EVCM Options History — September 2023 In September 2023, EVCM traded between $9.50 and $10.66. ATM implied volatility averaged 56.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 22.4% (HV 20d: 33.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.12.
Notable Days 2023-09-12 : Highest Volume — 104 contracts2023-09-06 : Largest IV spike — 61.0% change2023-09-06 : Highest IV Rank — 43.0%2023-09-21 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.93 $9.50 $10.66 $10.66 $9.99 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 56.0% 39.4% 79.4% 57.0% 64.6% Expected Move 14.4% 11.3% 19.0% 16.3% 18.5% HV 20d 33.7% 28.2% 37.8% 33.9% 35.3% HV 60d 33.0% 31.2% 34.6% 32.7% 34.4% IV Rank 19.8% 3.3% 43.0% 20.8% 28.3% IV Percentile 39.1% 2.8% 90.1% 42.5% 64.7% Term Structure 0.5% -30.3% 25.2% -16.6% -11.6% Skew 25d 10.1% -11.9% 117.8% 26.5% -8.1% Skew 10d 25.6% -15.3% 229.9% 229.9% 10.1% Call IV 25d 48.9% 39.0% 66.7% 59.1% 66.7% Put IV 25d 59.0% 37.1% 168.9% 85.6% 58.7% Bid-Ask Spread % 109.09 84.35 125.36 106.88 118.59 Gamma HHI 0.76 0.60 0.94 0.91 0.61 Net GEX -2.5K -4.3K -1.2K -3.8K -1.2K Net DEX 58.3K 21.9K 94.2K 65.3K 36.5K Net VEX -355 -411 -290 -332 -372 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 0.24 0.24 0.00 Total Volume 5.55 0 104 0 0 Total OI 250.2 207 281 207 271
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-09-01 $10.66 $10.00 57.0% 16.3% 33.9% 20.8% 0.0% 26.5% -16.6% -3.8K 65.3K -332 0.00 106.88 N/A N/A 0 0 18 189 2023-09-05 $10.32 $0.00 49.3% 12.7% 35.2% 13.2% 0.0% 7.7% 12.9% -3.3K 74.5K -333 0.00 121.64 N/A N/A 0 0 18 189 2023-09-06 $10.11 $0.00 79.4% 15.5% 29.3% 43.0% 0.0% 15.6% 8.9% -3.3K 86.6K -321 0.00 121.71 N/A N/A 0 0 18 189 2023-09-07 $10.04 $0.00 61.2% 11.8% 28.3% 25.0% 0.0% 2.3% 0.8% -4.3K 81.2K -318 0.00 121.88 N/A N/A 0 0 18 189 2023-09-08 $10.02 $0.00 63.3% 11.6% 28.2% 27.0% 0.0% 4.3% 2.7% -4.2K 78.8K -315 0.00 121.56 N/A N/A 0 0 18 189 2023-09-11 $9.66 $0.00 75.2% 15.7% 30.3% 38.8% 0.0% 4.1% -8.0% -3.6K 85.2K -300 0.00 95.80 N/A N/A 0 0 18 189 2023-09-12 $9.50 $0.00 71.4% 14.3% 30.2% 35.1% 0.0% -11.9% 0.4% -3.7K 94.2K -290 0.24 85.38 N/A N/A 84 20 18 189 2023-09-13 $9.52 $0.00 45.1% 12.9% 29.5% 9.1% 0.0% -8.0% 2.7% -2.2K 66.1K -384 0.00 84.35 N/A N/A 0 0 102 179 2023-09-14 $9.67 $0.00 39.4% 11.3% 29.8% 3.3% 0.0% 7.1% 25.2% -1.6K 42.1K -408 0.00 118.34 N/A N/A 1 0 102 179 2023-09-15 $9.52 $0.00 39.9% 11.4% 28.9% 3.9% 0.0% 1.0% 21.2% -1.9K 72.0K -373 0.00 125.36 N/A N/A 0 0 102 179 2023-09-18 $10.17 $0.00 64.0% 18.3% 37.8% 27.7% 0.0% 13.2% -8.1% -1.4K 35.0K -411 0.00 119.31 N/A N/A 0 0 102 169 2023-09-19 $10.10 $0.00 47.4% 13.6% 37.5% 11.2% 0.0% 4.2% 12.6% -1.4K 21.9K -398 0.00 118.28 N/A N/A 0 0 102 169 2023-09-20 $9.95 $0.00 50.6% 14.5% 36.6% 14.5% 0.0% 0.2% 5.0% -1.3K 38.5K -396 0.00 112.62 N/A N/A 0 0 102 169 2023-09-21 $9.79 $0.00 66.3% 19.0% 36.9% 30.0% 0.0% 8.9% -30.3% -2.3K 47.9K -363 0.00 110.84 N/A N/A 0 0 102 169 2023-09-22 $9.95 $0.00 61.4% 17.6% 37.1% 25.2% 0.0% 0.4% -19.4% -1.8K 42.5K -378 0.00 100.25 N/A N/A 0 0 102 169 2023-09-25 $9.97 $0.00 45.6% 13.1% 37.1% 9.5% 0.0% 117.8% 15.6% -1.5K 51.8K -364 0.00 86.71 N/A N/A 0 2 102 169 2023-09-26 $9.77 $0.00 48.8% 14.0% 37.3% 12.7% 0.0% 4.7% -0.5% -2.1K 47.0K -356 0.00 84.71 N/A N/A 0 4 102 171 2023-09-27 $9.91 $0.00 46.1% 13.2% 37.0% 10.0% 0.0% 4.4% 2.0% -2.1K 53.1K -348 0.00 109.42 N/A N/A 0 0 102 169 2023-09-28 $10.04 $0.00 44.1% 12.6% 36.8% 8.0% 0.0% 7.3% -6.1% -2.9K 46.7K -339 0.00 118.26 N/A N/A 0 0 102 169 2023-09-29 $9.99 $0.00 64.6% 18.5% 35.3% 28.3% 0.0% -8.1% -11.6% -1.2K 36.5K -372 0.00 118.59 N/A N/A 0 0 102 169
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