EB Options History — November 2024

In November 2024, EB traded between $3.29 and $3.76. ATM implied volatility averaged 109.3%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 62.1% (HV 20d: 47.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2024-11-07: Highest Volume — 375 contracts
2024-11-11: Largest IV spike — 97.4% change
2024-11-11: Highest IV Rank — 100.0%
2024-11-01: Largest Expected Move — 48.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.54	$3.29	$3.76	$3.34	$3.55
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	109.3%	58.6%	197.6%	168.8%	68.5%
Expected Move	21.5%	16.0%	48.4%	48.4%	19.6%
HV 20d	47.2%	40.9%	51.2%	51.2%	48.4%
HV 60d	47.4%	44.2%	62.1%	62.1%	46.6%
IV Rank	47.2%	16.8%	100.0%	83.1%	22.1%
IV Percentile	83.4%	54.0%	100.0%	99.6%	64.3%
Term Structure	-12.3%	-117.4%	32.3%	-117.4%	-18.2%
VWIV	70.4%	49.6%	170.7%	170.7%	69.0%
Bid-Ask Spread %	75.35	31.06	107.17	31.06	86.34
Gamma HHI	0.60	0.47	0.82	0.48	0.73
Net GEX	6.1K	3.3K	8.7K	3.8K	6.7K
Net DEX	-287.0K	-373.5K	-195.7K	-221.7K	-269.3K
Net VEX	-3.1K	-3.6K	-2.5K	-3.2K	-2.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.50	0.00	0.02
Total Volume	95.3	3	375	26	58
Total OI	7,891.35	7,405	8,451	8,103	7,469

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
2024-11-01	$3.34	$2.50	168.8%	48.4%	51.2%	83.1%	170.7%	0.0%	-117.4%	3.8K	-221.7K	-3.2K	0.00	31.06	N/A	N/A	26	0	4,869	3,234
2024-11-04	$3.29	$2.50	173.1%	16.6%	49.5%	85.7%	0.0%	0.0%	17.5%	3.3K	-195.7K	-3.1K	0.00	61.19	N/A	N/A	20	0	4,871	3,234
2024-11-05	$3.38	$2.50	146.3%	17.8%	49.6%	69.6%	0.0%	0.0%	21.9%	4.3K	-262.9K	-3.4K	0.00	60.66	N/A	N/A	71	0	4,883	3,234
2024-11-06	$3.46	$2.50	147.9%	16.7%	49.7%	70.5%	55.9%	0.0%	24.5%	4.8K	-264.9K	-3.2K	0.04	59.48	N/A	N/A	70	3	4,932	3,234
2024-11-07	$3.40	$2.50	144.5%	16.7%	48.7%	68.4%	59.4%	0.0%	32.3%	4.3K	-220.9K	-3.1K	0.36	58.10	N/A	N/A	275	100	4,927	3,231
2024-11-08	$3.45	$2.50	100.1%	16.0%	48.5%	41.8%	0.0%	0.0%	-14.3%	4.6K	-238.4K	-2.5K	0.03	58.60	N/A	N/A	329	10	4,950	3,316
2024-11-11	$3.59	$2.50	197.6%	16.6%	48.0%	100.0%	57.6%	0.0%	-7.1%	6.3K	-282.2K	-2.7K	0.00	57.25	N/A	N/A	45	0	5,002	3,316
2024-11-12	$3.66	$2.50	188.6%	18.2%	42.3%	94.6%	66.4%	0.0%	-17.1%	7.0K	-344.1K	-3.3K	0.00	58.84	N/A	N/A	67	0	5,017	3,316
2024-11-13	$3.60	$2.50	58.6%	16.8%	43.5%	16.8%	49.6%	0.0%	-7.3%	6.5K	-290.2K	-2.9K	0.00	57.25	N/A	N/A	197	0	5,034	3,316
2024-11-14	$3.76	$2.50	64.7%	18.5%	40.9%	20.5%	60.1%	0.0%	17.4%	7.7K	-373.2K	-3.2K	0.00	86.94	N/A	N/A	102	0	5,121	3,316
2024-11-15	$3.51	$2.50	62.1%	17.8%	48.1%	18.9%	55.2%	0.0%	-17.6%	5.8K	-273.4K	-3.1K	0.12	58.47	N/A	N/A	185	23	5,135	3,316
2024-11-18	$3.46	$2.50	73.6%	21.1%	47.0%	25.8%	71.6%	0.0%	-19.0%	5.6K	-238.2K	-2.7K	0.48	106.68	N/A	N/A	23	11	5,117	2,288
2024-11-19	$3.56	$2.50	76.9%	22.0%	46.9%	27.8%	63.0%	0.0%	-1.6%	6.7K	-293.3K	-3.4K	0.02	88.95	N/A	N/A	57	1	5,140	2,283
2024-11-20	$3.46	$2.50	80.8%	23.1%	48.3%	30.1%	0.0%	0.0%	-20.4%	5.8K	-257.8K	-3.3K	1.50	105.75	N/A	N/A	10	15	5,153	2,282
2024-11-21	$3.59	$2.50	83.0%	23.8%	48.6%	31.4%	58.1%	0.0%	-12.3%	7.0K	-325.5K	-3.6K	0.25	85.80	N/A	N/A	20	5	5,153	2,282
2024-11-22	$3.63	$2.50	87.0%	24.9%	47.8%	33.8%	72.3%	0.0%	-22.3%	7.2K	-331.7K	-3.5K	0.00	105.36	N/A	N/A	92	0	5,157	2,285
2024-11-25	$3.70	$2.50	92.8%	26.6%	47.1%	37.3%	86.3%	0.0%	-28.1%	8.2K	-332.4K	-2.9K	0.00	86.52	N/A	N/A	84	0	5,187	2,285
2024-11-26	$3.75	$2.50	101.9%	29.2%	45.6%	42.7%	0.0%	0.0%	-38.9%	8.7K	-351.0K	-2.9K	0.00	107.17	N/A	N/A	4	0	5,188	2,285
2024-11-27	$3.70	$2.50	70.3%	20.2%	45.3%	23.8%	60.5%	0.0%	-17.5%	7.7K	-373.5K	-3.3K	0.50	86.58	N/A	N/A	2	1	5,184	2,285
2024-11-29	$3.55	$2.50	68.5%	19.6%	48.4%	22.1%	69.0%	0.0%	-18.2%	6.7K	-269.3K	-2.7K	0.02	86.34	N/A	N/A	57	1	5,184	2,285