EWC Options History — June 2019

In June 2019, EWC traded between $27.38 and $28.76. ATM implied volatility averaged 12.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 0.6% (HV 20d: 11.4%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1576.00.

Notable Days

  • 2019-06-04: Highest Volume — 24,047 contracts
  • 2019-06-04: Largest IV drop — 43.9% change
  • 2019-06-03: Highest IV Rank — 45.8%
  • 2019-06-03: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.21$27.38$28.76$27.38$28.60
Max Pain$28.85$28.00$29.00$28.00$29.00
ATM IV12.0%7.9%19.1%19.1%7.9%
Expected Move3.5%2.3%5.5%5.5%2.3%
HV 20d11.4%9.4%13.2%11.9%9.4%
HV 60d10.0%9.8%10.3%9.8%10.0%
IV Rank16.4%0.0%45.8%45.8%0.0%
IV Percentile23.0%0.0%81.3%81.3%0.0%
Term Structure0.9%-3.8%4.1%-3.8%4.1%
VWIV14.2%6.8%20.1%20.1%6.8%
Skew 25d4.2%-3.9%8.2%4.8%6.3%
Skew 10d3.8%-2.2%15.1%3.4%-2.2%
Call IV 25d10.1%7.2%14.7%14.7%7.8%
Put IV 25d14.3%8.5%19.5%19.5%14.0%
Bid-Ask Spread %78.1823.71132.1874.9323.83
Gamma HHI0.580.280.750.280.73
Net GEX-4.0M-6.9M-1.5M-2.6M-1.8M
Net DEX13.2M3.3M27.1M14.8M6.2M
Net VEX-60.2K-98.2K-35.1K-54.2K-40.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1576.000.0012022.503000.000.82
Total Volume3,579.6124,0476,00220
Total OI46,71019,32061,58335,17519,337

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$27.38$28.0019.1%5.5%11.9%45.8%20.1%4.8%-3.8%-2.6M14.8M-54.2K3000.0074.93N/AN/A26,00092034,255
2019-06-04$27.78$28.0010.7%3.1%13.2%11.1%15.6%2.8%0.6%-2.3M11.0M-46.5K12022.5076.43N/AN/A224,04592234,265
2019-06-05$27.81$28.0011.1%3.2%12.6%12.7%14.3%5.3%1.3%-5.3M17.3M-65.7K4120.5081.88N/AN/A28,24192248,360
2019-06-06$27.98$29.009.3%3.7%12.6%5.2%15.9%7.3%1.1%-4.9M15.5M-62.0K9102.5092.25N/AN/A218,20592048,438
2019-06-07$28.16$29.0012.2%3.7%12.7%17.2%15.6%4.2%1.3%-6.5M27.1M-98.2K1438.4095.80N/AN/A57,19292058,404
2019-06-10$28.19$29.0015.3%3.7%12.7%30.1%0.0%6.8%1.2%-6.8M22.0M-85.4K2.2076.87N/AN/A102292358,753
2019-06-11$28.20$29.0012.0%3.7%11.3%16.4%16.5%8.2%1.0%-6.3M24.7M-89.8K1.1086.72N/AN/A212393358,763
2019-06-12$28.04$29.0011.9%3.4%11.3%16.0%16.7%7.8%1.3%-5.9M17.2M-73.5K111.9491.28N/AN/A171,90392258,763
2019-06-13$28.05$29.0012.3%3.5%11.1%17.4%16.8%7.7%1.2%-6.9M21.8M-86.9K105.7285.13N/AN/A181,90392360,639
2019-06-14$28.05$29.0012.5%3.6%11.0%18.3%15.7%6.2%1.1%-6.6M19.2M-79.2K2.6198.48N/AN/A7311,90792460,639
2019-06-17$27.89$29.0012.8%3.7%11.2%19.7%17.7%8.2%0.6%-6.6M18.3M-74.3K0.0081.05N/AN/A06594460,639
2019-06-18$28.22$29.0013.1%3.7%11.9%20.7%14.9%3.3%0.9%-3.8M9.5M-57.4K16.5094.27N/AN/A46694460,424
2019-06-19$28.44$29.0012.7%3.6%12.0%19.2%10.1%1.4%1.6%-2.6M6.4M-47.6K3.30130.75N/AN/A206694860,424
2019-06-20$28.76$29.0010.2%2.9%12.3%9.1%10.0%0.0%1.6%-1.6M3.3M-35.1K1.68132.18N/AN/A406793360,424
2019-06-21$28.66$29.0010.0%2.9%10.5%8.0%9.8%-0.8%1.8%-1.5M3.7M-38.4K12.05111.38N/AN/A7388095360,425
2019-06-24$28.65$29.0010.4%3.0%10.2%9.6%0.0%-0.9%1.3%-1.5M4.9M-36.4K0.0038.14N/AN/A1031419,006
2019-06-25$28.43$29.0012.5%3.6%10.7%18.6%0.0%-3.9%-2.1%-2.0M7.5M-46.2K0.0043.34N/AN/A3031419,006
2019-06-26$28.45$29.0013.8%4.0%10.0%23.9%0.0%5.6%0.9%-1.9M6.8M-44.3K1.2923.71N/AN/A7931419,010
2019-06-27$28.51$29.0010.2%2.9%9.8%9.0%10.0%3.2%1.6%-1.9M6.7M-42.6K0.8225.22N/AN/A11931819,015
2019-06-28$28.60$29.007.9%2.3%9.4%0.0%6.8%6.3%4.1%-1.8M6.2M-40.0K0.8223.83N/AN/A11932219,015