EVCM Options History — April 2023 In April 2023, EVCM traded between $10.31 and $12.98. ATM implied volatility averaged 61.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 6.2% (HV 20d: 67.6%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.16.
Notable Days 2023-04-21 : Highest Volume — 235 contracts2023-04-10 : Largest IV spike — 62.6% change2023-04-21 : Highest IV Rank — 53.3%2023-04-21 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $11.49 $10.31 $12.98 $10.93 $12.07 Max Pain $6.32 $5.00 $10.00 $10.00 $7.50 ATM IV 61.4% 45.4% 90.6% 45.4% 53.0% Expected Move 17.4% 13.0% 26.0% 13.0% 15.2% HV 20d 67.6% 39.0% 93.0% 90.7% 63.8% HV 60d 61.7% 59.3% 66.1% 59.3% 64.6% IV Rank 23.7% 7.6% 53.3% 7.6% 15.2% IV Percentile 50.6% 5.2% 92.9% 5.2% 30.1% Term Structure -7.1% -41.7% 14.9% -0.0% -1.4% VWIV 70.2% 63.3% 80.9% 80.9% 63.3% Skew 25d 4.3% -28.5% 27.2% 10.8% -8.9% Skew 10d 22.8% -13.0% 84.6% 32.4% -10.4% Call IV 25d 54.1% 34.8% 81.9% 34.8% 62.9% Put IV 25d 58.3% 45.6% 67.1% 45.6% 54.0% Bid-Ask Spread % 109.01 94.52 119.55 104.39 112.53 Gamma HHI 0.43 0.31 0.60 0.44 0.32 Net GEX 1.1K 366 1.5K 1.3K 1.3K Net DEX -76.7K -116.6K -48.0K -61.6K -107.3K Net VEX -87 -149 -39 -86 -144 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.00 1.06 0.00 0.00 Total Volume 15.842 0 235 1 1 Total OI 141.053 130 169 138 169
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 2023-04-03 $10.93 $10.00 45.4% 13.0% 90.7% 7.6% 0.0% 10.8% -0.0% 1.3K -61.6K -86 0.00 104.39 N/A N/A 0 1 104 34 2023-04-04 $10.98 $10.00 53.6% 15.4% 90.3% 15.9% 0.0% 3.3% 9.8% 1.3K -62.1K -93 0.00 114.60 N/A N/A 1 0 104 34 2023-04-05 $10.35 $10.00 61.6% 17.7% 93.0% 23.9% 0.0% 24.1% -2.0% 1.2K -52.0K -99 0.00 106.43 N/A N/A 0 0 105 34 2023-04-06 $10.31 $5.00 45.5% 17.3% 92.3% 7.7% 0.0% 27.2% -4.9% 1.1K -48.0K -88 0.00 104.16 N/A N/A 0 0 105 34 2023-04-10 $10.70 $5.00 74.0% 16.6% 84.7% 36.5% 0.0% 9.7% -18.0% 1.3K -57.2K -85 0.00 113.15 N/A N/A 7 0 105 34 2023-04-11 $11.00 $5.00 71.3% 16.8% 84.4% 33.8% 0.0% 17.0% -0.4% 1.2K -58.2K -80 0.00 116.06 N/A N/A 0 0 99 34 2023-04-12 $11.16 $5.00 59.5% 17.1% 84.2% 21.8% 0.0% -6.1% -16.6% 1.2K -60.9K -62 0.00 118.56 N/A N/A 0 0 99 34 2023-04-13 $11.46 $5.00 48.5% 13.9% 83.8% 10.7% 0.0% 20.4% 5.0% 1.4K -67.8K -63 0.00 114.08 N/A N/A 0 0 99 34 2023-04-14 $11.43 $5.00 65.9% 18.9% 45.9% 28.2% 0.0% 6.0% -8.5% 1.4K -68.3K -73 0.00 112.85 N/A N/A 0 0 99 34 2023-04-17 $11.47 $5.00 62.1% 17.8% 41.2% 24.4% 0.0% -2.4% -9.4% 1.5K -68.0K -60 0.00 115.19 N/A N/A 0 0 99 34 2023-04-18 $11.32 $5.00 49.8% 14.3% 39.0% 12.1% 0.0% 11.0% -5.9% 1.1K -63.7K -48 0.00 107.83 N/A N/A 11 0 99 34 2023-04-19 $11.34 $5.00 56.2% 16.1% 39.0% 18.5% 0.0% 17.8% -0.3% 391 -62.0K -39 0.00 119.55 N/A N/A 1 0 97 34 2023-04-20 $11.24 $5.00 69.7% 20.0% 39.0% 32.1% 0.0% -2.5% 14.9% 454 -60.3K -46 0.00 111.38 N/A N/A 0 0 98 34 2023-04-21 $12.98 $5.00 90.6% 26.0% 62.3% 53.3% 80.9% 5.2% -41.7% 366 -116.6K -43 1.06 102.76 N/A N/A 114 121 98 34 2023-04-24 $12.77 $5.00 64.4% 18.5% 61.8% 26.7% 66.5% -5.3% -16.6% 813 -111.4K -113 0.11 103.06 N/A N/A 28 3 108 22 2023-04-25 $12.50 $7.50 57.8% 16.6% 62.6% 20.1% 63.3% -9.1% -8.1% 1.2K -112.7K -137 0.09 100.28 N/A N/A 11 1 134 24 2023-04-26 $12.30 $7.50 59.1% 17.0% 62.9% 21.5% 0.0% -8.6% -5.1% 1.4K -111.6K -143 0.00 99.73 N/A N/A 1 0 144 24 2023-04-27 $12.04 $7.50 78.4% 22.5% 63.9% 40.9% 0.0% -28.5% -25.0% 1.3K -106.7K -149 0.00 94.52 N/A N/A 0 0 145 24 2023-04-28 $12.07 $7.50 53.0% 15.2% 63.8% 15.2% 0.0% -8.9% -1.4% 1.3K -107.3K -144 0.00 112.53 N/A N/A 0 1 145 24
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