EVCM Options History — May 2024

In May 2024, EVCM traded between $9.23 and $10.95. ATM implied volatility averaged 48.6%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 17.8% (HV 20d: 30.8%). 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 9 of 22 days. Put/call ratio averaged 0.24.

Notable Days

2024-05-02: Highest Volume — 136 contracts
2024-05-10: Largest IV drop — 48.9% change
2024-05-09: Highest IV Rank — 27.6%
2024-05-03: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.09	$9.23	$10.95	$9.23	$9.59
Max Pain	$7.94	$7.50	$10.00	$10.00	$7.50
ATM IV	48.6%	27.5%	83.9%	58.9%	35.1%
Expected Move	12.2%	7.9%	17.9%	16.9%	10.1%
HV 20d	30.8%	27.3%	34.0%	30.0%	34.0%
HV 60d	40.3%	38.4%	42.2%	41.4%	38.4%
IV Rank	12.1%	2.8%	27.6%	16.6%	6.1%
IV Percentile	44.8%	4.0%	94.4%	69.4%	17.1%
Term Structure	-1.8%	-35.9%	88.3%	-35.9%	0.5%
VWIV	35.7%	23.6%	43.1%	43.1%	36.9%
Skew 25d	1.9%	-23.4%	27.0%	-23.4%	27.0%
Skew 10d	9.9%	-41.5%	28.9%	-41.5%	16.9%
Call IV 25d	47.9%	24.8%	78.5%	78.5%	48.2%
Put IV 25d	49.8%	31.9%	75.2%	55.0%	75.2%
Bid-Ask Spread %	109.87	75.57	134.80	105.71	118.82
Gamma HHI	0.70	0.48	0.91	0.89	0.71
Net GEX	2.8K	1.2K	6.2K	2.1K	1.8K
Net DEX	-203.5K	-292.4K	-25.6K	-27.0K	-184.9K
Net VEX	-314	-451	-92	-96	-324
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.00	1.00	0.00	0.00
Total Volume	14.364	0	136	0	0
Total OI	273.909	118	361	118	241

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
2024-05-01	$9.23	$10.00	58.9%	16.9%	30.0%	16.6%	0.0%	-23.4%	-35.9%	2.1K	-27.0K	-96	0.00	105.71	N/A	N/A	0	0	101	17
2024-05-02	$9.34	$10.00	61.6%	17.7%	30.0%	17.8%	0.0%	-11.6%	-31.6%	2.3K	-25.6K	-92	0.00	101.78	N/A	N/A	136	0	101	17
2024-05-03	$9.46	$10.00	62.4%	17.9%	30.3%	18.1%	0.0%	-14.3%	-19.9%	3.6K	-135.6K	-335	0.00	103.82	N/A	N/A	79	0	237	17
2024-05-06	$9.79	$0.00	63.2%	8.9%	32.0%	18.5%	0.0%	3.0%	15.6%	4.2K	-219.4K	-451	0.00	106.39	N/A	N/A	0	0	316	17
2024-05-07	$10.02	$0.00	61.7%	10.5%	32.5%	17.9%	0.0%	5.3%	-16.6%	4.4K	-236.6K	-420	0.00	99.03	N/A	N/A	2	0	316	17
2024-05-08	$9.89	$0.00	73.8%	10.5%	29.5%	23.2%	0.0%	15.7%	-0.6%	4.5K	-227.9K	-411	0.00	99.45	N/A	N/A	0	0	314	17
2024-05-09	$9.70	$0.00	83.9%	12.8%	30.7%	27.6%	0.0%	1.2%	2.4%	4.2K	-211.6K	-435	1.00	75.57	N/A	N/A	23	23	314	17
2024-05-10	$10.07	$0.00	42.9%	12.2%	31.4%	9.6%	43.1%	11.1%	8.0%	5.7K	-247.1K	-266	0.87	112.58	N/A	N/A	23	20	321	40
2024-05-13	$10.09	$7.50	44.4%	11.5%	29.2%	10.2%	0.0%	11.6%	-0.5%	6.2K	-232.4K	-351	0.00	103.19	N/A	N/A	0	0	302	35
2024-05-14	$10.39	$7.50	38.2%	11.3%	30.1%	7.5%	0.0%	7.4%	2.1%	4.8K	-266.9K	-335	0.00	101.57	N/A	N/A	1	0	302	35
2024-05-15	$10.58	$7.50	39.2%	11.2%	30.2%	7.9%	39.2%	15.1%	2.1%	3.1K	-252.4K	-381	0.50	94.24	N/A	N/A	2	1	303	35
2024-05-16	$10.69	$7.50	38.9%	11.2%	30.0%	7.8%	0.0%	-2.7%	88.3%	1.2K	-289.9K	-289	0.00	122.76	N/A	N/A	0	0	304	36
2024-05-17	$10.84	$7.50	42.5%	12.2%	29.9%	9.4%	0.0%	-0.5%	-15.7%	1.2K	-292.4K	-295	0.00	110.89	N/A	N/A	0	0	304	36
2024-05-20	$10.95	$7.50	45.7%	13.1%	27.3%	10.8%	0.0%	-1.7%	-8.8%	1.2K	-219.0K	-294	0.00	120.37	N/A	N/A	1	0	224	11
2024-05-21	$10.68	$7.50	27.5%	7.9%	28.9%	2.8%	23.6%	0.5%	17.0%	1.2K	-215.3K	-263	0.00	109.36	N/A	N/A	2	0	225	11
2024-05-22	$10.48	$7.50	36.3%	10.4%	29.9%	6.7%	36.9%	-7.9%	9.5%	1.3K	-213.4K	-257	0.00	119.89	N/A	N/A	3	0	227	11
2024-05-23	$10.32	$7.50	46.8%	13.4%	30.0%	11.3%	0.0%	-8.2%	-13.0%	1.4K	-210.2K	-264	0.00	134.80	N/A	N/A	0	0	230	11
2024-05-24	$10.01	$7.50	46.5%	13.3%	32.5%	11.2%	0.0%	-3.5%	-14.3%	1.6K	-195.6K	-343	0.00	120.41	N/A	N/A	0	0	230	11
2024-05-28	$10.05	$7.50	40.2%	11.5%	32.5%	8.4%	0.0%	0.2%	-8.9%	1.6K	-186.3K	-380	0.00	119.47	N/A	N/A	0	0	230	11
2024-05-29	$10.02	$7.50	45.0%	12.9%	31.8%	10.5%	0.0%	1.6%	-14.1%	1.6K	-199.3K	-307	0.00	120.30	N/A	N/A	0	0	230	11
2024-05-30	$9.71	$7.50	34.5%	9.9%	33.8%	5.9%	0.0%	15.8%	-4.5%	1.8K	-187.5K	-329	0.00	116.70	N/A	N/A	0	0	230	11
2024-05-31	$9.59	$7.50	35.1%	10.1%	34.0%	6.1%	0.0%	27.0%	0.5%	1.8K	-184.9K	-324	0.00	118.82	N/A	N/A	0	0	230	11