ELAN Options History — October 2024 In October 2024, ELAN traded between $12.36 and $14.68. ATM implied volatility averaged 53.2%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 17.1% (HV 20d: 36.1%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.41.
Notable Days 2024-10-14 : Highest Volume — 6,391 contracts2024-10-23 : Largest IV spike — 14.3% change2024-10-31 : Highest IV Rank — 41.6%2024-10-31 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $13.51 $12.36 $14.68 $14.52 $12.64 Max Pain $13.96 $13.00 $15.00 $14.00 $13.00 ATM IV 53.2% 46.1% 62.4% 46.1% 62.4% Expected Move 15.4% 13.2% 17.9% 13.2% 17.9% HV 20d 36.1% 28.3% 41.8% 40.1% 29.8% HV 60d 38.4% 35.7% 40.1% 39.0% 35.7% IV Rank 30.8% 22.6% 41.6% 22.6% 41.6% IV Percentile 83.9% 70.6% 96.0% 71.8% 96.0% Term Structure -6.5% -13.7% 4.7% 4.7% -13.7% VWIV 53.5% 32.7% 61.7% 32.7% 61.7% Skew 25d 2.1% -6.7% 4.4% -6.7% 0.5% Skew 10d 8.4% -19.8% 32.7% -4.1% 6.2% Call IV 25d 52.9% 46.5% 61.7% 46.5% 61.7% Put IV 25d 55.0% 39.7% 62.2% 39.7% 62.2% Bid-Ask Spread % 68.74 58.01 77.07 74.87 69.67 Gamma HHI 0.26 0.14 0.53 0.27 0.21 Net GEX 815.2K -20.9K 1.8M 1.4M -1.4K Net DEX -9.8M -25.8M 4.5M -22.6M 359.8K Net VEX -68.5K -95.4K -48.5K -95.4K -57.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.41 0.01 24.30 1.24 0.05 Total Volume 1,600.87 33 6,391 271 197 Total OI 62,401.826 27,906 92,917 77,137 34,211
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 2024-10-01 $14.52 $14.00 46.1% 13.2% 40.1% 22.6% 32.7% -6.7% 4.7% 1.4M -22.6M -95.4K 1.24 74.87 N/A N/A 121 150 64,000 13,137 2024-10-02 $14.50 $14.00 49.1% 14.1% 39.6% 26.1% 50.6% 1.2% 3.0% 1.4M -21.9M -94.1K 0.04 75.50 N/A N/A 1,753 64 63,917 13,166 2024-10-03 $14.39 $15.00 47.6% 14.9% 38.2% 24.3% 51.3% 4.1% -5.7% 1.4M -20.6M -92.9K 0.43 59.36 N/A N/A 42 18 65,181 13,222 2024-10-04 $14.68 $15.00 48.5% 15.1% 39.0% 25.4% 52.2% 2.0% -6.9% 1.5M -25.8M -94.0K 0.43 58.24 N/A N/A 68 29 65,175 13,208 2024-10-07 $14.55 $15.00 53.7% 15.1% 38.1% 31.4% 59.5% 2.8% -5.9% 1.5M -23.3M -86.7K 4.06 71.54 N/A N/A 36 146 65,185 13,208 2024-10-08 $14.54 $15.00 46.5% 14.9% 37.7% 23.1% 51.7% 2.4% -7.4% 1.6M -22.3M -84.0K 0.01 64.43 N/A N/A 3,062 39 65,178 13,313 2024-10-09 $14.50 $15.00 52.5% 15.1% 37.3% 30.1% 50.8% 4.2% -7.8% 1.7M -22.6M -83.1K 0.08 58.01 N/A N/A 251 21 67,606 13,110 2024-10-10 $14.50 $14.00 49.4% 14.2% 37.3% 26.5% 49.7% 1.3% -4.6% 1.8M -22.4M -78.0K 0.14 73.38 N/A N/A 29 4 67,827 13,101 2024-10-11 $14.32 $15.00 50.6% 14.5% 37.4% 27.8% 50.9% 2.3% -6.1% 1.7M -18.7M -75.3K 0.35 72.25 N/A N/A 220 78 67,833 13,078 2024-10-14 $14.36 $14.00 51.1% 14.7% 37.1% 28.4% 51.5% 1.8% -6.8% 1.8M -19.2M -68.2K 0.23 74.11 N/A N/A 5,198 1,193 67,970 13,135 2024-10-15 $14.05 $14.00 52.8% 15.1% 37.6% 30.4% 52.3% 3.2% -9.7% 1.8M -15.9M -67.1K 8.09 77.07 N/A N/A 314 2,541 72,563 13,713 2024-10-16 $13.27 $15.00 54.4% 15.6% 41.0% 32.3% 54.1% 4.4% -9.7% 627.4K 3.7M -52.6K 0.07 68.62 N/A N/A 5,327 385 72,067 15,830 2024-10-17 $12.77 $14.00 56.7% 16.3% 41.8% 35.0% 56.4% 1.8% -11.8% 207.3K 4.5M -57.1K 0.15 70.49 N/A N/A 5,140 792 77,299 15,618 2024-10-18 $13.00 $14.00 56.5% 16.2% 37.4% 34.7% 58.7% 2.3% -8.4% -8.8K 1.8M -50.6K 14.49 68.25 N/A N/A 87 1,261 74,011 12,536 2024-10-21 $12.66 $14.00 53.3% 15.3% 36.9% 31.0% 53.8% 3.1% -4.7% 100.3K -1.8M -48.5K 0.19 62.89 N/A N/A 540 101 19,176 8,730 2024-10-22 $12.61 $13.00 51.4% 14.7% 35.8% 28.7% 52.8% 4.0% -4.6% 107.7K -1.8M -48.5K 0.44 66.37 N/A N/A 137 60 19,675 8,763 2024-10-23 $12.50 $13.00 58.7% 16.8% 35.4% 37.3% 58.3% 0.5% -7.8% 103.6K -1.6M -48.9K 24.30 67.53 N/A N/A 226 5,491 19,785 8,795 2024-10-24 $12.41 $13.00 56.5% 16.2% 35.4% 34.8% 56.2% 1.1% -6.0% -12.7K 1.2M -59.3K 0.11 70.25 N/A N/A 62 7 19,888 14,131 2024-10-25 $12.36 $13.00 55.4% 15.9% 30.5% 33.4% 53.7% 4.0% -6.7% -20.9K 1.4M -59.1K 0.15 70.46 N/A N/A 272 42 19,924 14,115 2024-10-28 $12.50 $13.00 55.3% 15.9% 28.3% 33.4% 57.2% 2.2% -5.2% -8.7K 794.7K -58.9K 0.28 71.05 N/A N/A 234 65 20,076 14,158 2024-10-29 $12.48 $13.00 56.1% 16.1% 28.4% 34.2% 55.5% 4.4% -8.4% -12.0K 836.6K -57.9K 0.02 67.26 N/A N/A 929 22 20,246 14,182 2024-10-30 $12.71 $13.00 58.4% 16.7% 29.8% 36.9% 58.5% 2.5% -8.9% 3.1K 112.4K -58.4K 0.05 69.50 N/A N/A 63 3 20,002 14,198 2024-10-31 $12.64 $13.00 62.4% 17.9% 29.8% 41.6% 61.7% 0.5% -13.7% -1.4K 359.8K -57.7K 0.05 69.67 N/A N/A 188 9 20,013 14,198
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