EWC Options History — March 2020 In March 2020, EWC traded between $17.70 and $28.30. ATM implied volatility averaged 55.0%, placing in the 79.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 13.9% (HV 20d: 68.9%). Max pain ranged from $23.00 to $30.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 110.42.
Notable Days 2020-03-13 : Highest Volume — 9,940 contracts2020-03-09 : Largest IV spike — 45.0% change2020-03-09 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 22.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.47 $17.70 $28.30 $28.04 $21.79 Max Pain $26.64 $23.00 $30.00 $30.00 $23.00 ATM IV 55.0% 23.7% 79.8% 26.2% 47.5% Expected Move 15.3% 6.8% 22.9% 7.5% 13.6% HV 20d 68.9% 22.8% 105.7% 22.9% 105.7% HV 60d 41.6% 14.3% 62.1% 14.4% 62.1% IV Rank 79.7% 52.0% 100.0% 58.6% 57.2% IV Percentile 98.4% 93.7% 100.0% 99.2% 93.7% Term Structure -8.4% -17.9% -2.1% -3.6% -3.9% VWIV 59.0% 24.6% 88.3% 26.8% 61.1% Skew 25d 17.9% 7.5% 30.6% 10.3% 22.7% Skew 10d 38.9% 8.5% 64.9% 10.1% 52.7% Call IV 25d 45.2% 20.1% 66.3% 21.8% 39.4% Put IV 25d 63.2% 27.6% 94.1% 32.1% 62.1% Bid-Ask Spread % 76.80 14.17 99.95 99.95 14.17 Gamma HHI 0.18 0.10 0.30 0.30 0.17 Net GEX -285.1K -750.0K 593.0K 7.1K -750.0K Net DEX 46.6M 16.0M 69.6M 25.3M 39.3M Net VEX -174.8K -298.2K -68.5K -285.8K -135.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 110.42 0.57 896.55 339.55 3.48 Total Volume 3,160.045 156 9,940 3,746 403 Total OI 86,484.909 74,588 109,797 81,845 76,438
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 2020-03-02 $28.04 $30.00 26.2% 7.5% 22.9% 58.6% 26.8% 10.3% -3.6% 7.1K 25.3M -285.8K 339.55 99.95 N/A N/A 11 3,735 53,456 28,389 2020-03-03 $28.02 $30.00 29.0% 8.3% 22.8% 66.0% 28.8% 8.7% -6.5% 467.8K 21.5M -286.5K 411.33 91.59 N/A N/A 15 6,170 53,464 26,973 2020-03-04 $28.30 $30.00 23.7% 6.8% 22.8% 52.0% 24.6% 7.5% -3.5% 593.0K 16.0M -298.2K 19.89 74.08 N/A N/A 18 358 53,477 27,175 2020-03-05 $27.88 $27.00 31.4% 6.8% 22.9% 72.6% 25.2% 7.8% -4.0% 403.4K 22.6M -284.8K 155.00 76.53 N/A N/A 1 155 53,483 27,120 2020-03-06 $27.22 $27.00 38.6% 8.3% 23.7% 91.8% 30.3% 9.3% -5.5% -51.4K 30.7M -260.1K 44.33 84.70 N/A N/A 6 266 53,482 27,266 2020-03-09 $24.12 $28.00 56.0% 12.2% 47.3% 100.0% 39.8% 12.2% -7.8% -147.4K 50.3M -153.3K 35.33 79.33 N/A N/A 30 1,060 53,495 27,480 2020-03-10 $24.41 $28.00 48.0% 12.8% 47.8% 84.6% 47.4% 9.0% -11.4% -198.4K 48.7M -169.5K 896.55 88.55 N/A N/A 11 9,862 53,537 27,748 2020-03-11 $23.51 $28.00 51.1% 14.7% 48.4% 90.6% 51.3% 10.2% -6.1% -490.5K 59.9M -199.6K 87.50 92.34 N/A N/A 8 700 53,542 37,519 2020-03-12 $20.46 $28.00 73.9% 21.2% 65.3% 100.0% 77.2% 28.2% -13.4% -213.1K 60.5M -143.7K 120.76 82.98 N/A N/A 68 8,212 53,549 37,365 2020-03-13 $22.02 $28.00 68.1% 19.5% 73.1% 91.7% 78.8% 21.8% -16.8% -370.9K 52.2M -223.5K 133.32 93.41 N/A N/A 74 9,866 53,591 41,056 2020-03-16 $20.16 $27.00 78.6% 22.5% 77.0% 100.0% 83.8% 26.9% -14.8% -558.5K 69.0M -165.4K 66.77 82.40 N/A N/A 93 6,210 53,641 49,411 2020-03-17 $20.14 $27.00 78.3% 22.4% 77.0% 99.5% 88.3% 30.6% -17.9% -588.5K 69.6M -160.0K 0.57 79.67 N/A N/A 5,527 3,167 53,674 49,935 2020-03-18 $18.16 $27.00 79.8% 22.9% 81.6% 100.0% 77.6% 17.8% -10.9% -478.2K 67.5M -133.2K 42.68 87.25 N/A N/A 114 4,866 59,194 50,603 2020-03-19 $19.16 $27.00 72.2% 20.7% 86.0% 89.9% 77.5% 26.7% -10.1% -407.7K 64.3M -150.0K 13.55 78.24 N/A N/A 75 1,016 59,291 47,587 2020-03-20 $18.76 $27.00 60.4% 17.3% 85.7% 74.3% 64.8% 23.3% -9.0% -371.9K 69.5M -98.3K 11.93 70.57 N/A N/A 86 1,026 59,330 47,577 2020-03-23 $17.70 $25.00 57.4% 16.5% 86.5% 70.4% 57.4% 21.2% -2.1% -312.7K 49.6M -68.5K 7.04 71.74 N/A N/A 203 1,429 40,346 34,664 2020-03-24 $19.77 $25.00 53.9% 15.5% 99.2% 65.8% 57.9% 20.4% -6.3% -472.9K 46.3M -97.7K 1.51 68.57 N/A N/A 462 697 40,430 34,158 2020-03-25 $21.32 $23.00 63.8% 18.3% 104.8% 78.8% 75.7% 20.2% -10.4% -489.7K 38.5M -145.8K 8.01 60.06 N/A N/A 162 1,298 40,824 34,346 2020-03-26 $21.55 $24.00 58.0% 16.6% 105.1% 71.1% 83.0% 22.3% -8.9% -610.6K 39.3M -140.7K 9.44 73.80 N/A N/A 89 840 40,919 34,895 2020-03-27 $20.84 $23.00 58.6% 16.8% 105.1% 71.9% 72.3% 19.1% -5.8% -566.3K 41.9M -129.0K 2.80 80.45 N/A N/A 174 488 40,982 35,034 2020-03-30 $21.05 $24.00 54.3% 15.6% 104.4% 66.3% 68.2% 18.6% -5.8% -665.9K 43.1M -116.6K 17.80 59.19 N/A N/A 25 445 40,976 35,246 2020-03-31 $21.79 $23.00 47.5% 13.6% 105.7% 57.2% 61.1% 22.7% -3.9% -750.0K 39.3M -135.8K 3.48 14.17 N/A N/A 90 313 41,003 35,435
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