EVCM Options History — December 2024

In December 2024, EVCM traded between $11.02 and $12.29. ATM implied volatility averaged 47.3%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 11.2% (HV 20d: 36.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2024-12-09: Highest Volume — 591 contracts
2024-12-27: Largest IV spike — 145.2% change
2024-12-27: Highest IV Rank — 15.3%
2024-12-27: Largest Expected Move — 23.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.71	$11.02	$12.29	$12.29	$11.02
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	47.3%	31.9%	81.3%	42.0%	63.5%
Expected Move	12.7%	9.2%	23.3%	12.0%	18.2%
HV 20d	36.1%	27.9%	43.1%	42.0%	36.7%
HV 60d	32.7%	30.0%	35.5%	30.0%	35.2%
IV Rank	6.5%	2.5%	15.3%	5.1%	10.7%
IV Percentile	43.8%	4.4%	89.7%	35.3%	77.8%
Term Structure	-13.0%	-32.7%	-0.8%	-13.4%	-27.4%
VWIV	31.0%	31.0%	31.0%	31.0%	31.0%
Skew 25d	0.6%	-18.7%	17.0%	2.3%	-3.9%
Skew 10d	1.9%	-27.6%	25.0%	9.3%	19.0%
Call IV 25d	47.7%	30.9%	75.2%	61.2%	49.1%
Put IV 25d	48.3%	35.5%	85.4%	63.5%	45.1%
Bid-Ask Spread %	126.37	119.00	134.46	121.32	130.30
Gamma HHI	0.99	0.84	1.00	1.00	1.00
Net GEX	212	0	353	293	137
Net DEX	-1.7K	-3.3K	1.1K	-3.3K	-1.2K
Net VEX	-6	-9	-1	-9	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	1.10	1.10	0.00
Total Volume	56.048	0	591	0	0
Total OI	479.81	5	1,176	11	6

Daily Data (21 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
2024-12-02	$12.29	$12.50	42.0%	12.0%	42.0%	5.1%	0.0%	2.3%	-13.4%	293	-3.3K	-9	0.00	121.32	N/A	N/A	0	0	7	4
2024-12-03	$12.03	$12.50	46.6%	13.4%	43.0%	6.3%	0.0%	-0.9%	-22.6%	248	-2.6K	-8	0.00	120.95	N/A	N/A	0	0	7	4
2024-12-04	$12.18	$12.50	45.8%	13.1%	43.1%	6.1%	0.0%	8.8%	-16.6%	279	-3.0K	-8	0.00	121.80	N/A	N/A	0	0	7	4
2024-12-05	$12.04	$0.00	47.1%	9.5%	38.0%	6.4%	0.0%	-6.5%	-1.7%	262	-2.5K	-8	0.00	123.53	N/A	N/A	0	0	7	4
2024-12-06	$11.91	$0.00	47.0%	9.8%	37.7%	6.4%	0.0%	-5.6%	-3.5%	250	-2.1K	-7	0.00	127.59	N/A	N/A	0	0	7	4
2024-12-09	$12.15	$0.00	50.6%	9.3%	37.2%	7.4%	0.0%	8.0%	-3.3%	300	-2.7K	-6	0.00	120.46	N/A	N/A	0	591	7	4
2024-12-10	$11.75	$0.00	49.7%	9.8%	35.1%	7.1%	0.0%	-7.3%	-1.3%	245	-1.5K	-6	1.10	119.00	N/A	N/A	272	300	7	595
2024-12-11	$12.14	$0.00	34.2%	9.8%	36.6%	3.1%	0.0%	7.2%	-5.5%	315	-2.6K	-7	0.00	123.04	N/A	N/A	0	0	279	892
2024-12-12	$12.06	$0.00	35.4%	10.2%	28.2%	3.4%	0.0%	-10.5%	-6.6%	292	-2.4K	-7	0.00	123.88	N/A	N/A	0	0	279	892
2024-12-13	$12.13	$0.00	33.5%	9.6%	27.9%	2.9%	0.0%	14.7%	-6.2%	321	-2.5K	-6	0.00	123.63	N/A	N/A	0	0	279	892
2024-12-16	$12.04	$0.00	37.6%	10.8%	27.9%	4.0%	0.0%	2.0%	-9.6%	205	-2.7K	-5	0.00	123.17	N/A	N/A	0	0	279	892
2024-12-17	$12.07	$0.00	34.6%	9.9%	27.9%	3.2%	0.0%	-15.6%	-6.9%	353	-2.0K	-4	0.00	124.92	N/A	N/A	0	0	279	892
2024-12-18	$11.23	$0.00	56.9%	16.3%	38.8%	9.0%	0.0%	0.5%	-23.8%	0	1.1K	-1	0.00	132.87	N/A	N/A	0	0	279	892
2024-12-19	$11.22	$0.00	52.4%	15.0%	38.8%	7.8%	31.0%	0.9%	-27.4%	0	1.1K	-1	0.00	133.41	N/A	N/A	12	0	279	892
2024-12-20	$11.18	$12.50	49.1%	14.1%	36.4%	7.0%	0.0%	6.2%	-10.2%	132	127	-5	0.00	128.89	N/A	N/A	0	1	284	892
2024-12-23	$11.17	$12.50	55.7%	16.0%	35.3%	8.7%	0.0%	-18.7%	-21.5%	126	-1.3K	-4	0.00	134.46	N/A	N/A	1	0	5	0
2024-12-24	$11.52	$12.50	31.9%	9.2%	36.2%	2.5%	0.0%	6.2%	-2.1%	208	-1.6K	-6	0.00	134.09	N/A	N/A	0	0	6	0
2024-12-26	$11.49	$12.50	33.1%	9.5%	36.2%	2.8%	0.0%	17.0%	-0.8%	199	-1.7K	-6	0.00	128.79	N/A	N/A	0	0	6	0
2024-12-27	$11.15	$12.50	81.3%	23.3%	37.4%	15.3%	0.0%	10.1%	-28.9%	132	-1.9K	-6	0.00	128.32	N/A	N/A	0	0	6	0
2024-12-30	$11.11	$12.50	65.0%	18.6%	37.1%	11.1%	0.0%	-3.1%	-32.7%	147	-1.3K	-5	0.00	129.34	N/A	N/A	0	0	6	0
2024-12-31	$11.02	$12.50	63.5%	18.2%	36.7%	10.7%	0.0%	-3.9%	-27.4%	137	-1.2K	-4	0.00	130.30	N/A	N/A	0	0	6	0