EQTY Options History — December 2023

In December 2023, EQTY traded between $18.84 and $19.98. ATM implied volatility averaged 42.0%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 31.6% (HV 20d: 10.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-12-13: Largest IV drop — 65.9% change
  • 2023-12-01: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.49$18.84$19.98$19.08$19.90
ATM IV42.0%28.8%84.6%41.1%34.7%
Expected Move9.0%8.2%11.8%11.8%9.9%
HV 20d10.5%9.2%11.9%11.7%10.4%
Term Structure-5.1%-14.2%-2.6%-14.2%-8.3%
Skew 25d3.8%-0.0%6.3%1.4%0.7%
Skew 10d2.3%0.2%3.5%0.8%0.6%
Call IV 25d24.8%22.4%34.4%34.4%27.6%
Put IV 25d28.6%25.2%35.8%35.8%28.3%
Bid-Ask Spread %135.66132.67149.41149.41134.48
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$19.08$0.0041.1%11.8%11.7%0.0%0.0%1.4%-14.2%0000.00149.41N/AN/A0000
2023-12-04$18.99$0.0047.5%8.4%11.9%0.0%0.0%4.7%-3.5%0000.00136.61N/AN/A0000
2023-12-05$18.91$0.0048.9%8.4%11.9%0.0%0.0%5.1%-2.6%0000.00136.47N/AN/A0000
2023-12-06$18.84$0.0049.5%8.2%11.8%0.0%0.0%3.8%-2.7%0000.00135.18N/AN/A0000
2023-12-07$19.01$0.0054.6%8.4%11.7%0.0%0.0%4.2%-2.7%0000.00136.45N/AN/A0000
2023-12-08$19.09$0.0057.0%8.2%11.4%0.0%0.0%2.9%-2.7%0000.00135.70N/AN/A0000
2023-12-11$19.12$0.0073.6%8.8%11.2%0.0%0.0%4.1%-3.3%0000.00136.04N/AN/A0000
2023-12-12$19.23$0.0084.6%8.7%11.1%0.0%0.0%5.1%-4.0%0000.00135.43N/AN/A0000
2023-12-13$19.46$0.0028.8%8.3%9.2%0.0%0.0%6.3%-3.0%0000.00133.69N/AN/A0000
2023-12-14$19.66$0.0030.2%8.6%9.6%0.0%0.0%5.7%-4.4%0000.00134.32N/AN/A0000
2023-12-15$19.64$0.0030.6%8.8%9.3%0.0%0.0%6.3%-4.7%0000.00135.51N/AN/A0000
2023-12-18$19.77$0.0030.9%8.8%9.4%0.0%0.0%5.8%-4.3%0000.00134.90N/AN/A0000
2023-12-19$19.90$0.0031.3%9.0%9.3%0.0%0.0%3.5%-4.4%0000.00134.81N/AN/A0000
2023-12-20$19.68$0.0031.9%9.1%9.8%0.0%0.0%2.5%-7.0%0000.00132.67N/AN/A0000
2023-12-21$19.83$0.0031.8%9.1%9.9%0.0%0.0%4.7%-4.9%0000.00134.16N/AN/A0000
2023-12-22$19.86$0.0032.4%9.3%9.9%0.0%0.0%4.2%-6.2%0000.00133.51N/AN/A0000
2023-12-26$19.96$0.0033.7%9.6%9.9%0.0%0.0%4.5%-5.3%0000.00135.03N/AN/A0000
2023-12-27$19.88$0.0033.8%9.7%10.1%0.0%0.0%-0.0%-6.5%0000.00134.93N/AN/A0000
2023-12-28$19.98$0.0033.9%9.7%10.1%0.0%0.0%0.7%-7.8%0000.00133.94N/AN/A0000
2023-12-29$19.90$0.0034.7%9.9%10.4%0.0%0.0%0.7%-8.3%0000.00134.48N/AN/A0000