EVCM Options History — June 2024

In June 2024, EVCM traded between $9.41 and $10.93. ATM implied volatility averaged 42.1%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 13.8% (HV 20d: 28.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 8.33.

Notable Days

2024-06-04: Highest Volume — 103 contracts
2024-06-11: Largest IV spike — 61.1% change
2024-06-03: Highest IV Rank — 23.1%
2024-06-03: Largest Expected Move — 21.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.90	$9.41	$10.93	$9.41	$10.93
Max Pain	$9.77	$7.50	$10.00	$7.50	$10.00
ATM IV	42.1%	29.5%	73.7%	73.7%	44.7%
Expected Move	11.5%	8.1%	21.1%	21.1%	12.8%
HV 20d	28.3%	24.0%	34.4%	34.4%	24.0%
HV 60d	32.1%	28.9%	38.5%	38.3%	29.2%
IV Rank	9.2%	3.7%	23.1%	23.1%	10.4%
IV Percentile	34.2%	6.0%	90.1%	90.1%	44.0%
Term Structure	-5.9%	-26.6%	12.9%	-8.1%	4.6%
VWIV	61.6%	37.1%	106.8%	106.8%	37.1%
Skew 25d	4.2%	-39.5%	36.0%	25.4%	-20.1%
Skew 10d	12.5%	-2.4%	26.5%	19.0%	-2.4%
Call IV 25d	54.7%	33.3%	78.7%	78.7%	59.8%
Put IV 25d	58.9%	33.2%	104.2%	104.2%	39.7%
Bid-Ask Spread %	116.92	109.55	122.03	111.32	121.74
Gamma HHI	0.71	0.53	0.87	0.81	0.84
Net GEX	923	-2.2K	1.7K	1.7K	622
Net DEX	-189.5K	-232.9K	-120.0K	-171.7K	-232.9K
Net VEX	-264	-410	-89	-383	-106
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.33	0.00	33.33	33.33	0.00
Total Volume	11	0	103	90	0
Total OI	254.316	233	340	241	240

Daily Data (19 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
2024-06-03	$9.41	$7.50	73.7%	21.1%	34.4%	23.1%	106.8%	25.4%	-8.1%	1.7K	-171.7K	-383	0.00	111.32	N/A	N/A	0	90	230	11
2024-06-04	$9.59	$10.00	38.9%	11.2%	32.8%	7.8%	40.9%	30.0%	-5.5%	-2.2K	-120.0K	-410	33.33	117.81	N/A	N/A	3	100	230	110
2024-06-05	$9.59	$10.00	35.4%	10.2%	31.5%	6.3%	0.0%	36.0%	11.9%	1.3K	-176.1K	-336	0.00	116.73	N/A	N/A	0	0	233	23
2024-06-06	$9.59	$0.00	38.2%	8.4%	31.2%	7.5%	0.0%	11.4%	-4.3%	1.3K	-178.5K	-325	0.00	117.35	N/A	N/A	0	0	233	23
2024-06-07	$9.41	$0.00	32.7%	8.7%	31.2%	5.1%	0.0%	21.3%	-2.7%	1.4K	-169.2K	-343	0.00	117.43	N/A	N/A	0	0	233	23
2024-06-10	$9.55	$0.00	42.4%	16.5%	28.4%	9.3%	0.0%	-9.1%	-26.6%	1.3K	-175.8K	-326	0.00	109.55	N/A	N/A	0	0	233	23
2024-06-11	$9.57	$0.00	68.3%	8.1%	28.4%	20.8%	0.0%	22.3%	0.3%	1.4K	-177.5K	-321	0.00	117.26	N/A	N/A	0	0	233	23
2024-06-12	$9.70	$0.00	42.9%	12.3%	26.5%	9.6%	0.0%	-3.6%	-26.3%	893	-197.2K	-178	0.00	117.40	N/A	N/A	0	0	233	23
2024-06-13	$9.50	$0.00	39.3%	11.3%	25.9%	8.0%	0.0%	2.2%	-17.1%	1.2K	-187.9K	-203	0.00	117.25	N/A	N/A	0	0	233	23
2024-06-14	$9.75	$0.00	29.5%	8.5%	27.7%	3.7%	0.0%	11.0%	-2.1%	1.0K	-187.6K	-287	0.00	122.03	N/A	N/A	3	0	233	23
2024-06-17	$9.88	$0.00	32.6%	9.4%	27.6%	5.0%	37.1%	4.1%	-2.2%	945	-184.5K	-320	0.00	111.28	N/A	N/A	1	0	233	23
2024-06-18	$9.86	$10.00	30.3%	8.7%	27.1%	4.0%	0.0%	10.5%	12.9%	912	-191.2K	-267	0.00	117.52	N/A	N/A	0	0	234	23
2024-06-20	$9.80	$10.00	32.5%	9.3%	26.1%	5.0%	0.0%	7.4%	-6.4%	940	-187.2K	-280	0.00	117.51	N/A	N/A	5	0	234	23
2024-06-21	$10.05	$10.00	41.8%	12.0%	27.5%	9.1%	0.0%	-1.5%	-12.0%	632	-195.0K	-282	0.00	119.87	N/A	N/A	0	0	231	23
2024-06-24	$10.21	$10.00	45.5%	13.0%	27.7%	10.7%	0.0%	1.2%	-4.6%	1.4K	-205.1K	-226	0.00	110.70	N/A	N/A	0	0	223	10
2024-06-25	$10.35	$10.00	43.9%	12.6%	25.7%	10.0%	0.0%	-9.2%	-14.3%	977	-219.7K	-111	0.00	120.06	N/A	N/A	0	0	223	10
2024-06-26	$10.55	$10.00	41.0%	11.8%	26.5%	8.7%	0.0%	-20.2%	0.4%	1.3K	-212.3K	-229	0.00	118.87	N/A	N/A	0	7	223	10
2024-06-27	$10.76	$10.00	46.5%	13.3%	27.1%	11.2%	0.0%	-39.5%	-8.9%	546	-230.2K	-89	0.00	119.87	N/A	N/A	0	0	223	17
2024-06-28	$10.93	$10.00	44.7%	12.8%	24.0%	10.4%	0.0%	-20.1%	4.6%	622	-232.9K	-106	0.00	121.74	N/A	N/A	0	0	223	17