EQTY Options History — September 2024 In September 2024, EQTY traded between $21.81 and $23.21. ATM implied volatility averaged 36.4%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 24.4% (HV 20d: 11.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-20 : Largest IV spike — 241.6% change2024-09-20 : Highest IV Rank — 79.9%2024-09-20 : Largest Expected Move — 27.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.55 $21.81 $23.21 $22.30 $23.18 ATM IV 36.4% 26.8% 95.8% 37.9% 33.5% Expected Move 9.7% 7.7% 27.5% 10.9% 9.6% HV 20d 11.9% 11.1% 13.0% 13.0% 12.3% HV 60d 14.3% 13.7% 14.6% 13.7% 14.6% IV Rank 14.9% 4.5% 79.9% 16.6% 11.8% IV Percentile 44.6% 5.7% 99.5% 71.9% 53.2% Term Structure -6.2% -28.7% -1.7% -12.0% -6.2% Skew 25d 4.6% 0.1% 19.4% 0.1% 3.8% Skew 10d 4.9% 0.4% 64.2% 1.0% 0.7% Call IV 25d 28.5% 20.4% 116.9% 31.8% 26.1% Put IV 25d 33.0% 24.0% 136.4% 31.9% 30.0% Bid-Ask Spread % 151.90 146.22 177.81 147.83 149.32 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 (20 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 2024-09-03 $22.30 $0.00 37.9% 10.9% 13.0% 16.6% 0.0% 0.1% -12.0% 0 0 0 0.00 147.83 N/A N/A 0 0 0 0 2024-09-04 $22.19 $0.00 37.8% 10.8% 12.3% 16.5% 0.0% 4.4% -8.9% 0 0 0 0.00 149.11 N/A N/A 0 0 0 0 2024-09-05 $22.12 $0.00 39.2% 7.8% 11.9% 18.0% 0.0% 6.4% -2.6% 0 0 0 0.00 150.78 N/A N/A 0 0 0 0 2024-09-06 $21.81 $0.00 37.9% 7.7% 12.2% 16.6% 0.0% 1.9% -4.5% 0 0 0 0.00 147.17 N/A N/A 0 0 0 0 2024-09-09 $22.03 $0.00 42.6% 8.2% 12.6% 21.8% 0.0% 5.1% -3.3% 0 0 0 0.00 150.98 N/A N/A 0 0 0 0 2024-09-10 $21.99 $0.00 43.9% 8.1% 12.4% 23.2% 0.0% 5.1% -3.1% 0 0 0 0.00 150.71 N/A N/A 0 0 0 0 2024-09-11 $22.03 $0.00 26.8% 7.7% 11.5% 4.5% 0.0% 6.1% -2.8% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2024-09-12 $22.28 $0.00 27.8% 8.0% 12.0% 5.6% 0.0% 5.8% -1.7% 0 0 0 0.00 150.39 N/A N/A 0 0 0 0 2024-09-13 $22.44 $0.00 29.4% 8.4% 11.1% 7.3% 0.0% 4.8% -4.0% 0 0 0 0.00 150.84 N/A N/A 0 0 0 0 2024-09-16 $22.57 $0.00 27.8% 8.0% 11.2% 5.5% 0.0% 6.0% -3.7% 0 0 0 0.00 150.69 N/A N/A 0 0 0 0 2024-09-17 $22.61 $0.00 27.7% 8.0% 11.1% 5.5% 0.0% 4.0% -4.9% 0 0 0 0.00 149.92 N/A N/A 0 0 0 0 2024-09-18 $22.59 $0.00 28.7% 8.2% 11.1% 6.5% 0.0% 4.0% -5.2% 0 0 0 0.00 150.49 N/A N/A 0 0 0 0 2024-09-19 $22.96 $0.00 28.1% 8.0% 12.1% 5.9% 0.0% 2.8% -3.6% 0 0 0 0.00 149.94 N/A N/A 0 0 0 0 2024-09-20 $22.89 $0.00 95.8% 27.5% 12.1% 79.9% 0.0% 19.4% -28.7% 0 0 0 0.00 177.81 N/A N/A 0 0 0 0 2024-09-23 $22.91 $0.00 29.2% 8.4% 11.8% 7.1% 0.0% 3.7% -4.7% 0 0 0 0.00 151.76 N/A N/A 0 0 0 0 2024-09-24 $22.93 $0.00 29.8% 8.5% 11.8% 7.8% 0.0% 3.0% -5.0% 0 0 0 0.00 151.07 N/A N/A 0 0 0 0 2024-09-25 $22.88 $0.00 29.4% 8.4% 11.9% 7.3% 0.0% 1.9% -4.9% 0 0 0 0.00 150.88 N/A N/A 0 0 0 0 2024-09-26 $23.12 $0.00 42.6% 12.2% 12.2% 21.8% 0.0% 0.3% -8.9% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-09-27 $23.21 $0.00 31.6% 9.0% 12.3% 9.7% 0.0% 2.6% -6.4% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2024-09-30 $23.18 $0.00 33.5% 9.6% 12.3% 11.8% 0.0% 3.8% -6.2% 0 0 0 0.00 149.32 N/A N/A 0 0 0 0
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