EWC Options History — March 2021 In March 2021, EWC traded between $32.61 and $34.92. ATM implied volatility averaged 17.6%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 1.1% (HV 20d: 16.6%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.55.
Notable Days 2021-03-25 : Highest Volume — 11,553 contracts2021-03-09 : Largest IV drop — 23.1% change2021-03-08 : Highest IV Rank — 19.2%2021-03-08 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.89 $32.61 $34.92 $32.92 $34.08 Max Pain $32.74 $31.00 $33.00 $31.00 $33.00 ATM IV 17.6% 12.7% 23.7% 18.3% 14.8% Expected Move 5.0% 3.6% 6.2% 5.3% 4.2% HV 20d 16.6% 13.6% 18.8% 16.1% 13.6% HV 60d 16.2% 15.9% 16.5% 15.9% 16.2% IV Rank 11.4% 4.7% 19.2% 11.4% 9.7% IV Percentile 16.6% 0.4% 53.6% 18.3% 1.6% Term Structure 1.5% -0.5% 7.3% -0.5% 1.3% VWIV 17.4% 12.0% 23.0% 19.5% 12.3% Skew 25d 6.2% 2.6% 10.7% 10.7% 4.0% Skew 10d 10.7% 1.8% 18.7% 12.4% 3.5% Call IV 25d 15.3% 12.4% 18.1% 15.5% 12.7% Put IV 25d 21.5% 16.7% 26.2% 26.2% 16.7% Bid-Ask Spread % 44.35 12.78 90.48 79.85 12.78 Gamma HHI 0.22 0.19 0.33 0.22 0.28 Net GEX 110.1K -948.8K 444.3K 234.2K -740.2K Net DEX -38.7M -67.3M -15.0M -35.6M -18.7M Net VEX -242.8K -282.4K -202.1K -269.3K -277.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.00 5.17 0.41 0.01 Total Volume 873.783 28 11,553 45 267 Total OI 52,937.609 30,950 63,706 61,281 42,321
Daily Data (23 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 2021-03-01 $32.92 $31.00 18.3% 5.3% 16.1% 11.4% 19.5% 10.7% -0.5% 234.2K -35.6M -269.3K 0.41 79.85 N/A N/A 32 13 24,440 36,841 2021-03-02 $33.25 $31.00 18.9% 5.4% 15.9% 12.2% 18.1% 6.4% 0.6% 243.6K -43.4M -246.7K 0.00 33.33 N/A N/A 122 0 24,450 36,841 2021-03-03 $33.07 $31.00 19.9% 5.7% 15.2% 13.6% 23.0% 6.0% 0.3% 219.5K -41.1M -269.6K 1.52 44.77 N/A N/A 31 47 24,449 36,841 2021-03-04 $32.61 $33.00 20.7% 5.9% 16.3% 14.8% 21.3% 7.7% 0.1% 216.9K -32.7M -282.4K 0.81 43.14 N/A N/A 52 42 24,471 36,879 2021-03-05 $33.12 $33.00 20.3% 5.6% 17.0% 14.2% 18.6% 9.3% 1.1% 271.3K -40.4M -267.3K 0.75 38.10 N/A N/A 16 12 24,499 36,919 2021-03-08 $33.33 $33.00 23.7% 6.2% 16.9% 19.2% 0.0% 8.3% 0.8% 224.2K -46.4M -235.3K 0.01 69.45 N/A N/A 406 6 24,516 36,910 2021-03-09 $33.59 $33.00 18.3% 5.1% 16.6% 11.3% 20.3% 6.9% 1.3% 313.6K -51.1M -227.3K 0.88 19.59 N/A N/A 982 861 24,882 36,917 2021-03-10 $33.77 $33.00 17.9% 5.1% 16.5% 10.7% 17.4% 6.5% 2.0% 376.5K -53.1M -250.4K 0.02 30.96 N/A N/A 90 2 25,773 37,733 2021-03-11 $34.31 $33.00 18.8% 5.4% 17.3% 12.0% 19.8% 7.2% 1.0% 398.6K -60.7M -233.7K 0.10 52.61 N/A N/A 52 5 25,737 37,733 2021-03-12 $34.48 $33.00 18.8% 5.4% 17.3% 12.0% 17.6% 6.9% 2.1% 393.0K -65.1M -208.2K 0.16 58.23 N/A N/A 62 10 25,733 37,737 2021-03-15 $34.65 $33.00 15.9% 4.6% 17.3% 7.9% 19.4% 6.4% 2.9% 401.4K -66.1M -202.1K 0.01 40.73 N/A N/A 308 4 25,668 37,739 2021-03-16 $34.66 $33.00 16.3% 4.7% 17.3% 8.4% 17.4% 5.6% 2.5% 425.2K -66.4M -213.7K 0.25 67.30 N/A N/A 72 18 25,961 37,735 2021-03-17 $34.92 $33.00 16.2% 4.6% 17.0% 8.3% 16.4% 6.2% 1.8% 444.3K -67.3M -222.9K 0.11 67.64 N/A N/A 62 7 25,954 37,752 2021-03-18 $34.36 $33.00 18.9% 5.4% 18.2% 12.2% 17.8% 4.1% 2.0% 387.4K -44.1M -236.5K 0.01 35.74 N/A N/A 378 2 20,389 37,756 2021-03-19 $34.49 $33.00 18.1% 5.2% 18.0% 12.4% 16.4% 8.2% 1.9% 203.8K -45.1M -220.6K 0.93 36.08 N/A N/A 708 658 20,686 37,758 2021-03-22 $34.27 $33.00 16.0% 4.6% 18.2% 10.4% 12.0% 5.4% 1.6% 251.7K -18.1M -215.6K 0.01 53.86 N/A N/A 647 4 13,611 18,048 2021-03-23 $33.89 $33.00 16.8% 4.8% 18.8% 12.0% 16.0% 4.6% 1.1% 295.5K -15.4M -238.7K 0.15 15.12 N/A N/A 132 20 13,551 17,399 2021-03-24 $33.89 $33.00 16.9% 4.8% 18.2% 12.0% 17.0% 2.6% 0.7% 294.9K -16.1M -228.9K 0.42 20.92 N/A N/A 55 23 13,676 17,419 2021-03-25 $33.84 $33.00 16.0% 4.6% 16.3% 10.5% 19.2% 5.9% 0.5% 324.6K -15.0M -236.2K 5.17 90.48 N/A N/A 1,873 9,680 13,721 17,416 2021-03-26 $34.07 $33.00 16.0% 4.6% 15.0% 11.6% 15.0% 3.6% 1.5% -894.5K -16.0M -265.5K 0.17 17.98 N/A N/A 267 46 16,032 24,110 2021-03-29 $34.05 $33.00 12.7% 3.6% 14.0% 4.7% 13.1% 6.8% 7.3% -804.1K -16.7M -261.8K 0.72 74.07 N/A N/A 1,096 785 16,260 24,114 2021-03-30 $33.94 $33.00 14.9% 4.3% 13.8% 10.1% 15.5% 3.9% 1.6% -948.8K -16.3M -274.8K 0.01 17.29 N/A N/A 141 1 17,297 24,891 2021-03-31 $34.08 $33.00 14.8% 4.2% 13.6% 9.7% 12.3% 4.0% 1.3% -740.2K -18.7M -277.1K 0.01 12.78 N/A N/A 265 2 17,429 24,892
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