EWC Options History — October 2017

In October 2017, EWC traded between $28.66 and $29.31. ATM implied volatility averaged 11.6%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 5.8% (HV 20d: 5.8%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 3.67.

Notable Days

  • 2017-10-31: Highest Volume — 9,571 contracts
  • 2017-10-11: Largest IV spike — 11.9% change
  • 2017-10-17: Highest IV Rank — 13.3%
  • 2017-10-17: Largest Expected Move — 3.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.04$28.66$29.31$28.95$28.81
Max Pain$28.86$28.00$29.00$28.00$29.00
ATM IV11.6%10.1%13.1%10.7%11.7%
Expected Move3.4%3.0%3.8%3.1%3.4%
HV 20d5.8%4.4%7.4%7.0%7.4%
HV 60d7.9%7.6%8.6%8.6%8.0%
IV Rank9.2%5.1%13.3%6.7%9.5%
IV Percentile24.1%4.4%50.4%8.3%27.8%
Term Structure0.8%-0.0%2.1%1.4%0.4%
VWIV12.6%9.3%15.2%11.8%9.3%
Skew 25d4.6%-2.5%8.4%4.8%0.0%
Skew 10d5.6%0.3%12.3%6.6%2.1%
Call IV 25d9.1%6.1%11.7%8.6%9.8%
Put IV 25d13.7%8.5%15.5%13.4%9.8%
Bid-Ask Spread %38.377.0799.0110.2818.53
Gamma HHI0.210.180.260.200.26
Net GEX-818.5K-1.8M-375.9K-375.9K-1.8M
Net DEX-1.1M-6.1M3.5M-6.1M2.5M
Net VEX-137.5K-151.5K-123.7K-151.5K-134.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.671.998.958.003.12
Total Volume2,8071,1239,5713,6619,571
Total OI41,654.27340,42743,87743,45140,476

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$28.95$28.0010.7%3.1%7.0%6.7%11.8%4.8%1.4%-375.9K-6.1M-151.5K8.0010.28N/AN/A4073,2547,70235,749
2017-10-03$29.06$28.0011.0%3.1%6.1%7.5%11.8%5.7%1.3%-560.7K-1.6M-145.7K2.137.07N/AN/A3687845,72835,750
2017-10-04$29.12$28.0010.6%3.0%5.0%6.4%10.8%5.1%1.1%-487.0K-2.3M-142.7K2.0416.12N/AN/A3707535,72935,721
2017-10-05$28.98$29.0010.1%3.3%5.2%5.1%11.6%5.3%0.8%-517.1K-1.6M-143.0K1.997.82N/AN/A4068085,73135,761
2017-10-06$28.96$29.0010.3%3.4%5.0%5.8%12.3%6.8%1.1%-461.9K-1.4M-142.3K2.0912.33N/AN/A3918175,71535,819
2017-10-09$28.95$29.0011.2%3.4%4.4%8.0%14.2%6.4%1.3%-481.7K-1.7M-140.4K2.2310.08N/AN/A3507815,71435,829
2017-10-10$29.11$29.0011.2%3.6%4.7%8.1%12.5%7.3%0.6%-472.4K-2.2M-140.4K2.287.60N/AN/A3437815,71135,848
2017-10-11$29.29$29.0012.5%3.6%5.0%11.7%13.1%8.4%0.6%-427.9K-3.1M-135.9K2.268.35N/AN/A3477835,71735,848
2017-10-12$29.16$29.0012.1%3.5%5.3%10.6%13.8%3.6%0.8%-407.3K-3.0M-134.8K2.3292.55N/AN/A3407905,69835,840
2017-10-13$29.25$29.0012.0%3.4%5.3%10.3%13.2%3.6%1.0%-405.3K-3.4M-133.1K3.0716.52N/AN/A3401,0455,69635,861
2017-10-16$29.16$29.0012.9%3.7%5.3%12.7%14.2%7.0%0.4%-523.7K-2.9M-132.5K2.8422.86N/AN/A3389615,69636,035
2017-10-17$29.18$29.0013.1%3.8%5.0%13.3%14.3%8.0%-0.0%-533.7K-2.8M-130.9K3.1017.89N/AN/A3421,0595,71336,022
2017-10-18$29.29$29.0012.2%3.5%5.1%10.9%12.2%6.9%0.9%-494.2K-4.2M-123.7K8.9577.47N/AN/A3423,0625,74336,122
2017-10-19$29.31$29.0012.0%3.4%5.0%10.3%11.7%3.1%0.0%-1.2M-1.9M-130.4K8.9591.38N/AN/A3423,0625,74338,132
2017-10-20$29.08$29.0011.6%3.3%5.9%9.2%12.3%1.7%0.6%-1.1M-522.6K-135.9K2.9698.12N/AN/A3691,0945,74538,132
2017-10-23$29.02$29.0011.0%3.2%5.9%7.7%12.3%3.3%2.1%-1.2M-3.8K-134.0K2.5599.01N/AN/A3338495,60434,825
2017-10-24$29.04$29.0011.8%3.4%5.9%9.7%13.0%5.4%1.1%-1.1M-10.9K-133.9K2.5614.25N/AN/A3318485,60434,827
2017-10-25$28.70$29.0011.8%3.4%7.3%9.9%10.6%-2.5%0.8%-1.1M2.7M-139.6K4.1740.57N/AN/A5482,2855,60034,827
2017-10-26$28.66$29.0011.9%3.4%7.0%10.1%12.8%3.0%0.4%-1.2M3.5M-144.0K6.8884.70N/AN/A3342,2985,57336,381
2017-10-27$28.82$29.0011.3%3.3%7.3%8.5%14.5%3.4%0.9%-1.3M3.1M-140.3K3.1377.52N/AN/A2,3127,2485,57236,395
2017-10-30$28.92$29.0012.0%3.4%7.4%10.2%15.2%4.2%0.4%-1.8M2.5M-136.1K3.1213.05N/AN/A2,3227,2465,57534,885
2017-10-31$28.81$29.0011.7%3.4%7.4%9.5%9.3%0.0%0.4%-1.8M2.5M-134.4K3.1218.53N/AN/A2,3257,2465,58634,890