EQTY Options History — July 2024 In July 2024, EQTY traded between $21.63 and $22.38. ATM implied volatility averaged 32.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 23.6% (HV 20d: 8.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 39.6% change2024-07-09 : Highest IV Rank — 21.3%2024-07-31 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.96 $21.63 $22.38 $21.63 $22.20 ATM IV 32.2% 25.5% 42.2% 33.5% 36.4% Expected Move 8.7% 7.1% 10.4% 9.6% 10.4% HV 20d 8.6% 6.3% 12.6% 6.3% 12.6% HV 60d 9.4% 8.7% 10.1% 10.1% 9.7% IV Rank 10.3% 3.1% 21.3% 11.8% 15.0% IV Percentile 39.9% 1.8% 81.7% 49.7% 68.9% Term Structure -7.6% -10.7% -4.6% -9.7% -9.1% Skew 25d 1.6% -0.3% 4.0% 0.5% 3.6% Skew 10d 1.1% 0.1% 2.4% 1.2% 0.9% Call IV 25d 23.9% 19.5% 28.6% 27.8% 28.6% Put IV 25d 25.4% 20.7% 32.2% 28.3% 32.2% Bid-Ask Spread % 135.78 131.37 152.25 150.39 131.70 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 (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 2024-07-01 $21.63 $0.00 33.5% 9.6% 6.3% 11.8% 0.0% 0.5% -9.7% 0 0 0 0.00 150.39 N/A N/A 0 0 0 0 2024-07-02 $21.77 $0.00 33.8% 9.7% 6.5% 12.1% 0.0% 0.9% -10.0% 0 0 0 0.00 149.24 N/A N/A 0 0 0 0 2024-07-03 $21.80 $0.00 34.0% 9.7% 6.5% 12.3% 0.0% -0.3% -8.9% 0 0 0 0.00 152.25 N/A N/A 0 0 0 0 2024-07-05 $21.93 $0.00 35.7% 7.1% 6.4% 14.2% 0.0% 1.9% -4.6% 0 0 0 0.00 134.88 N/A N/A 0 0 0 0 2024-07-08 $21.91 $0.00 38.6% 7.4% 6.5% 17.4% 0.0% 1.0% -5.8% 0 0 0 0.00 134.62 N/A N/A 0 0 0 0 2024-07-09 $21.85 $0.00 42.2% 7.2% 6.6% 21.3% 0.0% 1.0% -5.0% 0 0 0 0.00 134.96 N/A N/A 0 0 0 0 2024-07-10 $21.98 $0.00 25.5% 7.3% 6.8% 3.1% 0.0% 0.3% -5.2% 0 0 0 0.00 134.69 N/A N/A 0 0 0 0 2024-07-11 $22.09 $0.00 26.2% 7.5% 6.9% 3.8% 0.0% 1.0% -5.8% 0 0 0 0.00 134.49 N/A N/A 0 0 0 0 2024-07-12 $22.25 $0.00 25.9% 7.4% 7.0% 3.5% 0.0% 2.8% -5.8% 0 0 0 0.00 132.61 N/A N/A 0 0 0 0 2024-07-15 $22.25 $0.00 28.1% 8.1% 6.7% 5.9% 0.0% 2.0% -7.2% 0 0 0 0.00 133.26 N/A N/A 0 0 0 0 2024-07-16 $22.38 $0.00 28.4% 8.1% 6.7% 6.2% 0.0% 3.1% -6.9% 0 0 0 0.00 133.54 N/A N/A 0 0 0 0 2024-07-17 $22.20 $0.00 28.1% 8.1% 7.1% 5.9% 0.0% 2.1% -6.3% 0 0 0 0.00 133.81 N/A N/A 0 0 0 0 2024-07-18 $21.98 $0.00 28.8% 8.3% 8.0% 6.7% 0.0% 1.5% -6.0% 0 0 0 0.00 133.34 N/A N/A 0 0 0 0 2024-07-19 $21.77 $0.00 29.9% 8.6% 8.7% 7.9% 0.0% 2.9% -7.7% 0 0 0 0.00 133.30 N/A N/A 0 0 0 0 2024-07-22 $22.06 $0.00 30.4% 8.7% 9.9% 8.4% 0.0% 0.4% -7.9% 0 0 0 0.00 133.42 N/A N/A 0 0 0 0 2024-07-23 $22.04 $0.00 31.6% 9.1% 9.8% 9.8% 0.0% -0.0% -8.1% 0 0 0 0.00 134.53 N/A N/A 0 0 0 0 2024-07-24 $21.64 $0.00 31.9% 9.2% 11.7% 10.1% 0.0% 1.8% -9.7% 0 0 0 0.00 131.69 N/A N/A 0 0 0 0 2024-07-25 $21.68 $0.00 32.6% 9.4% 11.7% 10.9% 0.0% 4.0% -8.2% 0 0 0 0.00 131.37 N/A N/A 0 0 0 0 2024-07-26 $21.91 $0.00 33.3% 9.6% 12.2% 11.6% 0.0% 3.0% -8.9% 0 0 0 0.00 132.29 N/A N/A 0 0 0 0 2024-07-29 $21.96 $0.00 36.0% 10.3% 12.2% 14.5% 0.0% 0.8% -10.4% 0 0 0 0.00 133.67 N/A N/A 0 0 0 0 2024-07-30 $21.95 $0.00 36.3% 10.4% 12.1% 14.9% 0.0% 0.7% -10.7% 0 0 0 0.00 133.19 N/A N/A 0 0 0 0 2024-07-31 $22.20 $0.00 36.4% 10.4% 12.6% 15.0% 0.0% 3.6% -9.1% 0 0 0 0.00 131.70 N/A N/A 0 0 0 0
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