ELAN Options History — July 2024 In July 2024, ELAN traded between $12.66 and $14.23. ATM implied volatility averaged 45.3%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 33.5% (HV 20d: 78.8%). Max pain ranged from $13.00 to $16.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2024-07-11 : Highest Volume — 4,353 contracts2024-07-10 : Largest IV spike — 26.4% change2024-07-30 : Highest IV Rank — 63.4%2024-07-30 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $13.35 $12.66 $14.23 $14.09 $13.09 Max Pain $14.36 $13.00 $16.00 $16.00 $13.00 ATM IV 45.3% 31.9% 59.3% 32.8% 58.2% Expected Move 13.3% 9.1% 17.0% 9.4% 16.7% HV 20d 78.8% 26.1% 91.1% 91.1% 26.8% HV 60d 72.0% 71.1% 72.9% 72.9% 71.1% IV Rank 36.2% 10.1% 63.4% 11.9% 61.2% IV Percentile 61.9% 10.7% 92.1% 13.1% 91.7% Term Structure -4.1% -18.6% 8.4% 8.4% -12.6% VWIV 48.9% 32.6% 63.1% 35.0% 61.9% Skew 25d 2.5% -4.0% 8.0% 0.6% 1.1% Skew 10d 1.5% -12.2% 23.2% 6.2% -11.7% Call IV 25d 48.4% 33.0% 62.4% 35.3% 61.5% Put IV 25d 51.0% 35.8% 64.9% 35.9% 62.6% Bid-Ask Spread % 67.55 56.73 73.79 73.38 70.48 Gamma HHI 0.17 0.13 0.20 0.19 0.14 Net GEX 248.1K 63.3K 484.1K 414.6K 195.5K Net DEX 979.6K -2.8M 7.8M 100.8K -2.8M Net VEX -82.3K -95.3K -71.0K -93.5K -78.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.02 7.49 0.07 0.54 Total Volume 1,094.409 62 4,353 1,660 592 Total OI 66,029.5 48,596 79,066 71,893 49,974
Daily Data (22 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 2024-07-01 $14.09 $16.00 32.8% 9.4% 91.1% 11.9% 35.0% 0.6% 8.4% 414.6K 100.8K -93.5K 0.07 73.38 N/A N/A 1,554 106 55,620 16,273 2024-07-02 $14.02 $16.00 31.9% 9.1% 90.9% 10.1% 32.6% 1.1% 8.0% 423.6K 295.7K -89.8K 0.19 66.36 N/A N/A 977 186 56,322 16,143 2024-07-03 $14.16 $16.00 33.1% 9.5% 90.6% 12.4% 35.3% 4.9% 8.3% 465.0K -1.1M -95.3K 0.31 65.19 N/A N/A 152 47 57,116 15,851 2024-07-05 $14.23 $15.00 32.8% 11.8% 90.1% 11.9% 43.8% 4.2% 1.9% 484.1K -1.2M -90.4K 0.36 62.63 N/A N/A 834 298 57,142 15,848 2024-07-08 $13.96 $15.00 34.7% 12.6% 90.0% 15.6% 44.4% 1.8% -3.9% 434.0K 244.3K -89.7K 0.45 56.73 N/A N/A 1,397 631 57,704 16,143 2024-07-09 $13.52 $15.00 35.4% 12.0% 90.3% 16.8% 42.3% 2.0% -1.3% 259.1K 4.0M -78.9K 0.28 63.71 N/A N/A 553 154 57,736 16,726 2024-07-10 $13.34 $14.00 44.7% 12.8% 89.9% 35.0% 45.3% 3.8% -3.0% 198.6K 4.7M -82.4K 0.28 68.77 N/A N/A 912 257 58,083 17,568 2024-07-11 $13.66 $14.00 44.3% 12.7% 90.5% 34.2% 45.6% 2.0% -1.0% 316.6K 2.3M -86.3K 7.49 66.55 N/A N/A 513 3,840 58,843 17,511 2024-07-12 $13.77 $14.00 41.2% 11.8% 90.6% 28.3% 41.0% 3.5% 2.4% 354.2K 1.7M -89.6K 0.54 63.68 N/A N/A 236 128 58,814 17,589 2024-07-15 $13.38 $14.00 45.2% 13.0% 90.5% 36.0% 57.6% 3.9% -1.5% 214.2K 2.7M -89.1K 0.02 64.10 N/A N/A 2,272 56 58,848 17,426 2024-07-16 $13.25 $14.00 45.1% 12.9% 90.4% 35.7% 45.0% 3.2% -3.4% 137.4K 4.6M -78.5K 0.11 73.79 N/A N/A 292 31 60,222 17,480 2024-07-17 $13.04 $14.00 46.8% 13.4% 89.9% 39.1% 46.7% -1.8% -5.5% 67.2K 5.1M -77.3K 1.11 73.14 N/A N/A 716 792 60,371 17,432 2024-07-18 $12.89 $14.00 44.5% 12.8% 89.8% 34.7% 50.2% -4.0% -18.6% 63.3K 5.3M -81.2K 0.40 68.46 N/A N/A 247 99 60,889 18,003 2024-07-19 $12.66 $14.00 48.6% 13.9% 89.4% 42.7% 54.7% 8.0% -4.5% 186.9K 7.8M -71.0K 3.65 70.55 N/A N/A 854 3,119 61,043 18,023 2024-07-22 $12.79 $14.00 49.8% 14.3% 89.9% 45.0% 51.2% 2.9% -7.3% 141.1K -452.9K -72.2K 0.24 71.94 N/A N/A 345 84 36,976 11,620 2024-07-23 $13.20 $14.00 49.8% 14.3% 91.1% 45.0% 50.4% 2.8% -7.4% 204.8K -2.4M -79.7K 0.22 72.42 N/A N/A 540 118 37,249 11,689 2024-07-24 $13.00 $14.00 51.8% 14.9% 91.1% 48.8% 54.8% 3.4% -6.7% 193.9K -2.3M -81.7K 0.04 64.31 N/A N/A 578 26 37,521 11,804 2024-07-25 $12.86 $14.00 55.1% 15.8% 90.7% 55.3% 58.4% 5.2% -10.8% 171.8K -1.4M -77.0K 0.35 73.26 N/A N/A 46 16 37,947 11,862 2024-07-26 $12.95 $14.00 54.3% 15.6% 28.5% 53.7% 59.7% 0.0% -7.9% 180.0K -2.0M -77.7K 0.46 67.99 N/A N/A 56 26 37,965 11,716 2024-07-29 $12.89 $14.00 57.6% 16.5% 26.6% 60.2% 57.9% 6.1% -11.9% 174.6K -1.8M -75.4K 0.16 66.38 N/A N/A 140 23 38,009 11,734 2024-07-30 $12.91 $14.00 59.3% 17.0% 26.1% 63.4% 63.1% 0.9% -13.0% 177.4K -1.8M -75.3K 0.03 62.39 N/A N/A 228 6 38,054 11,760 2024-07-31 $13.09 $13.00 58.2% 16.7% 26.8% 61.2% 61.9% 1.1% -12.6% 195.5K -2.8M -78.6K 0.54 70.48 N/A N/A 384 208 38,209 11,765
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