EWC Options History — October 2007 In October 2007, EWC traded between $32.56 and $36.08. ATM implied volatility averaged 18.6%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.1% (HV 20d: 16.5%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.82.
Notable Days 2007-10-09 : Highest Volume — 1,991 contracts2007-10-02 : Largest IV spike — 43.6% change2007-10-23 : Highest IV Rank — 65.0%2007-10-23 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $33.85 $32.56 $36.08 $33.15 $36.08 Max Pain $32.83 $30.00 $34.00 $30.00 $34.00 ATM IV 18.6% 11.1% 23.2% 12.8% 20.9% Expected Move 5.6% 3.6% 6.7% 3.7% 6.0% HV 20d 16.5% 13.7% 22.6% 13.7% 22.6% HV 60d 22.9% 22.4% 23.5% 22.9% 23.5% IV Rank 43.9% 10.2% 65.0% 17.5% 54.5% IV Percentile 60.8% 4.7% 89.2% 9.1% 76.6% Term Structure 0.9% -2.5% 8.4% 7.7% -0.6% VWIV 19.6% 10.6% 27.1% 13.2% 15.8% Skew 25d 4.5% 2.0% 10.0% 2.0% 3.3% Skew 10d 8.4% 2.3% 15.6% 2.4% 13.3% Call IV 25d 17.5% 11.8% 20.4% 12.1% 18.6% Put IV 25d 22.0% 14.1% 27.0% 14.1% 21.9% Bid-Ask Spread % 26.73 7.81 42.47 7.81 34.63 Gamma HHI 0.30 0.20 0.43 0.34 0.20 Net GEX -205.2K -708.7K 135.8K 5.4K -92.5K Net DEX -29.9M -44.4M -18.1M -30.1M -44.4M Net VEX -131.0K -173.5K -86.7K -150.7K -86.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.00 6.82 0.62 0.08 Total Volume 750.87 239 1,991 1,097 1,153 Total OI 43,866.348 36,969 47,332 46,718 39,480
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 2007-10-01 $33.15 $30.00 12.8% 3.7% 13.7% 17.5% 13.2% 2.0% 7.7% 5.4K -30.1M -150.7K 0.62 7.81 N/A N/A 678 419 16,418 30,300 2007-10-02 $32.89 $30.00 18.3% 5.2% 14.1% 42.8% 13.1% 10.0% 6.9% -506.9K -24.8M -164.0K 0.39 17.51 N/A N/A 392 151 16,491 30,539 2007-10-03 $32.56 $30.00 18.4% 5.3% 14.4% 43.1% 15.8% 6.6% 3.6% -606.6K -22.7M -167.4K 0.97 20.18 N/A N/A 303 293 16,538 30,585 2007-10-04 $32.95 $30.00 12.5% 3.6% 14.7% 16.5% 10.6% 3.5% 8.4% -708.7K -20.9M -173.5K 0.00 9.52 N/A N/A 255 0 16,394 30,698 2007-10-05 $33.58 $33.00 11.1% 5.3% 14.7% 10.2% 18.7% 3.0% -0.8% 135.8K -33.8M -132.7K 0.10 28.85 N/A N/A 886 85 16,408 30,698 2007-10-08 $33.43 $33.00 13.2% 5.7% 14.7% 19.4% 19.5% 3.0% -1.3% 69.5K -31.0M -135.7K 0.14 24.87 N/A N/A 424 61 15,974 30,726 2007-10-09 $33.59 $33.00 13.0% 5.2% 14.2% 18.8% 19.8% 2.5% -0.4% 86.9K -32.3M -126.9K 0.11 25.21 N/A N/A 1,799 192 15,813 30,741 2007-10-10 $33.77 $33.00 13.7% 5.4% 14.0% 21.8% 20.4% 4.2% -1.2% 82.6K -32.7M -120.4K 0.26 30.73 N/A N/A 416 110 15,529 30,724 2007-10-11 $33.72 $33.00 19.6% 5.6% 14.1% 48.7% 20.0% 2.2% -2.5% 66.7K -32.3M -125.2K 0.89 42.47 N/A N/A 290 257 15,558 30,834 2007-10-12 $34.23 $33.00 18.9% 5.4% 14.6% 45.7% 20.6% 4.4% 0.4% -131.8K -33.2M -123.1K 0.48 24.72 N/A N/A 510 247 15,593 30,992 2007-10-15 $33.73 $33.00 18.9% 5.4% 16.1% 45.6% 19.0% 2.4% 0.2% 105.0K -33.0M -118.6K 0.74 32.89 N/A N/A 387 285 15,653 31,063 2007-10-16 $33.42 $33.00 21.2% 6.1% 14.3% 55.8% 21.9% 3.8% -0.4% 29.3K -28.9M -133.1K 0.20 27.47 N/A N/A 622 124 15,724 31,305 2007-10-17 $33.80 $33.00 19.9% 5.7% 14.3% 50.0% 23.3% 3.4% 0.6% 52.5K -31.4M -126.3K 5.39 33.36 N/A N/A 193 1,041 15,782 31,329 2007-10-18 $34.47 $33.00 19.2% 5.5% 15.5% 46.9% 18.5% 2.4% 1.1% -74.7K -34.0M -120.3K 0.09 28.74 N/A N/A 219 20 15,768 31,474 2007-10-19 $33.56 $33.00 22.6% 6.5% 18.8% 62.4% 22.1% 5.2% -1.8% -10.4K -29.6M -129.2K 0.13 25.63 N/A N/A 296 38 15,838 31,494 2007-10-22 $33.65 $34.00 20.2% 5.8% 18.8% 51.4% 19.0% 6.6% 2.8% -551.6K -18.1M -142.8K 0.40 30.53 N/A N/A 641 257 14,747 22,222 2007-10-23 $33.78 $34.00 23.2% 6.7% 18.8% 65.0% 23.4% 6.8% -1.8% -407.3K -24.2M -133.7K 0.44 24.56 N/A N/A 236 105 14,961 22,319 2007-10-24 $33.82 $34.00 23.0% 6.6% 18.8% 64.0% 23.6% 6.1% -0.4% -455.2K -22.9M -138.1K 6.82 28.12 N/A N/A 140 955 15,089 22,403 2007-10-25 $33.90 $34.00 22.3% 6.4% 18.6% 61.0% 27.1% 6.3% -1.1% -570.6K -25.3M -128.1K 0.11 30.81 N/A N/A 314 35 15,158 23,161 2007-10-26 $34.54 $34.00 20.1% 5.8% 19.6% 50.7% 20.1% 6.3% -0.2% -515.3K -30.4M -121.0K 0.11 34.19 N/A N/A 859 94 15,352 23,186 2007-10-29 $35.15 $34.00 21.1% 6.1% 20.0% 55.5% 21.1% 3.2% 0.1% -370.6K -37.1M -101.0K 0.19 30.74 N/A N/A 1,014 194 15,352 23,186 2007-10-30 $34.81 $34.00 22.5% 6.4% 20.1% 61.7% 23.5% 5.4% 0.7% -352.4K -34.1M -115.4K 0.09 21.28 N/A N/A 256 24 15,990 23,337 2007-10-31 $36.08 $34.00 20.9% 6.0% 22.6% 54.5% 15.8% 3.3% -0.6% -92.5K -44.4M -86.7K 0.08 34.63 N/A N/A 1,065 88 16,141 23,339
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