EVCM Options History — February 2023 In February 2023, EVCM traded between $9.95 and $10.98. ATM implied volatility averaged 60.2%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 19.8% (HV 20d: 40.4%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-06 : Highest Volume — 10 contracts2023-02-02 : Largest IV spike — 32.7% change2023-02-22 : Highest IV Rank — 28.4%2023-02-22 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.27 $9.95 $10.98 $10.90 $9.99 Max Pain $10.00 $7.50 $12.50 $7.50 $10.00 ATM IV 60.2% 46.6% 74.6% 46.8% 65.6% Expected Move 16.5% 13.4% 18.9% 13.4% 18.8% HV 20d 40.4% 32.9% 43.9% 36.0% 32.9% HV 60d 53.1% 41.1% 64.6% 64.0% 41.1% IV Rank 27.7% 25.8% 28.4% 25.8% 28.0% IV Percentile 66.5% 63.5% 68.5% 63.5% 66.4% Term Structure -2.9% -16.3% 24.9% 24.9% -7.4% VWIV 55.0% 45.8% 60.3% 45.8% 60.3% Skew 25d 14.5% -3.3% 65.6% 17.9% 10.5% Skew 10d 21.8% -3.6% 127.7% 35.0% 18.5% Call IV 25d 54.8% 37.4% 80.0% 37.4% 80.0% Put IV 25d 69.3% 50.2% 110.4% 55.3% 90.5% Bid-Ask Spread % 107.84 88.21 124.44 113.18 98.85 Gamma HHI 0.43 0.32 0.74 0.50 0.32 Net GEX 290 -595 937 -339 418 Net DEX -66.9K -93.0K -34.7K -87.9K -35.5K Net VEX -92 -120 -76 -104 -84 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 0.789 0 10 1 0 Total OI 168.526 67 223 212 68
Daily Data (19 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 2023-02-01 $10.90 $7.50 46.8% 13.4% 36.0% 0.0% 0.0% 17.9% 24.9% -339 -87.9K -104 0.00 113.18 N/A N/A 1 0 146 66 2023-02-02 $10.98 $0.00 62.1% 16.0% 36.1% 0.0% 45.8% 9.4% 9.3% -595 -93.0K -114 0.00 102.75 N/A N/A 1 0 147 66 2023-02-03 $10.61 $12.50 73.0% 15.9% 39.0% 0.0% 59.0% 15.5% 8.4% -226 -87.9K -113 0.00 117.40 N/A N/A 0 1 148 66 2023-02-06 $10.23 $10.00 74.6% 15.7% 43.3% 0.0% 0.0% 12.6% -1.8% 185 -81.7K -120 0.00 114.81 N/A N/A 10 0 148 67 2023-02-07 $10.05 $10.00 59.1% 15.7% 43.4% 0.0% 0.0% 8.4% -1.2% 349 -74.2K -97 0.00 101.29 N/A N/A 0 0 148 67 2023-02-08 $10.35 $10.00 55.9% 16.0% 43.1% 0.0% 0.0% -3.3% -11.2% 158 -80.0K -93 0.00 116.39 N/A N/A 0 0 148 67 2023-02-09 $10.30 $10.00 63.3% 18.1% 43.2% 0.0% 0.0% 14.9% -5.3% 111 -80.0K -96 0.00 117.88 N/A N/A 0 0 148 67 2023-02-10 $10.16 $10.00 48.4% 13.9% 43.9% 0.0% 0.0% -0.6% 3.7% 481 -74.6K -85 0.00 124.44 N/A N/A 0 0 148 67 2023-02-13 $10.24 $10.00 56.8% 16.3% 43.7% 0.0% 0.0% 15.7% -1.1% 581 -74.9K -82 0.00 104.63 N/A N/A 0 0 148 67 2023-02-14 $10.40 $10.00 54.0% 15.5% 42.8% 0.0% 0.0% 65.6% 6.3% 160 -79.7K -85 0.00 118.93 N/A N/A 0 0 148 67 2023-02-15 $10.39 $10.00 51.8% 14.8% 42.9% 0.0% 0.0% 24.9% 0.9% 846 -77.9K -78 0.00 99.55 N/A N/A 0 0 148 67 2023-02-16 $10.32 $10.00 46.6% 13.4% 42.1% 0.0% 0.0% 13.2% -8.3% 937 -77.0K -76 0.00 106.53 N/A N/A 0 0 148 67 2023-02-17 $10.27 $10.00 60.3% 17.3% 40.9% 0.0% 60.3% 13.6% -9.2% 425 -85.8K -87 0.00 88.21 N/A N/A 0 1 156 67 2023-02-21 $10.03 $10.00 63.5% 18.2% 41.1% 25.8% 0.0% 11.5% -10.3% 388 -36.5K -87 0.00 105.51 N/A N/A 0 0 55 12 2023-02-22 $9.95 $10.00 66.1% 18.9% 39.7% 28.4% 0.0% 15.9% -16.3% 372 -35.8K -88 0.00 108.94 N/A N/A 0 0 55 12 2023-02-23 $10.04 $10.00 65.8% 18.9% 39.4% 28.2% 0.0% 10.1% -15.8% 408 -36.4K -83 0.00 106.87 N/A N/A 1 0 55 12 2023-02-24 $9.96 $10.00 65.7% 18.8% 39.5% 28.0% 0.0% 9.5% -12.5% 423 -34.7K -86 0.00 105.26 N/A N/A 0 0 56 12 2023-02-27 $10.00 $10.00 65.2% 18.7% 34.7% 27.5% 0.0% 10.0% -8.4% 420 -36.7K -82 0.00 97.55 N/A N/A 0 0 56 12 2023-02-28 $9.99 $10.00 65.6% 18.8% 32.9% 28.0% 0.0% 10.5% -7.4% 418 -35.5K -84 0.00 98.85 N/A N/A 0 0 56 12
« Jan 2023 | All History | Mar 2023 » Home EVCM History February 2023