ETQ Options History — October 2024

Name: ETQ Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, ETQ traded between $21.94 and $24.32. ATM implied volatility averaged 129.3%, placing in the 100.0% IV rank vs the trailing year. The 30-day expected move averaged 37.1%. IV traded below realized volatility by 145.5% (HV 20d: 274.7%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 0 of 2 days.

Notable Days

2024-10-31: Largest IV spike — 3.4% change
2024-10-30: Highest IV Rank — 100.0%
2024-10-31: Largest Expected Move — 37.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.13	$21.94	$24.32	$21.94	$24.32
ATM IV	129.3%	127.1%	131.4%	127.1%	131.4%
Expected Move	37.1%	36.4%	37.7%	36.4%	37.7%
HV 20d	274.7%	272.7%	276.8%	272.7%	276.8%
HV 60d	158.4%	157.5%	159.3%	157.5%	159.3%
IV Rank	100.0%	100.0%	100.0%	100.0%	100.0%
IV Percentile	100.0%	100.0%	100.0%	100.0%	100.0%
Term Structure	-6.6%	-8.4%	-4.8%	-4.8%	-8.4%
Skew 25d	9.5%	7.6%	11.3%	7.6%	11.3%
Skew 10d	8.5%	-3.8%	20.8%	-3.8%	20.8%
Call IV 25d	110.4%	107.5%	113.3%	113.3%	107.5%
Put IV 25d	119.9%	118.9%	121.0%	121.0%	118.9%
Bid-Ask Spread %	129.28	125.85	132.70	132.70	125.85
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 (2 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 Vol	Put Vol	Call OI	Put OI
2024-10-30	$21.94	$0.00	127.1%	36.4%	272.7%	100.0%	0.0%	7.6%	-4.8%	0	0	0	0.00	132.70	0	0	0	0
2024-10-31	$24.32	$0.00	131.4%	37.7%	276.8%	100.0%	0.0%	11.3%	-8.4%	0	0	0	0.00	125.85	0	0	0	0