EVCM Options History — November 2022

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

In November 2022, EVCM traded between $6.19 and $8.63. ATM implied volatility averaged 65.4%. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 21.8% (HV 20d: 87.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2022-11-11: Highest Volume — 127 contracts
2022-11-07: Largest IV spike — 51.4% change
2022-11-16: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.28	$6.19	$8.63	$8.63	$6.71
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	65.4%	49.6%	103.0%	62.1%	74.7%
Expected Move	17.7%	14.2%	21.8%	17.8%	21.4%
HV 20d	87.2%	77.6%	103.2%	90.8%	89.3%
HV 60d	73.3%	66.6%	80.2%	69.0%	80.2%
Term Structure	-1.1%	-34.6%	18.3%	14.7%	18.3%
VWIV	63.3%	54.3%	81.9%	62.8%	56.7%
Skew 25d	21.2%	-27.0%	159.4%	2.5%	38.8%
Skew 10d	35.1%	-30.0%	216.6%	14.6%	16.0%
Call IV 25d	62.1%	40.3%	88.1%	70.1%	45.3%
Put IV 25d	83.2%	53.8%	214.7%	72.6%	84.2%
Bid-Ask Spread %	83.32	31.90	121.19	95.88	68.38
Gamma HHI	0.53	0.41	0.76	0.57	0.62
Net GEX	84	-268	1.2K	-249	128
Net DEX	25.8K	-20.2K	40.7K	32.9K	33.8K
Net VEX	-52	-99	-26	-99	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	0.73	0.41	0.00
Total Volume	37.667	0	127	31	0
Total OI	116.81	85	214	85	98

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
2022-11-01	$8.63	$7.50	62.1%	17.8%	90.8%	0.0%	62.8%	2.5%	14.7%	-249	32.9K	-99	0.41	95.88	N/A	N/A	22	9	27	58
2022-11-02	$8.22	$7.50	67.2%	19.3%	90.7%	0.0%	70.3%	-10.4%	1.4%	-268	33.6K	-92	0.41	95.96	N/A	N/A	22	9	28	60
2022-11-03	$8.02	$0.00	70.9%	17.9%	90.5%	0.0%	0.0%	0.2%	-5.2%	-188	35.5K	-77	0.41	86.97	N/A	N/A	22	9	28	60
2022-11-04	$8.14	$0.00	68.1%	18.1%	85.0%	0.0%	0.0%	1.3%	-15.9%	-211	34.9K	-85	0.41	83.79	N/A	N/A	22	9	28	60
2022-11-07	$7.91	$0.00	103.0%	18.9%	84.2%	0.0%	0.0%	19.8%	-12.9%	-164	36.2K	-66	0.41	112.50	N/A	N/A	22	9	28	60
2022-11-08	$8.08	$0.00	80.8%	16.3%	84.2%	0.0%	0.0%	30.7%	9.2%	-163	37.2K	-71	0.41	86.82	N/A	N/A	22	9	28	60
2022-11-09	$7.88	$0.00	62.5%	17.9%	84.4%	0.0%	0.0%	8.1%	-2.3%	-53	40.5K	-35	0.41	101.18	N/A	N/A	22	9	28	60
2022-11-10	$8.26	$0.00	60.4%	17.3%	85.6%	0.0%	0.0%	0.8%	4.8%	-111	40.7K	-47	0.41	101.02	N/A	N/A	22	9	28	60
2022-11-11	$6.99	$0.00	68.8%	19.7%	102.6%	0.0%	68.3%	-17.5%	-4.7%	-88	35.0K	-48	0.13	110.65	N/A	N/A	112	15	28	60
2022-11-14	$7.26	$7.50	62.9%	18.0%	103.2%	0.0%	62.7%	108.1%	-0.5%	1.2K	-20.2K	-74	0.50	99.84	N/A	N/A	28	14	140	66
2022-11-15	$6.91	$7.50	58.0%	16.6%	102.9%	0.0%	57.7%	-7.4%	4.4%	929	-17.7K	-70	0.50	105.62	N/A	N/A	28	14	149	65
2022-11-16	$6.86	$7.50	76.0%	21.8%	77.9%	0.0%	70.8%	72.7%	-6.1%	78	-9.0K	-47	0.50	121.19	N/A	N/A	28	14	149	63
2022-11-17	$6.92	$7.50	58.0%	16.6%	77.6%	0.0%	57.8%	-1.7%	1.5%	131	-7.6K	-42	0.16	31.90	N/A	N/A	88	14	149	63
2022-11-18	$6.64	$7.50	56.9%	16.3%	78.2%	0.0%	55.9%	-3.9%	-1.8%	118	33.9K	-28	0.17	32.71	N/A	N/A	88	15	89	63
2022-11-21	$6.19	$7.50	72.0%	20.7%	80.6%	0.0%	81.9%	-27.0%	-34.6%	69	32.4K	-26	0.73	90.55	N/A	N/A	15	11	28	62
2022-11-22	$6.74	$7.50	60.3%	17.3%	83.0%	0.0%	60.3%	39.9%	-14.9%	110	33.1K	-33	0.65	44.52	N/A	N/A	17	11	30	64
2022-11-23	$6.66	$7.50	53.8%	15.4%	83.0%	0.0%	54.3%	-5.8%	-7.8%	92	34.1K	-33	0.65	67.76	N/A	N/A	17	11	31	64
2022-11-25	$7.00	$7.50	55.9%	16.0%	85.0%	0.0%	56.7%	159.4%	-2.6%	160	35.2K	-32	0.00	74.88	N/A	N/A	3	0	31	64
2022-11-28	$6.55	$7.50	51.9%	14.9%	86.1%	0.0%	0.0%	24.5%	16.7%	139	34.2K	-27	0.00	57.10	N/A	N/A	0	0	34	64
2022-11-29	$6.38	$7.50	49.6%	14.2%	86.2%	0.0%	0.0%	11.5%	14.6%	101	33.8K	-27	0.00	80.45	N/A	N/A	0	0	34	64
2022-11-30	$6.71	$7.50	74.7%	21.4%	89.3%	0.0%	0.0%	38.8%	18.3%	128	33.8K	-26	0.00	68.38	N/A	N/A	0	0	34	64