EQTY Options History — November 2023 In November 2023, EQTY traded between $17.98 and $18.83. ATM implied volatility averaged 35.7%. The 30-day expected move averaged 10.2%. Net GEX was positive for 0 of 15 trading days. Term structure was in contango for 2 of 15 days.
Notable Days 2023-11-13 : Largest IV spike — 6.5% change2023-11-30 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $18.55 $17.98 $18.83 $17.98 $18.83 ATM IV 35.7% 32.2% 41.6% 32.2% 41.6% Expected Move 10.2% 9.2% 11.9% 9.2% 11.9% Term Structure -2.9% -15.5% 46.7% -7.9% -15.0% Skew 25d 3.3% 0.9% 6.0% 2.9% 0.9% Skew 10d 2.1% 0.8% 7.1% 7.1% 1.1% Call IV 25d 28.2% 24.5% 34.1% 25.1% 34.1% Put IV 25d 31.6% 28.0% 35.0% 28.0% 35.0% Bid-Ask Spread % 151.04 148.72 152.68 152.67 151.64 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (15 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 2023-11-09 $17.98 $0.00 32.2% 9.2% 0.0% 0.0% 0.0% 2.9% -7.9% 0 0 0 0.00 152.67 N/A N/A 0 0 0 0 2023-11-10 $18.14 $0.00 32.4% 9.3% 0.0% 0.0% 0.0% 3.6% -7.0% 0 0 0 0.00 151.51 N/A N/A 0 0 0 0 2023-11-13 $18.13 $0.00 34.5% 9.9% 0.0% 0.0% 0.0% 1.8% -9.8% 0 0 0 0.00 152.68 N/A N/A 0 0 0 0 2023-11-14 $18.54 $0.00 32.5% 9.3% 0.0% 0.0% 0.0% 5.2% -8.0% 0 0 0 0.00 151.20 N/A N/A 0 0 0 0 2023-11-15 $18.62 $0.00 33.6% 9.6% 0.0% 0.0% 0.0% 3.6% -9.0% 0 0 0 0.00 151.54 N/A N/A 0 0 0 0 2023-11-16 $18.54 $0.00 33.6% 9.6% 0.0% 0.0% 0.0% 5.8% 46.6% 0 0 0 0.00 150.53 N/A N/A 0 0 0 0 2023-11-17 $18.62 $0.00 34.2% 9.8% 0.0% 0.0% 0.0% 6.0% 46.7% 0 0 0 0.00 151.64 N/A N/A 0 0 0 0 2023-11-20 $18.78 $0.00 33.6% 9.6% 0.0% 0.0% 0.0% 2.1% -8.1% 0 0 0 0.00 148.72 N/A N/A 0 0 0 0 2023-11-21 $18.63 $0.00 34.9% 10.0% 0.0% 0.0% 0.0% 5.0% -9.2% 0 0 0 0.00 150.59 N/A N/A 0 0 0 0 2023-11-22 $18.69 $0.00 35.7% 10.2% 0.0% 0.0% 0.0% 2.9% -10.4% 0 0 0 0.00 151.31 N/A N/A 0 0 0 0 2023-11-24 $18.69 $0.00 37.3% 10.7% 0.0% 0.0% 0.0% 3.2% -10.6% 0 0 0 0.00 151.34 N/A N/A 0 0 0 0 2023-11-27 $18.69 $0.00 39.6% 11.4% 0.0% 0.0% 0.0% 2.7% -12.3% 0 0 0 0.00 151.09 N/A N/A 0 0 0 0 2023-11-28 $18.66 $0.00 40.0% 11.5% 0.0% 0.0% 0.0% 3.5% -14.3% 0 0 0 0.00 149.57 N/A N/A 0 0 0 0 2023-11-29 $18.73 $0.00 40.4% 11.6% 0.0% 0.0% 0.0% 1.0% -15.5% 0 0 0 0.00 149.64 N/A N/A 0 0 0 0 2023-11-30 $18.83 $0.00 41.6% 11.9% 0.0% 0.0% 0.0% 0.9% -15.0% 0 0 0 0.00 151.64 N/A N/A 0 0 0 0
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