EB Options History — September 2024 In September 2024, EB traded between $2.75 and $3.17. ATM implied volatility averaged 58.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 6.9% (HV 20d: 51.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 3.76.
Notable Days 2024-09-25 : Highest Volume — 1,003 contracts2024-09-11 : Largest IV drop — 43.0% change2024-09-10 : Highest IV Rank — 36.2%2024-09-30 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.95 $2.75 $3.17 $3.06 $2.75 Max Pain $4.75 $2.50 $5.00 $2.50 $5.00 ATM IV 58.1% 45.8% 90.5% 53.7% 69.5% Expected Move 15.5% 13.0% 19.9% 15.4% 19.9% HV 20d 51.3% 32.5% 86.9% 84.0% 32.7% HV 60d 76.4% 75.0% 78.5% 77.6% 75.1% IV Rank 16.8% 9.4% 36.2% 14.1% 23.6% IV Percentile 52.0% 15.9% 92.9% 47.6% 75.8% Term Structure 14.7% -25.6% 35.5% 8.6% -4.6% VWIV 64.2% 55.8% 75.4% 57.0% 55.8% Skew 25d -14.4% -44.4% 6.2% -13.1% -34.0% Skew 10d -19.0% -54.5% -2.9% -11.8% -35.9% Call IV 25d 65.0% 47.4% 91.4% 54.6% 89.6% Put IV 25d 50.7% 41.4% 68.5% 41.4% 55.6% Bid-Ask Spread % 61.99 45.62 75.62 45.63 49.28 Gamma HHI 0.51 0.39 0.65 0.39 0.54 Net GEX 1.2K 655 2.2K 655 1.9K Net DEX 147.0K 48.2K 220.2K 206.9K 64.0K Net VEX -1.2K -1.7K -893 -1.1K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.76 0.00 45.29 0.00 0.00 Total Volume 163.15 0 1,003 215 217 Total OI 12,020.65 11,238 12,895 11,770 12,895
Daily Data (20 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 2024-09-03 $3.06 $2.50 53.7% 15.4% 84.0% 14.1% 0.0% -13.1% 8.6% 655 206.9K -1.1K 0.00 45.63 N/A N/A 215 0 10,374 1,396 2024-09-04 $3.12 $2.50 56.9% 16.3% 84.6% 16.0% 0.0% -7.3% -25.6% 891 209.8K -1.2K 2.00 45.62 N/A N/A 5 10 10,495 1,396 2024-09-05 $3.17 $5.00 61.2% 13.0% 85.2% 18.6% 0.0% -0.8% 29.2% 930 208.0K -1.2K 2.00 64.03 N/A N/A 5 10 10,499 1,396 2024-09-06 $2.98 $5.00 59.7% 15.7% 86.9% 17.7% 0.0% -8.1% 9.1% 745 220.2K -1.0K 2.79 64.59 N/A N/A 70 195 10,501 1,405 2024-09-09 $3.04 $5.00 69.4% 13.1% 60.2% 23.5% 0.0% 6.2% 35.5% 920 193.6K -1.1K 0.19 62.76 N/A N/A 107 20 10,516 1,377 2024-09-10 $3.04 $5.00 90.5% 14.6% 56.9% 36.2% 0.0% -1.5% 21.9% 1.2K 186.1K -1.2K 0.00 63.54 N/A N/A 0 0 10,658 1,396 2024-09-11 $3.04 $5.00 51.6% 14.8% 56.4% 12.8% 57.0% -1.6% 24.8% 1.1K 186.0K -1.2K 0.00 63.54 N/A N/A 0 53 10,658 1,396 2024-09-12 $3.02 $5.00 60.5% 17.3% 51.3% 18.2% 0.0% -7.0% 9.5% 1.1K 171.4K -1.2K 0.00 63.52 N/A N/A 5 0 10,658 1,344 2024-09-13 $3.02 $5.00 56.8% 16.3% 50.5% 16.0% 0.0% -15.4% 6.6% 1.1K 173.1K -1.1K 0.00 63.60 N/A N/A 112 0 10,655 1,344 2024-09-16 $2.98 $5.00 54.4% 15.6% 47.9% 14.5% 0.0% -44.4% 10.3% 883 183.9K -1.0K 6.25 75.62 N/A N/A 4 25 10,654 1,344 2024-09-17 $3.00 $5.00 48.9% 14.0% 46.4% 11.2% 65.8% -10.4% 27.9% 1.0K 168.2K -1.1K 2.10 65.38 N/A N/A 10 21 10,652 1,344 2024-09-18 $2.98 $5.00 45.8% 13.1% 45.3% 9.4% 75.4% -8.2% 24.4% 919 177.8K -1.1K 45.29 65.36 N/A N/A 7 317 10,652 1,344 2024-09-19 $2.95 $5.00 53.3% 15.3% 34.3% 13.9% 0.0% -3.2% 24.2% 879 120.6K -1.0K 0.09 64.42 N/A N/A 110 10 10,659 1,147 2024-09-20 $2.94 $5.00 51.1% 14.6% 33.7% 12.6% 0.0% -14.6% 18.3% 874 89.9K -1.0K 3.40 63.56 N/A N/A 10 34 10,749 1,026 2024-09-23 $2.83 $5.00 52.2% 15.0% 34.9% 13.2% 0.0% -26.7% 19.0% 754 104.4K -893 0.00 64.16 N/A N/A 560 0 10,223 1,015 2024-09-24 $2.83 $5.00 53.3% 15.3% 34.0% 13.9% 0.0% -27.4% 13.8% 1.4K 89.4K -1.2K 1.00 64.16 N/A N/A 6 6 10,763 1,015 2024-09-25 $2.76 $5.00 67.5% 19.3% 34.1% 22.4% 66.7% -8.0% 8.0% 1.4K 79.7K -1.2K 0.10 63.90 N/A N/A 912 91 10,769 1,022 2024-09-26 $2.79 $5.00 48.9% 14.0% 33.6% 11.2% 55.8% -27.5% 28.8% 2.2K 58.8K -1.6K 2.42 64.04 N/A N/A 31 75 11,673 1,112 2024-09-27 $2.80 $5.00 57.4% 16.5% 32.5% 16.4% 0.0% -34.6% 4.4% 2.2K 48.2K -1.7K 0.00 63.00 N/A N/A 10 0 11,704 1,187 2024-09-30 $2.75 $5.00 69.5% 19.9% 32.7% 23.6% 0.0% -34.0% -4.6% 1.9K 64.0K -1.5K 0.00 49.28 N/A N/A 216 1 11,708 1,187
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