EVCM Options History — November 2023 In November 2023, EVCM traded between $7.92 and $9.78. ATM implied volatility averaged 38.0%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 22.1% (HV 20d: 60.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.23.
Notable Days 2023-11-03 : Highest Volume — 400 contracts2023-11-28 : Largest IV drop — 32.3% change2023-11-03 : Highest IV Rank — 24.5%2023-11-01 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.73 $7.92 $9.78 $9.51 $9.32 Max Pain $9.41 $7.50 $10.00 $10.00 $10.00 ATM IV 38.0% 21.2% 60.8% 57.9% 22.8% Expected Move 10.1% 6.1% 16.6% 16.6% 6.5% HV 20d 60.1% 16.5% 75.5% 16.8% 75.5% HV 60d 43.4% 27.5% 48.7% 27.7% 48.1% IV Rank 6.2% 0.0% 24.5% 21.7% 1.3% IV Percentile 10.9% 0.0% 58.3% 49.6% 0.4% Term Structure 6.3% -26.2% 22.2% 8.6% 8.2% VWIV 35.5% 21.2% 45.0% 32.7% 21.2% Skew 25d 6.1% -33.3% 60.7% 2.7% 56.0% Skew 10d 19.6% -41.8% 81.3% 1.6% 79.1% Call IV 25d 40.2% 26.3% 63.4% 60.3% 31.5% Put IV 25d 46.3% 28.6% 87.9% 63.0% 87.6% Bid-Ask Spread % 84.34 41.39 118.19 87.46 79.16 Gamma HHI 0.69 0.51 0.93 0.92 0.71 Net GEX -529 -3.9K 298 -3.5K 298 Net DEX 13.9K -13.1K 135.6K 86.0K -3.5K Net VEX -60 -194 -7 -168 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 1.43 0.00 0.00 Total Volume 25.143 0 400 0 0 Total OI 186.286 28 361 275 34
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-11-01 $9.51 $10.00 57.9% 16.6% 16.8% 21.7% 0.0% 2.7% 8.6% -3.5K 86.0K -168 0.00 87.46 N/A N/A 0 0 104 171 2023-11-02 $9.66 $0.00 55.5% 14.2% 17.9% 19.3% 0.0% 1.6% 4.8% -3.9K 79.4K -170 0.00 98.18 N/A N/A 0 0 104 171 2023-11-03 $9.78 $0.00 60.8% 9.2% 16.7% 24.5% 32.7% -2.6% 4.7% -2.5K 61.2K -184 0.00 118.19 N/A N/A 400 0 104 171 2023-11-06 $9.66 $0.00 59.4% 12.0% 16.5% 23.2% 0.0% -8.1% -4.0% -1.6K 50.6K -194 0.08 93.65 N/A N/A 12 1 179 171 2023-11-07 $8.04 $0.00 40.4% 10.2% 66.5% 4.3% 41.0% 5.5% 16.0% -20 135.6K -7 0.57 96.78 N/A N/A 28 16 190 171 2023-11-08 $7.96 $10.00 37.7% 10.8% 66.2% 1.7% 37.7% 12.4% 8.4% 61 -10.0K -23 1.43 78.07 N/A N/A 7 10 215 21 2023-11-09 $7.92 $10.00 36.6% 10.5% 66.0% 0.5% 0.0% 2.7% 11.4% -107 -8.8K -31 0.00 95.40 N/A N/A 2 0 217 31 2023-11-10 $7.97 $10.00 35.1% 10.1% 66.3% 0.0% 0.0% -1.2% 5.4% -164 -7.9K -29 0.00 89.19 N/A N/A 4 0 215 31 2023-11-13 $7.95 $10.00 39.8% 11.4% 66.2% 4.6% 0.0% -20.6% 5.9% -129 -9.0K -34 0.29 83.89 N/A N/A 7 2 219 31 2023-11-14 $8.20 $10.00 38.5% 11.0% 67.3% 3.3% 0.0% -22.5% 5.2% -23 -12.3K -41 0.00 92.86 N/A N/A 0 0 226 31 2023-11-15 $8.20 $10.00 39.1% 11.2% 67.4% 3.9% 0.0% -22.9% 20.5% -49 -13.1K -44 0.00 92.79 N/A N/A 0 20 226 31 2023-11-16 $8.04 $10.00 30.3% 8.7% 67.4% 0.0% 0.0% -7.5% 22.2% -275 -10.6K -40 0.00 105.54 N/A N/A 1 0 226 46 2023-11-17 $8.35 $10.00 34.0% 9.8% 69.3% 3.5% 0.0% 0.7% -0.6% -27 -13.1K -41 0.33 74.10 N/A N/A 3 1 225 116 2023-11-20 $8.63 $10.00 42.7% 12.2% 70.8% 11.6% 0.0% 1.5% -26.2% 48 -4.1K -37 0.00 67.21 N/A N/A 0 0 19 16 2023-11-21 $8.41 $10.00 29.9% 8.6% 71.0% 0.0% 0.0% -33.3% 3.4% 63 -3.2K -34 0.00 93.13 N/A N/A 0 0 19 16 2023-11-22 $8.89 $10.00 29.7% 8.5% 74.4% 0.0% 45.0% 19.4% 4.7% 121 -5.7K -33 0.00 77.10 N/A N/A 1 0 19 16 2023-11-24 $9.05 $7.50 28.4% 8.1% 74.8% 0.0% 0.0% 13.5% 6.2% 159 -7.3K -31 0.33 41.39 N/A N/A 6 2 20 16 2023-11-27 $9.09 $7.50 31.3% 9.0% 74.9% 2.7% 0.0% 11.8% 8.3% 137 -3.7K -24 0.00 53.53 N/A N/A 2 0 14 14 2023-11-28 $9.31 $7.50 21.2% 6.1% 75.5% 0.0% 0.0% 60.7% 10.3% 207 -4.4K -34 0.00 49.55 N/A N/A 0 0 18 15 2023-11-29 $9.29 $7.50 27.1% 7.8% 75.5% 5.1% 21.2% 59.1% 10.0% 204 -4.5K -33 0.00 103.93 N/A N/A 3 0 18 15 2023-11-30 $9.32 $10.00 22.8% 6.5% 75.5% 1.3% 0.0% 56.0% 8.2% 298 -3.5K -34 0.00 79.16 N/A N/A 0 0 19 15
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