Term Structure-8.7%-19.6%23.6%10.6%-19.6%
VWIV63.4%47.8%80.7%47.8%80.7%
Skew 25d7.3%-2.4%18.6%10.7%2.2%
Skew 10d22.8%-4.7%68.7%16.4%22.4%
Call IV 25d62.1%47.6%81.7%47.6%81.7%
Put IV 25d69.4%47.9%84.4%58.3%84.0%
Bid-Ask Spread %58.1229.6885.9856.2844.78
Gamma HHI0.390.310.470.440.33
Net GEX-200-9.7K6.6K-7.1K4.5K
Net DEX274.6K-259.0K799.6K-259.0K169.3K
Net VEX-5.6K-7.8K-3.8K-7.8K-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.0024.500.090.14
Total Volume24.95501511273
Total OI5,179.53,9195,8095,7553,978

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$9.79$10.0047.8%13.7%42.1%16.3%47.8%10.7%10.6%-7.1K-259.0K-7.8K0.0956.28N/AN/A1113,4682,287
2023-10-03$9.55$10.0048.9%14.0%41.9%17.5%48.9%-2.4%23.6%-7.2K-25.8K-7.5K0.1744.00N/AN/A1223,4742,288
2023-10-04$9.43$10.0051.4%14.7%40.5%20.2%51.4%7.6%8.1%-6.8K80.5K-7.2K3.0058.71N/AN/A11333,4702,290
2023-10-05$9.50$10.0045.8%17.1%40.6%14.2%59.5%8.3%-8.5%-9.3K53.0K-7.2K0.0077.61N/AN/A903,4812,319
2023-10-06$9.59$10.0047.7%16.8%40.2%16.2%58.5%7.2%-8.1%-9.5K-23.6K-7.3K0.0068.63N/AN/A023,4872,319
2023-10-09$9.41$10.0049.8%17.4%40.8%18.5%60.8%18.6%-9.5%-9.3K172.1K-6.8K0.8045.02N/AN/A543,4872,319
2023-10-10$9.38$10.0047.8%17.3%36.3%16.4%0.0%3.6%-9.7%-9.7K201.4K-6.7K0.0059.03N/AN/A103,4902,319
2023-10-11$9.29$10.0059.5%17.0%35.3%28.8%0.0%18.1%-9.1%-3.9K420.2K-6.2K0.0066.39N/AN/A103,4902,319
2023-10-12$8.84$10.0061.0%17.5%39.1%30.3%0.0%10.3%-11.5%-3.0K550.7K-5.7K1.0043.15N/AN/A113,4812,319
2023-10-13$8.39$10.0066.9%19.2%41.8%36.6%0.0%4.6%-10.1%534799.6K-4.9K0.0066.20N/AN/A203,4812,320
2023-10-16$8.71$10.0069.6%20.0%38.5%39.5%0.0%7.4%-12.4%4.3K701.4K-5.2K0.0031.16N/AN/A403,4822,320
2023-10-17$8.77$10.0064.5%18.5%38.7%34.1%63.6%7.8%-13.7%6.4K688.8K-5.1K0.0055.98N/AN/A703,4852,320
2023-10-18$8.48$10.0065.6%18.8%37.6%35.3%64.7%3.5%-6.6%5.0K779.6K-4.7K0.0029.68N/AN/A903,4862,320
2023-10-19$8.71$10.0068.6%19.7%39.0%38.4%67.2%4.2%-6.1%5.7K476.0K-4.9K0.0066.30N/AN/A103,4872,004
2023-10-20$8.64$10.0069.5%19.9%39.0%39.4%0.0%4.8%-9.2%5.8K453.0K-4.9K3.0054.51N/AN/A20603,4872,004
2023-10-23$8.66$10.0075.6%21.7%39.1%45.9%66.5%7.2%-16.0%6.0K26.7K-4.8K0.0067.19N/AN/A2402,5211,398
2023-10-24$8.75$10.0077.3%22.2%38.8%47.7%66.7%9.2%-18.0%6.6K7.4K-4.8K2.5076.54N/AN/A8202,5451,398
2023-10-25$8.29$10.0073.2%21.0%41.1%43.3%63.6%8.3%-14.2%4.4K178.1K-4.3K0.0085.98N/AN/A15102,5511,390
2023-10-26$8.32$10.0076.1%21.8%41.2%46.4%75.9%0.0%-15.3%5.0K148.4K-4.5K24.5045.41N/AN/A2492,5521,379
2023-10-27$8.21$10.0080.1%23.0%39.1%50.7%0.0%10.9%-17.6%4.1K179.5K-4.3K0.0059.37N/AN/A002,5521,415
2023-10-30$8.23$10.0082.4%23.6%39.3%53.0%75.3%7.8%-18.5%3.1K265.1K-3.8K0.2576.68N/AN/A2052,5521,415
2023-10-31$8.29$10.0083.6%24.0%39.2%54.4%80.7%2.2%-19.6%4.5K169.3K-4.2K0.1444.78N/AN/A6492,5681,410