EWC Options History — October 2021

In October 2021, EWC traded between $36.62 and $39.64. ATM implied volatility averaged 15.0%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 0.8% (HV 20d: 14.2%). Max pain ranged from $33.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 17.32.

Notable Days

  • 2021-10-25: Highest Volume — 195,010 contracts
  • 2021-10-04: Largest IV spike — 22.0% change
  • 2021-10-04: Highest IV Rank — 44.4%
  • 2021-10-04: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.44$36.62$39.64$36.62$39.28
Max Pain$36.76$33.00$39.00$33.00$39.00
ATM IV15.0%11.5%20.1%16.5%13.4%
Expected Move4.2%3.3%5.5%4.7%3.8%
HV 20d14.2%9.7%17.1%16.2%10.8%
HV 60d14.4%13.8%15.6%15.6%14.1%
IV Rank24.1%10.5%44.4%30.1%17.7%
IV Percentile37.9%4.0%81.7%54.0%23.8%
Term Structure1.2%0.3%2.2%1.0%1.3%
VWIV17.0%12.2%24.6%19.8%14.8%
Skew 25d6.2%3.2%9.4%9.4%5.3%
Skew 10d13.7%8.5%22.2%18.8%10.4%
Call IV 25d12.4%9.3%16.2%13.5%11.0%
Put IV 25d18.6%15.2%24.5%22.9%16.3%
Bid-Ask Spread %23.1012.2651.2717.8812.26
Gamma HHI0.370.270.480.290.34
Net GEX-5.7M-7.1M-4.2M-5.0M-7.0M
Net DEX65.2M26.0M97.0M94.0M58.4M
Net VEX-2.0M-2.9M-1.3M-1.3M-2.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.320.01241.640.947.19
Total Volume75,699.61958195,010723143,980
Total OI312,273.667220,150423,529220,150423,529

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$36.62$33.0016.5%4.7%16.2%30.1%19.8%9.4%1.0%-5.0M94.0M-1.3M0.9417.88N/AN/A37335022,507197,643
2021-10-04$36.65$36.0020.1%5.5%16.1%44.4%23.8%8.3%0.4%-5.1M94.2M-1.4M1.3040.32N/AN/A12115722,623197,631
2021-10-05$36.91$35.0018.3%5.0%16.1%37.4%22.3%6.9%0.6%-4.2M83.0M-1.3M76.8026.41N/AN/A27020,73522,759197,824
2021-10-06$36.81$35.0019.1%5.2%16.0%40.5%20.9%8.3%0.3%-4.4M85.2M-1.3M0.1322.88N/AN/A1902422,706197,814
2021-10-07$37.41$35.0019.0%5.0%17.1%40.2%20.5%7.2%0.6%-4.8M85.8M-1.5M241.6422.25N/AN/A8320,05622,922217,538
2021-10-08$37.68$35.0015.0%4.4%17.1%24.2%20.9%6.7%1.2%-4.4M76.7M-1.4M0.2929.02N/AN/A1394023,061217,535
2021-10-11$37.70$35.0017.2%4.6%17.1%33.1%19.3%6.3%1.0%-5.0M94.4M-1.7M0.0614.88N/AN/A1611023,079237,550
2021-10-12$37.70$35.0018.2%4.6%16.8%37.1%24.6%5.9%0.9%-5.2M97.0M-1.7M2.6315.30N/AN/A164223,207237,579
2021-10-13$38.09$35.0016.5%4.7%16.6%30.2%19.6%6.7%0.5%-4.7M81.7M-1.7M0.5651.27N/AN/A1257023,208237,584
2021-10-14$38.68$35.0013.6%3.9%17.0%18.5%13.6%5.1%1.3%-5.2M64.6M-1.6M2.9836.26N/AN/A14,46143,04823,197237,618
2021-10-15$38.95$35.0012.9%3.7%16.3%16.1%12.9%5.8%1.6%-5.0M57.8M-1.6M0.9416.58N/AN/A6,4286,06923,281237,672
2021-10-18$39.03$37.0013.3%3.8%12.7%17.4%12.2%5.1%1.5%-6.8M76.6M-1.9M0.0118.57N/AN/A910832,344277,317
2021-10-19$39.25$39.0013.5%3.9%12.5%18.4%12.5%5.5%1.0%-6.4M59.0M-1.9M0.9845.15N/AN/A28,00027,51336,483281,328
2021-10-20$39.64$39.0011.5%3.3%12.5%10.5%13.5%6.3%2.2%-6.2M26.0M-2.3M3.2615.55N/AN/A44,009143,48164,409308,834
2021-10-21$39.49$39.0013.7%3.9%12.4%19.2%15.2%5.9%1.6%-6.3M33.3M-2.7M3.2615.24N/AN/A43,974143,47779,508323,836
2021-10-22$39.52$39.0011.5%3.3%12.2%10.6%16.1%5.4%1.2%-6.3M32.1M-2.7M3.2615.11N/AN/A43,953143,45479,586323,838
2021-10-25$39.62$39.0011.6%3.3%12.1%10.6%13.0%6.2%1.7%-6.5M29.0M-2.8M3.4321.71N/AN/A44,062150,94879,593323,842
2021-10-26$39.45$39.0013.9%4.0%9.7%19.9%14.5%5.8%1.6%-7.0M44.9M-2.9M3.0914.90N/AN/A44,501137,29879,721331,353
2021-10-27$39.15$39.0013.3%3.8%10.0%17.5%14.8%4.0%1.5%-7.0M67.5M-2.8M3.0814.36N/AN/A44,657137,47980,319342,372
2021-10-28$39.52$39.0011.8%3.4%10.2%11.6%12.9%3.2%2.2%-7.1M28.3M-2.7M7.8119.24N/AN/A17,595137,42580,495342,502
2021-10-29$39.28$39.0013.4%3.8%10.8%17.7%14.8%5.3%1.3%-7.0M58.4M-2.9M7.1912.26N/AN/A17,580126,40081,024342,505