EB Options History — April 2024

In April 2024, EB traded between $5.12 and $5.89. ATM implied volatility averaged 64.3%, placing in the 54.0% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 16.6% (HV 20d: 47.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 8.45.

Notable Days

  • 2024-04-25: Highest Volume — 1,828 contracts
  • 2024-04-05: Largest IV spike — 35.7% change
  • 2024-04-30: Highest IV Rank — 79.0%
  • 2024-04-30: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.40$5.12$5.89$5.42$5.31
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV64.3%34.9%80.1%51.3%80.1%
Expected Move19.5%10.9%23.0%14.7%23.0%
HV 20d47.7%44.8%52.9%52.9%47.1%
HV 60d87.1%85.4%88.0%85.7%87.2%
IV Rank54.0%7.6%79.0%33.5%79.0%
IV Percentile67.2%0.8%96.0%35.3%96.0%
Term Structure-4.8%-17.3%29.4%15.0%-14.6%
VWIV70.4%40.2%89.3%53.7%80.0%
Skew 25d5.9%-13.9%39.0%2.9%8.7%
Skew 10d13.0%-19.4%38.4%32.3%26.4%
Call IV 25d60.4%44.4%69.5%50.1%67.7%
Put IV 25d66.3%40.8%86.3%53.0%76.4%
Bid-Ask Spread %70.6257.6084.2758.2866.97
Gamma HHI0.430.290.760.290.74
Net GEX3.9K-15.0K19.8K1.8K-13.9K
Net DEX-58.0K-442.7K446.0K17.0K410.0K
Net VEX-3.8K-4.8K-3.1K-3.5K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.450.00109.000.000.34
Total Volume297.68231,828620204
Total OI7,308.9555,5278,2446,8818,244

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$5.42$5.0051.3%14.7%52.9%33.5%0.0%2.9%15.0%1.8K17.0K-3.5K0.0058.28N/AN/A61734,8152,066
2024-04-02$5.25$5.0053.7%15.4%48.9%37.3%53.7%8.6%11.3%5.1K2.6K-3.8K0.0357.60N/AN/A8735,3502,069
2024-04-03$5.61$5.0038.2%10.9%51.4%12.7%40.2%-5.1%29.4%6.2K-295.1K-4.0K0.0259.01N/AN/A29055,3822,071
2024-04-04$5.62$5.0034.9%17.9%50.4%7.6%0.0%-11.7%-3.4%6.7K-303.1K-4.1K0.1472.62N/AN/A715,4072,075
2024-04-05$5.58$5.0047.4%19.3%48.0%27.4%65.9%-13.9%-6.2%5.7K-209.5K-4.1K0.0072.10N/AN/A11005,4062,076
2024-04-08$5.66$5.0043.4%19.4%48.0%21.0%72.6%-4.7%-5.7%7.2K-367.9K-4.1K0.0072.16N/AN/A305,5122,076
2024-04-09$5.89$5.0055.8%19.0%48.1%40.6%67.3%3.3%-4.0%7.8K-442.7K-4.2K0.0176.60N/AN/A23135,5122,076
2024-04-10$5.61$5.0067.3%19.3%50.2%58.8%89.3%39.0%-6.4%6.4K-238.3K-3.9K0.0068.27N/AN/A21205,3142,073
2024-04-11$5.71$5.0072.0%20.7%50.2%66.3%0.0%-10.0%-10.2%7.5K-402.8K-4.0K0.0072.46N/AN/A1305,5242,073
2024-04-12$5.47$5.0070.6%20.2%45.0%64.0%69.8%33.5%-9.3%6.4K-284.8K-3.9K0.0071.25N/AN/A41105,5292,073
2024-04-15$5.22$5.0072.9%20.9%47.9%67.6%72.8%10.8%-7.6%3.3K15.8K-3.4K0.0979.75N/AN/A2225,3432,073
2024-04-16$5.12$5.0071.7%20.5%44.8%65.7%71.6%6.2%-6.3%2.5K93.2K-3.2K0.1266.37N/AN/A379455,3452,071
2024-04-17$5.17$5.0074.6%21.4%45.0%70.3%74.5%6.0%-10.6%19.8K-202.7K-3.3K0.6981.78N/AN/A49345,9632,111
2024-04-18$5.14$5.0071.4%20.5%45.0%65.2%71.4%6.0%-6.8%10.3K-164.9K-3.2K0.0164.48N/AN/A64745,7252,150
2024-04-19$5.16$5.0072.5%20.8%45.1%67.1%72.6%6.0%-7.6%7.6K-72.2K-3.1K0.2481.42N/AN/A51125,3872,150
2024-04-22$5.26$5.0071.3%20.4%45.9%65.1%71.4%9.2%-8.3%7.9K40.0K-3.2K0.0284.25N/AN/A10024,0221,505
2024-04-23$5.37$5.0072.5%20.8%46.7%67.0%72.5%5.6%-9.9%8.5K310-3.3K27.7765.05N/AN/A226114,0751,507
2024-04-24$5.29$5.0070.8%20.3%45.8%64.4%0.0%8.3%-8.8%4.2K115.6K-3.7K109.0065.24N/AN/A11094,0942,080
2024-04-25$5.17$5.0068.4%19.6%46.2%60.6%68.3%7.8%-6.7%3.5K191.3K-3.6K43.5984.27N/AN/A411,7874,0952,189
2024-04-26$5.38$5.0073.6%21.1%48.4%68.7%72.6%6.6%-12.4%-14.5K376.6K-4.8K3.6769.03N/AN/A21774,1133,971
2024-04-29$5.33$5.0079.9%22.9%48.5%78.7%79.8%7.4%-17.3%-15.0K446.0K-4.6K0.0864.67N/AN/A308254,1343,971
2024-04-30$5.31$5.0080.1%23.0%47.1%79.0%80.0%8.7%-14.6%-13.9K410.0K-4.6K0.3466.97N/AN/A152524,2733,971