ELAN Options History — November 2018

Name: ELAN Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, ELAN traded between $33.30 and $33.94. ATM implied volatility averaged 32.6%. The 30-day expected move averaged 9.3%. Max pain ranged from $30.00 to $30.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 0.23.

Notable Days

2018-11-30: Highest Volume — 282 contracts
2018-11-30: Largest IV drop — 8.5% change
2018-11-29: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.62	$33.30	$33.94	$33.94	$33.30
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	32.6%	31.1%	34.0%	34.0%	31.1%
Expected Move	9.3%	8.9%	9.8%	9.8%	8.9%
Term Structure	-2.3%	-4.0%	-0.6%	-4.0%	-0.6%
VWIV	37.1%	30.7%	43.5%	43.5%	30.7%
Skew 25d	8.1%	7.6%	8.6%	8.6%	7.6%
Skew 10d	13.5%	12.0%	15.0%	15.0%	12.0%
Call IV 25d	31.2%	30.9%	31.5%	30.9%	31.5%
Put IV 25d	39.3%	39.2%	39.5%	39.5%	39.2%
Bid-Ask Spread %	104.11	101.47	106.75	106.75	101.47
Gamma HHI	0.33	0.33	0.33	0.33	0.33
Net GEX	5.8K	4.4K	7.2K	7.2K	4.4K
Net DEX	-23.8K	-58.4K	10.8K	-58.4K	10.8K
Net VEX	-3.1K	-3.1K	-3.1K	-3.1K	-3.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.23	0.23	0.23	0.23
Total Volume	280	278	282	278	282
Total OI	689	689	689	689	689

Daily Data (2 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
2018-11-29	$33.94	$30.00	34.0%	9.8%	0.0%	0.0%	43.5%	8.6%	-4.0%	7.2K	-58.4K	-3.1K	0.23	106.75	N/A	N/A	226	52	377	312
2018-11-30	$33.30	$30.00	31.1%	8.9%	0.0%	0.0%	30.7%	7.6%	-0.6%	4.4K	10.8K	-3.1K	0.23	101.47	N/A	N/A	230	52	377	312