EWC Options History — June 2017

In June 2017, EWC traded between $25.99 and $26.97. ATM implied volatility averaged 13.6%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.2% (HV 20d: 12.4%). Max pain ranged from $26.00 to $37.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 2.21.

Notable Days

  • 2017-06-22: Highest Volume — 15,805 contracts
  • 2017-06-14: Largest IV spike — 55.2% change
  • 2017-06-05: Highest IV Rank — 27.1%
  • 2017-06-05: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.45$25.99$26.97$26.36$26.83
Max Pain$35.18$26.00$37.00$26.00$34.00
ATM IV13.6%9.8%18.5%16.8%11.2%
Expected Move3.9%2.8%4.8%4.8%3.2%
HV 20d12.4%9.0%15.7%15.7%13.0%
HV 60d12.7%12.0%13.3%13.0%13.3%
IV Rank14.2%4.2%27.1%22.4%7.6%
IV Percentile36.1%1.2%81.7%71.0%7.9%
Term Structure0.9%-0.8%3.3%0.1%1.7%
VWIV14.2%9.8%17.7%16.0%11.8%
Skew 25d4.8%1.2%9.0%9.0%4.1%
Skew 10d8.1%0.5%25.1%12.6%4.0%
Call IV 25d11.2%8.2%14.2%10.0%9.8%
Put IV 25d16.0%11.7%19.9%18.9%13.8%
Bid-Ask Spread %25.787.10103.6614.2229.44
Gamma HHI0.200.180.220.210.19
Net GEX-751.8K-1.3M-324.5K-854.6K-668.1K
Net DEX4.4M-2.6M8.1M5.7M4.5M
Net VEX-278.5K-320.2K-245.9K-314.6K-273.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.1316.340.2810.12
Total Volume8,934.3642,61015,8058,2236,715
Total OI56,670.40945,64766,33165,97046,571

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$26.36$26.0016.8%4.8%15.7%22.4%16.0%9.0%0.1%-854.6K5.7M-314.6K0.2814.22N/AN/A6,4141,80927,07638,894
2017-06-02$26.35$26.0016.4%4.7%15.0%21.5%15.6%5.4%-0.1%-914.6K5.7M-310.3K0.339.12N/AN/A6,4532,10527,07238,825
2017-06-05$26.34$34.0018.5%4.8%13.3%27.1%17.7%6.5%-0.8%-936.3K6.6M-308.0K0.3216.93N/AN/A6,4482,08427,11939,094
2017-06-06$26.43$34.0018.2%4.8%13.4%26.2%17.7%5.5%0.2%-944.4K5.1M-309.3K0.4321.04N/AN/A7,9183,40427,11339,218
2017-06-07$26.21$34.0016.6%4.8%13.3%21.9%17.7%5.5%0.2%-1.2M8.1M-287.1K0.1716.03N/AN/A7,9321,31625,61837,690
2017-06-08$26.29$34.0017.0%4.6%12.7%23.0%16.7%5.9%-0.0%-1.2M7.3M-285.6K0.1316.33N/AN/A7,9321,04525,64237,765
2017-06-09$26.49$37.0015.6%4.4%12.5%19.5%16.7%5.5%0.4%-1.1M3.7M-278.0K0.2022.67N/AN/A5,9381,20125,64237,801
2017-06-12$26.54$37.0010.9%3.9%12.5%6.9%15.9%4.7%1.3%-902.0K2.3M-267.7K0.2118.93N/AN/A5,9381,22125,65637,831
2017-06-13$26.73$37.0010.0%3.3%12.0%4.6%14.5%5.2%1.6%-563.8K-2.6M-259.5K0.2062.68N/AN/A5,9311,18225,65637,892
2017-06-14$26.41$37.0015.5%4.4%12.8%19.1%14.3%7.3%-0.8%-1.0M3.7M-273.2K0.20103.66N/AN/A5,9701,22125,65937,891
2017-06-15$26.31$37.0013.8%3.9%10.1%14.5%12.7%4.0%0.9%-1.3M4.0M-262.5K0.1710.89N/AN/A6,0461,05525,69837,952
2017-06-16$26.52$37.0011.4%3.3%10.4%8.2%12.4%2.5%1.2%-324.5K1.1M-257.5K0.1821.53N/AN/A6,0511,11325,76737,973
2017-06-19$26.64$37.0011.4%3.3%9.0%8.3%12.5%6.4%3.3%-332.0K-1.9M-245.9K0.3213.16N/AN/A1,97163915,09133,327
2017-06-20$26.11$37.0012.7%3.6%11.3%11.6%14.2%3.8%1.4%-372.8K3.0M-256.8K0.347.10N/AN/A1,96267515,07733,307
2017-06-21$25.99$37.0012.6%3.6%11.3%11.4%12.9%3.6%1.3%-442.0K4.9M-260.5K2.9410.41N/AN/A1,9695,78915,07733,298
2017-06-22$26.27$37.0012.5%3.6%12.0%11.2%12.9%3.6%1.7%-550.1K5.9M-320.2K1.6427.80N/AN/A5,9769,82915,07938,384
2017-06-23$26.38$37.0012.5%3.6%12.1%11.2%12.4%1.2%1.6%-705.6K7.8M-279.1K1.6432.84N/AN/A5,9809,80911,19934,448
2017-06-26$26.44$37.0012.9%3.7%12.1%12.2%12.7%1.5%0.8%-631.8K7.6M-273.2K1.6326.98N/AN/A5,9919,78411,20334,448
2017-06-27$26.57$37.009.8%2.8%12.2%4.2%12.1%3.9%2.2%-593.0K6.4M-269.0K2.1525.75N/AN/A4,5049,69511,20334,447
2017-06-28$26.97$37.0010.1%2.9%13.0%4.9%9.8%5.5%2.6%-424.6K2.2M-262.7K16.3427.98N/AN/A61910,11611,21734,442
2017-06-29$26.81$34.0013.5%3.9%13.0%13.7%13.1%4.9%-0.1%-646.9K5.0M-273.1K8.7131.62N/AN/A7016,10511,31635,071
2017-06-30$26.83$34.0011.2%3.2%13.0%7.6%11.8%4.1%1.7%-668.1K4.5M-273.3K10.1229.44N/AN/A6046,11111,47835,093