EQTY Options History — January 2024 In January 2024, EQTY traded between $19.49 and $20.41. ATM implied volatility averaged 35.2%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 24.3% (HV 20d: 10.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2024-01-24 : Largest IV spike — 38.9% change2024-01-03 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.85 $19.49 $20.41 $19.72 $20.04 ATM IV 35.2% 23.8% 47.5% 38.7% 34.4% Expected Move 9.0% 5.9% 11.4% 11.1% 9.9% HV 20d 10.9% 10.4% 12.0% 10.4% 12.0% HV 60d 11.0% 10.5% 11.3% 11.2% 11.3% Term Structure -6.5% -16.9% 5.0% -10.0% -3.3% Skew 25d 2.9% -0.0% 6.4% 0.8% 0.2% Skew 10d 1.5% 0.6% 2.8% 1.3% 0.9% Call IV 25d 25.8% 21.0% 33.6% 30.5% 31.1% Put IV 25d 28.7% 23.3% 37.1% 31.3% 31.3% Bid-Ask Spread % 145.77 133.13 150.62 133.92 144.25 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 (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 $19.72 $0.00 38.7% 11.1% 10.4% 0.0% 0.0% 0.8% -10.0% 0 0 0 0.00 133.92 N/A N/A 0 0 0 0 2024-01-03 $19.55 $0.00 39.8% 11.4% 10.8% 0.0% 0.0% 3.5% -12.2% 0 0 0 0.00 133.13 N/A N/A 0 0 0 0 2024-01-04 $19.52 $0.00 41.1% 6.8% 10.7% 0.0% 0.0% 6.3% 3.4% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2024-01-05 $19.49 $0.00 43.5% 5.9% 10.5% 0.0% 0.0% 2.4% 5.0% 0 0 0 0.00 147.53 N/A N/A 0 0 0 0 2024-01-08 $19.79 $0.00 44.4% 8.0% 11.3% 0.0% 0.0% 4.3% -5.4% 0 0 0 0.00 147.56 N/A N/A 0 0 0 0 2024-01-09 $19.69 $0.00 47.5% 7.3% 11.6% 0.0% 0.0% 4.4% -16.9% 0 0 0 0.00 145.88 N/A N/A 0 0 0 0 2024-01-10 $19.77 $0.00 29.2% 8.4% 11.6% 0.0% 0.0% 2.5% -7.1% 0 0 0 0.00 148.77 N/A N/A 0 0 0 0 2024-01-11 $19.75 $0.00 28.6% 8.2% 11.5% 0.0% 0.0% 1.9% -6.0% 0 0 0 0.00 146.55 N/A N/A 0 0 0 0 2024-01-12 $19.76 $0.00 29.0% 8.3% 10.8% 0.0% 0.0% 1.1% -8.4% 0 0 0 0.00 147.41 N/A N/A 0 0 0 0 2024-01-16 $19.61 $0.00 30.9% 8.8% 10.6% 0.0% 0.0% 3.7% -8.0% 0 0 0 0.00 147.91 N/A N/A 0 0 0 0 2024-01-17 $19.50 $0.00 34.3% 9.8% 10.8% 0.0% 0.0% 5.1% -9.7% 0 0 0 0.00 148.26 N/A N/A 0 0 0 0 2024-01-18 $19.70 $0.00 30.8% 8.8% 11.2% 0.0% 0.0% 6.1% -5.3% 0 0 0 0.00 147.56 N/A N/A 0 0 0 0 2024-01-19 $19.89 $0.00 31.2% 8.9% 11.5% 0.0% 0.0% 1.8% -5.3% 0 0 0 0.00 146.23 N/A N/A 0 0 0 0 2024-01-22 $19.95 $0.00 33.0% 9.5% 10.7% 0.0% 0.0% -0.0% -6.9% 0 0 0 0.00 148.54 N/A N/A 0 0 0 0 2024-01-23 $20.00 $0.00 23.8% 6.8% 10.4% 0.0% 0.0% 1.4% 3.9% 0 0 0 0.00 145.48 N/A N/A 0 0 0 0 2024-01-24 $20.02 $0.00 33.1% 9.5% 10.4% 0.0% 0.0% 0.2% -7.1% 0 0 0 0.00 147.22 N/A N/A 0 0 0 0 2024-01-25 $20.11 $0.00 34.3% 9.8% 10.4% 0.0% 0.0% 1.3% -8.1% 0 0 0 0.00 148.55 N/A N/A 0 0 0 0 2024-01-26 $20.23 $0.00 35.6% 10.2% 10.4% 0.0% 0.0% 4.3% -8.5% 0 0 0 0.00 144.62 N/A N/A 0 0 0 0 2024-01-29 $20.36 $0.00 37.5% 10.8% 10.5% 0.0% 0.0% 6.4% -9.7% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2024-01-30 $20.41 $0.00 39.2% 11.2% 10.4% 0.0% 0.0% 3.9% -11.3% 0 0 0 0.00 146.12 N/A N/A 0 0 0 0 2024-01-31 $20.04 $0.00 34.4% 9.9% 12.0% 0.0% 0.0% 0.2% -3.3% 0 0 0 0.00 144.25 N/A N/A 0 0 0 0
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