EB Options History — July 2024 In July 2024, EB traded between $4.47 and $5.71. ATM implied volatility averaged 84.2%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 14.4% (HV 20d: 69.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-07-16 : Highest Volume — 16,038 contracts2024-07-16 : Largest IV spike — 53.2% change2024-07-31 : Highest IV Rank — 87.2%2024-07-31 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.99 $4.47 $5.71 $4.63 $4.92 Max Pain $4.09 $2.50 $5.00 $5.00 $5.00 ATM IV 84.2% 41.1% 133.1% 57.0% 133.1% Expected Move 24.9% 11.8% 38.1% 16.3% 38.1% HV 20d 69.8% 45.3% 89.1% 55.8% 89.1% HV 60d 52.0% 39.8% 62.2% 42.9% 62.2% IV Rank 45.8% 9.3% 87.2% 22.8% 87.2% IV Percentile 80.3% 5.6% 99.6% 66.7% 99.6% Term Structure -12.0% -44.6% 31.6% 12.2% -44.6% VWIV 97.7% 60.6% 126.7% 60.6% 125.2% Skew 25d 11.1% -14.7% 72.8% 10.0% -14.7% Skew 10d 12.2% -45.8% 95.4% -3.7% 1.1% Call IV 25d 75.4% 51.0% 95.5% 71.6% 86.3% Put IV 25d 86.5% 61.8% 127.4% 81.6% 71.5% Bid-Ask Spread % 54.39 16.60 88.82 69.61 45.73 Gamma HHI 0.72 0.48 0.78 0.75 0.48 Net GEX 29.3K 12.8K 65.2K 17.4K 58.0K Net DEX -982.4K -3.2M -106.6K -341.4K -1.8M Net VEX -7.4K -12.3K -4.2K -5.2K -9.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.00 4.00 3.45 0.03 Total Volume 1,211.955 1 16,038 129 564 Total OI 12,871.909 10,352 18,302 10,352 17,299
Daily Data (22 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 2024-07-01 $4.63 $5.00 57.0% 16.3% 55.8% 22.8% 60.6% 10.0% 12.2% 17.4K -341.4K -5.2K 3.45 69.61 N/A N/A 29 100 9,306 1,046 2024-07-02 $4.67 $5.00 45.5% 13.1% 53.5% 13.1% 0.0% 30.9% 21.3% 16.5K -258.8K -5.3K 0.03 79.22 N/A N/A 31 1 9,331 1,146 2024-07-03 $4.74 $5.00 41.1% 11.8% 53.6% 9.3% 0.0% 23.4% 31.6% 17.7K -301.6K -5.4K 0.00 77.90 N/A N/A 5 0 9,362 1,146 2024-07-05 $4.69 $2.50 50.4% 19.0% 49.2% 17.2% 66.3% 32.0% -3.9% 16.4K -253.6K -5.2K 2.00 64.02 N/A N/A 50 100 9,366 1,146 2024-07-08 $4.71 $2.50 52.5% 21.0% 46.7% 19.0% 73.0% 41.9% -7.9% 18.3K -342.9K -5.5K 0.00 58.05 N/A N/A 28 0 9,412 1,246 2024-07-09 $4.54 $2.50 60.7% 23.2% 47.2% 25.9% 0.0% 27.8% -19.3% 13.2K -127.8K -4.6K 0.00 62.98 N/A N/A 1 0 9,438 1,246 2024-07-10 $4.47 $2.50 68.4% 19.6% 46.6% 32.5% 0.0% 34.0% -5.1% 12.8K -106.6K -4.2K 4.00 88.82 N/A N/A 4 16 9,442 1,246 2024-07-11 $4.54 $2.50 76.0% 21.8% 47.2% 38.9% 0.0% 35.6% -13.2% 14.8K -184.5K -4.9K 0.25 63.21 N/A N/A 12 3 9,446 1,256 2024-07-12 $4.70 $2.50 66.2% 19.0% 46.5% 30.6% 0.0% 72.8% -0.4% 17.4K -286.2K -5.3K 0.00 62.57 N/A N/A 1 0 9,448 1,259 2024-07-15 $4.63 $2.50 73.2% 21.0% 45.3% 36.5% 73.3% -6.1% -8.9% 15.9K -202.0K -4.7K 0.05 62.76 N/A N/A 105 5 9,449 1,259 2024-07-16 $5.71 $2.50 112.2% 32.2% 84.2% 69.5% 126.7% 7.4% -24.7% 31.5K -1.6M -9.9K 0.04 16.60 N/A N/A 15,399 639 9,550 1,264 2024-07-17 $5.69 $5.00 110.4% 31.7% 83.7% 68.0% 116.5% -12.7% -21.2% 45.4K -3.2M -12.3K 0.23 45.31 N/A N/A 634 144 16,290 1,853 2024-07-18 $5.45 $5.00 103.6% 29.7% 84.8% 62.3% 112.4% 1.5% -21.3% 42.6K -2.6M -10.8K 0.53 41.76 N/A N/A 474 251 16,064 1,897 2024-07-19 $5.14 $5.00 100.1% 28.7% 87.8% 59.3% 100.9% -7.4% -16.4% 33.5K -2.1M -9.0K 0.05 47.95 N/A N/A 2,534 128 15,908 2,394 2024-07-22 $5.21 $5.00 104.4% 29.9% 87.9% 62.9% 102.7% -3.1% -27.9% 35.7K -1.0M -9.0K 0.19 48.16 N/A N/A 94 18 11,355 1,542 2024-07-23 $5.37 $5.00 89.4% 25.6% 88.0% 50.3% 98.2% -3.8% -9.3% 37.9K -1.0M -9.3K 0.01 43.92 N/A N/A 262 3 11,310 1,542 2024-07-24 $5.14 $5.00 90.2% 25.9% 88.9% 50.9% 90.3% -0.9% -11.7% 31.8K -843.5K -8.5K 0.21 41.23 N/A N/A 28 6 11,373 1,545 2024-07-25 $5.22 $5.00 85.8% 24.6% 88.0% 47.2% 85.7% -2.5% -9.1% 32.6K -791.3K -8.0K 0.04 47.99 N/A N/A 68 3 11,393 1,549 2024-07-26 $5.20 $5.00 88.6% 25.4% 87.6% 49.6% 87.2% -0.8% -14.2% 31.1K -711.6K -7.8K 0.03 45.50 N/A N/A 39 1 11,468 1,552 2024-07-29 $5.29 $5.00 120.5% 34.5% 87.6% 76.6% 120.4% -8.5% -33.9% 38.7K -1.1M -8.8K 0.02 42.45 N/A N/A 4,054 75 11,489 1,554 2024-07-30 $5.21 $5.00 123.4% 35.4% 86.2% 79.1% 123.5% -11.9% -35.9% 65.2K -2.3M -10.3K 0.03 40.76 N/A N/A 735 19 15,415 1,580 2024-07-31 $4.92 $5.00 133.1% 38.1% 89.1% 87.2% 125.2% -14.7% -44.6% 58.0K -1.8M -9.3K 0.03 45.73 N/A N/A 548 16 15,703 1,596
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