EVCM Options History — March 2024

In March 2024, EVCM traded between $8.39 and $9.84. ATM implied volatility averaged 64.7%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 16.9% (HV 20d: 47.8%). 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 16 of 20 days. Put/call ratio averaged 3.01.

Notable Days

2024-03-15: Highest Volume — 87 contracts
2024-03-12: Largest IV spike — 104.0% change
2024-03-11: Highest IV Rank — 100.0%
2024-03-01: Largest Expected Move — 20.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.26	$8.39	$9.84	$9.84	$9.40
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	64.7%	22.3%	248.1%	70.7%	29.2%
Expected Move	11.8%	6.4%	20.3%	20.3%	8.4%
HV 20d	47.8%	33.8%	55.2%	36.4%	55.2%
HV 60d	37.1%	32.3%	41.5%	32.3%	40.1%
IV Rank	34.4%	0.5%	100.0%	54.0%	3.5%
IV Percentile	48.3%	0.4%	100.0%	86.5%	4.8%
Term Structure	6.9%	-29.7%	23.8%	21.1%	14.0%
VWIV	51.8%	19.3%	141.1%	70.7%	27.0%
Skew 25d	20.4%	-8.1%	175.5%	12.2%	34.5%
Skew 10d	13.2%	-102.0%	216.1%	17.7%	18.2%
Call IV 25d	42.5%	23.4%	87.8%	87.8%	37.3%
Put IV 25d	62.9%	29.3%	221.8%	100.0%	71.9%
Bid-Ask Spread %	96.71	83.21	111.14	111.14	102.85
Gamma HHI	0.89	0.76	0.97	0.94	0.88
Net GEX	2.0K	1.1K	3.0K	1.1K	2.3K
Net DEX	-33.4K	-54.2K	780	-45.1K	-32.4K
Net VEX	-181	-216	-150	-187	-178
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.01	0.00	20.75	1.40	0.00
Total Volume	13.3	0	87	12	0
Total OI	171.4	137	215	145	185

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
2024-03-01	$9.84	$10.00	70.7%	20.3%	36.4%	54.0%	70.7%	12.2%	21.1%	1.1K	-45.1K	-187	1.40	111.14	N/A	N/A	5	7	123	22
2024-03-04	$9.41	$10.00	80.7%	14.1%	39.5%	64.9%	0.0%	13.2%	0.4%	1.7K	-35.0K	-205	0.00	88.71	N/A	N/A	0	20	128	29
2024-03-05	$8.97	$10.00	89.2%	15.1%	41.8%	74.1%	50.5%	-4.8%	-4.2%	1.8K	-32.8K	-171	6.00	101.17	N/A	N/A	2	12	128	9
2024-03-06	$9.24	$10.00	93.9%	14.2%	43.5%	79.3%	0.0%	1.6%	0.5%	2.0K	-40.6K	-188	0.00	95.12	N/A	N/A	0	0	129	14
2024-03-07	$9.47	$10.00	88.3%	12.8%	44.5%	73.1%	58.8%	0.9%	0.5%	2.3K	-44.8K	-193	5.00	95.60	N/A	N/A	1	5	129	14
2024-03-08	$9.54	$10.00	85.9%	13.3%	43.9%	70.5%	46.3%	15.3%	0.9%	2.2K	-45.6K	-192	0.33	98.90	N/A	N/A	9	3	128	19
2024-03-11	$9.71	$10.00	121.6%	13.5%	44.5%	100.0%	0.0%	11.0%	-0.6%	2.5K	-53.8K	-200	0.00	94.39	N/A	N/A	7	0	136	22
2024-03-12	$9.73	$10.00	248.1%	12.8%	43.8%	100.0%	44.7%	-5.5%	0.8%	2.1K	-54.2K	-197	0.00	103.36	N/A	N/A	6	0	137	22
2024-03-13	$9.48	$10.00	46.9%	13.5%	38.8%	11.3%	55.6%	14.5%	-1.5%	2.5K	-46.1K	-192	6.00	83.21	N/A	N/A	2	12	143	22
2024-03-14	$9.39	$10.00	43.4%	12.4%	33.8%	9.8%	44.0%	7.3%	6.8%	3.0K	-50.6K	-216	1.80	92.27	N/A	N/A	10	18	166	34
2024-03-15	$8.39	$10.00	66.2%	19.0%	51.2%	19.8%	141.1%	41.5%	-29.7%	1.1K	780	-150	20.75	103.68	N/A	N/A	4	83	168	47
2024-03-18	$8.77	$10.00	45.7%	13.1%	54.5%	10.8%	41.1%	-8.1%	7.5%	1.6K	-21.6K	-160	0.85	99.23	N/A	N/A	13	11	128	52
2024-03-19	$8.96	$10.00	25.2%	7.2%	55.1%	1.8%	19.3%	6.3%	23.8%	2.0K	-20.9K	-176	0.00	86.79	N/A	N/A	21	0	140	62
2024-03-20	$9.12	$10.00	27.5%	7.9%	54.9%	2.8%	0.0%	7.4%	9.8%	1.8K	-23.2K	-171	0.00	105.01	N/A	N/A	7	0	119	62
2024-03-21	$9.03	$10.00	25.9%	7.4%	54.9%	2.1%	0.0%	0.7%	23.5%	1.7K	-21.3K	-169	0.00	95.84	N/A	N/A	4	0	119	62
2024-03-22	$9.07	$10.00	22.3%	6.4%	54.7%	0.5%	22.2%	5.4%	16.2%	1.9K	-18.0K	-153	0.00	87.29	N/A	N/A	1	0	119	62
2024-03-25	$9.25	$10.00	29.4%	8.4%	55.1%	3.6%	0.0%	175.5%	13.5%	2.2K	-29.7K	-174	0.00	94.99	N/A	N/A	0	0	120	62
2024-03-26	$9.23	$10.00	30.2%	8.6%	55.1%	4.0%	27.0%	33.3%	11.3%	2.2K	-29.3K	-176	0.00	97.24	N/A	N/A	0	3	120	62
2024-03-27	$9.29	$10.00	24.4%	7.0%	55.1%	1.4%	0.0%	46.5%	22.9%	2.1K	-23.3K	-166	0.00	97.33	N/A	N/A	0	0	120	65
2024-03-28	$9.40	$10.00	29.2%	8.4%	55.2%	3.5%	0.0%	34.5%	14.0%	2.3K	-32.4K	-178	0.00	102.85	N/A	N/A	0	0	120	65