EVCM Options History — February 2024

In February 2024, EVCM traded between $9.52 and $10.13. ATM implied volatility averaged 50.7%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 18.4% (HV 20d: 32.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.11.

Notable Days

2024-02-15: Highest Volume — 73 contracts
2024-02-07: Largest IV spike — 29.0% change
2024-02-28: Highest IV Rank — 50.7%
2024-02-28: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.87	$9.52	$10.13	$9.93	$9.76
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	50.7%	33.4%	67.7%	37.0%	64.9%
Expected Move	15.2%	13.0%	19.4%	13.1%	18.6%
HV 20d	32.3%	22.6%	39.6%	22.6%	36.6%
HV 60d	35.0%	32.2%	50.0%	50.0%	32.3%
IV Rank	32.2%	13.3%	50.7%	17.3%	47.6%
IV Percentile	44.2%	6.0%	81.7%	16.7%	77.0%
Term Structure	-7.1%	-17.1%	2.6%	-0.7%	1.0%
VWIV	57.7%	51.0%	65.6%	51.0%	65.6%
Skew 25d	5.1%	-24.8%	67.1%	6.5%	31.5%
Skew 10d	8.0%	-41.0%	106.5%	8.9%	48.4%
Call IV 25d	56.4%	33.1%	83.0%	33.1%	63.8%
Put IV 25d	61.5%	39.0%	112.9%	39.6%	95.3%
Bid-Ask Spread %	88.20	50.21	105.73	81.73	96.93
Gamma HHI	0.95	0.93	0.97	0.96	0.94
Net GEX	3.7K	1.6K	6.8K	4.6K	1.8K
Net DEX	-88.4K	-130.0K	-48.5K	-126.5K	-48.5K
Net VEX	-339	-471	-211	-471	-211
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	1.00	0.00	0.00
Total Volume	10.65	0	73	0	0
Total OI	200.65	120	255	255	145

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
2024-02-01	$9.93	$0.00	37.0%	13.1%	22.6%	17.3%	0.0%	6.5%	-0.7%	4.6K	-126.5K	-471	0.00	81.73	N/A	N/A	0	0	245	10
2024-02-02	$9.99	$0.00	33.4%	13.0%	22.7%	13.3%	0.0%	6.7%	0.0%	4.8K	-130.0K	-468	0.00	84.46	N/A	N/A	0	0	245	10
2024-02-05	$9.73	$0.00	35.5%	13.5%	23.8%	15.5%	0.0%	-24.3%	-1.1%	4.7K	-109.6K	-446	0.00	92.08	N/A	N/A	0	6	245	10
2024-02-06	$9.71	$0.00	36.0%	13.4%	22.8%	16.1%	0.0%	-5.5%	-2.5%	4.8K	-108.6K	-444	0.00	50.21	N/A	N/A	0	0	245	10
2024-02-07	$9.75	$0.00	46.4%	13.3%	22.7%	27.5%	0.0%	-6.5%	-2.7%	4.9K	-109.8K	-440	0.00	75.16	N/A	N/A	18	0	245	10
2024-02-08	$9.95	$0.00	48.2%	13.8%	24.0%	29.5%	0.0%	-14.8%	-4.2%	5.1K	-113.1K	-410	0.00	56.67	N/A	N/A	5	0	227	10
2024-02-09	$9.93	$0.00	49.9%	14.3%	23.9%	31.3%	0.0%	9.8%	-4.8%	5.4K	-113.2K	-419	0.00	92.28	N/A	N/A	3	0	232	10
2024-02-12	$10.13	$0.00	49.5%	14.2%	24.9%	30.8%	0.0%	32.4%	-3.6%	5.4K	-127.4K	-411	0.00	96.44	N/A	N/A	1	0	230	10
2024-02-13	$9.52	$0.00	51.7%	14.8%	33.3%	33.3%	0.0%	-20.0%	-5.9%	4.1K	-84.5K	-381	0.00	73.11	N/A	N/A	0	0	229	10
2024-02-14	$10.02	$0.00	46.0%	13.2%	38.4%	27.0%	0.0%	67.1%	2.6%	5.8K	-119.0K	-401	0.00	92.09	N/A	N/A	0	0	229	10
2024-02-15	$10.09	$0.00	50.9%	14.6%	38.5%	32.4%	51.0%	-10.0%	-9.3%	6.8K	-129.1K	-397	0.00	102.70	N/A	N/A	73	0	229	10
2024-02-16	$9.91	$10.00	51.2%	14.7%	38.7%	32.7%	0.0%	8.4%	-17.1%	2.7K	-71.0K	-297	0.00	105.73	N/A	N/A	34	0	185	10
2024-02-20	$10.00	$10.00	55.1%	15.8%	38.5%	37.0%	0.0%	8.0%	-12.9%	2.7K	-57.8K	-224	0.00	82.48	N/A	N/A	0	0	120	0
2024-02-21	$9.71	$10.00	57.4%	16.4%	39.6%	39.4%	57.4%	-24.8%	-13.8%	1.9K	-58.0K	-224	1.00	99.42	N/A	N/A	20	20	120	0
2024-02-22	$9.73	$10.00	56.0%	16.1%	39.0%	38.0%	0.0%	-3.1%	-12.1%	2.0K	-56.8K	-262	0.00	85.76	N/A	N/A	30	0	140	20
2024-02-23	$9.85	$10.00	55.1%	15.8%	39.3%	36.9%	0.0%	9.7%	-11.6%	1.7K	-49.2K	-218	0.00	99.63	N/A	N/A	1	0	116	20
2024-02-26	$9.95	$10.00	56.7%	16.3%	39.5%	38.7%	56.7%	10.3%	-13.9%	1.7K	-52.5K	-215	0.00	105.28	N/A	N/A	0	1	117	20
2024-02-27	$9.84	$10.00	65.6%	18.8%	38.7%	48.4%	65.6%	10.7%	-13.8%	1.6K	-50.5K	-216	0.00	95.26	N/A	N/A	0	1	123	21
2024-02-28	$9.88	$10.00	67.7%	19.4%	38.1%	50.7%	0.0%	11.0%	-16.0%	1.8K	-51.9K	-216	0.00	96.58	N/A	N/A	0	0	123	22
2024-02-29	$9.76	$10.00	64.9%	18.6%	36.6%	47.6%	0.0%	31.5%	1.0%	1.8K	-48.5K	-211	0.00	96.93	N/A	N/A	0	0	123	22