EVCM Options History — August 2022

Name: EVCM Options Analytics - August 2022
Creator: Options Analysis Suite

In August 2022, EVCM traded between $11.61 and $12.70. ATM implied volatility averaged 55.1%. The 30-day expected move averaged 15.8%. Max pain ranged from $12.50 to $12.50. Net GEX was positive for 0 of 9 trading days. Term structure was in contango for 6 of 9 days. Put/call ratio averaged 0.99.

Notable Days

2022-08-31: Highest Volume — 25 contracts
2022-08-30: Largest IV spike — 39.3% change
2022-08-30: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.11	$11.61	$12.70	$12.70	$11.61
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	55.1%	43.5%	68.0%	52.5%	61.0%
Expected Move	15.8%	12.5%	19.5%	15.1%	17.5%
Term Structure	2.3%	-27.9%	24.0%	4.7%	-3.9%
VWIV	55.0%	49.0%	63.8%	52.6%	63.8%
Skew 25d	-3.6%	-16.1%	15.3%	7.9%	-0.2%
Skew 10d	-2.9%	-21.8%	24.2%	12.5%	-10.9%
Call IV 25d	56.6%	46.7%	79.9%	46.7%	57.0%
Put IV 25d	53.0%	36.0%	64.3%	54.7%	56.8%
Bid-Ask Spread %	112.93	98.88	134.11	108.45	121.90
Gamma HHI	0.83	0.79	0.87	0.83	0.86
Net GEX	-506	-576	-442	-576	-558
Net DEX	21.2K	17.5K	26.6K	18.1K	26.6K
Net VEX	-232	-250	-221	-250	-221
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.00	2.50	2.50	0.47
Total Volume	4	0	25	7	25
Total OI	81.556	79	93	93	81

Daily Data (9 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
2022-08-19	$12.70	$12.50	52.5%	15.1%	0.0%	0.0%	52.6%	7.9%	4.7%	-576	18.1K	-250	2.50	108.45	N/A	N/A	2	5	19	74
2022-08-22	$12.41	$12.50	67.7%	19.4%	0.0%	0.0%	54.8%	-7.2%	24.0%	-535	20.3K	-239	0.00	134.11	N/A	N/A	2	0	17	62
2022-08-23	$12.23	$12.50	49.7%	14.3%	0.0%	0.0%	0.0%	0.3%	15.8%	-444	17.5K	-231	0.00	116.17	N/A	N/A	0	0	18	62
2022-08-24	$12.31	$12.50	53.3%	15.3%	0.0%	0.0%	0.0%	15.3%	3.0%	-442	18.7K	-231	0.00	107.59	N/A	N/A	0	0	18	62
2022-08-25	$12.46	$12.50	51.9%	14.9%	0.0%	0.0%	0.0%	-8.0%	-0.9%	-476	20.0K	-237	0.00	112.01	N/A	N/A	0	0	18	62
2022-08-26	$11.88	$12.50	43.5%	12.5%	0.0%	0.0%	0.0%	-12.8%	5.2%	-509	21.6K	-227	0.00	98.88	N/A	N/A	0	0	18	62
2022-08-29	$11.78	$12.50	48.8%	14.0%	0.0%	0.0%	49.0%	-11.4%	0.5%	-542	24.6K	-225	1.00	100.86	N/A	N/A	1	1	18	62
2022-08-30	$11.65	$12.50	68.0%	19.5%	0.0%	0.0%	0.0%	-16.1%	-27.9%	-468	23.6K	-224	0.00	116.36	N/A	N/A	0	0	18	63
2022-08-31	$11.61	$12.50	61.0%	17.5%	0.0%	0.0%	63.8%	-0.2%	-3.9%	-558	26.6K	-221	0.47	121.90	N/A	N/A	17	8	18	63