EVCM Options History — May 2023 In May 2023, EVCM traded between $11.48 and $12.74. ATM implied volatility averaged 56.7%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 4.7% (HV 20d: 52.0%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.11.
Notable Days 2023-05-23 : Highest Volume — 88 contracts2023-05-12 : Largest IV spike — 53.9% change2023-05-01 : Highest IV Rank — 36.1%2023-05-01 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.03 $11.48 $12.74 $11.98 $11.93 Max Pain $3.18 $2.50 $7.50 $7.50 $2.50 ATM IV 56.7% 38.8% 73.7% 73.7% 66.7% Expected Move 15.6% 11.1% 21.1% 21.1% 19.1% HV 20d 52.0% 33.1% 62.5% 62.5% 42.2% HV 60d 65.0% 63.2% 66.9% 64.6% 66.8% IV Rank 19.0% 0.9% 36.1% 36.1% 29.1% IV Percentile 41.1% 1.1% 82.2% 82.2% 70.3% Term Structure 3.5% -25.3% 85.1% -16.8% 0.6% VWIV 62.0% 42.3% 96.3% 96.3% 47.5% Skew 25d 0.5% -20.8% 31.4% -20.8% 14.9% Skew 10d -1.2% -26.9% 31.1% -24.3% 4.8% Call IV 25d 54.3% 34.8% 83.0% 83.0% 67.2% Put IV 25d 54.8% 39.8% 88.6% 62.2% 82.1% Bid-Ask Spread % 113.98 100.86 126.69 112.00 125.05 Gamma HHI 0.42 0.30 0.58 0.30 0.52 Net GEX 1.4K 682 2.2K 1.3K 1.7K Net DEX -100.2K -135.9K -72.2K -104.1K -89.7K Net VEX -152 -272 -104 -143 -236 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.00 0.00 0.00 Total Volume 6.864 0 88 0 0 Total OI 168.5 88 189 169 176
Daily Data (22 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 2023-05-01 $11.98 $7.50 73.7% 21.1% 62.5% 36.1% 0.0% -20.8% -16.8% 1.3K -104.1K -143 0.00 112.00 N/A N/A 0 0 145 24 2023-05-02 $12.05 $7.50 68.1% 19.5% 61.6% 30.5% 0.0% -10.6% -12.3% 1.3K -105.6K -136 0.00 111.49 N/A N/A 1 0 145 24 2023-05-03 $12.09 $7.50 72.6% 20.8% 61.6% 35.0% 0.0% 12.0% -11.7% 1.4K -109.3K -139 0.00 107.33 N/A N/A 0 0 146 24 2023-05-04 $12.11 $2.50 68.3% 14.1% 56.9% 30.7% 0.0% -5.5% 11.1% 1.3K -106.7K -132 0.00 100.86 N/A N/A 1 0 146 24 2023-05-05 $12.25 $2.50 64.7% 16.5% 56.7% 27.1% 96.3% 31.4% -5.6% 1.4K -111.9K -131 0.00 106.03 N/A N/A 1 0 147 24 2023-05-08 $12.30 $2.50 70.8% 17.0% 55.7% 33.2% 0.0% -3.6% -7.2% 1.4K -112.1K -124 0.00 105.00 N/A N/A 3 0 146 24 2023-05-09 $12.32 $2.50 65.2% 15.2% 55.2% 27.5% 0.0% -7.3% -3.4% 1.3K -112.5K -112 0.00 106.85 N/A N/A 21 0 144 24 2023-05-10 $12.74 $2.50 45.2% 13.0% 56.0% 7.4% 0.0% 8.1% 7.5% 2.2K -135.9K -130 0.00 111.26 N/A N/A 20 0 165 24 2023-05-11 $12.25 $2.50 39.1% 11.2% 57.7% 1.3% 42.3% 5.3% 9.7% 1.5K -113.0K -124 0.00 113.94 N/A N/A 1 0 158 24 2023-05-12 $11.53 $2.50 60.3% 17.3% 62.0% 22.6% 0.0% 23.9% -25.3% 1.4K -96.2K -127 0.00 117.86 N/A N/A 0 0 158 24 2023-05-15 $11.66 $2.50 52.1% 15.0% 62.1% 14.4% 0.0% -8.5% -5.6% 1.4K -98.0K -119 0.00 113.76 N/A N/A 0 0 158 24 2023-05-16 $11.48 $2.50 42.7% 12.2% 62.2% 4.8% 0.0% -4.1% 9.8% 1.5K -95.3K -119 0.00 113.95 N/A N/A 0 3 158 24 2023-05-17 $11.57 $2.50 38.8% 11.1% 62.3% 0.9% 0.0% -1.4% 10.6% 837 -95.7K -105 0.00 111.37 N/A N/A 0 5 158 21 2023-05-18 $11.76 $2.50 52.4% 15.0% 62.4% 14.7% 0.0% -2.6% 85.1% 770 -98.0K -116 0.00 119.53 N/A N/A 0 0 158 26 2023-05-19 $11.79 $2.50 45.5% 13.0% 33.1% 7.6% 47.5% -3.3% 24.1% 785 -99.2K -112 1.00 120.34 N/A N/A 1 1 158 26 2023-05-22 $12.16 $2.50 56.4% 16.2% 35.1% 18.6% 0.0% -5.7% -12.5% 840 -72.2K -104 0.00 115.07 N/A N/A 0 5 81 7 2023-05-23 $12.60 $2.50 43.8% 12.6% 36.8% 6.0% 0.0% -0.4% 23.9% 682 -75.8K -109 0.00 114.69 N/A N/A 88 0 81 7 2023-05-24 $12.27 $2.50 53.6% 15.4% 37.6% 15.8% 0.0% -18.6% -10.4% 2.1K -97.4K -270 0.00 111.82 N/A N/A 0 0 169 7 2023-05-25 $11.71 $2.50 60.0% 17.2% 40.5% 22.3% 0.0% -1.5% 1.1% 1.9K -78.3K -213 0.00 122.61 N/A N/A 0 0 169 7 2023-05-26 $12.09 $2.50 46.4% 13.3% 42.2% 8.6% 0.0% -0.9% 3.3% 2.1K -99.8K -272 0.00 119.98 N/A N/A 0 0 169 7 2023-05-30 $11.99 $2.50 61.6% 17.6% 42.2% 23.9% 0.0% 10.2% 1.0% 2.2K -98.2K -262 0.00 126.69 N/A N/A 0 0 169 7 2023-05-31 $11.93 $2.50 66.7% 19.1% 42.2% 29.1% 0.0% 14.9% 0.6% 1.7K -89.7K -236 0.00 125.05 N/A N/A 0 0 169 7
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