EWC Options History — February 2009 In February 2009, EWC traded between $14.41 and $17.60. ATM implied volatility averaged 46.3%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 0.4% (HV 20d: 45.9%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 36.28.
Notable Days 2009-02-27 : Highest Volume — 12,031 contracts2009-02-24 : Largest IV drop — 16.8% change2009-02-23 : Highest IV Rank — 47.3%2009-02-23 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.02 $14.41 $17.60 $16.37 $15.09 Max Pain $19.37 $17.00 $20.00 $17.00 $20.00 ATM IV 46.3% 39.1% 53.4% 49.1% 50.8% Expected Move 13.3% 11.2% 15.3% 14.1% 14.6% HV 20d 45.9% 39.5% 52.6% 52.6% 40.9% HV 60d 51.7% 44.7% 58.3% 58.3% 44.7% IV Rank 38.8% 30.2% 47.3% 42.2% 44.1% IV Percentile 71.8% 65.5% 78.6% 76.6% 77.4% Term Structure -1.6% -5.5% 3.8% 0.9% -4.5% VWIV 45.3% 37.2% 53.8% 46.9% 42.6% Skew 25d 12.4% 8.6% 17.3% 8.6% 10.8% Skew 10d 27.3% 11.8% 37.9% 22.5% 14.1% Call IV 25d 40.7% 35.0% 46.1% 46.0% 42.0% Put IV 25d 53.0% 45.9% 59.8% 54.6% 52.8% Bid-Ask Spread % 21.58 13.12 49.81 29.01 14.87 Gamma HHI 0.25 0.23 0.28 0.26 0.25 Net GEX 29.3K -309.3K 374.3K 145.7K -274.7K Net DEX 11.9M 341.1K 24.0M 7.0M 21.3M Net VEX -92.4K -107.0K -68.7K -89.6K -102.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 36.28 0.00 669.40 0.00 1.00 Total Volume 2,154.211 12 12,031 12 12,031 Total OI 78,546.632 66,159 93,009 66,159 92,996
Daily Data (19 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 2009-02-02 $16.37 $17.00 49.1% 14.1% 52.6% 42.2% 46.9% 8.6% 0.9% 145.7K 7.0M -89.6K 0.00 29.01 N/A N/A 12 0 50,994 15,165 2009-02-03 $16.57 $17.00 47.2% 13.5% 51.5% 39.8% 37.2% 11.0% 1.1% 136.1K 6.9M -88.0K 0.00 41.59 N/A N/A 13 0 51,006 15,165 2009-02-04 $16.66 $17.00 39.6% 11.3% 50.4% 30.7% 41.9% 14.1% 0.0% 142.7K 5.5M -92.5K 0.81 44.73 N/A N/A 75 61 51,008 15,165 2009-02-05 $17.10 $17.00 39.1% 11.2% 49.9% 30.2% 0.0% 9.7% 2.8% 187.2K 4.3M -97.0K 0.00 49.81 N/A N/A 28 0 51,080 15,224 2009-02-06 $17.46 $20.00 41.6% 12.7% 49.9% 33.2% 42.3% 15.1% -2.8% 325.0K 1.7M -101.6K 1.94 20.52 N/A N/A 36 70 51,095 15,220 2009-02-09 $17.60 $20.00 43.8% 11.9% 49.2% 35.8% 37.7% 11.4% -0.8% 374.3K 341.1K -104.6K 0.01 14.38 N/A N/A 7,012 46 51,110 15,280 2009-02-10 $16.78 $20.00 49.7% 13.4% 48.9% 42.8% 50.9% 10.7% -5.2% 354.2K 3.3M -100.6K 0.01 18.64 N/A N/A 3,900 45 58,050 15,300 2009-02-11 $16.71 $20.00 44.6% 13.1% 48.7% 36.7% 51.5% 11.2% -2.3% 356.7K 3.6M -104.6K 12.00 17.12 N/A N/A 10 120 61,572 15,345 2009-02-12 $16.72 $20.00 43.1% 12.4% 45.7% 35.0% 48.9% 12.5% 0.7% 252.0K 5.5M -96.9K 0.32 18.51 N/A N/A 50 16 61,572 15,438 2009-02-13 $16.58 $20.00 42.2% 12.1% 45.6% 33.9% 42.6% 9.7% -0.3% 253.0K 4.8M -100.5K 0.00 16.72 N/A N/A 28 0 61,575 15,436 2009-02-17 $15.52 $20.00 45.5% 13.0% 50.9% 37.8% 44.7% 13.5% -2.8% 66.2K 10.5M -71.3K 669.40 20.08 N/A N/A 15 10,041 61,598 15,436 2009-02-18 $15.36 $20.00 51.8% 14.9% 44.1% 45.4% 49.1% 17.3% -4.3% -195.7K 18.9M -96.5K 0.64 15.27 N/A N/A 66 42 61,608 25,390 2009-02-19 $15.29 $20.00 47.1% 13.5% 40.6% 39.7% 44.3% 13.9% -2.9% -274.4K 20.5M -87.4K 0.13 13.12 N/A N/A 95 12 61,571 25,430 2009-02-20 $15.06 $20.00 49.5% 14.2% 39.5% 42.7% 53.8% 12.4% -5.5% -276.2K 22.3M -78.0K 1.71 14.94 N/A N/A 95 162 61,557 25,412 2009-02-23 $14.41 $20.00 53.4% 15.3% 39.7% 47.3% 50.3% 11.8% -3.1% -208.2K 23.2M -69.7K 0.10 15.16 N/A N/A 188 19 61,414 25,340 2009-02-24 $14.89 $20.00 44.5% 12.7% 41.7% 36.6% 45.1% 11.3% 3.8% -239.1K 24.0M -68.7K 0.98 14.87 N/A N/A 3,122 3,064 61,581 25,339 2009-02-25 $14.89 $20.00 48.1% 13.8% 41.2% 41.0% 43.0% 16.6% -0.2% -259.7K 22.5M -98.2K 0.24 14.12 N/A N/A 84 20 64,692 28,317 2009-02-26 $15.35 $20.00 49.1% 14.1% 41.3% 42.1% 42.5% 13.7% -4.5% -309.3K 20.2M -107.0K 0.04 16.63 N/A N/A 338 14 64,598 28,307 2009-02-27 $15.09 $20.00 50.8% 14.6% 40.9% 44.1% 42.6% 10.8% -4.5% -274.7K 21.3M -102.1K 1.00 14.87 N/A N/A 6,014 6,017 64,675 28,321
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