EQTY Options History — March 2024

In March 2024, EQTY traded between $21.09 and $21.95. ATM implied volatility averaged 39.1%. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 28.1% (HV 20d: 10.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-03-13: Largest IV drop — 63.7% change
  • 2024-03-01: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.50$21.09$21.95$21.34$21.95
ATM IV39.1%27.5%78.6%39.9%30.8%
Expected Move8.4%7.5%11.4%11.4%8.8%
HV 20d10.9%9.0%13.1%13.1%9.4%
HV 60d11.9%11.6%12.0%11.9%11.6%
Term Structure-4.8%-13.6%-1.8%-13.6%-6.1%
Skew 25d2.7%-0.1%5.8%5.8%0.7%
Skew 10d1.0%0.1%1.9%1.1%1.5%
Call IV 25d22.6%19.6%30.9%30.9%24.4%
Put IV 25d25.3%22.1%36.7%36.7%25.1%
Bid-Ask Spread %135.27132.55136.38132.55135.32
Gamma HHI1.001.001.001.001.00
Net GEX-1.3K-1.6K-853-1.4K-853
Net DEX7.1K3.5K10.2K8.4K3.5K
Net VEX-54-73-27-67-27
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI4040404040

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$21.34$0.0039.9%11.4%13.1%0.0%0.0%5.8%-13.6%-1.4K8.4K-670.00132.55N/AN/A00040
2024-03-04$21.30$0.0044.2%7.6%12.5%0.0%0.0%2.7%-2.8%-1.5K8.8K-660.00136.38N/AN/A00040
2024-03-05$21.09$0.0045.0%7.7%12.9%0.0%0.0%1.1%-3.0%-1.6K10.2K-730.00135.93N/AN/A00040
2024-03-06$21.23$0.0048.1%7.7%13.0%0.0%0.0%2.3%-3.0%-1.5K9.3K-730.00135.67N/AN/A00040
2024-03-07$21.37$0.0050.7%7.9%12.7%0.0%0.0%4.2%-3.1%-1.4K8.3K-650.00135.88N/AN/A00040
2024-03-08$21.32$0.0054.4%7.5%12.7%0.0%0.0%2.5%-1.8%-1.5K8.2K-640.00134.97N/AN/A00040
2024-03-11$21.30$0.0067.5%8.1%12.6%0.0%0.0%4.4%-3.7%-1.5K8.4K-630.00135.67N/AN/A00040
2024-03-12$21.48$0.0078.6%8.0%12.9%0.0%0.0%5.2%-3.4%-1.3K7.2K-550.00135.46N/AN/A00040
2024-03-13$21.44$0.0028.5%8.2%10.1%0.0%0.0%4.0%-3.2%-1.4K7.7K-620.00136.12N/AN/A00040
2024-03-14$21.27$0.0027.7%7.9%10.2%0.0%0.0%2.1%-2.5%-1.5K8.3K-620.00134.16N/AN/A00040
2024-03-15$21.24$0.0029.1%8.3%10.0%0.0%0.0%1.4%-4.5%-1.5K8.9K-620.00135.80N/AN/A00040
2024-03-18$21.39$0.0030.3%8.7%10.1%0.0%0.0%3.0%-5.0%-1.4K7.9K-600.00135.17N/AN/A00040
2024-03-19$21.49$0.0030.5%8.8%9.9%0.0%0.0%5.0%-5.0%-1.3K7.0K-530.00134.68N/AN/A00040
2024-03-20$21.70$0.0027.5%7.9%10.3%0.0%0.0%3.9%-4.6%-1.1K5.3K-400.00133.73N/AN/A00040
2024-03-21$21.91$0.0028.3%8.1%9.0%0.0%0.0%0.9%-4.8%-9624.4K-340.00135.61N/AN/A00040
2024-03-22$21.84$0.0028.9%8.3%9.2%0.0%0.0%-0.1%-5.6%-1.0K4.7K-390.00135.70N/AN/A00040
2024-03-25$21.73$0.0030.1%8.6%9.3%0.0%0.0%2.4%-6.4%-1.1K5.4K-380.00135.74N/AN/A00040
2024-03-26$21.72$0.0030.7%8.8%9.3%0.0%0.0%1.7%-6.8%-1.1K5.6K-440.00135.67N/AN/A00040
2024-03-27$21.87$0.0030.7%8.8%9.5%0.0%0.0%0.8%-6.7%-9314.0K-320.00135.16N/AN/A00040
2024-03-28$21.95$0.0030.8%8.8%9.4%0.0%0.0%0.7%-6.1%-8533.5K-270.00135.32N/AN/A00040