EB Options History — December 2024

In December 2024, EB traded between $3.34 and $3.94. ATM implied volatility averaged 68.6%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 9.4% (HV 20d: 59.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.56.

Notable Days

  • 2024-12-24: Highest Volume — 257 contracts
  • 2024-12-11: Largest IV drop — 51.7% change
  • 2024-12-10: Highest IV Rank — 42.0%
  • 2024-12-02: Largest Expected Move — 23.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.60$3.34$3.94$3.79$3.37
Max Pain$4.64$2.50$5.00$2.50$5.00
ATM IV68.6%49.0%101.4%80.9%66.2%
Expected Move17.2%11.9%23.2%23.2%19.0%
HV 20d59.2%50.5%64.1%51.6%57.5%
HV 60d51.7%46.4%54.6%46.5%53.7%
IV Rank22.2%10.3%42.0%29.6%20.7%
IV Percentile57.3%15.5%88.9%81.0%58.3%
Term Structure-9.0%-46.2%27.8%-45.1%-14.9%
VWIV61.2%45.4%73.8%72.0%59.1%
Bid-Ask Spread %51.427.5087.3687.367.50
Gamma HHI0.780.670.880.670.79
Net GEX7.4K4.9K10.9K7.7K5.7K
Net DEX-280.8K-451.9K-181.9K-348.8K-200.5K
Net VEX-2.5K-3.4K-1.9K-3.0K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.0013.140.110.00
Total Volume39.23802572026
Total OI7,531.2867,2847,7167,4917,500

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$3.79$2.5080.9%23.2%51.6%29.6%72.0%0.0%-45.1%7.7K-348.8K-3.0K0.1187.36N/AN/A1825,2052,286
2024-12-03$3.83$2.5080.2%23.0%51.0%29.2%0.0%0.0%-46.2%9.6K-380.4K-3.0K0.0086.68N/AN/A2105,2052,286
2024-12-04$3.87$2.5079.6%22.8%50.5%28.8%0.0%0.0%-19.6%10.2K-451.9K-3.4K0.0086.38N/AN/A6505,2212,286
2024-12-05$3.63$5.0087.9%14.8%56.0%33.9%0.0%0.0%11.2%7.4K-281.1K-2.6K0.0045.69N/AN/A0105,1882,286
2024-12-06$3.65$5.0088.5%14.5%55.5%34.2%46.9%0.0%-10.4%7.6K-286.3K-2.5K0.0047.31N/AN/A2105,1882,286
2024-12-09$3.94$5.0093.9%11.9%61.2%37.4%45.4%0.0%27.8%10.9K-401.8K-2.9K0.3046.54N/AN/A1035,2912,286
2024-12-10$3.79$5.00101.4%13.3%61.9%42.0%63.6%0.0%14.0%9.3K-334.0K-2.7K0.0047.25N/AN/A405,2942,287
2024-12-11$3.84$5.0049.0%14.0%61.7%10.3%0.0%0.0%18.5%10.0K-376.2K-2.9K0.0047.24N/AN/A105,2972,287
2024-12-12$3.67$5.0058.5%16.8%63.7%16.1%0.0%0.0%-22.6%8.1K-295.2K-2.6K13.1448.80N/AN/A7925,2962,287
2024-12-13$3.55$5.0058.2%16.7%62.7%15.9%54.3%0.0%-7.8%6.6K-242.4K-2.3K0.0048.84N/AN/A0145,3002,304
2024-12-16$3.67$5.0062.1%17.8%58.8%18.3%0.0%0.0%-15.7%8.0K-299.5K-2.6K0.0047.98N/AN/A005,3002,294
2024-12-17$3.62$5.0061.8%17.7%58.8%18.1%0.0%0.0%-16.1%7.6K-262.9K-2.4K0.0047.31N/AN/A4905,3002,294
2024-12-18$3.42$5.0056.8%16.3%61.5%15.1%0.0%0.0%14.4%5.4K-220.0K-2.3K0.7455.97N/AN/A42315,3312,289
2024-12-19$3.44$5.0056.2%16.1%60.7%14.7%0.0%0.0%-14.3%5.7K-219.1K-2.2K10.3348.29N/AN/A3315,3672,319
2024-12-20$3.34$5.0054.0%15.5%59.9%13.4%60.6%0.0%-7.0%4.9K-181.9K-1.9K0.0047.57N/AN/A2705,3682,348
2024-12-23$3.38$5.0053.3%15.3%59.9%12.9%0.0%0.0%-4.8%5.2K-192.9K-2.0K3.2546.86N/AN/A4135,1292,166
2024-12-24$3.54$5.0065.0%18.6%62.0%20.0%72.6%0.0%-19.5%6.7K-255.5K-2.4K0.1747.46N/AN/A219385,1312,153
2024-12-26$3.55$5.0067.1%19.2%61.8%21.3%73.8%0.0%-13.5%7.3K-250.6K-2.3K0.0046.21N/AN/A805,3482,152
2024-12-27$3.37$5.0059.4%17.0%64.1%16.6%63.2%0.0%-9.7%5.8K-204.3K-2.2K0.0046.86N/AN/A1205,3532,152
2024-12-30$3.40$5.0060.2%17.2%62.8%17.1%59.1%0.0%-7.8%6.0K-212.3K-2.2K0.0045.65N/AN/A5305,3452,152
2024-12-31$3.37$5.0066.2%19.0%57.5%20.7%0.0%0.0%-14.9%5.7K-200.5K-2.2K0.007.50N/AN/A2605,3482,152