EVCM Options History — November 2024 In November 2024, EVCM traded between $10.66 and $12.16. ATM implied volatility averaged 73.6%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 37.2% (HV 20d: 36.4%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-08 : Highest Volume — 8 contracts2024-11-12 : Largest IV spike — 95.8% change2024-11-13 : Highest IV Rank — 44.6%2024-11-13 : Largest Expected Move — 55.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.51 $10.66 $12.16 $10.66 $12.16 Max Pain $10.75 $7.50 $12.50 $7.50 $12.50 ATM IV 73.6% 33.7% 193.4% 86.9% 42.0% Expected Move 15.1% 9.6% 55.4% 24.9% 12.0% HV 20d 36.4% 21.4% 42.9% 22.8% 42.0% HV 60d 28.2% 22.4% 31.1% 23.0% 30.3% IV Rank 13.5% 3.2% 44.6% 17.0% 5.1% IV Percentile 65.1% 12.7% 98.4% 94.0% 35.3% Term Structure -6.3% -67.1% 64.5% -27.7% -15.8% VWIV 48.6% 32.7% 71.6% 71.6% 32.7% Skew 25d 12.6% -10.1% 141.8% 35.1% 1.2% Skew 10d 14.6% -14.3% 138.7% 20.6% 4.5% Call IV 25d 48.2% 33.6% 119.8% 79.9% 58.5% Put IV 25d 60.7% 34.0% 261.6% 115.0% 59.7% Bid-Ask Spread % 123.07 110.21 133.36 110.55 122.77 Gamma HHI 0.87 0.56 1.00 0.76 1.00 Net GEX 447 36 1.2K 1.2K 262 Net DEX -122.8K -246.3K -549 -197.9K -3.0K Net VEX -23 -68 -7 -68 -9 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 0.7 0 8 0 0 Total OI 125.55 11 220 217 11
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 2024-11-01 $10.66 $7.50 86.9% 24.9% 22.8% 17.0% 0.0% 35.1% -27.7% 1.2K -197.9K -68 0.00 110.55 N/A N/A 0 0 208 9 2024-11-04 $10.84 $12.50 85.3% 15.3% 21.4% 16.6% 71.6% 16.2% -15.8% 1.2K -203.3K -63 0.00 110.21 N/A N/A 0 3 208 9 2024-11-05 $10.93 $7.50 109.3% 14.0% 21.4% 22.8% 0.0% 14.2% -9.2% 1.1K -204.5K -60 0.00 118.14 N/A N/A 0 0 208 12 2024-11-06 $11.62 $7.50 113.8% 10.1% 29.3% 24.0% 0.0% -2.0% -9.9% 1.1K -216.9K -67 0.00 124.28 N/A N/A 0 0 208 12 2024-11-07 $11.85 $7.50 60.0% 10.1% 28.9% 10.0% 0.0% 0.4% -7.2% 1.0K -227.5K -53 0.00 124.17 N/A N/A 0 0 208 12 2024-11-08 $11.57 $7.50 67.8% 11.1% 30.8% 12.1% 0.0% 1.8% -6.6% 273 -233.3K -12 0.00 113.37 N/A N/A 0 8 208 12 2024-11-11 $12.14 $7.50 90.3% 9.8% 33.8% 17.9% 0.0% 5.9% -3.4% 382 -246.3K -12 0.00 121.14 N/A N/A 0 0 208 11 2024-11-12 $11.93 $7.50 176.9% 11.4% 34.3% 40.3% 41.6% 2.9% -1.4% 393 -241.0K -14 0.00 112.48 N/A N/A 0 1 208 11 2024-11-13 $11.21 $12.50 193.4% 55.4% 42.0% 44.6% 0.0% 141.8% -67.1% 36 -226.2K -14 0.00 133.36 N/A N/A 1 0 208 12 2024-11-14 $11.12 $12.50 49.9% 14.3% 42.0% 7.4% 0.0% 2.7% 64.5% 150 -222.0K -8 0.00 129.15 N/A N/A 0 0 208 12 2024-11-15 $11.05 $12.50 53.3% 15.3% 42.1% 8.3% 0.0% 0.4% 59.0% 142 -220.4K -7 0.00 129.00 N/A N/A 0 0 208 12 2024-11-18 $11.14 $12.50 49.5% 14.2% 41.4% 7.3% 32.7% -1.7% -16.4% 153 -549 -7 0.00 129.68 N/A N/A 1 0 7 4 2024-11-19 $11.11 $12.50 49.6% 14.2% 41.4% 7.4% 0.0% 3.1% -13.9% 148 -600 -7 0.00 131.73 N/A N/A 0 0 7 4 2024-11-20 $11.19 $12.50 54.2% 15.5% 40.8% 8.5% 0.0% 2.4% -17.9% 160 -555 -7 0.00 130.22 N/A N/A 0 0 7 4 2024-11-21 $11.60 $12.50 33.7% 9.6% 42.3% 3.2% 0.0% 12.8% -2.5% 209 -1.5K -9 0.00 123.97 N/A N/A 0 0 7 4 2024-11-22 $11.86 $12.50 36.1% 10.3% 42.4% 3.9% 0.0% 5.5% -8.0% 235 -2.1K -10 0.00 124.31 N/A N/A 0 0 7 4 2024-11-25 $12.13 $12.50 37.6% 10.8% 42.7% 4.2% 0.0% 15.6% -7.2% 263 -2.9K -10 0.00 126.81 N/A N/A 0 0 7 4 2024-11-26 $12.14 $12.50 40.4% 11.6% 42.7% 5.0% 0.0% -10.1% -10.3% 252 -3.0K -10 0.00 124.30 N/A N/A 0 0 7 4 2024-11-27 $12.05 $12.50 42.2% 12.1% 42.9% 5.4% 0.0% 3.0% -8.8% 241 -2.7K -9 0.00 121.86 N/A N/A 0 0 7 4 2024-11-29 $12.16 $12.50 42.0% 12.0% 42.0% 5.1% 0.0% 1.2% -15.8% 262 -3.0K -9 0.00 122.77 N/A N/A 0 0 7 4
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