EWC Options History — June 2015

In June 2015, EWC traded between $26.69 and $28.01. ATM implied volatility averaged 17.1%, placing in the 62.0% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 3.6% (HV 20d: 13.6%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 3.12.

Notable Days

  • 2015-06-04: Highest Volume — 12,708 contracts
  • 2015-06-29: Largest IV spike — 44.9% change
  • 2015-06-30: Highest IV Rank — 93.7%
  • 2015-06-30: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.61$26.69$28.01$27.66$26.69
Max Pain$31.23$30.00$33.00$30.00$30.00
ATM IV17.1%13.8%23.7%17.9%23.7%
Expected Move4.9%3.9%6.8%5.1%6.8%
HV 20d13.6%11.7%16.1%11.7%15.3%
HV 60d13.8%12.5%15.4%15.4%13.5%
IV Rank62.0%45.7%93.7%65.9%93.7%
IV Percentile59.4%33.7%98.0%69.4%98.0%
Term Structure0.5%-3.9%2.2%-0.5%-3.9%
VWIV17.5%14.2%25.0%25.0%23.4%
Skew 25d5.6%3.5%7.8%7.8%6.7%
Skew 10d12.2%8.2%18.3%18.3%14.3%
Call IV 25d16.1%12.5%21.1%14.8%21.1%
Put IV 25d21.7%18.2%27.8%22.6%27.8%
Bid-Ask Spread %50.5623.88101.1536.4024.63
Gamma HHI0.400.270.640.440.32
Net GEX-7.6M-15.9M-757.7K-9.3M-1.2M
Net DEX44.4M8.4M75.2M59.9M24.0M
Net VEX-216.0K-247.8K-182.6K-202.7K-214.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.121.025.702.652.38
Total Volume8,508.1823,80112,7086,0527,412
Total OI84,007.536,794109,80493,37341,323

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$27.66$30.0017.9%5.1%11.7%65.9%25.0%7.8%-0.5%-9.3M59.9M-202.7K2.6536.40N/AN/A1,6594,3936,41486,959
2015-06-02$27.98$30.0018.1%5.2%12.3%66.9%17.8%4.3%-0.8%-8.4M47.8M-193.9K1.1342.39N/AN/A4,5435,1256,49586,897
2015-06-03$28.01$30.0017.1%4.9%11.9%61.8%20.2%3.5%0.0%-9.4M46.0M-243.8K1.0235.92N/AN/A6,0026,13210,97791,930
2015-06-04$27.62$30.0017.0%4.8%12.5%61.2%15.0%6.6%2.0%-9.9M61.9M-245.8K1.1259.57N/AN/A6,0026,70610,95391,910
2015-06-05$27.71$33.0017.0%4.9%12.6%61.3%17.8%7.0%1.1%-10.1M58.0M-237.1K1.0760.23N/AN/A6,0026,42310,95391,956
2015-06-08$27.34$33.0020.7%5.4%12.5%79.4%17.3%6.0%0.5%-10.2M75.2M-222.1K3.8758.90N/AN/A1,6086,22710,95391,911
2015-06-09$27.62$33.0018.8%5.1%13.3%69.9%16.5%5.3%1.2%-10.5M60.5M-221.9K1.2266.92N/AN/A1,7092,09210,96491,922
2015-06-10$27.95$33.0017.1%4.9%14.2%61.7%14.2%4.7%0.9%-10.7M45.9M-217.4K3.1157.78N/AN/A2,1266,61511,12292,116
2015-06-11$27.85$33.0015.9%4.6%14.2%56.0%16.8%3.6%1.2%-12.6M51.4M-247.8K3.0959.68N/AN/A2,1316,58312,67796,704
2015-06-12$27.57$33.0017.2%4.9%14.5%62.6%16.4%4.1%0.6%-12.3M63.7M-240.1K2.9756.58N/AN/A2,2266,60612,68296,745
2015-06-15$27.58$33.0017.7%5.1%14.4%64.8%15.6%5.0%0.2%-12.5M64.1M-225.6K4.1053.51N/AN/A1,6106,60212,76196,803
2015-06-16$27.62$33.0016.6%4.8%14.3%59.6%17.0%5.0%1.6%-12.9M64.3M-221.1K3.6651.96N/AN/A1,6205,93012,76696,944
2015-06-17$27.71$33.0016.7%4.8%14.2%60.0%15.4%7.8%0.9%-14.8M56.1M-214.3K3.5064.76N/AN/A1,7166,00712,78696,942
2015-06-18$27.82$30.0014.9%4.3%14.4%51.5%16.3%5.4%2.2%-15.9M48.0M-207.0K3.6771.21N/AN/A1,5865,81812,92296,864
2015-06-19$27.49$30.0016.9%4.9%14.3%61.0%17.0%4.7%1.2%-873.4K71.9M-190.5K4.6949.88N/AN/A1,5827,42312,92096,884
2015-06-22$27.73$30.0013.9%4.0%14.6%46.3%17.0%7.2%1.9%-757.7K10.8M-189.0K3.8748.50N/AN/A1,3835,34910,42526,369
2015-06-23$27.85$30.0013.8%3.9%12.8%45.7%16.3%5.7%0.9%-788.9K9.2M-190.9K3.6933.68N/AN/A1,4365,29610,49626,464
2015-06-24$27.77$30.0014.0%4.0%12.8%46.9%16.4%7.1%1.0%-790.4K8.4M-182.6K5.7023.88N/AN/A1,6429,36710,57026,486
2015-06-25$27.58$30.0015.3%4.4%13.0%53.3%16.1%5.8%0.0%-1.1M13.3M-211.1K5.5125.58N/AN/A1,6779,24010,83130,606
2015-06-26$27.52$30.0015.0%4.3%12.8%51.6%16.2%5.7%0.5%-1.1M15.5M-217.0K3.3529.13N/AN/A1,6025,37010,79730,576
2015-06-29$26.75$30.0021.7%6.2%16.1%84.0%21.9%4.4%-2.1%-1.2M22.2M-215.9K3.24101.15N/AN/A1,5565,04610,79430,596
2015-06-30$26.69$30.0023.7%6.8%15.3%93.7%23.4%6.7%-3.9%-1.2M24.0M-214.0K2.3824.63N/AN/A2,1965,21610,78530,538