EVCM Options History — October 2022

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

In October 2022, EVCM traded between $7.70 and $11.29. ATM implied volatility averaged 70.6%. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 3.1% (HV 20d: 73.7%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2022-10-20: Highest Volume — 55 contracts
2022-10-31: Largest IV spike — 80.5% change
2022-10-31: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.14	$7.70	$11.29	$11.17	$8.72
Max Pain	$11.07	$7.50	$12.50	$12.50	$7.50
ATM IV	70.6%	50.5%	111.3%	68.6%	91.8%
Expected Move	19.4%	14.6%	26.3%	19.7%	26.3%
HV 20d	73.7%	53.7%	92.4%	60.4%	91.2%
HV 60d	70.7%	69.7%	71.9%	70.3%	69.7%
Term Structure	-4.4%	-45.8%	53.5%	12.0%	-45.8%
VWIV	64.9%	48.1%	82.0%	67.4%	82.0%
Skew 25d	4.0%	-19.8%	25.4%	11.8%	8.3%
Skew 10d	22.0%	-10.5%	63.3%	25.0%	63.3%
Call IV 25d	65.7%	50.1%	79.2%	76.9%	68.4%
Put IV 25d	69.8%	45.2%	89.8%	88.7%	76.7%
Bid-Ask Spread %	83.04	29.36	111.39	106.03	78.06
Gamma HHI	0.68	0.48	0.83	0.77	0.60
Net GEX	-315	-520	-178	-479	-306
Net DEX	32.7K	23.9K	37.8K	26.2K	33.0K
Net VEX	-120	-187	-86	-185	-102
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.22	0.34	0.27	0.30
Total Volume	39	28	55	38	30
Total OI	92.381	83	109	91	85

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
2022-10-03	$11.17	$12.50	68.6%	19.7%	60.4%	0.0%	67.4%	11.8%	12.0%	-479	26.2K	-185	0.27	106.03	N/A	N/A	30	8	33	58
2022-10-04	$11.29	$12.50	61.9%	17.8%	59.6%	0.0%	61.9%	2.4%	-12.3%	-495	23.9K	-187	0.27	108.53	N/A	N/A	30	8	33	59
2022-10-05	$10.72	$12.50	78.5%	22.5%	62.1%	0.0%	62.9%	25.4%	-24.9%	-469	27.4K	-177	0.27	106.58	N/A	N/A	30	8	33	59
2022-10-06	$10.75	$12.50	50.5%	17.6%	61.4%	0.0%	59.7%	3.9%	-6.9%	-520	31.1K	-172	0.27	106.41	N/A	N/A	30	8	33	59
2022-10-07	$9.71	$12.50	89.8%	20.1%	69.4%	0.0%	52.4%	-6.7%	-41.4%	-415	28.2K	-152	0.27	106.00	N/A	N/A	30	8	33	59
2022-10-10	$9.28	$12.50	74.4%	15.3%	70.2%	0.0%	56.7%	5.7%	-1.2%	-373	34.8K	-128	0.27	111.39	N/A	N/A	30	8	33	59
2022-10-11	$8.96	$12.50	111.3%	22.3%	69.6%	0.0%	62.5%	-19.8%	-15.8%	-323	37.7K	-103	0.27	81.34	N/A	N/A	30	8	33	59
2022-10-12	$8.99	$12.50	56.1%	16.1%	60.3%	0.0%	54.4%	0.2%	-1.3%	-384	37.8K	-106	0.27	96.41	N/A	N/A	30	8	33	59
2022-10-13	$9.27	$12.50	66.8%	19.2%	62.4%	0.0%	75.8%	-4.7%	-9.4%	-351	35.9K	-125	0.22	64.13	N/A	N/A	36	8	33	59
2022-10-14	$8.94	$12.50	54.1%	15.5%	53.7%	0.0%	48.1%	4.2%	23.2%	-221	33.8K	-118	0.22	88.78	N/A	N/A	36	8	39	59
2022-10-17	$9.20	$12.50	63.3%	18.2%	55.0%	0.0%	52.3%	15.0%	-7.3%	-189	33.9K	-122	0.22	93.75	N/A	N/A	36	8	39	59
2022-10-18	$9.46	$12.50	64.6%	18.5%	56.1%	0.0%	74.0%	4.2%	-6.5%	-178	34.5K	-123	0.22	55.68	N/A	N/A	36	8	39	59
2022-10-19	$7.78	$12.50	73.8%	21.2%	86.9%	0.0%	69.9%	-7.1%	-10.3%	-271	32.8K	-87	0.34	97.25	N/A	N/A	38	13	39	59
2022-10-20	$7.92	$10.00	75.4%	21.6%	87.8%	0.0%	68.0%	4.1%	53.5%	-346	33.4K	-91	0.28	66.02	N/A	N/A	43	12	43	63
2022-10-21	$7.70	$10.00	67.6%	19.4%	87.9%	0.0%	72.8%	-10.1%	-1.0%	-204	30.8K	-89	0.28	59.70	N/A	N/A	43	12	46	63
2022-10-24	$7.85	$10.00	75.0%	21.5%	88.6%	0.0%	78.1%	3.5%	-3.4%	-184	32.1K	-90	0.33	29.36	N/A	N/A	21	7	25	58
2022-10-25	$8.40	$10.00	71.0%	20.4%	92.4%	0.0%	68.5%	-0.3%	-11.3%	-216	32.9K	-99	0.30	63.51	N/A	N/A	23	7	25	58
2022-10-26	$8.39	$7.50	73.4%	21.1%	89.8%	0.0%	63.5%	22.6%	2.3%	-198	33.9K	-90	0.30	67.31	N/A	N/A	23	7	27	58
2022-10-27	$8.58	$7.50	63.4%	18.2%	90.7%	0.0%	65.5%	4.4%	13.8%	-237	35.0K	-90	0.30	57.87	N/A	N/A	23	7	27	58
2022-10-28	$8.80	$7.50	50.8%	14.6%	91.7%	0.0%	65.5%	17.9%	1.6%	-247	36.7K	-86	0.30	99.70	N/A	N/A	23	7	27	58
2022-10-31	$8.72	$7.50	91.8%	26.3%	91.2%	0.0%	82.0%	8.3%	-45.8%	-306	33.0K	-102	0.30	78.06	N/A	N/A	23	7	27	58