EVCM Options History — July 2023

In July 2023, EVCM traded between $11.23 and $12.18. ATM implied volatility averaged 58.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 29.7% (HV 20d: 29.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-07-19: Highest Volume — 4 contracts
2023-07-19: Largest IV spike — 105.1% change
2023-07-07: Highest IV Rank — 49.5%
2023-07-19: Largest Expected Move — 23.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.71	$11.23	$12.18	$11.86	$11.66
Max Pain	$7.75	$7.50	$10.00	$10.00	$7.50
ATM IV	58.8%	36.2%	86.0%	71.1%	77.8%
Expected Move	16.3%	10.4%	23.5%	20.4%	22.3%
HV 20d	29.1%	24.2%	33.5%	32.7%	33.5%
HV 60d	41.9%	35.9%	46.5%	46.3%	37.8%
IV Rank	22.5%	0.2%	49.5%	34.8%	41.4%
IV Percentile	44.7%	0.4%	91.8%	79.7%	88.1%
Term Structure	-2.1%	-35.8%	44.0%	18.7%	1.6%
VWIV	42.9%	39.8%	46.0%	46.0%	39.8%
Skew 25d	14.3%	-16.8%	229.0%	229.0%	-13.7%
Skew 10d	36.6%	-28.3%	269.0%	269.0%	-28.3%
Call IV 25d	48.9%	33.5%	67.4%	54.7%	67.4%
Put IV 25d	63.2%	34.9%	283.7%	283.7%	53.6%
Bid-Ask Spread %	121.88	108.55	133.53	122.12	133.53
Gamma HHI	0.44	0.37	0.61	0.38	0.44
Net GEX	-528	-1.7K	411	126	-719
Net DEX	-917	-18.3K	21.4K	-16.7K	-7.4K
Net VEX	-446	-566	-293	-542	-329
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	0.5	0	4	0	0
Total OI	323.45	320	328	320	324

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-07-03	$11.86	$10.00	71.1%	20.4%	32.7%	34.8%	0.0%	229.0%	18.7%	126	-16.7K	-542	122.12	N/A	N/A	0	0	142	178
2023-07-05	$11.84	$10.00	57.3%	16.4%	31.1%	21.1%	0.0%	43.7%	44.0%	411	-18.3K	-566	126.42	N/A	N/A	0	0	142	178
2023-07-06	$11.73	$7.50	68.7%	19.0%	30.2%	32.4%	0.0%	-14.2%	-23.6%	-573	3.9K	-492	122.25	N/A	N/A	1	0	142	178
2023-07-07	$11.63	$7.50	86.0%	18.1%	29.8%	49.5%	0.0%	-14.1%	-35.0%	-436	-4.4K	-472	122.12	N/A	N/A	3	0	142	178
2023-07-10	$11.89	$7.50	69.5%	18.0%	24.2%	33.2%	0.0%	-3.6%	-13.2%	-655	-2.0K	-444	118.77	N/A	N/A	0	0	145	178
2023-07-11	$11.68	$7.50	77.3%	19.5%	24.5%	40.9%	0.0%	1.7%	-12.3%	-747	9.8K	-487	122.53	N/A	N/A	0	0	145	178
2023-07-12	$11.79	$7.50	79.4%	22.8%	24.4%	43.0%	0.0%	14.8%	-35.8%	-264	-4.9K	-529	124.59	N/A	N/A	1	0	145	178
2023-07-13	$12.18	$7.50	57.8%	16.6%	26.8%	21.6%	0.0%	23.1%	7.5%	333	-1.9K	-521	131.66	N/A	N/A	0	0	146	178
2023-07-14	$11.86	$7.50	44.0%	12.6%	27.7%	7.9%	0.0%	1.1%	-27.3%	226	-11.2K	-465	113.76	N/A	N/A	0	0	146	178
2023-07-17	$12.13	$7.50	49.0%	14.1%	26.6%	12.9%	0.0%	-0.1%	25.6%	128	245	-472	123.42	N/A	N/A	0	0	146	178
2023-07-18	$11.97	$7.50	40.0%	11.5%	25.4%	4.0%	0.0%	-7.3%	-2.8%	-192	-9.8K	-413	118.08	N/A	N/A	0	0	146	178
2023-07-19	$11.79	$7.50	82.1%	23.5%	26.2%	45.7%	46.0%	-0.7%	-31.8%	-51	-15.8K	-487	130.68	N/A	N/A	0	4	146	178
2023-07-20	$11.27	$7.50	39.9%	11.4%	31.1%	3.9%	0.0%	8.2%	3.5%	-1.4K	-6.4K	-293	111.80	N/A	N/A	0	0	146	182
2023-07-21	$11.38	$7.50	36.2%	10.4%	31.2%	0.2%	0.0%	10.7%	14.9%	-1.7K	21.0K	-391	120.40	N/A	N/A	0	0	146	182
2023-07-24	$11.52	$7.50	37.6%	10.8%	31.3%	1.6%	0.0%	18.8%	7.1%	-1.0K	6.9K	-424	108.55	N/A	N/A	0	0	142	182
2023-07-25	$11.64	$7.50	40.4%	11.6%	30.8%	4.4%	39.8%	17.5%	32.7%	-752	6.2K	-389	109.39	N/A	N/A	1	0	142	182
2023-07-26	$11.69	$7.50	50.0%	14.3%	29.0%	13.9%	0.0%	4.0%	22.3%	-1.1K	4.7K	-370	118.57	N/A	N/A	0	0	142	182
2023-07-27	$11.23	$7.50	55.9%	16.0%	32.3%	19.7%	0.0%	-15.1%	-19.0%	-982	21.4K	-430	131.21	N/A	N/A	0	0	142	182
2023-07-28	$11.48	$7.50	55.3%	15.8%	33.1%	19.1%	0.0%	-16.8%	-18.3%	-1.1K	6.3K	-402	127.77	N/A	N/A	0	0	142	182
2023-07-31	$11.66	$7.50	77.8%	22.3%	33.5%	41.4%	0.0%	-13.7%	1.6%	-719	-7.4K	-329	133.53	N/A	N/A	0	0	142	182