EWC Options History — July 2009 In July 2009, EWC traded between $19.87 and $24.20. ATM implied volatility averaged 31.8%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 2.8% (HV 20d: 34.7%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2009-07-29 : Highest Volume — 27,381 contracts2009-07-02 : Largest IV spike — 12.8% change2009-07-08 : Highest IV Rank — 23.1%2009-07-07 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.16 $19.87 $24.20 $21.73 $24.20 Max Pain $21.09 $21.00 $22.00 $22.00 $21.00 ATM IV 31.8% 27.5% 37.7% 28.5% 30.6% Expected Move 9.2% 7.9% 10.9% 8.2% 8.8% HV 20d 34.7% 32.0% 39.2% 34.4% 32.3% HV 60d 39.5% 37.9% 40.6% 40.1% 37.9% IV Rank 15.6% 10.0% 23.1% 11.3% 14.0% IV Percentile 21.6% 12.3% 40.1% 18.7% 15.9% Term Structure 2.2% -1.1% 4.6% 4.6% 1.9% VWIV 32.2% 28.1% 38.0% 28.4% 30.4% Skew 25d 4.5% 1.4% 6.9% 5.0% 1.4% Skew 10d 8.8% -2.4% 20.4% 10.1% 4.1% Call IV 25d 30.2% 26.0% 36.0% 27.8% 28.9% Put IV 25d 34.7% 30.0% 40.1% 32.8% 30.3% Bid-Ask Spread % 28.96 20.72 37.44 30.15 26.43 Gamma HHI 0.32 0.24 0.52 0.29 0.42 Net GEX 436.8K -2.0M 1.5M 154.0K 1.3M Net DEX -27.3M -48.4M 3.7M -22.2M -48.4M Net VEX -104.6K -220.6K -81.5K -117.7K -220.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.01 3.46 3.46 0.10 Total Volume 1,978.545 75 27,381 174 3,818 Total OI 54,621.545 41,555 69,124 57,566 69,124
Daily Data (22 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 2009-07-01 $21.73 $22.00 28.5% 8.2% 34.4% 11.3% 28.4% 5.0% 4.6% 154.0K -22.2M -117.7K 3.46 30.15 N/A N/A 39 135 36,022 21,544 2009-07-02 $21.26 $22.00 32.1% 9.2% 33.7% 16.0% 33.4% 3.9% 2.4% -220.5K -15.6M -113.4K 0.02 20.72 N/A N/A 317 5 36,052 21,474 2009-07-06 $20.85 $21.00 35.7% 10.0% 34.0% 20.5% 34.4% 4.7% 1.7% -485.3K -8.9M -98.0K 0.19 28.98 N/A N/A 509 99 36,324 21,449 2009-07-07 $20.30 $21.00 37.6% 10.9% 34.9% 23.0% 38.0% 2.1% -1.1% -687.3K -2.5M -96.6K 1.84 26.17 N/A N/A 219 402 36,799 22,921 2009-07-08 $19.87 $21.00 37.7% 10.8% 34.5% 23.1% 37.1% 2.9% 1.3% -527.3K 3.7M -92.2K 0.61 24.07 N/A N/A 465 285 36,882 23,315 2009-07-09 $20.24 $21.00 33.6% 10.6% 35.7% 17.9% 35.2% 5.6% -0.1% -874.3K 277.7K -96.7K 1.68 32.58 N/A N/A 28 47 37,145 23,558 2009-07-10 $20.03 $21.00 35.6% 10.6% 34.8% 20.5% 36.4% 5.9% 1.4% -776.2K 3.0M -89.2K 1.71 37.44 N/A N/A 45 77 37,165 23,542 2009-07-13 $20.53 $21.00 32.4% 10.0% 36.5% 16.3% 33.7% 6.6% 0.2% -1.4M -1.7M -93.6K 0.58 29.37 N/A N/A 67 39 37,198 23,605 2009-07-14 $21.12 $21.00 32.2% 9.9% 36.0% 16.1% 34.2% 4.8% 1.3% -2.0M -12.6M -87.3K 0.48 29.17 N/A N/A 327 158 37,221 23,604 2009-07-15 $22.04 $21.00 34.3% 9.6% 39.2% 18.7% 33.9% 6.2% 1.3% 385.4K -34.7M -92.0K 0.61 29.83 N/A N/A 1,080 662 39,791 23,545 2009-07-16 $22.23 $21.00 31.9% 9.1% 38.4% 15.7% 33.2% 4.1% 3.1% 1.4M -39.2M -91.8K 0.34 26.75 N/A N/A 345 117 40,541 23,372 2009-07-17 $22.41 $21.00 31.9% 9.2% 38.5% 15.7% 29.1% 5.2% 2.3% 1.5M -40.5M -89.8K 0.04 30.48 N/A N/A 778 29 40,422 23,440 2009-07-20 $22.94 $21.00 31.6% 9.1% 39.0% 15.3% 30.9% 6.9% 3.2% 1.2M -38.4M -91.0K 0.01 34.21 N/A N/A 1,118 6 30,100 11,455 2009-07-21 $22.84 $21.00 30.8% 8.8% 32.2% 14.3% 29.4% 6.1% 2.6% 1.2M -38.5M -93.5K 0.41 30.78 N/A N/A 252 103 30,782 11,456 2009-07-22 $22.94 $21.00 29.4% 8.4% 32.2% 12.5% 29.1% 3.0% 4.5% 1.3M -39.2M -92.4K 0.15 33.79 N/A N/A 525 77 30,804 11,488 2009-07-23 $23.69 $21.00 29.2% 8.4% 33.0% 12.2% 31.9% 4.0% 2.7% 1.4M -45.4M -89.9K 0.28 23.60 N/A N/A 1,558 433 30,699 11,517 2009-07-24 $23.82 $21.00 27.5% 7.9% 32.1% 10.0% 28.1% 4.0% 3.7% 1.4M -46.3M -86.7K 0.06 23.80 N/A N/A 1,176 70 30,438 11,864 2009-07-27 $23.99 $21.00 28.7% 8.2% 32.0% 11.6% 29.2% 3.8% 3.4% 1.5M -47.1M -83.3K 0.41 26.26 N/A N/A 221 90 30,075 11,897 2009-07-28 $23.58 $21.00 28.8% 8.3% 32.9% 11.7% 29.8% 5.9% 2.3% 1.4M -43.4M -83.6K 0.15 29.01 N/A N/A 286 43 30,061 11,924 2009-07-29 $23.15 $21.00 30.6% 8.8% 32.8% 14.0% 30.0% 3.3% 3.5% 1.3M -39.9M -81.5K 1.51 36.06 N/A N/A 10,906 16,475 30,062 11,911 2009-07-30 $23.76 $21.00 29.3% 8.4% 33.5% 12.4% 31.5% 4.3% 2.6% 1.1M -42.2M -220.5K 1.49 27.41 N/A N/A 39 58 40,741 28,345 2009-07-31 $24.20 $21.00 30.6% 8.8% 32.3% 14.0% 30.4% 1.4% 1.9% 1.3M -48.4M -220.6K 0.10 26.43 N/A N/A 3,480 338 40,724 28,400
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