ETQ Options History — January 2017

Name: ETQ Options Analytics - January 2017
Creator: Options Analysis Suite

In January 2017, ETQ traded between $35.44 and $37.50. ATM implied volatility averaged 11.7%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded below realized volatility by 0.9% (HV 20d: 12.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2017-01-25: Largest IV spike — 61.3% change
2017-01-19: Highest IV Rank — 12.7%
2017-01-10: Largest Expected Move — 5.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.57	$35.44	$37.50	$35.44	$37.31
ATM IV	11.7%	8.6%	15.7%	15.4%	14.1%
Expected Move	3.9%	2.5%	5.7%	3.9%	3.9%
HV 20d	12.5%	9.5%	15.3%	14.8%	9.5%
HV 60d	16.6%	16.3%	17.1%	16.8%	16.4%
IV Rank	6.2%	1.0%	12.7%	12.1%	11.8%
IV Percentile	31.6%	0.8%	65.9%	60.3%	64.3%
Term Structure	-0.7%	-4.8%	7.3%	-0.9%	-4.8%
Skew 25d	1.4%	-0.4%	3.4%	1.8%	2.9%
Skew 10d	4.2%	0.2%	8.9%	8.3%	5.4%
Call IV 25d	14.0%	12.4%	15.8%	15.8%	13.0%
Put IV 25d	15.4%	13.7%	17.6%	17.6%	15.8%
Bid-Ask Spread %	14.97	10.59	18.61	16.79	13.26
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	Spread %
2017-01-03	$35.44	$0.00	15.4%	3.9%	14.8%	12.1%	0.0%	1.8%	0.0%	16.79
2017-01-04	$35.68	$0.00	11.6%	4.7%	14.9%	6.0%	0.0%	1.7%	0.0%	17.42
2017-01-05	$36.05	$0.00	10.7%	4.7%	15.3%	4.5%	0.0%	2.2%	-0.9%	13.35
2017-01-06	$35.91	$0.00	11.3%	4.9%	14.6%	5.5%	0.0%	1.5%	-1.2%	13.54
2017-01-09	$35.92	$0.00	11.5%	5.7%	14.4%	5.7%	0.0%	1.6%	0.0%	15.09
2017-01-10	$36.22	$0.00	9.5%	5.7%	14.7%	2.5%	0.0%	2.0%	0.0%	10.92
2017-01-11	$36.28	$0.00	14.4%	5.0%	14.5%	10.6%	0.0%	0.4%	0.0%	10.59
2017-01-12	$36.62	$0.00	11.3%	3.0%	14.5%	5.6%	0.0%	0.6%	-1.3%	18.08
2017-01-13	$36.60	$0.00	11.3%	3.0%	13.4%	5.4%	0.0%	-0.1%	-1.4%	18.61
2017-01-17	$36.64	$0.00	11.4%	3.2%	12.3%	5.6%	0.0%	0.5%	0.0%	14.54
2017-01-18	$36.55	$0.00	11.2%	3.2%	12.3%	5.3%	0.0%	1.1%	0.0%	15.26
2017-01-19	$36.32	$0.00	15.7%	4.5%	12.5%	12.7%	0.0%	3.4%	-2.3%	15.11
2017-01-20	$36.35	$0.00	11.3%	2.5%	12.4%	5.4%	0.0%	1.9%	7.3%	16.25
2017-01-23	$36.77	$0.00	11.2%	3.6%	11.6%	5.3%	0.0%	-0.0%	0.0%	12.34
2017-01-24	$37.23	$0.00	8.6%	2.8%	9.7%	1.1%	0.0%	2.7%	0.0%	13.30
2017-01-25	$37.47	$0.00	13.9%	2.5%	9.7%	9.7%	0.0%	1.2%	0.0%	17.50
2017-01-26	$37.50	$0.00	8.6%	3.1%	9.7%	1.0%	0.0%	1.3%	-0.7%	16.77
2017-01-27	$37.41	$0.00	9.4%	3.4%	9.9%	2.4%	0.0%	1.3%	-4.8%	17.22
2017-01-30	$37.17	$0.00	10.9%	3.9%	9.8%	5.6%	0.0%	-0.4%	0.0%	13.56
2017-01-31	$37.31	$0.00	14.1%	3.9%	9.5%	11.8%	0.0%	2.9%	0.0%	13.26