EVCM Options History — September 2022

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

In September 2022, EVCM traded between $10.59 and $12.74. ATM implied volatility averaged 59.9%. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 6.2% (HV 20d: 53.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.26.

Notable Days

2022-09-26: Highest Volume — 37 contracts
2022-09-14: Largest IV drop — 66.7% change
2022-09-22: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.52	$10.59	$12.74	$11.37	$11.01
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	59.9%	38.1%	114.5%	40.2%	67.1%
Expected Move	15.5%	10.9%	19.3%	11.5%	19.2%
HV 20d	53.8%	31.5%	60.7%	31.5%	60.3%
Term Structure	2.2%	-23.2%	20.2%	11.9%	6.7%
VWIV	57.7%	45.4%	93.3%	53.6%	59.1%
Skew 25d	10.3%	-17.3%	106.0%	3.2%	12.4%
Skew 10d	29.0%	-5.6%	170.2%	2.4%	23.4%
Call IV 25d	51.6%	40.6%	78.1%	42.0%	69.6%
Put IV 25d	62.0%	37.8%	153.0%	45.2%	82.0%
Bid-Ask Spread %	110.22	68.76	130.14	111.49	106.25
Gamma HHI	0.85	0.77	0.91	0.89	0.78
Net GEX	-528	-911	-410	-506	-454
Net DEX	25.3K	19.3K	31.8K	28.2K	25.1K
Net VEX	-196	-215	-168	-207	-187
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	0.50	0.47	0.23
Total Volume	14.619	0	37	0	37
Total OI	81.619	73	91	78	91

Daily Data (21 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
2022-09-01	$11.37	$12.50	40.2%	11.5%	0.0%	0.0%	0.0%	3.2%	11.9%	-506	28.2K	-207	0.00	111.49	N/A	N/A	0	0	18	60
2022-09-02	$11.50	$12.50	50.5%	14.5%	0.0%	0.0%	0.0%	12.7%	1.8%	-504	25.3K	-209	0.00	124.06	N/A	N/A	0	0	18	60
2022-09-06	$11.83	$0.00	70.5%	17.3%	0.0%	0.0%	0.0%	-3.0%	17.7%	-449	21.9K	-209	0.47	116.70	N/A	N/A	17	8	18	60
2022-09-07	$11.80	$0.00	63.5%	15.4%	0.0%	0.0%	53.6%	9.1%	0.4%	-523	24.7K	-211	0.44	103.14	N/A	N/A	18	8	18	60
2022-09-08	$12.05	$12.50	69.7%	15.6%	0.0%	0.0%	0.0%	0.7%	3.5%	-636	25.3K	-213	0.00	115.50	N/A	N/A	0	0	19	60
2022-09-09	$12.28	$12.50	62.7%	14.7%	0.0%	0.0%	0.0%	-2.8%	3.6%	-513	19.4K	-215	0.00	106.83	N/A	N/A	0	0	19	60
2022-09-12	$12.31	$12.50	77.8%	18.3%	31.5%	0.0%	0.0%	9.4%	-23.2%	-535	19.3K	-212	0.00	111.28	N/A	N/A	0	0	19	60
2022-09-13	$11.74	$12.50	114.5%	14.3%	35.4%	0.0%	49.7%	1.4%	13.1%	-635	22.9K	-202	0.50	116.39	N/A	N/A	18	9	19	60
2022-09-14	$12.74	$12.50	38.1%	10.9%	47.8%	0.0%	0.0%	106.0%	16.5%	-576	22.7K	-209	0.00	117.16	N/A	N/A	0	0	19	61
2022-09-15	$12.74	$12.50	55.8%	16.0%	46.4%	0.0%	0.0%	15.2%	20.2%	-911	24.2K	-203	0.00	119.19	N/A	N/A	0	0	19	61
2022-09-16	$11.48	$12.50	45.4%	13.0%	59.0%	0.0%	45.4%	-6.6%	1.0%	-410	24.6K	-193	0.50	115.40	N/A	N/A	18	9	19	61
2022-09-19	$11.62	$12.50	44.1%	12.7%	57.7%	0.0%	0.0%	6.9%	7.9%	-549	26.5K	-194	0.00	119.52	N/A	N/A	0	0	15	58
2022-09-20	$11.23	$12.50	64.0%	18.3%	58.3%	0.0%	0.0%	6.6%	-15.5%	-486	23.3K	-187	0.00	130.14	N/A	N/A	0	0	15	58
2022-09-21	$11.01	$12.50	49.2%	14.1%	58.5%	0.0%	93.3%	-2.4%	-11.7%	-515	29.2K	-183	0.00	121.21	N/A	N/A	13	0	15	58
2022-09-22	$10.74	$12.50	67.2%	19.3%	58.7%	0.0%	0.0%	27.2%	-22.4%	-515	30.3K	-176	0.00	108.99	N/A	N/A	2	0	28	58
2022-09-23	$10.62	$12.50	45.9%	13.2%	58.3%	0.0%	0.0%	5.1%	10.3%	-504	31.8K	-168	0.00	68.76	N/A	N/A	2	0	30	58
2022-09-26	$10.59	$12.50	64.2%	18.4%	56.4%	0.0%	48.5%	16.0%	-5.0%	-473	28.4K	-173	0.23	93.73	N/A	N/A	30	7	32	58
2022-09-27	$10.86	$12.50	63.9%	18.3%	57.4%	0.0%	60.6%	8.4%	-4.9%	-482	27.5K	-181	0.23	101.48	N/A	N/A	30	7	32	58
2022-09-28	$11.38	$12.50	46.0%	13.2%	60.1%	0.0%	46.0%	8.9%	7.0%	-437	25.2K	-194	0.23	92.14	N/A	N/A	30	7	33	58
2022-09-29	$11.10	$12.50	57.9%	16.6%	60.7%	0.0%	63.3%	-17.3%	7.8%	-476	26.0K	-188	0.23	115.31	N/A	N/A	30	7	33	58
2022-09-30	$11.01	$12.50	67.1%	19.2%	60.3%	0.0%	59.1%	12.4%	6.7%	-454	25.1K	-187	0.23	106.25	N/A	N/A	30	7	33	58