EVCM Options History — September 2024 In September 2024, EVCM traded between $10.11 and $10.77. ATM implied volatility averaged 52.5%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 28.4% (HV 20d: 24.2%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-09-20 : Highest Volume — 31 contracts2024-09-24 : Largest IV spike — 44.9% change2024-09-04 : Highest IV Rank — 16.8%2024-09-04 : Largest Expected Move — 24.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.44 $10.11 $10.77 $10.39 $10.34 Max Pain $11.25 $10.00 $12.50 $10.00 $12.50 ATM IV 52.5% 35.9% 86.2% 75.2% 53.6% Expected Move 14.0% 10.3% 24.7% 21.6% 15.4% HV 20d 24.2% 21.6% 31.0% 31.0% 21.6% HV 60d 30.5% 29.6% 31.3% 31.3% 29.6% IV Rank 8.1% 3.8% 16.8% 14.0% 8.4% IV Percentile 59.2% 21.8% 94.4% 91.3% 65.9% Term Structure -10.5% -25.8% 15.3% -25.8% -23.3% VWIV 53.8% 53.8% 53.8% 53.8% 53.8% Skew 25d -7.7% -36.9% 33.0% -16.7% -33.2% Skew 10d 11.8% -33.1% 37.1% -19.1% -33.1% Call IV 25d 58.5% 39.0% 86.5% 80.3% 75.4% Put IV 25d 50.8% 32.7% 112.4% 63.6% 42.2% Bid-Ask Spread % 122.38 108.33 131.03 108.33 115.11 Gamma HHI 0.81 0.52 0.96 0.85 0.96 Net GEX 954 -192 1.4K 1.1K 1.4K Net DEX -176.5K -201.2K -163.3K -184.0K -178.3K Net VEX -154 -194 -4 -185 -161 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 3.3 0 31 0 0 Total OI 222.85 209 239 215 209
Daily Data (20 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 2024-09-03 $10.39 $10.00 75.2% 21.6% 31.0% 14.0% 0.0% -16.7% -25.8% 1.1K -184.0K -185 0.00 108.33 N/A N/A 0 0 201 14 2024-09-04 $10.44 $12.50 86.2% 24.7% 31.0% 16.8% 53.8% 33.0% -20.3% 900 -173.0K -192 0.00 121.57 N/A N/A 0 14 201 28 2024-09-05 $10.34 $0.00 57.2% 12.3% 25.0% 9.3% 0.0% 9.7% -8.8% 988 -169.2K -185 0.00 122.64 N/A N/A 0 0 201 28 2024-09-06 $10.16 $0.00 58.6% 11.3% 25.9% 9.7% 0.0% 9.8% -6.9% 1.1K -163.3K -181 0.00 126.06 N/A N/A 0 0 201 28 2024-09-09 $10.13 $0.00 55.5% 11.2% 24.2% 8.9% 0.0% 2.5% -5.6% 1.1K -163.5K -175 0.00 131.03 N/A N/A 0 20 201 28 2024-09-10 $10.11 $0.00 60.2% 11.1% 23.6% 10.1% 0.0% -0.8% 6.5% -192 -176.0K -4 0.00 129.80 N/A N/A 0 0 201 38 2024-09-11 $10.21 $0.00 41.8% 12.0% 23.7% 5.3% 0.0% -2.0% -9.7% 1.1K -165.5K -174 0.00 125.15 N/A N/A 0 0 201 28 2024-09-12 $10.29 $0.00 40.1% 11.5% 23.6% 4.9% 0.0% 10.9% -1.1% 1.0K -167.5K -174 0.00 124.73 N/A N/A 0 0 201 28 2024-09-13 $10.61 $0.00 46.1% 13.2% 22.6% 6.4% 0.0% 1.1% -9.6% 908 -169.6K -194 0.00 127.32 N/A N/A 0 0 201 28 2024-09-16 $10.62 $0.00 42.9% 12.3% 22.6% 5.6% 0.0% 2.2% -9.8% 893 -169.8K -189 0.00 125.06 N/A N/A 0 0 201 28 2024-09-17 $10.59 $0.00 45.9% 13.2% 22.7% 6.4% 0.0% -3.3% -13.8% 937 -168.8K -187 0.00 124.60 N/A N/A 0 0 201 28 2024-09-18 $10.48 $0.00 49.5% 14.2% 23.0% 7.3% 0.0% -34.7% -13.6% 582 -186.3K -89 0.00 129.59 N/A N/A 0 0 201 28 2024-09-19 $10.73 $0.00 53.3% 15.3% 23.7% 8.3% 0.0% -15.5% -9.4% 1.1K -171.3K -183 0.00 124.35 N/A N/A 0 1 201 28 2024-09-20 $10.77 $0.00 48.1% 13.8% 23.2% 7.0% 0.0% -6.3% -11.9% 633 -194.2K -57 0.00 124.03 N/A N/A 0 31 201 29 2024-09-23 $10.68 $0.00 35.9% 10.3% 23.4% 3.8% 0.0% -22.4% 15.3% 1.2K -185.9K -177 0.00 112.06 N/A N/A 0 0 201 8 2024-09-24 $10.61 $0.00 52.0% 14.9% 23.5% 8.0% 0.0% -18.8% -17.9% 1.2K -183.5K -174 0.00 123.71 N/A N/A 0 0 201 8 2024-09-25 $10.48 $0.00 49.0% 14.1% 23.8% 7.2% 0.0% -14.6% -11.9% 1.2K -179.3K -173 0.00 117.90 N/A N/A 0 0 201 8 2024-09-26 $10.46 $0.00 50.2% 14.4% 23.4% 7.5% 0.0% -17.4% -14.7% 1.2K -180.6K -170 0.00 123.47 N/A N/A 0 0 201 8 2024-09-27 $10.40 $0.00 49.2% 14.1% 21.6% 7.2% 0.0% -36.9% -17.2% 723 -201.2K -56 0.00 111.14 N/A N/A 0 0 201 8 2024-09-30 $10.34 $0.00 53.6% 15.4% 21.6% 8.4% 0.0% -33.2% -23.3% 1.4K -178.3K -161 0.00 115.11 N/A N/A 0 0 201 8
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