EB Options History — June 2024 In June 2024, EB traded between $4.64 and $5.33. ATM implied volatility averaged 55.8%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 9.4% (HV 20d: 46.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.31.
Notable Days 2024-06-06 : Highest Volume — 2,404 contracts2024-06-07 : Largest IV spike — 41.1% change2024-06-20 : Highest IV Rank — 29.4%2024-06-20 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.95 $4.64 $5.33 $4.76 $4.83 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 55.8% 39.5% 64.8% 54.1% 52.1% Expected Move 16.2% 13.8% 18.6% 15.5% 14.9% HV 20d 46.4% 32.6% 54.2% 32.6% 54.0% HV 60d 42.3% 39.7% 44.5% 40.9% 42.1% IV Rank 21.7% 7.9% 29.4% 20.3% 18.6% IV Percentile 57.9% 4.4% 78.2% 54.4% 44.8% Term Structure 4.9% -31.7% 15.6% -2.9% 13.8% VWIV 54.3% 35.2% 64.6% 51.8% 52.2% Skew 25d 24.8% 1.2% 46.3% 23.3% 8.4% Skew 10d 41.2% 0.4% 68.9% 30.4% 0.4% Call IV 25d 60.2% 46.0% 74.7% 58.6% 68.1% Put IV 25d 85.0% 60.3% 110.3% 82.0% 76.6% Bid-Ask Spread % 65.52 41.14 82.12 70.66 59.94 Gamma HHI 0.69 0.35 0.86 0.38 0.76 Net GEX 17.3K 1.0K 29.2K 1.0K 19.1K Net DEX -462.7K -730.3K -10.4K -10.4K -364.5K Net VEX -5.6K -8.3K -1.8K -1.8K -5.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.00 17.17 0.00 0.00 Total Volume 575.368 2 2,404 4 26 Total OI 9,656.842 5,231 13,714 5,231 10,330
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 2024-06-03 $4.76 $5.00 54.1% 15.5% 32.6% 20.3% 0.0% 23.3% -2.9% 1.0K -10.4K -1.8K 0.00 70.66 N/A N/A 4 0 4,259 972 2024-06-04 $4.81 $5.00 51.8% 14.9% 32.7% 18.4% 51.8% 26.0% 1.9% 1.8K -37.3K -2.0K 0.00 57.66 N/A N/A 236 1 4,268 972 2024-06-05 $5.09 $5.00 49.9% 14.3% 39.9% 16.7% 49.9% 1.2% 1.5% 3.6K -159.6K -2.4K 0.31 72.89 N/A N/A 116 36 4,500 969 2024-06-06 $5.29 $5.00 39.5% 18.2% 40.6% 7.9% 35.2% 11.0% -31.7% 5.6K -278.4K -2.9K 0.02 82.12 N/A N/A 2,362 42 4,541 1,003 2024-06-07 $5.13 $5.00 55.7% 13.8% 41.5% 21.7% 0.0% 25.2% 7.9% 12.8K -415.7K -4.4K 17.17 59.82 N/A N/A 6 103 6,820 1,039 2024-06-10 $5.21 $5.00 51.8% 14.4% 41.9% 18.4% 50.3% 23.2% 12.4% 12.9K -486.9K -5.0K 0.00 63.05 N/A N/A 10 0 6,823 1,141 2024-06-11 $5.12 $5.00 53.2% 15.4% 42.0% 19.6% 0.0% 34.3% 7.2% 12.4K -422.6K -4.7K 0.00 61.11 N/A N/A 1,001 1 6,823 1,141 2024-06-12 $5.33 $5.00 55.3% 15.9% 44.0% 21.3% 53.7% 20.3% 5.9% 19.3K -685.9K -6.1K 0.23 60.78 N/A N/A 65 15 7,823 1,142 2024-06-13 $5.14 $5.00 56.0% 16.0% 45.1% 21.9% 48.3% 17.5% 3.2% 16.6K -531.7K -5.5K 0.00 41.14 N/A N/A 2,098 0 7,848 1,127 2024-06-14 $4.79 $5.00 61.0% 17.5% 50.1% 26.2% 61.1% 24.3% 1.0% 21.0K -521.9K -6.3K 0.22 70.43 N/A N/A 37 8 10,246 1,127 2024-06-17 $4.96 $5.00 57.2% 16.4% 51.8% 22.9% 57.2% 33.6% 8.5% 24.6K -730.3K -7.5K 0.06 62.40 N/A N/A 1,193 68 10,297 1,135 2024-06-18 $4.83 $5.00 60.4% 17.3% 52.3% 25.7% 60.3% 25.8% 2.7% 24.4K -579.5K -7.4K 0.02 77.42 N/A N/A 1,205 22 11,299 1,199 2024-06-20 $4.83 $5.00 64.8% 18.6% 51.1% 29.4% 0.0% 29.9% 6.2% 29.2K -728.4K -8.3K 1.00 75.09 N/A N/A 1 1 12,494 1,220 2024-06-21 $4.87 $5.00 61.5% 17.6% 51.3% 26.6% 61.5% 27.1% 11.7% 28.9K -695.1K -8.3K 0.53 73.72 N/A N/A 30 16 12,495 1,219 2024-06-24 $4.78 $5.00 61.6% 17.7% 51.0% 26.7% 61.7% 46.3% 10.3% 25.5K -589.1K -7.2K 0.01 54.47 N/A N/A 121 1 11,317 1,021 2024-06-25 $4.64 $5.00 64.5% 18.5% 51.9% 29.2% 64.6% 36.1% 6.4% 23.7K -491.8K -6.6K 0.37 74.93 N/A N/A 51 19 11,216 1,022 2024-06-26 $4.83 $5.00 53.0% 15.2% 54.2% 19.4% 52.7% 39.1% 11.9% 26.5K -625.9K -7.7K 0.00 80.94 N/A N/A 2,031 0 11,267 1,041 2024-06-27 $4.74 $5.00 56.4% 16.2% 53.9% 22.3% 0.0% 18.4% 15.6% 19.7K -435.3K -6.0K 5.00 46.32 N/A N/A 1 5 9,283 1,041 2024-06-28 $4.83 $5.00 52.1% 14.9% 54.0% 18.6% 52.2% 8.4% 13.8% 19.1K -364.5K -5.8K 0.00 59.94 N/A N/A 26 0 9,284 1,046
« May 2024 | All History | Jul 2024 » Home EB History June 2024