EB Options History — January 2024 In January 2024, EB traded between $7.47 and $8.64. ATM implied volatility averaged 53.9%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 4.4% (HV 20d: 49.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2024-01-17 : Highest Volume — 342 contracts2024-01-30 : Largest IV spike — 37.9% change2024-01-31 : Highest IV Rank — 49.0%2024-01-31 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.93 $7.47 $8.64 $7.88 $8.45 Max Pain $7.74 $7.50 $10.00 $10.00 $7.50 ATM IV 53.9% 38.0% 61.1% 52.1% 61.1% Expected Move 15.4% 10.9% 17.5% 15.0% 17.5% HV 20d 49.5% 35.8% 56.9% 56.9% 35.8% HV 60d 54.1% 48.2% 56.1% 55.5% 48.2% IV Rank 37.7% 12.4% 49.0% 34.8% 49.0% IV Percentile 43.6% 1.6% 64.3% 36.5% 64.3% Term Structure 4.9% -0.4% 25.6% 2.2% 4.0% VWIV 49.7% 32.1% 56.7% 51.9% 32.1% Skew 25d 15.8% -17.2% 29.0% 12.4% 17.7% Skew 10d 29.5% -18.7% 47.1% 24.3% 44.7% Call IV 25d 43.1% 32.9% 55.1% 42.4% 41.2% Put IV 25d 58.9% 36.8% 66.0% 54.8% 58.9% Bid-Ask Spread % 71.24 42.92 81.16 42.92 77.27 Gamma HHI 0.59 0.45 0.71 0.45 0.67 Net GEX 776 -23.8K 15.0K 164 12.9K Net DEX -107.2K -480.0K 245.5K 10.9K -415.3K Net VEX -3.0K -3.3K -2.4K -3.2K -3.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.00 7.63 0.14 0.38 Total Volume 96.952 5 342 224 17 Total OI 4,087.619 2,169 5,502 5,081 2,219
Daily Data (21 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 2024-01-02 $7.88 $10.00 52.1% 15.0% 56.9% 34.8% 51.9% 12.4% 2.2% 164 10.9K -3.2K 0.14 42.92 N/A N/A 196 28 3,670 1,411 2024-01-03 $7.71 $10.00 51.1% 14.7% 55.5% 33.2% 50.8% 11.1% 1.4% -2.8K 96.1K -3.2K 0.12 60.24 N/A N/A 137 16 3,719 1,411 2024-01-04 $7.99 $7.50 54.7% 15.4% 55.7% 38.8% 0.0% 3.2% 2.1% 1.0K -5.6K -3.3K 2.33 80.39 N/A N/A 3 7 3,715 1,420 2024-01-05 $7.97 $7.50 51.3% 15.0% 55.5% 33.5% 51.8% 5.2% 3.6% -584 -8.7K -3.2K 0.00 77.84 N/A N/A 76 0 3,715 1,427 2024-01-08 $8.00 $7.50 59.6% 15.0% 53.5% 46.6% 52.6% 1.3% 3.9% 711 -29.9K -3.2K 0.00 81.16 N/A N/A 325 0 3,763 1,427 2024-01-09 $7.63 $7.50 53.6% 15.4% 53.0% 37.1% 0.0% 19.4% 1.5% -7.2K 113.1K -3.0K 0.05 79.39 N/A N/A 62 3 3,836 1,427 2024-01-10 $7.71 $7.50 53.4% 15.3% 53.0% 36.8% 0.0% 20.4% 1.3% -5.4K 89.1K -3.0K 0.04 79.50 N/A N/A 211 8 3,838 1,428 2024-01-11 $7.79 $7.50 52.8% 15.1% 53.1% 35.9% 0.0% 20.9% 2.3% -7.2K 43.4K -2.8K 0.00 79.68 N/A N/A 34 0 3,783 1,420 2024-01-12 $7.70 $7.50 54.9% 15.7% 53.2% 39.2% 0.0% 21.0% 0.0% -9.3K 105.6K -2.7K 0.00 79.34 N/A N/A 32 0 3,750 1,420 2024-01-16 $7.55 $7.50 55.7% 16.0% 49.0% 40.4% 0.0% 23.1% -0.4% -17.0K 195.5K -2.4K 0.03 78.49 N/A N/A 39 1 3,748 1,420 2024-01-17 $7.47 $7.50 56.9% 16.3% 48.5% 42.3% 0.0% 19.1% -0.2% -18.5K 245.5K -2.4K 0.04 80.11 N/A N/A 328 14 3,774 1,419 2024-01-18 $7.59 $7.50 54.2% 15.5% 48.9% 38.0% 54.2% 19.7% 6.4% -23.8K 59.3K -2.8K 0.10 78.28 N/A N/A 21 2 4,089 1,410 2024-01-19 $7.79 $7.50 53.7% 15.4% 48.1% 37.3% 54.5% 20.5% 4.5% 9.7K -216.8K -2.8K 0.10 53.09 N/A N/A 149 15 4,090 1,412 2024-01-22 $7.83 $7.50 56.7% 16.3% 46.2% 42.0% 56.7% 25.8% 3.9% 9.8K -274.0K -2.8K 7.63 67.91 N/A N/A 8 61 1,746 423 2024-01-23 $7.88 $7.50 53.4% 15.3% 45.4% 36.8% 53.4% 23.3% 6.6% 9.6K -277.2K -2.8K 0.00 68.35 N/A N/A 35 0 1,751 484 2024-01-24 $7.88 $7.50 54.5% 15.6% 45.4% 38.6% 54.5% 23.8% 5.0% 9.8K -285.3K -2.9K 0.15 68.02 N/A N/A 27 4 1,785 484 2024-01-25 $8.21 $7.50 54.8% 15.7% 47.4% 39.0% 34.7% 14.7% 6.4% 11.8K -363.3K -3.0K 0.00 71.09 N/A N/A 75 0 1,759 488 2024-01-26 $8.27 $7.50 57.9% 16.6% 47.2% 43.9% 0.0% 17.1% 2.5% 12.5K -382.3K -3.1K 0.00 70.96 N/A N/A 5 0 1,764 488 2024-01-29 $8.63 $7.50 38.0% 10.9% 45.2% 12.4% 0.0% -17.2% 25.6% 14.9K -471.2K -3.2K 0.00 57.62 N/A N/A 25 0 1,764 488 2024-01-30 $8.64 $7.50 52.4% 15.0% 43.8% 35.2% 32.1% 29.0% 20.6% 15.0K -480.0K -3.2K 0.38 64.30 N/A N/A 52 20 1,767 488 2024-01-31 $8.45 $7.50 61.1% 17.5% 35.8% 49.0% 0.0% 17.7% 4.0% 12.9K -415.3K -3.1K 0.00 77.27 N/A N/A 0 17 1,731 488
« Dec 2023 | All History | Feb 2024 » Home EB History January 2024