EQTY Options History — October 2024 In October 2024, EQTY traded between $23.09 and $23.79. ATM implied volatility averaged 32.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 23.1% (HV 20d: 9.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-22 : Highest Volume — 5 contracts2024-10-09 : Largest IV drop — 35.8% change2024-10-08 : Highest IV Rank — 23.2%2024-10-31 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.49 $23.09 $23.79 $23.20 $23.34 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 32.8% 27.0% 44.0% 33.8% 40.5% Expected Move 8.8% 7.7% 11.6% 9.7% 11.6% HV 20d 9.7% 8.6% 10.8% 10.8% 10.8% HV 60d 13.8% 10.7% 14.9% 14.6% 11.0% IV Rank 11.1% 4.7% 23.2% 12.2% 19.4% IV Percentile 42.9% 5.6% 85.1% 56.5% 79.6% Term Structure -8.0% -14.3% -5.5% -7.2% -14.3% VWIV 25.8% 25.8% 25.8% 25.8% 25.8% Skew 25d 5.9% 2.5% 8.5% 3.0% 4.5% Skew 10d 3.2% 0.7% 12.3% 0.7% 2.7% Call IV 25d 23.1% 19.1% 31.1% 26.6% 31.1% Put IV 25d 29.0% 25.6% 35.6% 29.6% 35.6% Bid-Ask Spread % 147.43 144.33 150.16 147.22 144.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 168 0 585 0 559 Net DEX -2.3K -8.3K 0 0 -7.0K Net VEX -3 -11 0 0 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.217 0 5 0 0 Total OI 1.522 0 5 0 5
Daily Data (23 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 2024-10-01 $23.20 $0.00 33.8% 9.7% 10.8% 12.2% 0.0% 3.0% -7.2% 0 0 0 0.00 147.22 N/A N/A 0 0 0 0 2024-10-02 $23.18 $0.00 36.9% 10.6% 10.6% 15.5% 0.0% 2.5% -9.4% 0 0 0 0.00 149.56 N/A N/A 0 0 0 0 2024-10-03 $23.09 $0.00 37.5% 7.8% 10.6% 16.2% 0.0% 7.1% -6.0% 0 0 0 0.00 150.16 N/A N/A 0 0 0 0 2024-10-04 $23.34 $0.00 37.8% 7.7% 9.1% 16.5% 0.0% 7.6% -5.7% 0 0 0 0.00 149.10 N/A N/A 0 0 0 0 2024-10-07 $23.12 $0.00 41.4% 8.1% 9.9% 20.4% 0.0% 5.2% -7.8% 0 0 0 0.00 147.90 N/A N/A 0 0 0 0 2024-10-08 $23.30 $0.00 44.0% 8.0% 9.9% 23.2% 0.0% 8.5% -6.9% 0 0 0 0.00 149.43 N/A N/A 0 0 0 0 2024-10-09 $23.41 $0.00 28.2% 8.1% 9.9% 6.0% 0.0% 8.5% -7.6% 0 0 0 0.00 148.18 N/A N/A 0 0 0 0 2024-10-10 $23.30 $0.00 29.2% 8.4% 9.8% 7.1% 0.0% 7.1% -8.0% 0 0 0 0.00 149.63 N/A N/A 0 0 0 0 2024-10-11 $23.55 $0.00 27.1% 7.8% 10.1% 4.8% 0.0% 7.4% -7.0% 0 0 0 0.00 149.41 N/A N/A 0 0 0 0 2024-10-14 $23.68 $0.00 27.5% 7.9% 10.1% 5.2% 0.0% 6.5% -8.0% 0 0 0 0.00 147.08 N/A N/A 0 0 0 0 2024-10-15 $23.61 $0.00 27.0% 7.7% 10.2% 4.7% 0.0% 4.4% -8.2% 0 0 0 0.00 145.41 N/A N/A 0 0 0 0 2024-10-16 $23.70 $0.00 28.3% 8.1% 10.2% 6.2% 0.0% 6.8% -7.7% 0 0 0 0.00 148.15 N/A N/A 0 0 0 0 2024-10-17 $23.76 $0.00 28.8% 8.3% 8.8% 6.7% 0.0% 5.1% -5.5% 0 0 0 0.00 148.34 N/A N/A 0 0 0 0 2024-10-18 $23.79 $0.00 28.8% 8.3% 8.6% 6.7% 0.0% 6.1% -5.7% 0 0 0 0.00 148.24 N/A N/A 0 0 0 0 2024-10-21 $23.60 $0.00 29.5% 8.5% 9.3% 7.5% 0.0% 4.7% -6.8% 0 0 0 0.00 147.00 N/A N/A 0 0 0 0 2024-10-22 $23.61 $0.00 30.7% 8.8% 9.3% 8.7% 25.8% 7.1% -7.4% 0 0 0 0.00 146.20 N/A N/A 5 0 0 0 2024-10-23 $23.45 $23.00 32.5% 9.3% 9.7% 10.7% 0.0% 4.2% -7.3% 539 -7.3K -11 0.00 144.89 N/A N/A 0 0 5 0 2024-10-24 $23.55 $23.00 30.9% 8.9% 9.1% 9.0% 0.0% 6.9% -7.5% 538 -7.6K -11 0.00 146.86 N/A N/A 0 0 5 0 2024-10-25 $23.54 $23.00 30.5% 8.8% 9.1% 8.5% 0.0% 4.0% -7.4% 562 -7.6K -11 0.00 144.77 N/A N/A 0 0 5 0 2024-10-28 $23.70 $23.00 34.2% 9.8% 9.3% 12.6% 0.0% 7.0% -11.0% 536 -8.0K -10 0.00 146.69 N/A N/A 0 0 5 0 2024-10-29 $23.75 $23.00 33.9% 9.7% 9.3% 12.3% 0.0% 7.6% -10.3% 585 -8.3K -9 0.00 146.25 N/A N/A 0 0 5 0 2024-10-30 $23.68 $23.00 35.6% 10.2% 9.4% 14.1% 0.0% 4.8% -12.0% 556 -7.9K -9 0.00 146.00 N/A N/A 0 0 5 0 2024-10-31 $23.34 $23.00 40.5% 11.6% 10.8% 19.4% 0.0% 4.5% -14.3% 559 -7.0K -9 0.00 144.33 N/A N/A 0 0 5 0
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