EVCM Options History — October 2024 In October 2024, EVCM traded between $10.00 and $10.75. ATM implied volatility averaged 57.2%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 34.5% (HV 20d: 22.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-24 : Highest Volume — 7 contracts2024-10-22 : Largest IV spike — 74.5% change2024-10-22 : Highest IV Rank — 18.3%2024-10-22 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.38 $10.00 $10.75 $10.11 $10.52 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 57.2% 37.9% 91.8% 43.2% 72.8% Expected Move 16.0% 9.1% 26.3% 12.4% 20.9% HV 20d 22.7% 20.0% 24.6% 20.0% 23.3% HV 60d 28.4% 22.9% 30.0% 29.9% 22.9% IV Rank 9.3% 4.3% 18.3% 5.7% 13.4% IV Percentile 67.1% 30.2% 95.6% 41.7% 88.5% Term Structure -17.5% -68.0% 7.3% -4.3% -36.8% VWIV 62.6% 62.6% 62.6% 62.6% 62.6% Skew 25d 18.0% -31.7% 45.1% -20.5% 2.2% Skew 10d 24.9% -16.6% 58.0% -16.6% 16.6% Call IV 25d 59.6% 37.7% 115.4% 71.6% 89.3% Put IV 25d 77.6% 51.1% 119.1% 51.1% 91.5% Bid-Ask Spread % 115.11 97.83 127.91 123.74 113.10 Gamma HHI 0.89 0.60 0.97 0.96 0.76 Net GEX 1.1K 418 1.4K 1.3K 1.2K Net DEX -190.7K -211.7K -169.5K -172.7K -195.1K Net VEX -88 -167 -21 -167 -70 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.522 0 7 0 4 Total OI 210.696 209 217 209 217
Daily Data (23 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 2024-10-01 $10.11 $0.00 43.2% 12.4% 20.0% 5.7% 0.0% -20.5% -4.3% 1.3K -172.7K -167 0.00 123.74 N/A N/A 0 0 201 8 2024-10-02 $10.21 $0.00 45.6% 13.1% 20.3% 6.3% 0.0% -7.6% -11.7% 1.3K -183.3K -128 0.00 127.91 N/A N/A 0 0 201 8 2024-10-03 $10.04 $7.50 55.6% 13.6% 20.9% 8.9% 0.0% 21.7% -13.9% 1.0K -190.1K -72 0.00 110.86 N/A N/A 0 0 201 8 2024-10-04 $10.23 $7.50 51.8% 11.8% 21.1% 7.9% 0.0% 35.0% -12.0% 1.3K -174.4K -155 0.00 118.95 N/A N/A 0 0 201 8 2024-10-07 $10.00 $7.50 37.9% 9.1% 22.6% 4.3% 0.0% 24.4% -1.3% 1.4K -176.5K -133 0.00 115.22 N/A N/A 0 0 201 8 2024-10-08 $10.02 $7.50 53.0% 13.5% 22.7% 8.2% 0.0% 33.6% -12.0% 910 -191.9K -58 0.00 115.41 N/A N/A 0 0 201 8 2024-10-09 $10.18 $7.50 48.0% 13.8% 23.1% 6.9% 0.0% 28.9% -28.8% 1.3K -171.8K -160 0.00 113.77 N/A N/A 0 0 201 8 2024-10-10 $10.07 $7.50 41.8% 12.0% 23.2% 5.3% 0.0% 26.1% -14.4% 1.3K -169.5K -156 0.00 119.89 N/A N/A 0 0 201 8 2024-10-11 $10.25 $7.50 51.2% 14.7% 21.2% 7.8% 0.0% 40.3% -11.5% 1.1K -195.2K -62 0.00 118.68 N/A N/A 0 0 201 8 2024-10-14 $10.20 $7.50 57.8% 16.6% 21.3% 9.5% 0.0% 36.7% -26.5% 680 -198.0K -39 0.00 108.14 N/A N/A 0 0 201 8 2024-10-15 $10.48 $7.50 56.0% 16.1% 23.6% 9.0% 0.0% 19.7% -21.1% 561 -205.0K -32 0.00 104.78 N/A N/A 0 0 201 8 2024-10-16 $10.59 $7.50 74.3% 21.3% 23.6% 13.7% 0.0% 9.7% -68.0% 1.2K -183.4K -134 0.00 117.44 N/A N/A 0 0 201 8 2024-10-17 $10.75 $7.50 57.6% 16.5% 22.7% 9.4% 0.0% 26.9% -11.7% 532 -210.5K -32 0.00 112.54 N/A N/A 0 0 201 8 2024-10-18 $10.75 $7.50 55.8% 16.0% 22.6% 8.9% 0.0% 21.3% -4.0% 418 -211.7K -21 0.00 114.82 N/A N/A 0 0 201 8 2024-10-21 $10.55 $7.50 52.6% 15.1% 23.4% 8.1% 0.0% 13.4% -16.6% 1.1K -192.5K -88 0.00 115.61 N/A N/A 0 0 201 8 2024-10-22 $10.50 $7.50 91.8% 26.3% 23.4% 18.3% 0.0% 45.1% -13.0% 1.2K -186.6K -108 0.00 122.26 N/A N/A 0 0 201 8 2024-10-23 $10.34 $7.50 77.4% 22.2% 23.6% 14.6% 0.0% 38.5% -20.7% 1.2K -187.8K -84 0.00 116.39 N/A N/A 0 0 201 8 2024-10-24 $10.49 $7.50 45.0% 12.9% 24.2% 6.1% 0.0% 8.4% -4.7% 1.2K -191.2K -83 0.00 123.18 N/A N/A 7 0 201 8 2024-10-25 $10.41 $7.50 62.0% 17.8% 24.3% 10.6% 62.6% 19.4% -10.9% 505 -206.1K -22 0.00 97.83 N/A N/A 0 1 208 8 2024-10-28 $10.54 $7.50 46.5% 13.3% 24.6% 6.5% 0.0% 11.7% 7.3% 1.2K -194.8K -76 0.00 114.73 N/A N/A 0 0 208 9 2024-10-29 $10.70 $7.50 65.5% 18.8% 23.4% 11.5% 0.0% 11.5% -25.6% 1.2K -199.3K -73 0.00 110.39 N/A N/A 0 0 208 9 2024-10-30 $10.70 $7.50 73.5% 21.1% 23.3% 13.5% 0.0% -31.7% -40.6% 1.2K -199.6K -72 0.00 111.83 N/A N/A 0 0 208 9 2024-10-31 $10.52 $7.50 72.8% 20.9% 23.3% 13.4% 0.0% 2.2% -36.8% 1.2K -195.1K -70 0.00 113.10 N/A N/A 0 4 208 9
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