ETQ Options History — April 2017

In April 2017, ETQ traded between $38.93 and $40.22. ATM implied volatility averaged 10.5%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 0.9% (HV 20d: 9.6%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 3 of 18 days.

Notable Days

  • 2017-04-07: Largest IV spike — 53.7% change
  • 2017-04-20: Highest IV Rank — 24.7%
  • 2017-04-11: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.51$38.93$40.22$39.51$40.01
ATM IV10.5%8.4%14.6%10.1%10.3%
Expected Move3.6%2.3%5.4%3.8%3.6%
HV 20d9.6%6.8%12.5%12.5%9.2%
HV 60d10.5%10.1%10.6%10.5%10.5%
IV Rank8.3%2.0%24.7%5.3%10.1%
IV Percentile25.6%1.6%82.9%11.9%19.0%
Term Structure-0.4%-9.7%7.8%7.8%-2.7%
Skew 25d1.2%-0.9%3.6%0.3%0.8%
Skew 10d2.8%0.6%8.0%1.1%2.2%
Call IV 25d12.9%11.3%15.1%12.7%12.3%
Put IV 25d14.1%13.0%16.0%13.0%13.1%
Bid-Ask Spread %14.9310.5519.6514.8414.01
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-04-03$39.51$0.0010.1%3.8%12.5%5.3%0.0%0.3%0.0%0000.0014.840000
2017-04-04$39.59$0.0010.4%4.0%12.5%6.2%0.0%0.4%0.0%0000.0014.040000
2017-04-05$39.73$0.0010.7%4.2%12.3%6.8%0.0%2.9%0.0%0000.0011.140000
2017-04-06$39.44$0.009.5%4.1%11.5%3.9%0.0%1.3%7.8%0000.0011.240000
2017-04-07$39.42$0.0014.6%4.3%11.4%16.6%0.0%3.6%0.0%0000.0010.550000
2017-04-10$39.18$0.0010.4%5.0%10.6%6.1%0.0%-0.8%0.0%0000.0011.760000
2017-04-11$39.05$0.009.7%5.4%10.6%4.5%0.0%0.8%0.0%0000.0011.840000
2017-04-12$39.17$0.009.4%2.8%9.2%3.7%0.0%0.9%3.5%0000.0018.940000
2017-04-17$39.32$0.0010.6%2.3%7.5%6.6%0.0%0.8%0.0%0000.0018.870000
2017-04-18$39.10$0.0010.7%3.1%7.8%6.9%0.0%-0.9%0.0%0000.0018.240000
2017-04-19$38.93$0.0010.7%3.1%6.8%6.9%0.0%2.6%0.0%0000.0019.650000
2017-04-20$39.21$0.0013.6%4.2%7.4%24.7%0.0%2.8%-9.7%0000.0018.890000
2017-04-21$39.27$0.008.4%2.5%7.2%2.0%0.0%0.7%-0.4%0000.0019.410000
2017-04-24$39.84$0.0010.6%3.4%8.9%11.5%0.0%1.5%0.0%0000.0013.840000
2017-04-25$40.22$0.009.0%3.1%9.5%4.8%0.0%2.1%0.0%0000.0013.850000
2017-04-26$40.11$0.0010.7%3.3%9.3%11.9%0.0%0.7%0.0%0000.0013.740000
2017-04-27$39.99$0.0010.5%3.6%9.2%11.0%0.0%1.7%-1.2%0000.0013.930000
2017-04-28$40.01$0.0010.3%3.6%9.2%10.1%0.0%0.8%-2.7%0000.0014.010000