EVCM Options History — December 2022

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

In December 2022, EVCM traded between $5.96 and $7.43. ATM implied volatility averaged 68.1%. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 0.7% (HV 20d: 68.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.90.

Notable Days

2022-12-13: Highest Volume — 85 contracts
2022-12-02: Largest IV spike — 188.9% change
2022-12-02: Largest Expected Move — 39.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.56	$5.96	$7.43	$6.50	$7.43
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	68.1%	41.3%	136.9%	47.4%	48.9%
Expected Move	16.5%	11.8%	39.3%	13.6%	14.0%
HV 20d	68.8%	46.7%	90.0%	88.6%	49.4%
HV 60d	78.1%	76.4%	80.5%	80.3%	78.6%
Term Structure	-3.3%	-62.3%	15.8%	11.1%	10.3%
VWIV	53.5%	47.3%	61.0%	52.1%	47.3%
Skew 25d	11.4%	-16.6%	79.4%	10.5%	20.4%
Skew 10d	13.5%	-40.2%	122.8%	17.6%	32.9%
Call IV 25d	56.7%	39.7%	83.8%	53.9%	77.8%
Put IV 25d	68.1%	39.4%	139.1%	64.4%	98.2%
Bid-Ask Spread %	77.84	23.90	109.98	23.90	92.21
Gamma HHI	0.83	0.41	0.96	0.68	0.82
Net GEX	942	41	1.6K	142	1.5K
Net DEX	6.0K	-13.7K	35.0K	35.0K	-9.9K
Net VEX	-102	-181	-15	-21	-181
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.00	9.00	0.00	0.00
Total Volume	15.524	0	85	0	3
Total OI	193.857	98	237	98	221

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
2022-12-01	$6.50	$7.50	47.4%	13.6%	88.6%	0.0%	0.0%	10.5%	11.1%	142	35.0K	-21	0.00	23.90	N/A	N/A	0	0	34	64
2022-12-02	$6.19	$7.50	136.9%	39.3%	89.5%	0.0%	0.0%	79.4%	-62.3%	82	32.8K	-24	0.00	95.67	N/A	N/A	0	0	34	64
2022-12-05	$6.06	$7.50	70.8%	16.6%	88.9%	0.0%	0.0%	3.1%	-14.6%	41	34.2K	-15	0.00	89.05	N/A	N/A	60	0	34	64
2022-12-06	$6.08	$7.50	68.3%	16.7%	89.0%	0.0%	52.1%	4.2%	8.9%	483	25.0K	-65	0.03	72.58	N/A	N/A	35	1	94	64
2022-12-07	$5.96	$0.00	101.2%	17.4%	88.1%	0.0%	0.0%	-11.9%	-6.5%	741	18.4K	-98	0.00	109.98	N/A	N/A	36	0	129	63
2022-12-08	$6.19	$0.00	95.2%	18.9%	90.0%	0.0%	0.0%	-11.3%	-27.5%	821	-2.4K	-103	0.00	105.23	N/A	N/A	0	0	165	63
2022-12-09	$6.33	$0.00	74.8%	16.1%	88.2%	0.0%	0.0%	-16.6%	-1.1%	851	-5.2K	-111	0.00	79.67	N/A	N/A	42	0	165	63
2022-12-12	$6.48	$0.00	95.9%	15.6%	67.8%	0.0%	0.0%	-12.8%	-8.8%	1.2K	-13.0K	-111	0.00	78.47	N/A	N/A	5	0	174	63
2022-12-13	$6.75	$0.00	122.5%	15.1%	68.0%	0.0%	0.0%	-7.9%	1.8%	1.0K	-13.1K	-114	0.00	62.56	N/A	N/A	85	0	169	63
2022-12-14	$6.58	$0.00	41.3%	11.8%	66.4%	0.0%	0.0%	10.4%	-0.1%	1.1K	-11.7K	-106	0.00	91.85	N/A	N/A	0	0	169	63
2022-12-15	$6.78	$0.00	50.4%	14.4%	67.3%	0.0%	0.0%	-12.9%	1.1%	1.0K	-13.7K	-113	0.00	35.58	N/A	N/A	0	0	169	63
2022-12-16	$6.54	$0.00	61.1%	17.5%	68.4%	0.0%	61.0%	17.0%	-2.4%	924	-10.9K	-107	0.00	109.58	N/A	N/A	0	3	169	63
2022-12-19	$6.59	$7.50	57.6%	16.5%	66.9%	0.0%	47.3%	10.2%	-14.1%	1.1K	10.5K	-97	0.91	96.57	N/A	N/A	11	10	122	57
2022-12-20	$6.63	$7.50	51.2%	14.7%	61.6%	0.0%	0.0%	5.6%	-4.5%	1.2K	10.9K	-121	9.00	74.96	N/A	N/A	1	9	133	67
2022-12-21	$6.84	$7.50	51.3%	14.7%	54.7%	0.0%	0.0%	31.3%	-1.2%	1.2K	7.9K	-131	0.00	39.85	N/A	N/A	0	0	134	67
2022-12-22	$6.67	$7.50	56.0%	16.1%	55.3%	0.0%	0.0%	19.5%	0.0%	1.6K	7.7K	-127	0.00	74.23	N/A	N/A	0	0	134	67
2022-12-23	$6.71	$7.50	43.4%	12.4%	52.2%	0.0%	0.0%	-0.3%	3.1%	1.1K	10.3K	-116	0.00	39.76	N/A	N/A	0	0	134	67
2022-12-27	$6.55	$7.50	48.8%	14.0%	47.2%	0.0%	0.0%	51.5%	9.4%	1.3K	9.9K	-113	0.00	104.16	N/A	N/A	0	0	134	67
2022-12-28	$6.69	$7.50	57.1%	16.4%	46.7%	0.0%	0.0%	23.6%	15.8%	1.2K	2.3K	-124	0.00	87.31	N/A	N/A	5	0	134	67
2022-12-29	$7.19	$7.50	49.0%	14.1%	50.2%	0.0%	0.0%	26.5%	12.0%	1.3K	1.0K	-138	0.00	71.55	N/A	N/A	20	0	134	67
2022-12-30	$7.43	$7.50	48.9%	14.0%	49.4%	0.0%	0.0%	20.4%	10.3%	1.5K	-9.9K	-181	0.00	92.21	N/A	N/A	3	0	154	67