EVCM Options History — June 2023

In June 2023, EVCM traded between $11.16 and $12.29. ATM implied volatility averaged 67.6%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 23.3% (HV 20d: 44.3%). Max pain ranged from $2.50 to $10.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-06-21: Highest Volume — 81 contracts
2023-06-30: Largest IV drop — 49.7% change
2023-06-13: Highest IV Rank — 75.8%
2023-06-29: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.55	$11.16	$12.29	$11.35	$11.84
Max Pain	$9.29	$2.50	$10.00	$2.50	$10.00
ATM IV	67.6%	36.0%	112.9%	61.5%	36.0%
Expected Move	15.6%	10.3%	20.5%	17.6%	10.3%
HV 20d	44.3%	34.6%	50.6%	45.6%	34.6%
HV 60d	54.7%	48.0%	67.7%	67.5%	48.0%
IV Rank	30.1%	0.0%	75.8%	23.9%	0.0%
IV Percentile	58.9%	0.0%	98.5%	54.6%	0.0%
Term Structure	-0.0%	-48.8%	25.3%	-8.0%	25.3%
VWIV	79.0%	79.0%	79.0%	79.0%	79.0%
Skew 25d	6.1%	-8.9%	51.6%	-1.3%	-0.2%
Skew 10d	17.1%	-20.3%	93.0%	-5.8%	-20.3%
Call IV 25d	49.6%	33.7%	74.8%	60.3%	40.6%
Put IV 25d	55.7%	40.3%	120.3%	59.0%	40.3%
Bid-Ask Spread %	117.40	101.66	131.39	113.64	102.79
Gamma HHI	0.46	0.36	0.58	0.47	0.40
Net GEX	960	-614	2.2K	1.9K	-90
Net DEX	-48.9K	-101.2K	14.3K	-79.2K	-11.4K
Net VEX	-333	-565	-151	-208	-523
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	8.429	0	81	0	0
Total OI	231.524	176	320	176	320

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-06-01	$11.35	$2.50	61.5%	17.6%	45.6%	23.9%	0.0%	-1.3%	-8.0%	1.9K	-79.2K	-208	113.64	N/A	N/A	0	0	169	7
2023-06-02	$11.72	$2.50	57.2%	16.4%	47.3%	19.5%	0.0%	51.6%	-5.2%	1.8K	-85.9K	-227	113.89	N/A	N/A	1	0	169	7
2023-06-05	$12.05	$10.00	59.5%	15.0%	48.2%	21.8%	0.0%	8.0%	-1.3%	2.1K	-93.2K	-235	103.82	N/A	N/A	1	0	170	7
2023-06-06	$12.29	$10.00	70.6%	15.6%	48.8%	33.0%	0.0%	3.9%	-1.6%	2.2K	-101.2K	-248	119.29	N/A	N/A	0	0	171	7
2023-06-07	$12.08	$10.00	79.0%	16.2%	49.1%	41.5%	79.0%	6.9%	17.2%	2.0K	-91.6K	-228	127.78	N/A	N/A	1	0	171	7
2023-06-08	$11.46	$10.00	100.3%	12.0%	50.6%	63.0%	0.0%	1.1%	4.0%	2.1K	-83.9K	-210	122.28	N/A	N/A	0	4	171	7
2023-06-09	$11.29	$10.00	95.7%	13.5%	49.2%	58.4%	0.0%	20.8%	17.5%	1.7K	-75.1K	-211	128.98	N/A	N/A	0	0	171	10
2023-06-12	$11.41	$10.00	89.6%	12.1%	44.6%	52.2%	0.0%	-4.7%	11.7%	1.9K	-75.8K	-188	121.85	N/A	N/A	0	2	171	10
2023-06-13	$11.43	$10.00	112.9%	10.5%	44.4%	75.8%	0.0%	3.4%	13.5%	1.6K	-78.3K	-196	115.23	N/A	N/A	0	2	171	12
2023-06-14	$11.21	$10.00	69.4%	19.9%	44.6%	31.8%	0.0%	-8.9%	-48.8%	1.4K	-71.4K	-173	126.02	N/A	N/A	0	0	171	14
2023-06-15	$11.57	$10.00	61.5%	17.6%	46.0%	23.9%	0.0%	14.9%	-19.8%	1.1K	-68.4K	-151	123.45	N/A	N/A	0	1	171	14
2023-06-16	$11.29	$10.00	52.3%	15.0%	46.4%	14.5%	0.0%	6.8%	20.8%	1.6K	-88.0K	-226	131.39	N/A	N/A	0	80	171	15
2023-06-20	$11.31	$10.00	58.1%	16.7%	46.3%	20.4%	0.0%	16.2%	14.7%	647	-18.7K	-367	118.88	N/A	N/A	0	1	140	95
2023-06-21	$11.32	$10.00	60.3%	17.3%	44.7%	22.6%	0.0%	-0.3%	5.1%	229	-8.5K	-344	110.52	N/A	N/A	0	81	140	96
2023-06-22	$11.25	$10.00	57.9%	16.6%	42.3%	20.2%	0.0%	5.5%	-31.5%	-614	14.3K	-555	113.76	N/A	N/A	0	1	140	177
2023-06-23	$11.16	$10.00	53.4%	15.3%	41.5%	15.7%	0.0%	11.1%	-0.2%	-576	14.2K	-538	109.66	N/A	N/A	0	0	140	178
2023-06-26	$11.37	$10.00	66.1%	19.0%	39.2%	28.5%	0.0%	8.7%	-5.7%	-492	8.8K	-525	101.66	N/A	N/A	0	0	140	178
2023-06-27	$11.71	$10.00	52.5%	15.1%	38.9%	14.8%	0.0%	-2.1%	-1.5%	-5	-7.3K	-539	119.56	N/A	N/A	0	0	140	178
2023-06-28	$11.64	$10.00	54.9%	15.7%	38.9%	17.2%	0.0%	-7.4%	-3.7%	-139	-2.7K	-535	118.64	N/A	N/A	0	0	140	178
2023-06-29	$11.77	$10.00	71.6%	20.5%	39.1%	34.1%	79.0%	-6.4%	-3.1%	-286	-22.8K	-565	122.32	N/A	N/A	2	0	140	178
2023-06-30	$11.84	$10.00	36.0%	10.3%	34.6%	0.0%	0.0%	-0.2%	25.3%	-90	-11.4K	-523	102.79	N/A	N/A	0	0	142	178