EQTY Options History — November 2024 In November 2024, EQTY traded between $23.37 and $24.49. ATM implied volatility averaged 35.9%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 22.9% (HV 20d: 13.0%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-07 : Highest Volume — 5 contracts2024-11-13 : Largest IV drop — 61.2% change2024-11-12 : Highest IV Rank — 48.2%2024-11-01 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.05 $23.37 $24.49 $23.44 $24.49 Max Pain $23.00 $23.00 $23.00 $23.00 $23.00 ATM IV 35.9% 24.4% 66.8% 40.9% 30.8% Expected Move 7.9% 7.0% 11.7% 11.7% 8.8% HV 20d 13.0% 9.6% 14.6% 10.2% 13.4% HV 60d 11.4% 10.6% 12.0% 10.6% 11.6% IV Rank 14.4% 1.9% 48.2% 19.9% 8.8% IV Percentile 43.2% 1.2% 95.6% 79.7% 40.1% Term Structure -5.9% -14.7% -3.0% -14.7% -7.4% Skew 25d 4.3% 0.9% 7.8% 4.7% 5.2% Skew 10d 1.8% 0.2% 7.4% 2.5% 2.2% Call IV 25d 20.9% 18.2% 31.0% 31.0% 23.4% Put IV 25d 25.2% 21.3% 35.7% 35.7% 28.6% Bid-Ask Spread % 150.73 146.52 152.85 146.52 150.66 Gamma HHI 0.88 0.50 1.00 1.00 1.00 Net GEX 553 332 1.0K 557 353 Net DEX -10.7K -18.5K -6.6K -7.2K -7.9K Net VEX -27 -38 -5 -9 -31 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 0.25 0 5 0 0 Total OI 6.5 5 10 5 5
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 2024-11-01 $23.44 $23.00 40.9% 11.7% 10.2% 19.9% 0.0% 4.7% -14.7% 557 -7.2K -9 0.00 146.52 N/A N/A 0 0 5 0 2024-11-04 $23.37 $0.00 46.5% 8.2% 9.6% 26.0% 0.0% 7.8% -6.4% 570 -7.0K -8 0.00 152.09 N/A N/A 0 0 5 0 2024-11-05 $23.55 $0.00 41.0% 7.2% 9.6% 20.0% 0.0% 7.3% -4.4% 586 -7.6K -7 0.00 149.44 N/A N/A 0 0 5 0 2024-11-06 $24.16 $0.00 42.1% 7.0% 13.1% 21.3% 0.0% 4.2% -4.3% 528 -9.4K -6 0.00 150.72 N/A N/A 0 0 5 0 2024-11-07 $24.20 $0.00 42.0% 7.0% 12.8% 21.1% 0.0% 4.3% -4.9% 546 -10.0K -5 0.00 152.17 N/A N/A 5 0 5 0 2024-11-08 $24.29 $0.00 46.6% 7.0% 12.4% 26.1% 0.0% 4.8% -4.6% 846 -17.5K -38 0.00 151.39 N/A N/A 0 0 10 0 2024-11-11 $24.39 $0.00 62.5% 7.4% 12.4% 43.5% 0.0% 4.2% -5.8% 818 -17.9K -36 0.00 152.23 N/A N/A 0 0 10 0 2024-11-12 $24.31 $0.00 66.8% 7.3% 12.4% 48.2% 0.0% 3.5% -5.7% 845 -17.6K -36 0.00 150.13 N/A N/A 0 0 10 0 2024-11-13 $24.33 $0.00 25.9% 7.4% 12.4% 3.5% 0.0% 3.9% -5.9% 1.0K -18.4K -33 0.00 151.61 N/A N/A 0 0 10 0 2024-11-14 $24.09 $0.00 24.4% 7.0% 13.0% 1.9% 0.0% 0.9% -3.0% 917 -16.7K -35 0.00 150.11 N/A N/A 0 0 10 0 2024-11-15 $23.73 $0.00 25.4% 7.3% 14.1% 3.0% 0.0% 2.6% -5.4% 337 -18.5K -33 0.00 150.37 N/A N/A 0 0 10 0 2024-11-18 $23.82 $0.00 27.0% 7.7% 13.9% 4.7% 0.0% 3.7% -4.4% 332 -6.8K -33 0.00 152.85 N/A N/A 0 0 5 0 2024-11-19 $23.70 $0.00 26.1% 7.5% 14.0% 3.7% 0.0% 4.4% -4.4% 336 -6.6K -33 0.00 150.98 N/A N/A 0 0 5 0 2024-11-20 $23.75 $0.00 26.5% 7.6% 13.8% 4.2% 0.0% 4.7% -5.2% 342 -6.6K -33 0.00 150.31 N/A N/A 0 0 5 0 2024-11-21 $24.05 $0.00 26.8% 7.7% 14.4% 4.5% 0.0% 5.0% -4.6% 537 -7.5K -32 0.00 149.65 N/A N/A 0 0 5 0 2024-11-22 $24.12 $0.00 28.2% 8.1% 14.4% 6.0% 0.0% 5.3% -6.1% 520 -7.6K -31 0.00 151.66 N/A N/A 0 0 5 0 2024-11-25 $24.34 $0.00 29.0% 8.3% 14.5% 6.9% 0.0% 2.7% -5.4% 350 -7.7K -31 0.00 150.58 N/A N/A 0 0 5 0 2024-11-26 $24.44 $0.00 30.0% 8.6% 14.6% 8.0% 0.0% 4.1% -7.4% 349 -7.8K -31 0.00 150.83 N/A N/A 0 0 5 0 2024-11-27 $24.34 $0.00 29.8% 8.5% 14.6% 7.7% 0.0% 3.5% -6.8% 352 -7.7K -31 0.00 150.28 N/A N/A 0 0 5 0 2024-11-29 $24.49 $0.00 30.8% 8.8% 13.4% 8.8% 0.0% 5.2% -7.4% 353 -7.9K -31 0.00 150.66 N/A N/A 0 0 5 0
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