EQTY Options History — August 2024 In August 2024, EQTY traded between $20.84 and $22.62. ATM implied volatility averaged 42.3%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 23.3% (HV 20d: 19.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 59.9% change2024-08-06 : Highest IV Rank — 69.4%2024-08-06 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.94 $20.84 $22.62 $21.85 $22.62 ATM IV 42.3% 26.7% 86.3% 36.6% 29.6% Expected Move 9.2% 7.7% 14.4% 10.5% 8.5% HV 20d 19.0% 13.9% 21.0% 13.9% 15.8% HV 60d 13.1% 10.2% 13.9% 10.2% 13.3% IV Rank 21.4% 4.4% 69.4% 15.2% 7.6% IV Percentile 50.2% 5.8% 99.5% 69.1% 23.3% Term Structure -4.4% -14.9% 38.8% -13.2% -5.2% Skew 25d 5.0% -0.4% 8.5% -0.4% 7.5% Skew 10d 1.9% 0.1% 4.2% 0.4% 2.4% Call IV 25d 24.8% 20.6% 37.0% 30.2% 24.4% Put IV 25d 29.8% 24.1% 42.5% 29.8% 31.9% Bid-Ask Spread % 151.12 128.26 174.55 128.26 148.17 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 2024-08-01 $21.85 $0.00 36.6% 10.5% 13.9% 15.2% 0.0% -0.4% -13.2% 0 0 0 0.00 128.26 N/A N/A 0 0 0 0 2024-08-02 $21.41 $0.00 42.7% 12.2% 15.5% 21.8% 0.0% 4.0% -14.9% 0 0 0 0.00 131.19 N/A N/A 0 0 0 0 2024-08-05 $20.84 $0.00 68.2% 11.8% 18.0% 49.7% 0.0% 8.5% -6.6% 0 0 0 0.00 163.68 N/A N/A 0 0 0 0 2024-08-06 $21.20 $0.00 86.3% 14.4% 19.3% 69.4% 0.0% 5.5% -9.2% 0 0 0 0.00 174.55 N/A N/A 0 0 0 0 2024-08-07 $21.04 $0.00 49.4% 8.4% 19.2% 29.1% 0.0% 3.8% -4.1% 0 0 0 0.00 147.29 N/A N/A 0 0 0 0 2024-08-08 $21.38 $0.00 72.7% 11.4% 20.1% 54.6% 0.0% 8.5% -6.2% 0 0 0 0.00 165.12 N/A N/A 0 0 0 0 2024-08-09 $21.46 $0.00 56.9% 8.5% 20.0% 37.4% 0.0% 7.5% -5.3% 0 0 0 0.00 150.29 N/A N/A 0 0 0 0 2024-08-12 $21.34 $0.00 74.5% 8.9% 20.0% 56.6% 0.0% 7.9% -6.5% 0 0 0 0.00 151.33 N/A N/A 0 0 0 0 2024-08-13 $21.63 $0.00 61.0% 8.0% 20.6% 41.8% 0.0% 7.1% -5.6% 0 0 0 0.00 150.95 N/A N/A 0 0 0 0 2024-08-14 $21.73 $0.00 27.9% 8.0% 20.5% 5.7% 0.0% 4.9% -5.3% 0 0 0 0.00 152.34 N/A N/A 0 0 0 0 2024-08-15 $22.06 $0.00 26.7% 7.7% 21.0% 4.4% 0.0% 3.0% 38.8% 0 0 0 0.00 152.99 N/A N/A 0 0 0 0 2024-08-16 $22.14 $0.00 27.9% 8.0% 20.7% 5.7% 0.0% 2.7% -3.4% 0 0 0 0.00 152.14 N/A N/A 0 0 0 0 2024-08-19 $22.27 $0.00 28.5% 8.2% 20.3% 6.4% 0.0% 3.0% -3.9% 0 0 0 0.00 152.07 N/A N/A 0 0 0 0 2024-08-20 $22.24 $0.00 29.5% 8.5% 20.3% 7.5% 0.0% 1.6% -5.2% 0 0 0 0.00 151.55 N/A N/A 0 0 0 0 2024-08-21 $22.43 $0.00 30.3% 8.7% 19.2% 8.3% 0.0% 4.5% -4.8% 0 0 0 0.00 151.37 N/A N/A 0 0 0 0 2024-08-22 $22.36 $0.00 30.4% 8.7% 19.3% 8.4% 0.0% 4.0% -4.3% 0 0 0 0.00 149.57 N/A N/A 0 0 0 0 2024-08-23 $22.54 $0.00 28.1% 8.1% 19.2% 6.0% 0.0% 6.5% -4.3% 0 0 0 0.00 150.89 N/A N/A 0 0 0 0 2024-08-26 $22.55 $0.00 29.8% 8.5% 19.2% 7.7% 0.0% 4.8% -6.3% 0 0 0 0.00 150.65 N/A N/A 0 0 0 0 2024-08-27 $22.55 $0.00 30.4% 8.7% 19.2% 8.4% 0.0% 6.8% -6.4% 0 0 0 0.00 150.23 N/A N/A 0 0 0 0 2024-08-28 $22.48 $0.00 31.6% 9.1% 18.8% 9.7% 0.0% 4.4% -7.6% 0 0 0 0.00 149.60 N/A N/A 0 0 0 0 2024-08-29 $22.53 $0.00 30.6% 8.8% 17.8% 8.6% 0.0% 4.6% -7.3% 0 0 0 0.00 150.35 N/A N/A 0 0 0 0 2024-08-30 $22.62 $0.00 29.6% 8.5% 15.8% 7.6% 0.0% 7.5% -5.2% 0 0 0 0.00 148.17 N/A N/A 0 0 0 0
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