EWC Options History — July 2015 In July 2015, EWC traded between $24.72 and $26.70. ATM implied volatility averaged 20.1%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.3% (HV 20d: 14.9%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 7.55.
Notable Days 2015-07-17 : Highest Volume — 35,602 contracts2015-07-06 : Largest IV spike — 35.1% change2015-07-06 : Highest IV Rank — 100.0%2015-07-08 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.77 $24.72 $26.70 $26.51 $25.53 Max Pain $26.64 $24.00 $28.00 $28.00 $26.00 ATM IV 20.1% 13.7% 29.6% 20.4% 14.2% Expected Move 5.4% 3.9% 6.8% 5.9% 4.1% HV 20d 14.9% 13.8% 15.4% 15.4% 14.8% HV 60d 13.6% 13.2% 14.1% 13.5% 13.9% IV Rank 60.9% 29.6% 100.0% 77.8% 31.9% IV Percentile 70.5% 23.4% 100.0% 87.7% 26.2% Term Structure 0.3% -2.3% 2.8% -2.3% 0.5% VWIV 18.0% 14.8% 21.9% 21.4% 14.9% Skew 25d 4.8% 0.4% 9.4% 6.2% 2.3% Skew 10d 12.3% 4.0% 20.2% 14.0% 10.1% Call IV 25d 17.5% 13.9% 21.6% 20.2% 14.2% Put IV 25d 22.2% 16.5% 28.4% 26.4% 16.5% Bid-Ask Spread % 60.36 29.67 88.10 33.81 29.67 Gamma HHI 0.31 0.23 0.42 0.30 0.42 Net GEX -2.8M -5.0M -1.3M -1.3M -5.0M Net DEX 48.5M 23.6M 78.0M 24.8M 63.8M Net VEX -318.1K -374.5K -210.6K -210.6K -353.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.55 2.21 16.25 2.48 3.24 Total Volume 16,868.591 5,591 35,602 5,631 11,206 Total OI 65,596.273 42,054 88,604 42,054 88,604
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 2015-07-01 $26.51 $28.00 20.4% 5.9% 15.4% 77.8% 21.4% 6.2% -2.3% -1.3M 24.8M -210.6K 2.48 33.81 N/A N/A 1,617 4,014 11,378 30,676 2015-07-02 $26.70 $28.00 19.9% 5.7% 15.1% 75.6% 19.5% 9.4% -1.2% -1.3M 23.6M -237.6K 2.45 33.23 N/A N/A 1,622 3,969 12,438 33,643 2015-07-06 $26.39 $24.00 26.9% 6.4% 15.4% 100.0% 21.6% 6.0% -0.3% -1.3M 26.1M -226.5K 2.56 53.92 N/A N/A 1,720 4,402 12,457 33,636 2015-07-07 $26.36 $27.00 25.3% 6.4% 14.9% 92.0% 20.2% 6.6% -1.3% -1.4M 25.7M -225.9K 10.27 59.27 N/A N/A 1,841 18,900 12,553 34,089 2015-07-08 $25.91 $28.00 29.1% 6.8% 15.1% 100.0% 21.9% 6.8% -0.7% -1.4M 32.4M -261.8K 13.32 53.98 N/A N/A 1,849 24,621 13,766 35,208 2015-07-09 $25.76 $28.00 29.6% 6.6% 14.0% 100.0% 21.9% 6.9% -0.7% -1.6M 39.2M -340.5K 13.56 61.79 N/A N/A 1,804 24,465 14,778 41,445 2015-07-10 $26.05 $28.00 25.9% 6.1% 15.0% 83.7% 16.6% 6.2% -0.4% -1.8M 39.7M -330.5K 11.23 64.03 N/A N/A 1,499 16,833 13,782 41,491 2015-07-13 $26.17 $28.00 24.5% 5.6% 15.1% 77.5% 17.7% 5.0% -0.1% -1.9M 37.4M -326.7K 11.19 65.99 N/A N/A 1,496 16,746 13,840 41,631 2015-07-14 $26.27 $28.00 18.2% 5.2% 15.2% 49.6% 16.2% 4.2% 0.6% -2.0M 37.1M -324.1K 8.32 72.53 N/A N/A 2,014 16,755 13,880 41,612 2015-07-15 $26.03 $27.00 18.8% 5.4% 15.3% 52.3% 18.0% 4.7% 0.4% -2.0M 39.5M -315.7K 6.75 71.03 N/A N/A 2,531 17,086 14,472 41,476 2015-07-16 $26.07 $26.00 17.2% 4.9% 15.2% 44.9% 16.4% 4.8% 0.8% -1.9M 37.1M -318.4K 8.44 73.51 N/A N/A 2,018 17,041 14,978 41,590 2015-07-17 $25.88 $26.00 16.7% 4.8% 15.1% 42.8% 17.6% 3.9% 0.8% -1.7M 41.1M -310.4K 16.25 76.43 N/A N/A 2,064 33,538 14,984 41,527 2015-07-20 $25.51 $26.00 15.2% 4.4% 15.3% 36.1% 18.3% 4.5% 2.8% -3.1M 52.2M -343.7K 9.55 75.68 N/A N/A 1,774 16,947 14,056 57,065 2015-07-21 $25.50 $26.00 18.3% 5.3% 14.6% 50.1% 17.5% 3.1% 0.4% -3.1M 54.8M -341.6K 15.29 74.96 N/A N/A 1,771 27,077 14,209 57,125 2015-07-22 $25.23 $26.00 17.5% 5.0% 14.4% 46.5% 14.8% 3.7% 1.8% -4.1M 66.5M -374.5K 11.17 86.58 N/A N/A 1,780 19,891 14,340 67,563 2015-07-23 $25.14 $26.00 17.6% 5.1% 14.4% 46.9% 16.8% 0.4% 1.2% -4.2M 68.7M -364.0K 5.99 88.10 N/A N/A 2,716 16,263 14,369 67,580 2015-07-24 $24.99 $26.00 18.5% 5.3% 14.4% 51.0% 16.3% 4.1% 0.2% -4.4M 73.6M -362.3K 2.59 58.77 N/A N/A 2,732 7,072 15,370 68,924 2015-07-27 $24.72 $26.00 19.8% 5.7% 14.5% 56.7% 19.0% 0.7% 0.3% -4.2M 78.0M -358.5K 2.21 58.45 N/A N/A 2,764 6,100 15,356 69,046 2015-07-28 $25.13 $26.00 18.4% 5.3% 13.8% 50.2% 17.0% 5.9% 0.4% -4.5M 72.7M -356.7K 3.03 56.56 N/A N/A 2,688 8,147 15,383 69,197 2015-07-29 $25.50 $26.00 17.0% 4.9% 15.2% 44.3% 14.9% 4.9% 1.6% -4.8M 66.3M -356.9K 3.11 45.46 N/A N/A 2,634 8,185 15,385 71,331 2015-07-30 $25.53 $26.00 13.7% 3.9% 15.1% 29.6% 16.6% 4.7% 2.0% -4.7M 66.1M -356.8K 3.14 34.19 N/A N/A 2,634 8,283 15,401 71,484 2015-07-31 $25.53 $26.00 14.2% 4.1% 14.8% 31.9% 14.9% 2.3% 0.5% -5.0M 63.8M -353.9K 3.24 29.67 N/A N/A 2,646 8,560 15,402 73,202
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