EVCM Options History — August 2023 In August 2023, EVCM traded between $10.13 and $11.40. ATM implied volatility averaged 59.0%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 23.2% (HV 20d: 35.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.54.
Notable Days 2023-08-04 : Highest Volume — 89 contracts2023-08-02 : Largest IV spike — 112.1% change2023-08-02 : Highest IV Rank — 55.3%2023-08-02 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.63 $10.13 $11.40 $11.40 $10.65 Max Pain $9.76 $7.50 $10.00 $7.50 $10.00 ATM IV 59.0% 43.3% 91.8% 43.3% 50.3% Expected Move 16.9% 12.4% 26.3% 12.4% 14.4% HV 20d 35.8% 32.7% 40.7% 34.4% 34.5% HV 60d 36.2% 32.6% 38.8% 38.1% 32.8% IV Rank 22.7% 7.2% 55.3% 7.2% 14.1% IV Percentile 43.3% 5.5% 94.5% 5.5% 22.2% Term Structure -10.0% -78.7% 14.4% 14.4% -13.4% VWIV 58.1% 48.7% 67.4% 67.4% 48.7% Skew 25d 10.3% -8.4% 32.4% 2.1% -3.1% Skew 10d 33.7% -7.9% 212.7% -7.9% 212.7% Call IV 25d 51.5% 33.2% 60.5% 52.2% 53.4% Put IV 25d 61.8% 49.6% 90.2% 54.3% 50.3% Bid-Ask Spread % 111.10 94.38 138.50 114.06 94.38 Gamma HHI 0.81 0.55 0.95 0.64 0.94 Net GEX -3.1K -4.4K -1.0K -2.2K -3.8K Net DEX 53.0K 16.2K 78.0K 16.2K 61.9K Net VEX -379 -448 -322 -354 -322 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.00 1.34 1.34 0.00 Total Volume 5.043 0 89 0 6 Total OI 310.652 202 404 324 202
Daily Data (23 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 2023-08-01 $11.40 $7.50 43.3% 12.4% 34.4% 7.2% 0.0% 2.1% 14.4% -2.2K 16.2K -354 0.00 114.06 N/A N/A 0 0 142 182 2023-08-02 $11.15 $7.50 91.8% 26.3% 35.1% 55.3% 0.0% 16.9% -78.7% -1.0K 19.8K -386 0.00 106.83 N/A N/A 0 0 142 182 2023-08-03 $11.00 $0.00 90.1% 17.1% 35.2% 53.6% 0.0% 18.2% -4.7% -1.6K 21.7K -406 0.00 106.73 N/A N/A 0 0 142 182 2023-08-04 $10.80 $0.00 71.9% 23.1% 35.6% 35.6% 67.4% 16.7% -41.3% -2.0K 31.8K -393 1.34 105.30 N/A N/A 38 51 142 183 2023-08-07 $10.60 $10.00 68.5% 25.8% 34.6% 32.2% 0.0% 29.4% -7.6% -1.9K 57.3K -448 0.80 138.50 N/A N/A 5 4 162 233 2023-08-08 $11.18 $10.00 62.4% 18.2% 40.1% 26.1% 0.0% 11.9% -5.5% -2.6K 25.7K -407 0.00 94.71 N/A N/A 1 0 166 237 2023-08-09 $10.90 $10.00 57.3% 16.4% 40.7% 21.0% 0.0% 29.7% 11.1% -3.1K 46.2K -432 0.00 104.58 N/A N/A 0 0 167 237 2023-08-10 $10.91 $10.00 59.8% 17.1% 38.4% 23.5% 0.0% -4.5% -2.2% -3.4K 35.9K -397 0.00 97.05 N/A N/A 0 0 167 237 2023-08-11 $10.75 $10.00 52.5% 15.0% 37.7% 16.3% 0.0% 25.7% -3.2% -3.4K 49.6K -422 0.00 107.24 N/A N/A 0 0 167 237 2023-08-14 $10.56 $10.00 65.1% 18.7% 36.6% 28.8% 0.0% 0.3% -31.8% -3.7K 52.8K -407 0.00 114.68 N/A N/A 0 0 167 237 2023-08-15 $10.71 $10.00 57.5% 16.5% 37.2% 21.3% 0.0% 2.0% -8.2% -2.9K 47.7K -409 0.00 134.64 N/A N/A 0 0 167 237 2023-08-16 $10.48 $10.00 52.5% 15.1% 37.5% 16.4% 0.0% 11.7% 9.5% -4.4K 73.7K -380 0.00 105.22 N/A N/A 0 0 167 237 2023-08-17 $10.20 $10.00 63.9% 18.3% 35.5% 27.6% 0.0% 18.7% -22.8% -4.3K 75.0K -389 0.00 107.55 N/A N/A 0 0 167 237 2023-08-18 $10.30 $10.00 48.8% 14.0% 35.5% 12.6% 48.7% 5.4% -7.8% -3.5K 47.2K -371 0.00 100.23 N/A N/A 0 11 167 237 2023-08-21 $10.13 $10.00 45.8% 13.1% 35.1% 9.7% 0.0% 7.3% 4.3% -3.8K 78.0K -357 0.00 95.03 N/A N/A 0 0 13 189 2023-08-22 $10.38 $10.00 54.8% 15.7% 36.3% 18.6% 0.0% 6.3% -16.9% -2.9K 70.1K -362 0.00 131.82 N/A N/A 0 0 13 189 2023-08-23 $10.42 $10.00 48.2% 13.8% 36.3% 12.1% 0.0% 5.1% 9.9% -3.2K 68.7K -358 0.00 133.23 N/A N/A 0 0 13 189 2023-08-24 $10.25 $10.00 54.0% 15.5% 34.3% 17.9% 0.0% -8.4% -16.1% -3.0K 73.5K -357 0.00 128.38 N/A N/A 0 0 13 189 2023-08-25 $10.29 $10.00 43.3% 12.4% 33.0% 7.2% 0.0% 5.3% 1.3% -3.8K 74.4K -349 0.00 122.39 N/A N/A 0 0 13 189 2023-08-28 $10.41 $10.00 67.2% 19.3% 32.7% 30.9% 0.0% 32.4% -9.3% -3.5K 67.2K -341 0.00 108.62 N/A N/A 0 0 13 189 2023-08-29 $10.61 $10.00 56.2% 16.1% 33.2% 20.0% 0.0% 3.2% -18.5% -3.3K 63.7K -338 0.00 103.12 N/A N/A 0 0 13 189 2023-08-30 $10.38 $10.00 50.9% 14.6% 33.1% 14.8% 0.0% 3.7% 8.4% -3.3K 61.9K -327 0.00 100.98 N/A N/A 0 0 13 189 2023-08-31 $10.65 $10.00 50.3% 14.4% 34.5% 14.1% 0.0% -3.1% -13.4% -3.8K 61.9K -322 0.00 94.38 N/A N/A 6 0 13 189
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