EWC Options History — December 2021 In December 2021, EWC traded between $36.26 and $38.66. ATM implied volatility averaged 18.2%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 1.9% (HV 20d: 20.1%). Max pain ranged from $36.00 to $37.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 24.39.
Notable Days 2021-12-17 : Highest Volume — 120,111 contracts2021-12-13 : Largest IV spike — 52.9% change2021-12-01 : Highest IV Rank — 100.0%2021-12-01 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.64 $36.26 $38.66 $37.10 $38.47 Max Pain $36.14 $36.00 $37.00 $37.00 $36.00 ATM IV 18.2% 13.2% 27.4% 27.4% 14.6% Expected Move 5.2% 4.2% 7.9% 7.9% 4.2% HV 20d 20.1% 14.4% 24.0% 14.4% 20.6% HV 60d 15.8% 14.4% 16.6% 14.4% 16.3% IV Rank 50.2% 23.2% 100.0% 100.0% 30.8% IV Percentile 68.7% 23.8% 100.0% 100.0% 44.0% Term Structure 1.8% -5.8% 17.2% -5.8% 1.5% VWIV 20.3% 14.2% 25.8% 24.5% 15.0% Skew 25d 6.7% 2.8% 11.9% 11.9% 5.5% Skew 10d 12.9% 5.0% 24.4% 7.0% 13.4% Call IV 25d 15.4% 11.0% 22.3% 21.4% 11.0% Put IV 25d 22.1% 16.5% 33.3% 33.3% 16.5% Bid-Ask Spread % 60.90 20.00 105.94 99.12 90.78 Gamma HHI 0.23 0.20 0.27 0.21 0.25 Net GEX -11.2M -12.6M -9.9M -11.4M -9.9M Net DEX 267.1M 188.5M 367.8M 262.2M 223.2M Net VEX -3.3M -3.7M -2.7M -3.2M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 24.39 4.47 81.39 65.50 4.48 Total Volume 104,151.182 77,339 120,111 77,339 119,753 Total OI 441,564.455 414,995 460,281 414,995 460,281
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 2021-12-01 $37.10 $37.00 27.4% 7.9% 14.4% 100.0% 24.5% 11.9% -5.8% -11.4M 262.2M -3.2M 65.50 99.12 N/A N/A 1,163 76,176 55,449 359,546 2021-12-02 $37.55 $37.00 24.8% 7.1% 15.0% 85.6% 25.7% 10.4% 0.4% -11.4M 251.8M -2.8M 76.75 103.80 N/A N/A 1,002 76,900 55,487 360,270 2021-12-03 $37.05 $37.00 26.8% 7.7% 15.5% 96.4% 23.9% 2.8% -3.9% -11.8M 273.6M -3.3M 76.01 105.94 N/A N/A 1,013 76,996 55,444 360,261 2021-12-06 $37.83 $36.00 19.7% 5.4% 17.3% 58.5% 22.5% 9.9% 0.9% -10.9M 226.5M -2.7M 75.45 93.45 N/A N/A 1,020 76,960 55,471 360,229 2021-12-07 $38.66 $36.00 15.0% 4.5% 19.2% 33.0% 16.2% 7.6% 2.6% -10.5M 217.5M -3.3M 76.13 59.94 N/A N/A 1,010 76,893 55,450 360,236 2021-12-08 $38.55 $36.00 13.4% 4.3% 19.2% 24.3% 15.8% 4.9% 2.9% -10.2M 188.5M -2.9M 81.39 39.91 N/A N/A 945 76,914 55,490 360,214 2021-12-09 $38.15 $36.00 17.5% 4.6% 19.3% 46.3% 15.1% 4.7% 2.8% -10.4M 214.0M -2.9M 9.45 89.03 N/A N/A 8,991 84,945 55,489 360,230 2021-12-10 $38.00 $36.00 13.2% 4.4% 19.3% 23.2% 17.5% 5.1% 2.9% -11.0M 218.0M -3.2M 7.76 33.89 N/A N/A 11,234 87,150 65,530 370,230 2021-12-13 $36.99 $36.00 20.2% 5.3% 20.4% 60.8% 24.0% 7.3% 1.1% -11.1M 284.6M -3.4M 6.63 22.49 N/A N/A 13,525 89,702 64,164 370,437 2021-12-14 $36.80 $36.00 23.7% 5.5% 20.4% 79.8% 24.4% 8.1% 0.3% -11.7M 331.6M -3.6M 5.54 23.21 N/A N/A 16,829 93,206 66,713 372,964 2021-12-15 $37.02 $36.00 17.5% 5.0% 20.6% 46.8% 24.0% 5.2% 0.4% -12.6M 335.5M -3.4M 5.53 83.79 N/A N/A 16,870 93,242 72,725 378,958 2021-12-16 $37.16 $36.00 18.5% 5.3% 20.8% 51.8% 23.8% 7.1% 17.2% -11.2M 315.4M -3.6M 5.52 32.32 N/A N/A 16,887 93,281 72,762 378,924 2021-12-17 $36.92 $36.00 18.9% 5.4% 20.8% 53.8% 25.8% 7.1% 1.3% -11.5M 328.3M -3.6M 4.50 23.62 N/A N/A 21,823 98,288 72,775 378,900 2021-12-20 $36.26 $36.00 20.9% 6.0% 21.3% 65.1% 25.3% 8.0% 1.6% -11.9M 367.8M -3.5M 4.51 84.95 N/A N/A 21,741 98,147 76,416 383,506 2021-12-21 $37.01 $36.00 18.3% 5.2% 23.0% 50.8% 22.4% 7.7% 1.4% -12.0M 324.3M -3.5M 4.52 30.50 N/A N/A 21,729 98,154 76,414 383,512 2021-12-22 $37.51 $36.00 14.9% 4.3% 23.7% 32.8% 19.9% 6.8% 2.0% -12.1M 306.3M -3.7M 4.52 28.13 N/A N/A 21,722 98,153 76,416 383,529 2021-12-23 $37.94 $36.00 14.6% 4.2% 24.0% 30.7% 18.3% 6.2% 1.8% -11.3M 267.0M -3.6M 4.52 49.47 N/A N/A 21,724 98,156 76,423 383,527 2021-12-27 $38.27 $36.00 15.5% 4.4% 22.7% 35.5% 16.5% 5.5% 1.8% -10.2M 232.8M -3.3M 4.50 40.07 N/A N/A 21,770 97,940 76,430 383,512 2021-12-28 $38.27 $36.00 15.5% 4.4% 22.7% 35.6% 14.2% 5.5% 1.5% -10.8M 226.3M -3.2M 4.49 20.00 N/A N/A 21,811 97,930 76,495 383,499 2021-12-29 $38.19 $36.00 14.6% 4.2% 21.6% 30.9% 14.3% 4.1% 2.0% -11.1M 250.3M -3.6M 4.49 93.35 N/A N/A 21,823 97,941 76,546 383,499 2021-12-30 $38.30 $36.00 14.6% 4.2% 20.9% 30.9% 18.3% 5.7% 2.0% -10.4M 231.0M -3.4M 4.47 92.12 N/A N/A 21,906 97,961 76,555 383,510 2021-12-31 $38.47 $36.00 14.6% 4.2% 20.6% 30.8% 15.0% 5.5% 1.5% -9.9M 223.2M -3.4M 4.48 90.78 N/A N/A 21,839 97,914 76,753 383,528
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