EVCM Options History — April 2024

In April 2024, EVCM traded between $8.54 and $9.39. ATM implied volatility averaged 52.2%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 13.1% (HV 20d: 39.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 14.63.

Notable Days

2024-04-19: Highest Volume — 111 contracts
2024-04-30: Largest IV spike — 132.6% change
2024-04-30: Highest IV Rank — 38.9%
2024-04-30: Largest Expected Move — 31.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.00	$8.54	$9.39	$9.16	$9.04
Max Pain	$7.95	$7.50	$10.00	$10.00	$10.00
ATM IV	52.2%	33.5%	109.4%	48.0%	109.4%
Expected Move	15.5%	9.8%	31.4%	13.8%	31.4%
HV 20d	39.1%	25.4%	55.7%	55.7%	29.1%
HV 60d	40.9%	39.9%	42.4%	39.9%	41.5%
IV Rank	13.7%	5.4%	38.9%	11.8%	38.9%
IV Percentile	47.8%	9.5%	98.8%	40.5%	98.8%
Term Structure	4.1%	-16.2%	100.5%	20.6%	4.2%
VWIV	51.2%	45.3%	54.8%	45.3%	54.8%
Skew 25d	7.3%	-20.2%	65.7%	65.7%	-14.2%
Skew 10d	-0.1%	-57.7%	37.6%	22.0%	-57.7%
Call IV 25d	53.6%	25.4%	83.1%	25.4%	83.1%
Put IV 25d	60.9%	42.9%	91.1%	91.1%	68.9%
Bid-Ask Spread %	98.04	84.62	120.46	107.15	120.46
Gamma HHI	0.82	0.66	0.91	0.80	0.83
Net GEX	1.8K	1.1K	2.3K	1.9K	1.4K
Net DEX	-20.5K	-29.0K	-9.2K	-22.0K	-19.6K
Net VEX	-120	-161	-83	-161	-83
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	14.63	0.00	110.00	0.00	2.00
Total Volume	5.682	0	111	0	0
Total OI	160.591	116	185	185	118

Daily Data (22 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
2024-04-01	$9.16	$10.00	48.0%	13.8%	55.7%	11.8%	0.0%	65.7%	20.6%	1.9K	-22.0K	-161	0.00	107.15	N/A	N/A	0	0	120	65
2024-04-02	$8.97	$10.00	34.3%	9.8%	54.0%	5.8%	0.0%	46.7%	18.5%	1.6K	-18.0K	-148	0.00	93.39	N/A	N/A	0	0	120	65
2024-04-03	$8.98	$10.00	37.5%	10.7%	51.3%	7.2%	0.0%	45.2%	11.0%	1.7K	-16.0K	-148	0.00	107.08	N/A	N/A	0	0	120	65
2024-04-04	$9.07	$7.50	33.9%	13.0%	50.3%	5.6%	45.3%	-0.5%	-0.6%	2.0K	-20.4K	-140	0.00	92.26	N/A	N/A	1	0	120	60
2024-04-05	$9.09	$7.50	33.5%	14.6%	49.4%	5.4%	0.0%	0.4%	-7.7%	1.9K	-23.9K	-144	0.00	95.28	N/A	N/A	0	0	121	60
2024-04-08	$9.25	$7.50	45.4%	14.4%	49.7%	10.7%	0.0%	2.9%	-5.1%	2.2K	-27.3K	-146	0.00	95.25	N/A	N/A	1	0	121	60
2024-04-09	$9.18	$7.50	46.5%	14.7%	49.3%	11.2%	0.0%	-0.1%	-5.0%	2.1K	-26.8K	-143	0.00	93.52	N/A	N/A	0	0	122	60
2024-04-10	$8.85	$7.50	46.8%	13.4%	50.6%	11.3%	0.0%	4.9%	-2.2%	1.6K	-17.1K	-132	0.00	94.30	N/A	N/A	0	0	122	60
2024-04-11	$8.94	$7.50	48.4%	13.9%	50.3%	12.0%	0.0%	5.1%	-3.5%	1.7K	-18.4K	-129	0.00	95.47	N/A	N/A	0	0	122	60
2024-04-12	$8.75	$7.50	50.8%	14.6%	50.6%	13.0%	0.0%	5.4%	6.4%	1.4K	-13.2K	-119	0.00	95.82	N/A	N/A	1	0	122	60
2024-04-15	$8.54	$7.50	57.6%	16.5%	31.5%	16.1%	0.0%	-2.4%	-16.2%	1.1K	-9.2K	-107	5.00	93.10	N/A	N/A	1	5	122	60
2024-04-16	$8.66	$7.50	54.6%	15.7%	27.5%	14.7%	0.0%	9.8%	10.0%	1.3K	-14.1K	-99	0.00	97.82	N/A	N/A	1	0	123	55
2024-04-17	$8.71	$7.50	64.5%	18.5%	26.4%	19.1%	0.0%	9.9%	-5.6%	1.3K	-19.9K	-111	0.00	95.68	N/A	N/A	0	0	123	55
2024-04-18	$8.71	$7.50	68.5%	19.6%	25.4%	20.8%	0.0%	5.9%	100.5%	1.4K	-20.6K	-110	0.00	97.18	N/A	N/A	0	0	123	55
2024-04-19	$8.75	$7.50	63.9%	18.3%	25.4%	18.8%	0.0%	16.3%	7.6%	1.4K	-18.0K	-106	110.00	100.83	N/A	N/A	1	110	123	55
2024-04-22	$9.14	$7.50	52.8%	15.1%	30.0%	13.9%	0.0%	-10.8%	-5.5%	1.9K	-22.0K	-101	0.00	97.79	N/A	N/A	0	0	100	16
2024-04-23	$9.39	$7.50	53.2%	15.3%	30.7%	14.1%	53.5%	-20.2%	-9.1%	2.2K	-29.0K	-111	0.00	84.62	N/A	N/A	1	0	100	16
2024-04-24	$9.32	$7.50	51.3%	14.7%	30.9%	13.3%	0.0%	-5.9%	-6.2%	2.3K	-28.2K	-108	0.00	99.41	N/A	N/A	0	0	100	16
2024-04-25	$9.18	$7.50	53.3%	15.3%	31.3%	14.1%	0.0%	-11.1%	-7.4%	2.1K	-24.9K	-103	0.00	101.37	N/A	N/A	0	0	100	16
2024-04-26	$9.16	$7.50	46.8%	13.4%	30.9%	11.3%	0.0%	2.1%	-5.5%	2.0K	-21.3K	-97	0.00	100.14	N/A	N/A	0	0	100	16
2024-04-29	$9.18	$7.50	47.0%	13.5%	29.5%	11.4%	54.8%	5.4%	-9.2%	2.1K	-20.3K	-86	2.00	99.02	N/A	N/A	1	2	100	16
2024-04-30	$9.04	$10.00	109.4%	31.4%	29.1%	38.9%	0.0%	-14.2%	4.2%	1.4K	-19.6K	-83	0.00	120.46	N/A	N/A	0	0	101	17