ELAN Options History — March 2023 In March 2023, ELAN traded between $8.84 and $11.30. ATM implied volatility averaged 46.0%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 3.4% (HV 20d: 49.4%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2023-03-15 : Highest Volume — 8,872 contracts2023-03-10 : Largest IV spike — 29.3% change2023-03-13 : Highest IV Rank — 71.0%2023-03-15 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.74 $8.84 $11.30 $11.30 $9.43 Max Pain $11.96 $11.00 $13.00 $13.00 $11.00 ATM IV 46.0% 40.2% 62.6% 46.5% 46.2% Expected Move 12.7% 11.0% 14.3% 13.3% 13.2% HV 20d 49.4% 35.8% 59.3% 59.3% 45.4% HV 60d 46.8% 45.9% 48.4% 45.9% 47.1% IV Rank 32.6% 10.4% 71.0% 15.7% 36.4% IV Percentile 50.1% 23.4% 94.0% 59.5% 54.8% Term Structure 4.0% -1.6% 8.4% -1.6% 5.0% VWIV 44.0% 37.1% 49.5% 45.0% 44.3% Skew 25d 0.6% -11.2% 7.5% -4.3% 3.9% Skew 10d 2.8% -14.0% 38.4% -1.0% 4.5% Call IV 25d 44.5% 40.1% 49.2% 43.0% 40.1% Put IV 25d 45.1% 33.7% 53.1% 38.7% 44.0% Bid-Ask Spread % 59.83 22.00 85.62 44.48 67.74 Gamma HHI 0.48 0.25 0.74 0.25 0.74 Net GEX -465.4K -991.0K -239.4K -426.0K -408.0K Net DEX 20.9M 8.4M 31.8M 8.4M 14.1M Net VEX -77.6K -128.6K -49.9K -128.6K -62.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.04 1.76 0.86 0.29 Total Volume 1,335.478 514 8,872 630 625 Total OI 103,813.913 92,370 117,754 107,167 93,795
Daily Data (23 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 2023-03-01 $11.30 $13.00 46.5% 13.3% 59.3% 15.7% 45.0% -4.3% -1.6% -426.0K 8.4M -128.6K 0.86 44.48 N/A N/A 338 292 60,049 47,118 2023-03-02 $11.04 $13.00 43.3% 12.4% 56.0% 13.0% 43.1% 3.0% -1.4% -627.1K 12.4M -118.9K 0.17 72.60 N/A N/A 2,175 367 60,728 47,198 2023-03-03 $11.09 $13.00 40.2% 11.5% 55.1% 10.4% 39.9% -8.8% -0.3% -693.6K 11.6M -120.6K 0.53 85.62 N/A N/A 464 248 62,543 47,232 2023-03-06 $10.86 $13.00 42.3% 11.4% 54.2% 12.1% 41.6% 0.8% 5.5% -836.1K 15.8M -115.4K 0.94 75.47 N/A N/A 452 426 62,945 47,477 2023-03-07 $10.64 $13.00 41.0% 11.3% 54.3% 11.1% 40.4% 2.6% 5.6% -991.0K 21.1M -99.6K 1.76 22.00 N/A N/A 220 387 63,284 47,680 2023-03-08 $10.68 $13.00 41.3% 11.0% 53.7% 11.4% 38.8% 0.2% 4.2% -941.9K 18.5M -107.9K 0.13 81.48 N/A N/A 609 79 63,469 47,786 2023-03-09 $10.13 $12.00 45.1% 11.8% 54.2% 35.3% 40.4% 0.6% 4.0% -724.0K 26.3M -89.9K 1.66 36.96 N/A N/A 420 696 63,698 47,762 2023-03-10 $9.54 $12.00 58.3% 13.1% 56.6% 62.3% 46.7% 0.2% 1.8% -515.8K 30.8M -72.4K 0.56 66.57 N/A N/A 985 549 64,034 47,572 2023-03-13 $9.36 $12.00 62.6% 13.5% 56.5% 71.0% 49.4% -0.2% 1.6% -369.3K 31.5M -68.8K 1.45 80.92 N/A N/A 401 581 64,446 47,896 2023-03-14 $9.43 $12.00 49.5% 13.8% 55.8% 44.3% 49.5% -0.1% 2.1% -342.0K 31.6M -71.5K 0.15 82.45 N/A N/A 711 109 64,790 48,322 2023-03-15 $9.43 $12.00 49.7% 14.3% 56.1% 44.7% 48.7% 3.9% 1.9% -347.4K 31.4M -71.3K 0.04 75.50 N/A N/A 8,494 378 65,320 48,270 2023-03-16 $9.66 $12.00 45.5% 13.0% 54.6% 36.0% 46.3% 3.9% 5.9% -243.9K 30.5M -75.4K 0.20 75.08 N/A N/A 1,082 221 68,563 48,522 2023-03-17 $9.39 $12.00 48.1% 13.8% 54.7% 41.3% 48.7% 4.6% 6.7% -351.6K 31.8M -67.5K 0.18 66.43 N/A N/A 892 163 69,125 48,629 2023-03-20 $9.34 $12.00 47.4% 13.6% 54.7% 40.0% 47.6% 3.1% 4.4% -343.1K 18.7M -68.0K 0.74 22.47 N/A N/A 296 218 59,038 34,489 2023-03-21 $9.54 $12.00 41.4% 11.9% 40.3% 27.8% 40.3% 7.5% 6.1% -440.3K 18.5M -67.7K 0.04 72.55 N/A N/A 1,374 54 59,408 34,623 2023-03-22 $9.14 $12.00 42.6% 12.2% 36.2% 30.1% 38.1% -8.1% 5.0% -344.8K 19.4M -59.0K 0.24 74.93 N/A N/A 1,069 252 60,489 32,953 2023-03-23 $8.84 $11.00 44.5% 12.8% 36.6% 34.1% 45.0% 2.5% 5.1% -261.4K 19.7M -53.0K 0.07 72.49 N/A N/A 1,126 79 61,156 32,086 2023-03-24 $8.84 $11.00 46.6% 13.4% 35.8% 38.3% 49.4% 5.1% 4.7% -239.4K 18.7M -53.0K 0.80 22.13 N/A N/A 309 247 61,770 31,227 2023-03-27 $9.18 $11.00 46.6% 13.4% 40.2% 38.4% 45.1% 7.0% 3.9% -355.6K 18.6M -53.2K 0.69 68.02 N/A N/A 512 355 61,990 31,037 2023-03-28 $8.91 $11.00 42.1% 12.1% 40.6% 29.1% 42.3% 2.7% 8.4% -278.0K 18.9M -49.9K 0.17 59.71 N/A N/A 452 76 62,465 30,948 2023-03-29 $9.14 $11.00 44.7% 12.8% 42.7% 34.5% 37.1% -5.8% 5.7% -320.4K 16.7M -54.4K 0.32 28.32 N/A N/A 1,069 344 62,907 29,463 2023-03-30 $9.09 $11.00 43.3% 12.4% 42.5% 31.6% 44.1% -11.2% 6.5% -302.8K 16.2M -56.2K 0.15 22.11 N/A N/A 452 68 63,940 29,478 2023-03-31 $9.43 $11.00 46.2% 13.2% 45.4% 36.4% 44.3% 3.9% 5.0% -408.0K 14.1M -62.1K 0.29 67.74 N/A N/A 485 140 64,322 29,473
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