EWC Options History — October 2022

In October 2022, EWC traded between $30.42 and $33.08. ATM implied volatility averaged 31.7%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 0.5% (HV 20d: 32.3%). Max pain ranged from $35.00 to $36.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2022-10-04: Highest Volume — 126,344 contracts
2022-10-24: Largest IV spike — 86.0% change
2022-10-24: Highest IV Rank — 91.2%
2022-10-11: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.79	$30.42	$33.08	$31.91	$33.08
Max Pain	$35.86	$35.00	$36.00	$35.00	$36.00
ATM IV	31.7%	27.2%	56.0%	29.8%	27.2%
Expected Move	8.7%	8.0%	9.5%	8.7%	8.3%
HV 20d	32.3%	28.1%	34.4%	30.9%	28.1%
HV 60d	27.1%	25.7%	27.9%	25.7%	27.8%
IV Rank	42.2%	33.0%	91.2%	38.3%	33.0%
IV Percentile	93.1%	77.8%	99.2%	94.8%	77.8%
Term Structure	-2.3%	-31.1%	0.7%	-0.8%	-1.2%
VWIV	27.0%	20.4%	33.8%	33.8%	28.0%
Skew 25d	4.3%	-44.3%	41.5%	6.3%	4.7%
Skew 10d	12.0%	-22.0%	56.5%	14.1%	8.9%
Call IV 25d	31.4%	24.9%	74.9%	26.8%	24.9%
Put IV 25d	35.7%	29.6%	74.4%	33.1%	29.6%
Bid-Ask Spread %	57.44	16.20	81.70	18.84	77.08
Gamma HHI	0.13	0.12	0.14	0.14	0.14
Net GEX	-39.2M	-44.7M	-33.4M	-36.9M	-33.4M
Net DEX	987.1M	757.9M	1.19B	1.00B	788.0M
Net VEX	-6.1M	-6.6M	-5.0M	-6.6M	-5.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.27	0.62	0.52	0.44
Total Volume	84,673.952	62,867	126,344	123,754	76,382
Total OI	1,225,412.905	1,173,314	1,251,674	1,202,429	1,184,518

Daily Data (21 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
2022-10-03	$31.91	$35.00	29.8%	8.7%	30.9%	38.3%	33.8%	6.3%	-0.8%	-36.9M	1.00B	-6.6M	0.52	18.84	N/A	N/A	81,516	42,238	127,226	1,075,203
2022-10-04	$32.98	$35.00	28.1%	8.5%	33.3%	34.9%	32.7%	6.6%	-0.3%	-36.9M	887.9M	-6.6M	0.54	16.20	N/A	N/A	82,200	44,144	127,375	1,095,267
2022-10-05	$32.64	$35.00	28.8%	8.4%	33.3%	36.3%	32.5%	6.0%	0.1%	-38.9M	939.2M	-6.6M	0.27	70.93	N/A	N/A	82,059	21,892	128,507	1,116,315
2022-10-06	$31.78	$36.00	30.2%	8.4%	34.1%	39.0%	23.5%	6.7%	-0.5%	-40.3M	1.03B	-6.6M	0.27	63.24	N/A	N/A	81,558	21,657	128,975	1,116,167
2022-10-07	$31.14	$36.00	31.5%	9.0%	32.6%	41.7%	21.7%	6.6%	-0.3%	-41.4M	1.09B	-6.5M	0.27	68.81	N/A	N/A	78,462	21,271	128,977	1,116,011
2022-10-10	$30.91	$36.00	32.2%	9.1%	31.9%	43.2%	23.1%	5.9%	-0.7%	-42.0M	1.13B	-6.4M	0.29	62.23	N/A	N/A	78,581	22,740	128,953	1,115,925
2022-10-11	$30.44	$36.00	32.9%	9.5%	30.7%	44.5%	24.5%	5.0%	0.7%	-44.7M	1.19B	-6.4M	0.47	65.49	N/A	N/A	42,893	20,120	129,085	1,118,451
2022-10-12	$30.42	$36.00	33.0%	9.4%	30.6%	44.8%	24.0%	5.7%	-0.7%	-44.7M	1.19B	-6.3M	0.47	70.62	N/A	N/A	42,877	19,990	129,110	1,118,159
2022-10-13	$31.27	$36.00	32.1%	9.2%	32.7%	42.9%	26.4%	9.4%	-0.4%	-41.9M	1.07B	-6.3M	0.50	30.20	N/A	N/A	42,931	21,496	129,111	1,118,143
2022-10-14	$30.55	$36.00	32.3%	9.2%	33.3%	43.3%	23.4%	0.3%	-0.2%	-43.4M	1.15B	-6.4M	0.53	68.18	N/A	N/A	43,155	22,727	129,562	1,121,723
2022-10-17	$31.32	$36.00	32.1%	9.2%	34.4%	42.9%	20.4%	6.2%	-2.1%	-40.3M	1.05B	-6.0M	0.47	66.56	N/A	N/A	45,139	21,000	129,563	1,121,080
2022-10-18	$31.53	$36.00	31.0%	8.8%	34.4%	40.7%	23.0%	6.1%	-0.6%	-40.2M	1.04B	-6.1M	0.46	59.54	N/A	N/A	45,197	20,796	130,578	1,121,096
2022-10-19	$31.28	$36.00	31.7%	9.1%	34.0%	42.1%	22.4%	5.6%	-1.2%	-40.6M	1.06B	-6.0M	0.47	18.05	N/A	N/A	45,226	21,187	129,627	1,120,960
2022-10-20	$31.09	$36.00	30.6%	8.8%	34.0%	39.9%	31.2%	4.3%	-0.6%	-41.5M	1.07B	-5.9M	0.62	41.15	N/A	N/A	60,493	37,219	129,657	1,120,820
2022-10-21	$31.98	$36.00	30.1%	8.7%	32.8%	38.9%	32.2%	4.9%	-1.0%	-37.9M	938.0M	-6.0M	0.61	47.99	N/A	N/A	60,516	37,095	129,677	1,120,834
2022-10-24	$31.86	$36.00	56.0%	8.8%	32.0%	91.2%	31.3%	41.5%	-31.1%	-37.8M	932.4M	-5.8M	0.44	47.94	N/A	N/A	54,448	23,796	127,473	1,045,841
2022-10-25	$32.41	$36.00	30.6%	8.3%	32.5%	40.0%	28.8%	6.8%	-1.1%	-37.1M	829.4M	-5.0M	0.42	73.56	N/A	N/A	55,443	23,272	129,990	1,048,042
2022-10-26	$32.85	$36.00	28.5%	8.2%	31.3%	35.6%	28.5%	-7.1%	0.1%	-35.2M	801.4M	-5.8M	0.42	80.38	N/A	N/A	55,896	23,664	129,493	1,048,044
2022-10-27	$33.05	$36.00	27.9%	8.0%	30.6%	34.5%	25.6%	2.3%	-0.9%	-34.0M	757.9M	-5.5M	0.42	81.70	N/A	N/A	56,619	23,743	132,496	1,051,112
2022-10-28	$33.07	$36.00	29.7%	8.0%	30.3%	38.1%	29.5%	-44.3%	-5.0%	-34.2M	790.0M	-5.6M	0.44	77.50	N/A	N/A	52,977	23,538	133,211	1,051,314
2022-10-31	$33.08	$36.00	27.2%	8.3%	28.1%	33.0%	28.0%	4.7%	-1.2%	-33.4M	788.0M	-5.6M	0.44	77.08	N/A	N/A	52,897	23,485	133,152	1,051,366