EVCM Options History — January 2023 In January 2023, EVCM traded between $7.52 and $10.57. ATM implied volatility averaged 51.2%. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 11.9% (HV 20d: 39.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-24 : Highest Volume — 6 contracts2023-01-30 : Largest IV spike — 42.5% change2023-01-30 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.97 $7.52 $10.57 $7.52 $10.32 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 51.2% 37.9% 65.7% 54.2% 56.7% Expected Move 15.1% 13.2% 18.8% 15.5% 16.3% HV 20d 39.3% 31.9% 44.8% 44.8% 33.4% HV 60d 69.4% 63.2% 78.6% 78.6% 63.4% Term Structure 1.0% -21.6% 22.7% -3.3% -5.9% VWIV 49.1% 43.7% 54.5% 54.5% 43.7% Skew 25d 25.7% -11.3% 162.5% 63.8% 10.3% Skew 10d 39.4% 3.7% 225.3% 106.1% 20.1% Call IV 25d 45.0% 33.2% 56.3% 56.3% 49.8% Put IV 25d 70.7% 42.0% 213.8% 120.1% 60.1% Bid-Ask Spread % 76.12 36.35 115.49 40.60 115.49 Gamma HHI 0.59 0.31 0.81 0.81 0.37 Net GEX 1.1K -135 1.8K 1.8K 91 Net DEX -50.1K -85.1K -13.5K -16.9K -79.9K Net VEX -143 -179 -101 -175 -108 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.75 0 6 0 0 Total OI 218.35 212 222 218 212
Daily Data (20 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 2023-01-03 $7.52 $7.50 54.2% 15.5% 44.8% 0.0% 0.0% 63.8% -3.3% 1.8K -16.9K -175 0.00 40.60 N/A N/A 0 0 151 67 2023-01-04 $7.71 $7.50 49.4% 14.2% 43.6% 0.0% 0.0% 7.8% 5.4% 1.7K -17.3K -176 0.00 36.35 N/A N/A 4 0 151 67 2023-01-05 $7.60 $7.50 52.8% 16.4% 44.5% 0.0% 0.0% 27.6% -0.9% 1.6K -13.5K -173 0.00 76.33 N/A N/A 0 0 155 67 2023-01-06 $7.75 $7.50 45.8% 15.5% 43.0% 0.0% 0.0% 12.6% 2.1% 1.7K -20.5K -179 0.00 83.00 N/A N/A 0 0 155 67 2023-01-09 $8.08 $7.50 37.9% 15.4% 43.3% 0.0% 54.5% 20.7% 0.4% 1.8K -27.4K -171 0.00 81.24 N/A N/A 1 0 155 67 2023-01-10 $8.36 $7.50 48.9% 15.0% 43.8% 0.0% 0.0% 4.3% -1.8% 1.4K -35.4K -175 0.00 53.55 N/A N/A 1 0 155 67 2023-01-11 $8.55 $7.50 46.6% 13.3% 43.8% 0.0% 0.0% -11.3% 7.1% 1.5K -41.1K -163 0.00 46.86 N/A N/A 0 0 154 67 2023-01-12 $8.61 $7.50 49.6% 14.2% 42.7% 0.0% 0.0% 4.2% -5.5% 1.5K -43.6K -157 0.00 91.67 N/A N/A 0 0 154 67 2023-01-13 $8.79 $7.50 47.5% 13.6% 40.4% 0.0% 0.0% 19.9% 22.4% 1.4K -48.1K -143 0.00 69.32 N/A N/A 0 0 154 67 2023-01-17 $8.64 $7.50 53.2% 15.3% 41.4% 0.0% 0.0% 17.3% 1.3% 1.5K -44.9K -148 0.00 107.26 N/A N/A 0 0 154 67 2023-01-18 $8.69 $7.50 51.7% 14.8% 37.4% 0.0% 0.0% 3.9% -4.9% 1.5K -45.6K -148 0.00 107.49 N/A N/A 0 0 154 67 2023-01-19 $9.00 $7.50 48.2% 13.8% 38.1% 0.0% 0.0% 12.5% 19.4% 1.3K -53.7K -121 0.00 102.19 N/A N/A 0 0 154 67 2023-01-20 $9.32 $7.50 55.1% 15.8% 38.5% 0.0% 43.7% 28.2% -14.9% 896 -62.7K -125 0.00 55.15 N/A N/A 2 0 154 67 2023-01-23 $9.59 $7.50 59.7% 17.1% 38.4% 0.0% 0.0% 162.5% -4.3% 368 -66.7K -101 0.00 94.83 N/A N/A 0 0 152 66 2023-01-24 $9.90 $7.50 54.9% 15.7% 35.3% 0.0% 0.0% 15.2% -1.3% 480 -70.9K -117 0.00 86.81 N/A N/A 6 0 152 66 2023-01-25 $10.06 $7.50 51.2% 14.7% 34.9% 0.0% 0.0% 84.2% 5.7% 288 -72.8K -101 0.00 73.88 N/A N/A 0 0 146 66 2023-01-26 $10.05 $7.50 48.1% 13.8% 31.9% 0.0% 0.0% -0.6% -2.0% 356 -74.7K -106 0.00 43.00 N/A N/A 1 0 146 66 2023-01-27 $10.57 $7.50 46.1% 13.2% 33.5% 0.0% 0.0% 28.1% 22.7% -135 -85.1K -125 0.00 48.79 N/A N/A 0 0 146 66 2023-01-30 $10.23 $7.50 65.7% 18.8% 33.7% 0.0% 0.0% 3.4% -21.6% 209 -80.4K -138 0.00 108.53 N/A N/A 0 0 146 66 2023-01-31 $10.32 $7.50 56.7% 16.3% 33.4% 0.0% 0.0% 10.3% -5.9% 91 -79.9K -108 0.00 115.49 N/A N/A 0 0 146 66
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