EB Options History — August 2024

In August 2024, EB traded between $2.81 and $4.56. ATM implied volatility averaged 94.5%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 4.8% (HV 20d: 89.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.39.

Notable Days

  • 2024-08-07: Highest Volume — 4,205 contracts
  • 2024-08-19: Largest IV drop — 49.9% change
  • 2024-08-02: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 42.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.41$2.81$4.56$4.56$3.17
Max Pain$3.30$2.50$5.00$5.00$2.50
ATM IV94.5%39.5%197.1%143.3%58.7%
Expected Move22.9%11.3%42.6%41.1%16.8%
HV 20d89.7%75.5%113.2%93.1%84.9%
HV 60d74.1%63.9%79.3%63.9%78.0%
IV Rank43.9%5.6%100.0%95.9%17.1%
IV Percentile75.9%4.8%100.0%99.6%61.9%
Term Structure-4.8%-58.0%32.2%-49.9%10.4%
VWIV81.9%43.9%148.5%143.4%57.9%
Skew 25d-7.4%-33.1%18.0%-12.6%1.1%
Skew 10d-5.6%-36.7%23.8%-8.8%3.0%
Call IV 25d69.4%43.8%94.0%84.4%50.0%
Put IV 25d62.0%41.8%81.0%71.9%51.1%
Bid-Ask Spread %47.487.0261.9342.1245.21
Gamma HHI0.580.370.940.480.37
Net GEX6.4K-4246.3K46.3K623
Net DEX99.3K-1.2M356.6K-1.2M213.5K
Net VEX-2.3K-7.6K-940-7.6K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.500.090.00
Total Volume381.136134,20581114
Total OI15,325.86411,58919,06517,42111,760

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$4.56$5.00143.3%41.1%93.1%95.9%143.4%-12.6%-49.9%46.3K-1.2M-7.6K0.0942.12N/AN/A7417015,8101,611
2024-08-02$4.31$5.00148.5%42.6%95.1%100.0%148.5%-22.1%-58.0%41.9K-924.6K-6.8K0.2442.06N/AN/A3628816,2181,659
2024-08-05$4.08$5.00162.9%28.9%96.7%100.0%0.0%-24.8%-10.4%11.4K-22.4K-4.6K0.0357.47N/AN/A3411116,4401,647
2024-08-06$3.96$5.00158.8%28.9%96.5%97.0%100.7%-24.7%-11.3%9.7K47.2K-4.1K0.0653.12N/AN/A2021216,2261,645
2024-08-07$3.91$5.00161.1%31.6%96.4%98.7%69.4%-12.4%20.5%8.9K92.5K-3.6K0.0161.93N/AN/A4,1812416,2541,646
2024-08-08$3.80$5.00197.1%30.8%96.4%100.0%104.5%-15.6%-19.8%7.6K135.1K-3.3K0.9550.38N/AN/A26124916,3011,666
2024-08-09$3.17$5.00113.4%24.6%112.5%49.9%79.1%-5.0%-6.4%1.6K349.7K-1.7K0.2855.86N/AN/A70719916,3271,913
2024-08-12$3.00$2.5092.6%23.7%113.2%37.4%0.0%-15.1%-0.5%691327.2K-1.3K0.3055.02N/AN/A10316,9651,776
2024-08-13$3.06$2.50109.7%24.0%75.5%47.7%0.0%-10.9%-3.6%637342.6K-1.3K0.3856.70N/AN/A16616,9651,773
2024-08-14$2.87$2.5080.2%23.0%75.7%30.0%0.0%13.0%-6.5%-42356.6K-9400.0545.07N/AN/A151816,9701,766
2024-08-15$2.81$2.5076.8%22.0%75.7%27.9%0.0%18.0%-3.9%464324.4K-1.1K1.4146.03N/AN/A172417,2691,772
2024-08-16$2.95$2.5078.8%22.6%80.4%29.2%78.8%15.2%-4.0%702317.4K-1.3K1.1255.20N/AN/A505617,2731,792
2024-08-19$3.05$2.5039.5%11.3%82.0%5.6%43.9%-9.2%32.2%641265.4K-1.2K0.3545.10N/AN/A511810,2121,520
2024-08-20$3.13$2.5045.4%13.0%81.6%9.1%0.0%13.3%27.9%783209.5K-1.2K0.367.02N/AN/A22810,2541,337
2024-08-21$3.38$2.5060.7%17.4%89.2%18.3%61.7%-1.2%-18.6%1.9K167.4K-1.7K0.3147.25N/AN/A1805510,2441,345
2024-08-22$3.42$2.5058.3%16.7%89.0%16.9%54.5%-33.1%15.4%1.6K146.7K-1.9K0.0047.32N/AN/A21010,3901,395
2024-08-23$3.44$2.5057.0%16.4%89.3%16.1%0.0%-24.8%-6.6%1.1K205.8K-1.4K0.0046.27N/AN/A17010,4071,395
2024-08-26$3.33$2.5058.0%16.6%88.3%16.7%66.0%0.8%-5.6%969187.7K-1.4K2.5048.61N/AN/A205010,4051,395
2024-08-27$3.25$2.5060.5%17.4%88.2%18.2%0.0%-11.8%16.7%1.1K187.8K-1.6K0.0044.96N/AN/A53010,4081,445
2024-08-28$3.15$2.5057.8%16.6%87.4%16.6%56.7%-0.8%-11.6%699230.8K-1.1K0.1845.95N/AN/A11210,3691,445
2024-08-29$3.21$2.5060.3%17.3%86.1%18.1%57.9%-0.1%-12.2%772209.8K-1.2K0.0045.83N/AN/A74010,3631,396
2024-08-30$3.17$2.5058.7%16.8%84.9%17.1%0.0%1.1%10.4%623213.5K-1.2K0.0045.21N/AN/A14010,3641,396