EWC Options History — October 2008 In October 2008, EWC traded between $15.79 and $26.15. ATM implied volatility averaged 69.4%, placing in the 76.1% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 8.5% (HV 20d: 77.9%). Max pain ranged from $17.00 to $29.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 2.99.
Notable Days 2008-10-15 : Highest Volume — 13,583 contracts2008-10-06 : Largest IV spike — 26.1% change2008-10-06 : Highest IV Rank — 100.0%2008-10-27 : Largest Expected Move — 22.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.87 $15.79 $26.15 $26.15 $19.18 Max Pain $21.78 $17.00 $29.00 $29.00 $18.00 ATM IV 69.4% 46.1% 97.5% 46.1% 60.5% Expected Move 18.3% 13.2% 22.7% 13.2% 17.3% HV 20d 77.9% 52.8% 98.3% 52.8% 98.3% HV 60d 53.3% 36.4% 67.1% 36.4% 67.1% IV Rank 76.1% 50.7% 100.0% 71.2% 55.8% IV Percentile 97.7% 93.7% 100.0% 99.6% 93.7% Term Structure -4.1% -11.1% 0.5% -4.5% -3.1% VWIV 61.4% 36.3% 83.7% 47.8% 54.4% Skew 25d 13.5% 2.6% 31.0% 9.0% 16.9% Skew 10d 32.2% 1.9% 53.2% 33.6% 46.7% Call IV 25d 56.2% 42.6% 71.4% 42.6% 51.8% Put IV 25d 69.7% 51.6% 85.3% 51.6% 68.7% Bid-Ask Spread % 42.96 21.27 66.45 44.95 29.85 Gamma HHI 0.22 0.13 0.52 0.17 0.21 Net GEX -130.3K -310.9K 88.1K -293.3K -129.9K Net DEX 23.1M 12.3M 30.8M 12.3M 19.6M Net VEX -108.1K -180.6K -73.6K -180.6K -95.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.99 0.11 27.24 0.67 0.37 Total Volume 2,028.217 59 13,583 225 59 Total OI 54,533.783 40,142 67,443 41,468 62,493
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 2008-10-01 $26.15 $29.00 46.1% 13.2% 52.8% 71.2% 47.8% 9.0% -4.5% -293.3K 12.3M -180.6K 0.67 44.95 N/A N/A 135 90 21,617 19,851 2008-10-02 $24.01 $29.00 55.4% 15.9% 59.3% 90.2% 54.0% 5.6% -7.2% -252.1K 21.9M -145.8K 1.32 60.07 N/A N/A 92 121 21,680 19,896 2008-10-03 $23.53 $29.00 56.6% 16.2% 59.1% 92.6% 56.0% 8.0% -6.0% -235.0K 23.3M -138.9K 0.27 59.08 N/A N/A 215 57 21,741 19,933 2008-10-06 $22.33 $26.00 71.4% 14.9% 61.0% 100.0% 50.7% 2.9% 0.5% -117.0K 28.9M -107.0K 11.06 57.08 N/A N/A 134 1,482 21,946 19,946 2008-10-07 $21.04 $26.00 71.7% 16.0% 62.2% 100.0% 53.1% 5.8% -1.2% -61.6K 27.5M -83.1K 0.34 44.80 N/A N/A 118 40 22,034 18,382 2008-10-08 $21.56 $25.00 73.1% 16.2% 61.9% 100.0% 36.3% 4.7% -3.1% -56.2K 26.8M -88.7K 1.58 32.37 N/A N/A 5,123 8,094 22,088 18,054 2008-10-09 $19.92 $26.00 82.8% 20.3% 65.4% 100.0% 43.0% 11.7% -11.1% -32.6K 22.9M -101.4K 3.38 45.16 N/A N/A 55 186 27,137 21,363 2008-10-10 $18.85 $26.00 97.5% 21.8% 65.3% 100.0% 73.2% 6.0% -7.0% -15.6K 23.0M -98.9K 0.27 66.45 N/A N/A 3,058 822 27,137 21,117 2008-10-13 $21.18 $21.00 85.5% 18.8% 80.2% 85.6% 66.1% 14.8% -3.8% 88.1K 15.7M -133.8K 1.71 42.49 N/A N/A 242 414 30,130 21,276 2008-10-14 $20.40 $21.00 88.6% 18.6% 80.4% 89.3% 56.6% 16.3% -4.2% 73.3K 17.7M -119.6K 10.97 32.53 N/A N/A 338 3,708 30,263 21,003 2008-10-15 $18.75 $21.00 70.8% 20.2% 84.0% 68.0% 71.3% 16.7% -2.8% 53.1K 21.1M -97.9K 0.62 31.42 N/A N/A 8,364 5,219 30,458 20,887 2008-10-16 $18.80 $19.00 73.4% 21.1% 82.9% 71.2% 76.2% 17.2% -6.7% -22.1K 22.3M -127.6K 1.06 32.53 N/A N/A 552 587 38,809 28,634 2008-10-17 $19.07 $19.00 67.1% 19.2% 76.8% 63.6% 83.7% 17.3% -1.3% -52.2K 20.0M -122.1K 27.24 39.92 N/A N/A 187 5,094 31,257 28,537 2008-10-20 $20.29 $19.00 56.3% 16.1% 81.8% 50.7% 62.0% 15.6% -2.7% -80.5K 17.9M -127.0K 1.31 44.72 N/A N/A 169 221 30,255 32,989 2008-10-21 $19.18 $19.00 60.4% 17.3% 82.9% 55.6% 60.0% 15.8% -2.6% -147.7K 22.0M -113.2K 0.13 31.34 N/A N/A 135 17 30,343 32,840 2008-10-22 $17.56 $19.00 65.3% 18.7% 86.0% 61.6% 63.1% 14.5% -0.2% -242.6K 28.2M -91.9K 0.39 39.74 N/A N/A 166 65 30,456 32,847 2008-10-23 $17.66 $19.00 60.0% 17.2% 86.3% 55.2% 63.4% 18.5% -0.0% -255.2K 28.2M -88.7K 0.34 24.73 N/A N/A 290 99 30,439 32,504 2008-10-24 $17.19 $19.00 74.1% 21.2% 86.3% 72.0% 75.2% 20.6% -8.1% -256.9K 28.8M -86.4K 0.96 21.27 N/A N/A 138 132 30,514 32,455 2008-10-27 $15.79 $18.00 79.0% 22.7% 87.3% 77.9% 72.3% 2.6% -8.9% -310.9K 30.8M -73.6K 0.65 65.23 N/A N/A 55 36 30,640 32,538 2008-10-28 $17.19 $18.00 70.0% 20.1% 94.4% 67.1% 68.1% 31.0% -7.1% -290.0K 29.7M -79.8K 0.22 35.23 N/A N/A 142 31 30,647 32,537 2008-10-29 $18.13 $17.00 68.0% 19.5% 97.9% 64.7% 64.3% 18.8% -2.6% -207.8K 23.3M -83.8K 3.90 54.50 N/A N/A 42 164 30,754 31,475 2008-10-30 $19.25 $18.00 62.6% 17.9% 98.3% 58.2% 60.3% 19.3% -1.1% -152.2K 20.3M -101.3K 0.11 52.63 N/A N/A 145 16 30,769 31,606 2008-10-31 $19.18 $18.00 60.5% 17.3% 98.3% 55.8% 54.4% 16.9% -3.1% -129.9K 19.6M -95.7K 0.37 29.85 N/A N/A 43 16 30,888 31,605
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