EVCM Options History — July 2024

In July 2024, EVCM traded between $10.86 and $12.13. ATM implied volatility averaged 58.6%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 35.0% (HV 20d: 23.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2024-07-22: Highest Volume — 7 contracts
2024-07-08: Largest IV spike — 97.5% change
2024-07-08: Highest IV Rank — 45.4%
2024-07-02: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.59	$10.86	$12.13	$10.91	$12.11
Max Pain	$7.84	$7.50	$10.00	$10.00	$7.50
ATM IV	58.6%	34.1%	124.2%	54.2%	61.3%
Expected Move	15.5%	9.8%	26.5%	15.5%	17.6%
HV 20d	23.7%	21.7%	26.5%	23.2%	24.8%
HV 60d	28.3%	27.2%	29.6%	29.1%	27.8%
IV Rank	16.5%	5.7%	45.4%	14.6%	17.7%
IV Percentile	63.2%	14.3%	99.6%	64.3%	77.4%
Term Structure	-8.6%	-39.5%	86.7%	-12.5%	-23.8%
VWIV	63.4%	38.0%	105.4%	105.4%	46.8%
Skew 25d	0.5%	-37.6%	38.5%	-28.3%	-2.9%
Skew 10d	2.8%	-65.9%	31.5%	7.7%	-5.4%
Call IV 25d	52.0%	37.0%	102.2%	67.8%	67.6%
Put IV 25d	52.5%	36.0%	91.9%	39.5%	64.7%
Bid-Ask Spread %	120.78	112.00	134.05	121.61	119.33
Gamma HHI	0.63	0.35	0.89	0.89	0.62
Net GEX	435	-63	897	852	430
Net DEX	-242.1K	-263.2K	-209.7K	-227.2K	-254.2K
Net VEX	-128	-263	-27	-163	-135
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	3.00	3.00	0.00
Total Volume	1.091	0	7	5	0
Total OI	247.545	240	250	240	249

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
2024-07-01	$10.91	$10.00	54.2%	15.5%	23.2%	14.6%	0.0%	-28.3%	-12.5%	852	-227.2K	-163	0.00	121.61	N/A	N/A	0	5	223	17
2024-07-02	$11.22	$10.00	92.5%	26.5%	22.3%	31.4%	0.0%	29.0%	-31.9%	636	-230.7K	-176	0.00	134.05	N/A	N/A	0	0	223	22
2024-07-03	$11.19	$10.00	92.3%	26.5%	22.3%	31.3%	0.0%	38.5%	-39.5%	751	-227.7K	-192	3.00	133.75	N/A	N/A	1	3	223	22
2024-07-05	$11.18	$7.50	62.9%	16.6%	22.4%	18.4%	0.0%	11.4%	-23.4%	655	-228.5K	-181	0.00	122.59	N/A	N/A	0	0	224	25
2024-07-08	$11.07	$7.50	124.2%	16.8%	23.1%	45.4%	0.0%	15.8%	-21.6%	659	-227.1K	-171	0.00	118.41	N/A	N/A	0	0	224	25
2024-07-09	$10.89	$7.50	80.5%	14.2%	22.7%	26.1%	0.0%	0.0%	-6.3%	897	-211.0K	-245	0.00	124.54	N/A	N/A	0	0	224	25
2024-07-10	$10.86	$7.50	50.6%	14.5%	22.8%	13.0%	0.0%	5.0%	-19.1%	887	-209.7K	-263	0.00	117.10	N/A	N/A	1	0	224	25
2024-07-11	$11.17	$7.50	63.5%	18.2%	24.0%	18.7%	0.0%	17.8%	-24.4%	720	-224.8K	-204	0.00	117.70	N/A	N/A	0	0	223	25
2024-07-12	$11.34	$7.50	41.3%	11.9%	24.1%	8.9%	105.4%	-6.6%	-6.2%	559	-234.0K	-144	0.00	112.00	N/A	N/A	1	0	223	25
2024-07-15	$11.63	$7.50	34.1%	9.8%	22.3%	5.7%	38.0%	-5.8%	-8.1%	349	-245.7K	-104	0.00	117.28	N/A	N/A	0	1	223	25
2024-07-16	$11.88	$7.50	37.1%	10.6%	21.9%	7.0%	0.0%	-4.4%	-12.4%	561	-244.7K	-186	0.00	122.72	N/A	N/A	0	0	223	26
2024-07-17	$11.88	$7.50	41.4%	11.9%	22.1%	8.9%	0.0%	-2.3%	-13.0%	-14	-256.7K	-39	0.00	123.92	N/A	N/A	0	1	223	26
2024-07-18	$12.02	$7.50	40.4%	11.6%	21.7%	8.5%	0.0%	-5.2%	82.3%	251	-254.6K	-98	0.00	125.45	N/A	N/A	0	0	223	27
2024-07-19	$11.79	$7.50	45.7%	13.1%	23.5%	10.8%	0.0%	0.6%	86.7%	310	-248.1K	-103	0.00	119.44	N/A	N/A	0	0	223	27
2024-07-22	$11.98	$7.50	47.6%	13.6%	22.9%	11.6%	46.8%	7.0%	-4.4%	251	-255.4K	-80	0.00	114.33	N/A	N/A	0	7	223	26
2024-07-23	$12.02	$7.50	50.0%	14.3%	22.8%	12.7%	0.0%	-12.0%	-28.3%	206	-258.4K	-66	0.00	117.08	N/A	N/A	0	0	223	22
2024-07-24	$11.66	$7.50	48.7%	14.0%	26.4%	12.1%	0.0%	2.3%	-12.2%	59	-251.4K	-40	0.00	114.90	N/A	N/A	0	2	223	22
2024-07-25	$11.89	$7.50	48.3%	13.9%	26.5%	12.0%	0.0%	-24.8%	-12.8%	271	-253.4K	-77	0.00	127.14	N/A	N/A	0	0	223	24
2024-07-26	$12.11	$7.50	52.6%	15.1%	26.4%	13.8%	0.0%	9.2%	-12.5%	-63	-263.2K	-27	0.00	116.03	N/A	N/A	0	0	223	24
2024-07-29	$12.13	$7.50	61.7%	17.7%	26.2%	17.9%	0.0%	-37.6%	-21.4%	107	-261.9K	-54	0.00	122.16	N/A	N/A	0	2	223	24
2024-07-30	$12.09	$7.50	59.2%	17.0%	26.2%	16.8%	0.0%	4.2%	-23.8%	227	-258.3K	-76	0.00	115.69	N/A	N/A	0	0	223	26
2024-07-31	$12.11	$7.50	61.3%	17.6%	24.8%	17.7%	0.0%	-2.9%	-23.8%	430	-254.2K	-135	0.00	119.33	N/A	N/A	0	0	223	26