EVCM Options History — August 2024

In August 2024, EVCM traded between $9.70 and $11.55. ATM implied volatility averaged 91.5%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 54.4% (HV 20d: 37.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-08-05: Highest Volume — 13 contracts
  • 2024-08-05: Largest IV spike — 193.6% change
  • 2024-08-07: Highest IV Rank — 100.0%
  • 2024-08-07: Largest Expected Move — 53.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.34$9.70$11.55$11.55$10.73
Max Pain$9.77$7.50$10.00$7.50$10.00
ATM IV91.5%37.7%407.6%72.2%81.0%
Expected Move18.6%10.8%53.0%20.7%23.2%
HV 20d37.0%30.7%41.2%30.7%33.3%
HV 60d31.2%29.1%32.3%29.1%30.5%
IV Rank22.0%4.3%100.0%22.5%15.5%
IV Percentile75.7%29.0%100.0%92.1%93.3%
Term Structure-6.8%-41.7%109.2%-10.6%-26.7%
VWIV61.2%46.9%75.5%46.9%75.5%
Skew 25d-1.2%-88.8%23.7%-8.4%16.7%
Skew 10d9.2%-25.5%80.4%-9.0%-22.7%
Call IV 25d67.1%46.4%206.7%66.8%66.3%
Put IV 25d65.9%39.3%118.0%58.4%83.0%
Bid-Ask Spread %124.68114.76136.59130.94114.84
Gamma HHI0.810.610.930.610.85
Net GEX1.1K-782.7K3851.1K
Net DEX-188.0K-242.4K-154.9K-242.4K-185.6K
Net VEX-208-322-5-101-214
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.81801300
Total OI232.182215249249215

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$11.55$7.5072.2%20.7%30.7%22.5%0.0%-8.4%-10.6%385-242.4K-1010.00130.94N/AN/A0022326
2024-08-02$11.12$7.5071.6%20.5%33.8%22.2%0.0%-11.8%-41.7%562-228.1K-1300.00133.27N/AN/A0022326
2024-08-05$10.61$10.00210.2%17.1%37.5%83.3%46.9%-22.2%4.8%1.1K-189.1K-2850.00126.36N/AN/A01322326
2024-08-06$10.62$10.00196.2%13.4%37.2%77.1%75.5%2.6%5.7%1.1K-200.5K-2740.00134.91N/AN/A0322320
2024-08-07$10.09$10.00407.6%53.0%41.2%100.0%0.0%-88.8%-34.0%726-154.9K-3220.00134.63N/AN/A0022323
2024-08-08$10.07$10.0095.1%19.0%39.4%19.1%0.0%13.1%-10.0%1.8K-182.0K-2440.00136.59N/AN/A0022323
2024-08-09$9.83$10.0089.0%20.2%39.2%17.5%0.0%11.1%-26.8%1.3K-176.5K-2810.00130.56N/AN/A1022323
2024-08-12$9.70$10.0068.3%18.2%37.3%12.2%0.0%23.7%-36.6%1.4K-174.4K-2370.00129.90N/AN/A0122323
2024-08-13$9.79$10.0075.8%19.3%36.3%14.1%0.0%15.7%-21.5%1.5K-176.0K-2450.00130.52N/AN/A0022323
2024-08-14$9.75$10.0067.2%19.3%36.2%11.9%0.0%6.0%-26.2%1.2K-173.3K-2690.00129.67N/AN/A0022323
2024-08-15$10.11$10.0037.7%10.8%39.0%4.3%0.0%2.1%109.2%1.1K-191.7K-2280.00119.86N/AN/A0022323
2024-08-16$10.14$10.0042.2%12.1%39.0%5.4%0.0%-2.2%99.5%2.7K-197.8K-1570.00125.11N/AN/A0022323
2024-08-19$10.14$10.0042.0%12.0%38.2%5.4%0.0%7.3%-8.1%1.2K-176.6K-2140.00119.46N/AN/A0020114
2024-08-20$10.21$10.0066.3%19.0%38.3%11.7%0.0%20.6%-11.4%1.2K-178.3K-2000.00121.22N/AN/A0020114
2024-08-21$10.39$10.0045.6%13.1%38.4%6.3%0.0%-5.8%-16.0%1.1K-186.6K-1780.00120.99N/AN/A0020114
2024-08-22$10.27$10.0045.9%13.2%37.3%6.4%0.0%-8.0%-9.5%1.2K-180.0K-1980.00119.76N/AN/A0020114
2024-08-23$10.36$10.0046.3%13.3%36.5%6.5%0.0%-8.1%-14.2%-78-205.1K-50.00116.77N/AN/A0020114
2024-08-26$10.42$10.0069.1%19.8%36.7%12.4%0.0%22.2%-10.6%1.1K-188.4K-1740.00119.72N/AN/A0020114
2024-08-27$10.35$10.0050.0%14.3%36.7%7.5%0.0%-8.7%-19.0%1.1K-183.1K-1920.00117.42N/AN/A0020114
2024-08-28$10.48$10.0049.0%14.1%37.2%7.2%0.0%-26.1%-23.7%1.1K-179.5K-2140.00114.76N/AN/A0020114
2024-08-29$10.74$10.0084.2%24.1%35.7%16.3%0.0%22.3%-21.1%1.0K-185.8K-2160.00115.77N/AN/A0020114
2024-08-30$10.73$10.0081.0%23.2%33.3%15.5%0.0%16.7%-26.7%1.1K-185.6K-2140.00114.84N/AN/A0020114