ELAN Options History — January 2024 In January 2024, ELAN traded between $14.32 and $15.66. ATM implied volatility averaged 40.3%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 2.3% (HV 20d: 38.0%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.29.
Notable Days 2024-01-05 : Highest Volume — 27,708 contracts2024-01-03 : Largest IV spike — 10.1% change2024-01-04 : Highest IV Rank — 20.3%2024-01-04 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.97 $14.32 $15.66 $14.61 $14.79 Max Pain $12.90 $12.00 $13.00 $12.00 $13.00 ATM IV 40.3% 37.6% 43.8% 38.6% 41.7% Expected Move 11.5% 10.8% 12.2% 11.1% 12.0% HV 20d 38.0% 33.8% 44.0% 39.5% 34.5% HV 60d 52.7% 49.8% 54.4% 54.3% 49.8% IV Rank 14.7% 10.3% 20.3% 12.0% 17.0% IV Percentile 26.3% 14.3% 44.8% 18.3% 36.9% Term Structure 4.6% 1.3% 8.6% 2.6% 3.4% VWIV 40.4% 34.7% 44.8% 38.7% 41.2% Skew 25d 1.6% -1.6% 4.3% 4.3% 1.0% Skew 10d 4.5% -9.3% 20.9% 15.1% -0.5% Call IV 25d 40.4% 36.5% 44.5% 36.5% 41.8% Put IV 25d 42.0% 39.0% 44.0% 40.8% 42.8% Bid-Ask Spread % 62.21 14.49 89.93 82.11 84.11 Gamma HHI 0.18 0.16 0.21 0.18 0.18 Net GEX 1.0M 501.2K 1.5M 810.5K 1.4M Net DEX -53.0M -69.3M -38.9M -56.4M -42.1M Net VEX -150.7K -165.6K -135.9K -135.9K -141.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.29 0.02 19.77 0.03 0.13 Total Volume 2,625.238 83 27,708 3,491 96 Total OI 81,149.619 68,236 93,012 77,602 69,604
Daily Data (21 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 2024-01-02 $14.61 $12.00 38.6% 11.1% 39.5% 12.0% 38.7% 4.3% 2.6% 810.5K -56.4M -135.9K 0.03 82.11 N/A N/A 3,401 90 60,377 17,225 2024-01-03 $14.32 $12.00 42.6% 12.2% 38.7% 18.3% 42.2% -0.5% 2.4% 845.0K -53.0M -143.2K 19.77 34.10 N/A N/A 212 4,191 62,115 17,268 2024-01-04 $14.55 $13.00 43.8% 12.2% 38.9% 20.3% 44.8% -0.3% 2.5% 639.9K -53.2M -145.0K 0.02 52.54 N/A N/A 2,290 46 62,276 20,484 2024-01-05 $15.43 $13.00 41.3% 12.2% 42.9% 16.3% 34.7% -0.0% 4.9% 612.8K -66.6M -143.8K 0.02 28.77 N/A N/A 27,035 673 63,969 20,539 2024-01-08 $15.57 $13.00 43.1% 12.0% 42.6% 19.2% 42.9% -1.6% 4.7% 810.3K -67.4M -163.2K 0.05 19.99 N/A N/A 3,370 182 68,665 21,340 2024-01-09 $15.43 $13.00 42.1% 11.5% 43.1% 17.6% 40.1% 2.1% 5.8% 796.7K -64.8M -161.7K 0.17 70.72 N/A N/A 823 142 69,078 21,500 2024-01-10 $15.11 $13.00 39.5% 11.3% 43.8% 13.3% 40.1% 0.5% 4.1% 767.7K -59.6M -160.8K 0.35 45.19 N/A N/A 1,619 562 69,738 21,621 2024-01-11 $15.50 $13.00 40.7% 11.7% 44.0% 15.2% 40.0% 1.1% 4.2% 820.3K -66.4M -165.6K 0.23 73.78 N/A N/A 994 228 70,243 21,672 2024-01-12 $15.66 $13.00 39.2% 11.2% 35.9% 12.8% 40.0% 1.7% 4.1% 833.4K -69.3M -160.1K 0.58 63.95 N/A N/A 145 84 70,500 21,809 2024-01-16 $15.18 $13.00 40.9% 11.7% 37.8% 15.6% 43.2% 1.6% 3.6% 712.2K -60.8M -154.7K 0.04 72.53 N/A N/A 3,540 137 70,568 21,845 2024-01-17 $14.84 $13.00 40.9% 11.7% 38.9% 15.6% 43.0% 2.6% 5.3% 650.7K -53.3M -157.7K 0.89 89.93 N/A N/A 196 174 71,060 21,952 2024-01-18 $14.86 $13.00 40.8% 11.7% 38.9% 15.5% 41.8% 2.5% 1.3% 501.2K -54.3M -155.3K 0.55 79.26 N/A N/A 201 111 71,057 21,394 2024-01-19 $14.54 $13.00 37.6% 10.8% 36.5% 10.3% 40.1% 3.8% 8.6% 1.2M -46.6M -148.1K 0.38 84.77 N/A N/A 1,475 560 71,008 21,314 2024-01-22 $14.59 $13.00 39.3% 11.3% 35.6% 13.0% 39.8% 4.2% 7.0% 1.3M -39.0M -147.1K 0.39 14.49 N/A N/A 839 331 58,791 9,445 2024-01-23 $14.75 $13.00 39.0% 11.2% 33.8% 12.5% 39.0% 2.8% 5.0% 1.4M -41.1M -151.1K 0.23 69.09 N/A N/A 219 50 59,321 9,697 2024-01-24 $14.55 $13.00 39.0% 11.2% 33.9% 12.5% 38.7% 0.4% 5.1% 1.3M -38.9M -145.9K 0.34 89.40 N/A N/A 134 46 59,400 9,746 2024-01-25 $14.77 $13.00 39.0% 11.2% 34.2% 12.6% 38.8% 2.4% 4.3% 1.4M -41.5M -148.5K 0.95 80.78 N/A N/A 105 100 59,461 9,770 2024-01-26 $15.13 $13.00 37.6% 10.8% 35.2% 10.3% 39.2% 0.0% 4.9% 1.4M -46.6M -148.0K 0.08 80.12 N/A N/A 357 27 59,518 9,795 2024-01-29 $15.16 $13.00 40.7% 11.7% 34.9% 15.2% 40.7% 1.6% 5.0% 1.5M -47.3M -143.2K 0.84 34.44 N/A N/A 45 38 59,660 9,801 2024-01-30 $15.09 $13.00 39.3% 11.3% 34.9% 13.0% 39.5% 3.8% 6.8% 1.5M -45.6M -144.3K 1.11 56.28 N/A N/A 124 138 59,683 9,833 2024-01-31 $14.79 $13.00 41.7% 12.0% 34.5% 17.0% 41.2% 1.0% 3.4% 1.4M -42.1M -141.9K 0.13 84.11 N/A N/A 85 11 59,741 9,863
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