EQTY Options History — February 2024 In February 2024, EQTY traded between $20.30 and $21.23. ATM implied volatility averaged 37.0%. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 23.3% (HV 20d: 13.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2024-02-06 : Highest Volume — 20 contracts2024-02-20 : Largest IV spike — 403.1% change2024-02-20 : Largest Expected Move — 32.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.80 $20.30 $21.23 $20.30 $21.23 ATM IV 37.0% 22.7% 114.2% 38.9% 37.2% Expected Move 9.8% 6.5% 32.7% 7.9% 10.7% HV 20d 13.8% 12.1% 15.5% 12.2% 13.5% HV 60d 11.7% 10.7% 12.1% 11.5% 11.9% Term Structure -4.2% -43.0% 48.8% -4.9% -11.3% Skew 25d 3.1% 0.7% 7.3% 4.7% 3.5% Skew 10d 3.5% 0.3% 50.3% 2.0% 0.8% Call IV 25d 30.3% 8.4% 160.5% 21.0% 30.1% Put IV 25d 33.4% 15.8% 165.1% 25.7% 33.6% Bid-Ask Spread % 131.29 57.69 156.86 133.41 133.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.2K -2.0K 0 0 -1.5K Net DEX 7.4K 0 13.2K 0 9.1K Net VEX -59 -102 0 0 -75 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2 0 20 0 0 Total OI 27 0 40 0 40
Daily Data (20 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 2024-02-01 $20.30 $0.00 38.9% 7.9% 12.2% 0.0% 0.0% 4.7% -4.9% 0 0 0 0.00 133.41 N/A N/A 0 0 0 0 2024-02-02 $20.57 $0.00 34.3% 7.2% 12.7% 0.0% 0.0% 2.6% -4.0% 0 0 0 0.00 132.98 N/A N/A 0 0 0 0 2024-02-05 $20.45 $0.00 45.9% 8.4% 13.0% 0.0% 0.0% 4.4% -6.0% 0 0 0 0.00 134.21 N/A N/A 0 0 0 0 2024-02-06 $20.45 $0.00 43.4% 7.1% 12.1% 0.0% 0.0% 5.5% -7.2% 0 0 0 0.00 132.43 N/A N/A 0 20 0 0 2024-02-07 $20.68 $0.00 24.0% 6.9% 12.3% 0.0% 0.0% 4.1% 1.2% -997 6.3K -52 0.00 134.54 N/A N/A 0 0 0 20 2024-02-08 $20.77 $0.00 27.7% 7.9% 12.3% 0.0% 0.0% 2.2% -4.6% -972 6.3K -48 0.00 135.32 N/A N/A 0 0 0 20 2024-02-09 $20.88 $0.00 28.0% 8.0% 12.3% 0.0% 0.0% 1.1% -5.4% -930 6.2K -48 0.00 135.02 N/A N/A 0 0 0 20 2024-02-12 $20.94 $0.00 28.3% 8.1% 12.2% 0.0% 0.0% 1.4% -6.3% -860 5.3K -45 0.00 134.65 N/A N/A 0 0 0 20 2024-02-13 $20.51 $0.00 30.4% 8.7% 14.4% 0.0% 0.0% 3.0% -7.9% -1.1K 7.4K -55 0.00 132.80 N/A N/A 0 20 0 20 2024-02-14 $20.72 $0.00 29.3% 8.4% 14.4% 0.0% 0.0% 3.4% -7.0% -2.0K 13.2K -102 0.00 134.00 N/A N/A 0 0 0 40 2024-02-15 $20.87 $0.00 29.2% 8.4% 14.2% 0.0% 0.0% 1.8% 40.2% -1.9K 12.3K -94 0.00 134.10 N/A N/A 0 0 0 40 2024-02-16 $20.80 $0.00 22.7% 6.5% 14.1% 0.0% 0.0% 1.9% 48.8% -1.8K 11.6K -96 0.00 134.56 N/A N/A 0 0 0 40 2024-02-20 $20.71 $0.00 114.2% 32.7% 14.3% 0.0% 0.0% 4.6% -43.0% -1.9K 12.0K -95 0.00 156.86 N/A N/A 0 0 0 40 2024-02-21 $20.70 $0.00 32.9% 9.4% 14.3% 0.0% 0.0% 5.6% -8.3% -1.9K 11.3K -85 0.00 133.90 N/A N/A 0 0 0 40 2024-02-22 $21.07 $0.00 32.2% 9.2% 15.4% 0.0% 0.0% 1.0% -16.4% -1.5K 6.8K -58 0.00 133.37 N/A N/A 0 0 0 40 2024-02-23 $21.12 $0.00 33.5% 9.6% 15.4% 0.0% 0.0% 7.3% -8.5% -1.6K 9.4K -77 0.00 57.69 N/A N/A 0 0 0 40 2024-02-26 $21.05 $0.00 35.6% 10.2% 15.5% 0.0% 0.0% 1.3% -11.2% -1.7K 10.6K -85 0.00 133.92 N/A N/A 0 0 0 40 2024-02-27 $21.09 $0.00 35.9% 10.3% 15.4% 0.0% 0.0% 2.1% -10.4% -1.6K 10.5K -84 0.00 134.41 N/A N/A 0 0 0 40 2024-02-28 $21.09 $0.00 37.0% 10.6% 15.4% 0.0% 0.0% 0.7% -11.3% -1.6K 10.2K -76 0.00 134.01 N/A N/A 0 0 0 40 2024-02-29 $21.23 $0.00 37.2% 10.7% 13.5% 0.0% 0.0% 3.5% -11.3% -1.5K 9.1K -75 0.00 133.53 N/A N/A 0 0 0 40
« Jan 2024 | All History | Mar 2024 » Home EQTY History February 2024