EVCM Options History — October 2023

In October 2023, EVCM traded between $9.55 and $10.28. ATM implied volatility averaged 58.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 31.9% (HV 20d: 26.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.00.

Notable Days

  • 2023-10-31: Highest Volume — 3 contracts
  • 2023-10-03: Largest IV spike — 42.8% change
  • 2023-10-18: Highest IV Rank — 38.1%
  • 2023-10-18: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.95$9.55$10.28$10.02$9.55
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV58.8%43.9%74.4%44.2%55.8%
Expected Move17.0%12.6%21.3%12.7%16.0%
HV 20d26.8%19.1%35.5%35.4%19.1%
HV 60d32.3%29.9%34.5%34.4%29.9%
IV Rank22.5%7.8%38.1%8.1%19.6%
IV Percentile48.2%6.7%85.7%7.5%40.1%
Term Structure-13.5%-38.7%37.6%-9.2%-11.9%
VWIV57.3%55.8%58.7%58.7%55.8%
Skew 25d19.5%-13.9%97.5%10.9%9.2%
Skew 10d25.1%-21.2%142.8%20.4%15.2%
Call IV 25d49.3%28.1%69.2%49.3%52.5%
Put IV 25d68.8%46.6%162.7%60.2%61.6%
Bid-Ask Spread %90.8875.72118.31118.3178.60
Gamma HHI0.720.610.920.690.92
Net GEX-2.3K-3.6K-1.6K-2.1K-3.6K
Net DEX47.6K18.8K80.5K44.4K80.5K
Net VEX-277-342-177-340-177
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.002.000.002.00
Total Volume0.3180303
Total OI272.091271273271273

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$10.02$0.0044.2%12.7%35.4%8.1%0.0%10.9%-9.2%-2.1K44.4K-3400.00118.31N/AN/A00102169
2023-10-03$9.81$0.0063.1%18.1%34.3%26.9%0.0%-13.9%-9.2%-1.6K42.6K-3400.00114.19N/AN/A00102169
2023-10-04$10.04$0.0068.6%19.7%34.8%32.3%0.0%22.8%-24.2%-1.6K33.3K-3420.0089.94N/AN/A00102169
2023-10-05$10.07$10.0052.4%16.4%34.7%16.3%0.0%21.9%-16.8%-1.8K40.2K-3400.0091.84N/AN/A00102169
2023-10-06$10.28$10.0045.3%15.5%35.5%9.2%0.0%-3.5%-2.0%-1.9K34.1K-3340.0081.27N/AN/A02102169
2023-10-09$10.13$10.0053.3%18.0%33.1%17.2%0.0%-1.3%-38.7%-1.6K29.1K-3230.0075.72N/AN/A00102169
2023-10-10$10.03$10.0069.4%17.2%32.7%33.1%0.0%14.1%-18.5%-1.9K39.3K-3140.0083.53N/AN/A00102169
2023-10-11$10.09$10.0061.8%17.7%32.7%25.5%0.0%30.1%-9.2%-1.7K31.4K-3150.00104.56N/AN/A00102169
2023-10-12$10.11$10.0065.4%18.8%32.4%29.1%0.0%9.8%-16.8%-1.7K39.0K-3110.0097.59N/AN/A00102169
2023-10-13$9.96$10.0058.7%16.8%32.3%22.5%58.7%8.9%-15.6%-2.1K45.5K-2960.0099.22N/AN/A20102169
2023-10-16$10.00$10.0052.9%15.2%21.9%16.7%0.0%14.5%-21.0%-2.5K47.5K-2780.0078.44N/AN/A00104169
2023-10-17$10.15$10.0065.8%18.9%22.5%29.5%0.0%36.9%-20.0%-1.6K18.8K-2870.0082.19N/AN/A00104169
2023-10-18$10.03$10.0074.4%21.3%22.2%38.1%0.0%83.3%-11.6%-1.9K54.8K-2710.0085.56N/AN/A00104169
2023-10-19$9.89$10.0043.9%12.6%22.0%7.8%0.0%13.9%37.6%-2.6K54.3K-2600.00106.50N/AN/A00104169
2023-10-20$9.98$10.0056.7%16.3%21.5%20.5%0.0%3.7%-14.7%-2.6K50.7K-2590.0082.63N/AN/A00104169
2023-10-23$10.00$10.0055.0%15.8%21.5%18.8%0.0%20.0%-10.5%-2.9K49.1K-2430.0083.53N/AN/A00104169
2023-10-24$10.00$10.0070.3%20.2%20.1%34.0%0.0%30.9%-24.2%-1.8K26.1K-2460.0089.52N/AN/A00104169
2023-10-25$9.81$10.0053.8%15.4%20.7%17.6%0.0%9.9%-9.8%-3.2K60.5K-2250.0091.01N/AN/A00104169
2023-10-26$9.71$10.0067.8%19.5%20.3%31.5%0.0%97.5%-22.9%-2.6K76.9K-2070.0086.99N/AN/A00104169
2023-10-27$9.63$10.0058.1%16.6%20.4%21.8%0.0%8.9%-28.7%-3.0K71.3K-2080.0085.51N/AN/A00104169
2023-10-30$9.59$10.0056.2%16.1%20.4%20.0%0.0%1.5%0.9%-3.4K78.1K-1820.0092.77N/AN/A00104169
2023-10-31$9.55$10.0055.8%16.0%19.1%19.6%55.8%9.2%-11.9%-3.6K80.5K-1772.0078.60N/AN/A12104169