EQTY Options History — June 2024 In June 2024, EQTY traded between $21.29 and $21.77. ATM implied volatility averaged 33.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 24.2% (HV 20d: 8.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 43.2% change2024-06-11 : Highest IV Rank — 25.4%2024-06-05 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.54 $21.29 $21.77 $21.29 $21.68 ATM IV 33.1% 25.6% 45.9% 35.9% 31.0% Expected Move 8.5% 7.3% 10.8% 10.3% 8.9% HV 20d 8.9% 6.7% 9.5% 9.5% 6.7% HV 60d 10.6% 10.4% 11.0% 10.9% 10.4% IV Rank 11.4% 3.2% 25.4% 14.4% 9.1% IV Percentile 39.0% 2.0% 87.0% 62.9% 32.9% Term Structure -5.7% -10.9% -2.6% -10.6% -7.7% Skew 25d 4.0% 1.5% 6.2% 3.8% 1.5% Skew 10d 1.0% 0.3% 2.0% 0.9% 1.0% Call IV 25d 23.3% 20.1% 29.4% 27.9% 24.9% Put IV 25d 27.3% 23.6% 35.6% 31.7% 26.4% Bid-Ask Spread % 151.32 149.21 152.70 149.21 150.37 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 (19 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 2024-06-03 $21.29 $0.00 35.9% 10.3% 9.5% 14.4% 0.0% 3.8% -10.6% 0 0 0 0.00 149.21 N/A N/A 0 0 0 0 2024-06-04 $21.31 $0.00 37.6% 10.8% 9.3% 16.2% 0.0% 4.9% -10.9% 0 0 0 0.00 151.11 N/A N/A 0 0 0 0 2024-06-05 $21.45 $0.00 37.6% 10.8% 9.5% 16.3% 0.0% 6.2% -10.9% 0 0 0 0.00 150.18 N/A N/A 0 0 0 0 2024-06-06 $21.48 $0.00 40.3% 7.8% 9.5% 19.2% 0.0% 4.9% -3.2% 0 0 0 0.00 152.70 N/A N/A 0 0 0 0 2024-06-07 $21.45 $0.00 41.0% 7.5% 9.4% 20.0% 0.0% 4.3% -3.2% 0 0 0 0.00 151.03 N/A N/A 0 0 0 0 2024-06-10 $21.44 $0.00 45.5% 8.1% 9.2% 24.9% 0.0% 4.5% -3.6% 0 0 0 0.00 151.85 N/A N/A 0 0 0 0 2024-06-11 $21.43 $0.00 45.9% 7.8% 9.2% 25.4% 0.0% 4.8% -2.6% 0 0 0 0.00 151.65 N/A N/A 0 0 0 0 2024-06-12 $21.56 $0.00 26.1% 7.5% 9.3% 3.7% 0.0% 2.7% -4.5% 0 0 0 0.00 151.62 N/A N/A 0 0 0 0 2024-06-13 $21.48 $0.00 27.9% 8.0% 8.7% 5.6% 0.0% 4.1% -3.8% 0 0 0 0.00 151.98 N/A N/A 0 0 0 0 2024-06-14 $21.43 $0.00 27.9% 8.0% 8.8% 5.6% 0.0% 3.7% -3.2% 0 0 0 0.00 152.67 N/A N/A 0 0 0 0 2024-06-17 $21.63 $0.00 25.6% 7.3% 9.5% 3.2% 0.0% 3.9% -2.7% 0 0 0 0.00 149.61 N/A N/A 0 0 0 0 2024-06-18 $21.57 $0.00 28.0% 8.0% 9.5% 5.8% 0.0% 2.9% -4.6% 0 0 0 0.00 150.75 N/A N/A 0 0 0 0 2024-06-20 $21.66 $0.00 27.9% 8.0% 9.5% 5.7% 0.0% 4.5% -5.0% 0 0 0 0.00 152.05 N/A N/A 0 0 0 0 2024-06-21 $21.70 $0.00 28.9% 8.3% 9.5% 6.8% 0.0% 4.8% -5.2% 0 0 0 0.00 152.55 N/A N/A 0 0 0 0 2024-06-24 $21.77 $0.00 28.9% 8.3% 7.9% 6.8% 0.0% 2.6% -5.2% 0 0 0 0.00 151.26 N/A N/A 0 0 0 0 2024-06-25 $21.63 $0.00 30.7% 8.8% 8.2% 8.7% 0.0% 3.0% -6.8% 0 0 0 0.00 151.09 N/A N/A 0 0 0 0 2024-06-26 $21.59 $0.00 31.9% 9.2% 7.8% 10.1% 0.0% 4.6% -7.0% 0 0 0 0.00 151.73 N/A N/A 0 0 0 0 2024-06-27 $21.69 $0.00 30.9% 8.9% 7.7% 9.0% 0.0% 3.4% -7.1% 0 0 0 0.00 151.71 N/A N/A 0 0 0 0 2024-06-28 $21.68 $0.00 31.0% 8.9% 6.7% 9.1% 0.0% 1.5% -7.7% 0 0 0 0.00 150.37 N/A N/A 0 0 0 0
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