EQTY Options History — May 2024 In May 2024, EQTY traded between $20.95 and $21.88. ATM implied volatility averaged 38.6%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 27.8% (HV 20d: 10.8%). 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 2024-05-15 : Largest IV drop — 64.2% change2024-05-14 : Highest IV Rank — 56.0%2024-05-03 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.47 $20.95 $21.88 $20.95 $21.20 Max Pain $19.00 $19.00 $19.00 $19.00 $19.00 ATM IV 38.6% 26.3% 73.9% 37.1% 33.3% Expected Move 8.5% 7.3% 11.3% 10.6% 9.6% HV 20d 10.8% 8.9% 13.3% 13.3% 10.2% HV 60d 11.1% 10.4% 12.0% 12.0% 10.9% IV Rank 13.9% 3.9% 56.0% 48.0% 11.6% IV Percentile 31.9% 2.3% 97.6% 96.0% 46.0% Term Structure -4.2% -12.9% 39.5% -11.5% -6.6% Skew 25d 2.8% 0.3% 5.5% 0.8% 4.0% Skew 10d -0.9% -21.8% 2.3% 0.2% 0.9% Call IV 25d 23.2% 19.7% 30.8% 29.5% 25.7% Put IV 25d 26.0% 22.0% 34.8% 30.3% 29.7% Bid-Ask Spread % 150.56 139.86 153.95 140.68 150.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -644 -1.8K 0 -1.8K 0 Net DEX 2.5K 0 8.2K 8.1K 0 Net VEX -8 -30 0 -30 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 23.636 0 40 40 0
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 2024-05-01 $20.95 $19.00 37.1% 10.6% 13.3% 0.0% 0.0% 0.8% -11.5% -1.8K 8.1K -30 0.00 140.68 N/A N/A 0 0 0 40 2024-05-02 $21.00 $19.00 38.3% 11.0% 12.8% 0.0% 0.0% 1.5% -10.7% -1.8K 8.2K -29 0.00 139.86 N/A N/A 0 0 0 40 2024-05-03 $21.23 $19.00 39.3% 11.3% 13.0% 0.0% 0.0% 4.0% -12.9% -1.5K 6.0K -21 0.00 140.37 N/A N/A 0 0 0 40 2024-05-06 $21.34 $0.00 44.9% 7.7% 13.2% 0.0% 0.0% 2.8% -4.7% -1.3K 5.3K -19 0.00 153.07 N/A N/A 0 0 0 40 2024-05-07 $21.43 $0.00 47.7% 7.9% 13.3% 0.0% 0.0% 3.6% -5.1% -1.2K 4.7K -16 0.00 153.46 N/A N/A 0 0 0 40 2024-05-08 $21.48 $0.00 50.1% 7.8% 12.8% 0.0% 0.0% 4.3% -4.3% -1.2K 4.7K -15 0.00 153.03 N/A N/A 0 0 0 40 2024-05-09 $21.57 $0.00 43.2% 7.3% 12.8% 0.0% 0.0% 4.3% -4.4% -1.1K 3.9K -12 0.00 151.81 N/A N/A 0 0 0 40 2024-05-10 $21.66 $0.00 52.6% 7.4% 10.9% 0.0% 0.0% 4.1% -4.7% -953 3.4K -10 0.00 152.95 N/A N/A 0 0 0 40 2024-05-13 $21.59 $0.00 66.6% 7.4% 10.0% 48.0% 0.0% 3.6% -4.9% -1.0K 3.7K -9 0.00 151.54 N/A N/A 0 0 0 40 2024-05-14 $21.70 $0.00 73.9% 7.5% 10.1% 56.0% 0.0% 3.5% -5.1% -911 3.2K -6 0.00 151.84 N/A N/A 0 0 0 40 2024-05-15 $21.88 $0.00 26.5% 7.6% 10.1% 4.1% 0.0% 2.5% -5.5% -665 2.0K -4 0.00 153.67 N/A N/A 0 0 0 40 2024-05-16 $21.85 $0.00 26.4% 7.6% 10.0% 4.0% 0.0% 1.0% 39.5% -763 2.5K -3 0.00 153.95 N/A N/A 0 0 0 40 2024-05-17 $21.85 $0.00 26.3% 7.5% 9.6% 3.9% 0.0% 1.8% -3.8% 0 0 0 0.00 153.31 N/A N/A 0 0 0 40 2024-05-20 $21.84 $0.00 27.0% 7.7% 9.3% 4.7% 0.0% 0.3% -4.5% 0 0 0 0.00 152.59 N/A N/A 0 0 0 0 2024-05-21 $21.73 $0.00 28.0% 8.0% 8.9% 5.8% 0.0% 2.3% -5.5% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-05-22 $21.66 $0.00 28.0% 8.0% 9.0% 5.8% 0.0% 1.1% -5.0% 0 0 0 0.00 151.69 N/A N/A 0 0 0 0 2024-05-23 $21.36 $0.00 29.7% 8.5% 9.7% 7.7% 0.0% 2.4% -5.4% 0 0 0 0.00 149.38 N/A N/A 0 0 0 0 2024-05-24 $21.46 $0.00 31.6% 9.1% 9.5% 9.8% 0.0% 5.5% -6.0% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2024-05-28 $21.32 $0.00 32.7% 9.4% 9.7% 11.0% 0.0% 4.6% -7.4% 0 0 0 0.00 150.28 N/A N/A 0 0 0 0 2024-05-29 $21.21 $0.00 32.4% 9.3% 9.1% 10.6% 0.0% 2.9% -7.2% 0 0 0 0.00 151.79 N/A N/A 0 0 0 0 2024-05-30 $21.02 $0.00 32.8% 9.4% 9.8% 11.1% 0.0% 0.6% -7.7% 0 0 0 0.00 152.68 N/A N/A 0 0 0 0 2024-05-31 $21.20 $0.00 33.3% 9.6% 10.2% 11.6% 0.0% 4.0% -6.6% 0 0 0 0.00 150.66 N/A N/A 0 0 0 0
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