EQTY Options History — April 2024 In April 2024, EQTY traded between $20.77 and $21.91. ATM implied volatility averaged 33.7%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 22.3% (HV 20d: 11.4%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 37.4% change2024-04-03 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.34 $20.77 $21.91 $21.91 $20.91 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 33.7% 27.0% 43.1% 33.4% 36.0% Expected Move 9.0% 6.9% 10.4% 9.6% 10.3% HV 20d 11.4% 8.7% 13.4% 9.3% 13.4% HV 60d 12.1% 11.5% 12.9% 11.5% 12.0% Term Structure -6.0% -11.3% 37.1% -8.5% -10.9% Skew 25d 2.3% -1.0% 4.9% 0.7% 0.8% Skew 10d -1.7% -7.8% 2.3% 0.3% 0.4% Call IV 25d 24.4% 20.0% 28.9% 26.8% 28.9% Put IV 25d 26.7% 21.1% 30.5% 27.6% 29.7% Bid-Ask Spread % 140.71 134.59 143.66 135.18 142.62 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1.5K -2.1K -969 -969 -1.9K Net DEX 7.0K 4.1K 11.5K 4.4K 8.9K Net VEX -37 -53 -27 -31 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 40 40 40 40 40
Daily Data (22 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 2024-04-01 $21.91 $0.00 33.4% 9.6% 9.3% 0.0% 0.0% 0.7% -8.5% -969 4.4K -31 0.00 135.18 N/A N/A 0 0 0 40 2024-04-02 $21.79 $0.00 35.1% 10.1% 9.6% 0.0% 0.0% 1.7% -10.1% -1.1K 4.9K -36 0.00 134.59 N/A N/A 0 0 0 40 2024-04-03 $21.86 $0.00 36.1% 10.4% 8.7% 0.0% 0.0% 0.7% -10.6% -994 4.5K -31 0.00 134.85 N/A N/A 0 0 0 40 2024-04-04 $21.59 $19.00 33.8% 6.9% 9.8% 0.0% 0.0% 1.2% -4.7% -1.1K 4.9K -35 0.00 136.40 N/A N/A 0 0 0 40 2024-04-05 $21.79 $19.00 37.9% 7.4% 10.1% 0.0% 0.0% 3.6% -5.5% -1.0K 4.7K -35 0.00 140.92 N/A N/A 0 0 0 40 2024-04-08 $21.82 $19.00 41.9% 7.6% 10.0% 0.0% 0.0% 3.9% -5.6% -1.0K 4.5K -29 0.00 143.66 N/A N/A 0 0 0 40 2024-04-09 $21.80 $19.00 43.1% 7.6% 10.0% 0.0% 0.0% 3.3% -6.1% -980 4.1K -29 0.00 141.48 N/A N/A 0 0 0 40 2024-04-10 $21.57 $19.00 27.0% 7.7% 10.4% 0.0% 0.0% 4.4% -6.4% -1.2K 5.7K -38 0.00 142.19 N/A N/A 0 0 0 40 2024-04-11 $21.66 $19.00 27.4% 7.8% 10.5% 0.0% 0.0% 4.9% -7.4% -1.1K 5.0K -33 0.00 140.19 N/A N/A 0 0 0 40 2024-04-12 $21.26 $19.00 30.1% 8.6% 12.2% 0.0% 0.0% 2.6% -8.3% -1.5K 7.5K -42 0.00 141.25 N/A N/A 0 0 0 40 2024-04-15 $21.02 $19.00 30.2% 8.7% 12.8% 0.0% 0.0% -1.0% -9.8% -1.7K 8.7K -46 0.00 138.64 N/A N/A 0 0 0 40 2024-04-16 $21.05 $19.00 31.7% 9.1% 12.5% 0.0% 0.0% 4.3% -9.6% -1.8K 9.4K -45 0.00 143.63 N/A N/A 0 0 0 40 2024-04-17 $20.95 $19.00 30.8% 8.8% 12.4% 0.0% 0.0% 2.2% -8.5% -1.8K 9.5K -45 0.00 142.34 N/A N/A 0 0 0 40 2024-04-18 $20.89 $19.00 31.9% 9.1% 11.8% 0.0% 0.0% 1.6% 37.1% -1.9K 10.1K -49 0.00 142.27 N/A N/A 0 0 0 40 2024-04-19 $20.77 $19.00 31.9% 9.2% 11.0% 0.0% 0.0% 1.3% -5.5% -2.1K 11.5K -53 0.00 142.57 N/A N/A 0 0 0 40 2024-04-22 $20.96 $19.00 32.5% 9.3% 11.8% 0.0% 0.0% 1.1% -7.9% -1.8K 9.2K -41 0.00 142.45 N/A N/A 0 0 0 40 2024-04-23 $21.21 $19.00 32.3% 9.3% 12.7% 0.0% 0.0% 4.1% -6.9% -1.5K 6.8K -31 0.00 141.97 N/A N/A 0 0 0 40 2024-04-24 $21.27 $19.00 32.9% 9.4% 12.8% 0.0% 0.0% 3.1% -6.8% -1.5K 6.4K -31 0.00 142.26 N/A N/A 0 0 0 40 2024-04-25 $21.05 $19.00 33.4% 9.6% 12.8% 0.0% 0.0% 0.6% -7.8% -1.7K 7.9K -34 0.00 141.71 N/A N/A 0 0 0 40 2024-04-26 $21.20 $19.00 35.2% 10.1% 13.1% 0.0% 0.0% 2.9% -9.8% -1.5K 7.0K -30 0.00 142.89 N/A N/A 0 0 0 40 2024-04-29 $21.12 $19.00 36.1% 10.4% 13.1% 0.0% 0.0% 1.9% -11.3% -1.6K 7.1K -27 0.00 141.55 N/A N/A 0 0 0 40 2024-04-30 $20.91 $19.00 36.0% 10.3% 13.4% 0.0% 0.0% 0.8% -10.9% -1.9K 8.9K -34 0.00 142.62 N/A N/A 0 0 0 40
« Mar 2024 | All History | May 2024 » Home EQTY History April 2024