ETQ Options History — June 2017

In June 2017, ETQ traded between $41.04 and $41.90. ATM implied volatility averaged 9.7%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded below realized volatility by 3.3% (HV 20d: 13.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2017-06-26: Largest IV spike — 32.7% change
  • 2017-06-15: Highest IV Rank — 19.7%
  • 2017-06-09: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.50$41.04$41.90$41.39$41.47
ATM IV9.7%7.5%10.5%10.1%7.5%
Expected Move3.5%2.3%5.7%3.5%2.6%
HV 20d13.0%10.8%15.1%14.6%12.1%
HV 60d11.7%11.0%12.2%12.1%12.1%
IV Rank14.2%0.0%19.7%16.5%0.0%
IV Percentile18.2%0.0%34.5%19.8%0.0%
Term Structure-1.2%-2.2%-0.7%-1.1%-0.9%
Skew 25d2.5%-0.2%5.4%2.1%0.5%
Skew 10d3.3%0.4%8.1%0.4%1.4%
Call IV 25d11.3%10.3%12.8%11.2%12.5%
Put IV 25d13.8%12.2%15.9%13.2%13.1%
Bid-Ask Spread %15.5411.1720.4711.1717.87
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$41.39$0.0010.1%3.5%14.6%16.5%0.0%2.1%-1.1%0000.0011.170000
2017-06-02$41.70$0.0010.1%4.3%14.1%16.8%0.0%4.5%-1.3%0000.0015.990000
2017-06-05$41.74$0.0010.1%4.8%14.1%16.9%0.0%4.6%0.0%0000.0012.170000
2017-06-06$41.72$0.0010.2%5.1%14.1%17.5%0.0%3.2%0.0%0000.0012.170000
2017-06-07$41.60$0.0010.0%5.2%13.7%16.1%0.0%3.4%0.0%0000.0012.300000
2017-06-08$41.87$0.0010.4%5.7%13.8%18.6%0.0%2.8%-1.0%0000.0012.700000
2017-06-09$41.77$0.0010.2%5.7%13.9%17.4%0.0%5.4%-1.0%0000.0011.570000
2017-06-12$41.30$0.0010.2%2.8%14.4%17.1%0.0%3.0%0.0%0000.0020.080000
2017-06-13$41.55$0.009.7%2.8%14.2%13.9%0.0%2.5%0.0%0000.0016.140000
2017-06-14$41.73$0.0010.2%2.9%14.3%17.2%0.0%4.8%0.0%0000.0016.420000
2017-06-15$41.04$0.0010.5%2.7%15.1%19.7%0.0%2.4%-1.9%0000.0019.720000
2017-06-16$41.14$0.0010.3%2.7%12.3%18.3%0.0%2.6%-1.5%0000.0020.470000
2017-06-19$41.61$0.0010.0%2.8%10.8%15.6%0.0%3.1%0.0%0000.0016.270000
2017-06-20$41.10$0.009.9%2.8%11.6%15.4%0.0%2.6%0.0%0000.0013.440000
2017-06-21$41.12$0.009.8%2.8%11.6%14.9%0.0%2.0%0.0%0000.0016.810000
2017-06-22$41.33$0.008.5%2.5%11.7%5.2%0.0%1.9%-2.2%0000.0017.020000
2017-06-23$41.46$0.007.6%2.3%11.5%0.0%0.0%0.9%-0.7%0000.0017.380000
2017-06-26$41.90$0.0010.1%3.2%12.1%17.9%0.0%0.8%0.0%0000.0013.440000
2017-06-27$41.60$0.0010.0%3.2%12.3%17.1%0.0%1.2%0.0%0000.0017.320000
2017-06-28$41.60$0.009.9%3.3%11.9%16.3%0.0%-0.2%0.0%0000.0014.290000
2017-06-29$41.24$0.008.3%2.7%12.3%4.8%0.0%1.5%-0.7%0000.0017.210000
2017-06-30$41.47$0.007.5%2.6%12.1%0.0%0.0%0.5%-0.9%0000.0017.870000