EB Options History — October 2024

In October 2024, EB traded between $2.66 and $3.23. ATM implied volatility averaged 83.8%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 38.2% (HV 20d: 45.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 4.65.

Notable Days

  • 2024-10-14: Highest Volume — 2,048 contracts
  • 2024-10-09: Largest IV spike — 57.4% change
  • 2024-10-30: Highest IV Rank — 62.2%
  • 2024-10-30: Largest Expected Move — 38.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.87$2.66$3.23$2.66$3.21
Max Pain$2.72$2.50$5.00$5.00$2.50
ATM IV83.8%44.8%134.0%73.4%119.8%
Expected Move25.3%18.9%38.4%21.0%34.3%
HV 20d45.6%32.4%55.0%32.4%49.9%
HV 60d66.0%60.6%76.5%75.2%61.7%
IV Rank32.1%8.8%62.2%25.9%53.7%
IV Percentile78.8%10.7%97.2%81.7%95.2%
Term Structure-16.1%-84.1%7.3%7.3%-19.8%
VWIV88.8%65.6%135.7%73.2%99.8%
Skew 25d-8.3%-34.6%26.8%-17.0%26.8%
Skew 10d-20.9%-41.0%1.3%-23.2%1.3%
Call IV 25d75.7%46.5%90.6%90.6%46.5%
Put IV 25d67.4%55.5%73.6%73.6%73.3%
Bid-Ask Spread %74.8634.8895.6168.4634.88
Gamma HHI0.540.450.670.550.48
Net GEX533-3.9K3.0K1.9K3.0K
Net DEX16.6K-172.0K117.2K83.3K-172.0K
Net VEX-2.3K-3.1K-1.3K-1.5K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.650.0096.520.020.00
Total Volume189.08732,0489835
Total OI11,669.2617,91016,30613,0878,082

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$2.66$5.0073.4%21.0%32.4%25.9%73.2%-17.0%7.3%1.9K83.3K-1.5K0.0268.46N/AN/A96211,8991,188
2024-10-02$2.83$5.0066.0%18.9%39.7%21.5%0.0%-34.6%-3.7%2.4K51.8K-1.7K0.0048.75N/AN/A17011,9561,205
2024-10-03$2.75$2.5047.1%22.6%39.8%10.2%78.8%26.8%-12.4%2.0K76.5K-1.5K0.0079.10N/AN/A74011,9651,205
2024-10-04$2.76$2.5070.3%22.1%34.2%24.1%77.2%0.0%-4.1%2.5K38.0K-1.7K0.0959.55N/AN/A22212,0301,205
2024-10-07$2.67$2.5044.8%22.4%34.5%8.8%0.0%0.0%-7.2%2.0K70.4K-1.5K0.0079.83N/AN/A11012,0721,203
2024-10-08$2.74$2.5050.0%24.1%36.4%11.9%83.7%0.0%-12.3%2.3K53.9K-1.5K0.0054.48N/AN/A16012,0831,203
2024-10-09$2.79$2.5078.8%22.6%37.3%29.1%0.0%0.0%-8.5%2.4K42.1K-1.6K0.0085.49N/AN/A148012,0841,203
2024-10-10$2.71$2.5083.6%24.0%38.3%32.0%83.7%0.0%-18.2%2.3K61.6K-1.5K0.0087.26N/AN/A6012,2301,203
2024-10-11$2.71$2.5076.6%22.0%38.3%27.9%76.7%0.0%-12.1%2.5K46.3K-1.5K0.0382.14N/AN/A40112,2351,203
2024-10-14$2.66$2.5072.1%20.7%38.5%25.2%71.4%0.0%-7.5%2.1K69.0K-1.3K96.5280.54N/AN/A212,02712,2311,179
2024-10-15$2.87$2.5083.0%23.8%48.1%31.6%83.6%0.0%-14.0%-3.1K117.2K-2.5K0.7564.20N/AN/A41231112,2523,129
2024-10-16$2.92$2.5080.1%23.0%48.5%30.0%0.0%0.0%-10.9%2615.6K-2.6K2.5988.98N/AN/A8121012,6393,429
2024-10-17$2.81$2.5078.0%22.4%50.3%28.7%135.7%0.0%-13.2%-3.9K109.1K-2.7K0.0090.64N/AN/A0312,6653,639
2024-10-18$2.96$2.5079.2%22.7%53.8%29.4%96.1%0.0%-26.5%-2.1K60.1K-3.0K0.1986.15N/AN/A3206012,6653,641
2024-10-21$2.88$2.5088.6%25.4%52.9%35.0%88.7%0.0%-15.1%-2.7K25.3K-2.9K0.0788.57N/AN/A1414,6793,231
2024-10-22$2.85$2.5096.1%27.5%53.1%39.5%0.0%0.0%-22.9%-2.9K49.6K-2.9K0.0080.10N/AN/A1004,6803,232
2024-10-23$2.94$2.5092.5%26.5%53.3%37.4%0.0%0.0%-20.9%651-38.4K-2.7K0.0090.41N/AN/A1704,6803,232
2024-10-24$2.90$2.5095.0%27.2%53.5%38.8%0.0%0.0%-23.1%631-47.6K-2.6K2.0095.61N/AN/A364,6963,232
2024-10-25$3.00$2.5086.1%24.7%54.7%33.5%65.6%0.0%6.7%-2.0K11.8K-3.0K0.0068.06N/AN/A704,6993,232
2024-10-28$3.10$2.50109.1%31.3%55.0%47.3%96.6%0.0%-21.2%1.9K-114.7K-2.9K0.0067.46N/AN/A18004,6943,232
2024-10-29$3.23$2.50122.0%35.0%54.3%55.0%121.6%0.0%-26.4%389-124.8K-3.1K0.0285.65N/AN/A12234,7023,232
2024-10-30$3.17$2.50134.0%38.4%51.5%62.2%0.0%0.0%-84.1%-93-92.7K-3.1K0.0055.48N/AN/A7104,7833,234
2024-10-31$3.21$2.50119.8%34.3%49.9%53.7%99.8%0.0%-19.8%3.0K-172.0K-2.9K0.0034.88N/AN/A3504,8483,234