EWC Options History — March 2023 In March 2023, EWC traded between $32.23 and $34.78. ATM implied volatility averaged 20.8%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.1% (HV 20d: 15.6%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 67.24.
Notable Days 2023-03-10 : Highest Volume — 65,275 contracts2023-03-03 : Largest IV drop — 18.2% change2023-03-15 : Highest IV Rank — 23.1%2023-03-15 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.33 $32.23 $34.78 $34.22 $34.11 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 20.8% 17.6% 24.8% 20.4% 18.6% Expected Move 5.8% 4.8% 6.9% 5.8% 5.3% HV 20d 15.6% 11.4% 18.6% 11.5% 18.3% HV 60d 16.3% 15.4% 16.9% 16.3% 15.4% IV Rank 14.4% 7.6% 23.1% 13.7% 9.8% IV Percentile 33.2% 7.1% 63.5% 31.0% 12.3% Term Structure -0.1% -1.7% 1.5% -0.3% 1.5% VWIV 20.4% 16.5% 27.6% 18.0% 20.3% Skew 25d 4.8% 0.9% 17.4% 4.8% 2.8% Skew 10d 6.6% -50.5% 15.9% 11.7% 13.1% Call IV 25d 19.5% 16.8% 25.1% 19.5% 18.0% Put IV 25d 24.3% 19.6% 35.3% 24.3% 20.9% Bid-Ask Spread % 57.80 29.17 77.68 50.44 45.06 Gamma HHI 0.16 0.13 0.25 0.19 0.14 Net GEX -22.2M -35.6M -13.6M -18.8M -17.9M Net DEX 284.2M 133.5M 433.6M 205.8M 209.7M Net VEX -3.2M -3.5M -3.0M -3.2M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 67.24 0.03 359.60 24.60 1.95 Total Volume 6,216.522 15 65,275 128 65 Total OI 587,394.391 480,796 675,645 662,010 492,911
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 2023-03-01 $34.22 $34.00 20.4% 5.8% 11.5% 13.7% 18.0% 4.8% -0.3% -18.8M 205.8M -3.2M 24.60 50.44 N/A N/A 5 123 82,156 579,854 2023-03-02 $34.38 $34.00 21.5% 5.3% 11.4% 16.1% 19.8% 17.4% -1.7% -17.4M 223.5M -3.5M 34.50 77.68 N/A N/A 2 69 82,157 579,971 2023-03-03 $34.78 $34.00 17.6% 4.8% 12.3% 7.6% 18.8% 3.6% 0.2% -15.2M 133.5M -3.0M 12.50 71.70 N/A N/A 1,218 15,222 82,157 579,904 2023-03-06 $34.64 $34.00 18.2% 5.1% 12.2% 8.9% 16.5% 2.8% -0.1% -13.6M 142.6M -3.0M 359.60 59.42 N/A N/A 15 5,394 82,114 578,929 2023-03-07 $33.95 $34.00 18.3% 5.4% 13.8% 9.1% 18.8% 3.4% 0.3% -24.2M 229.9M -3.0M 1.00 56.77 N/A N/A 5,042 5,028 81,991 582,028 2023-03-08 $33.92 $34.00 18.4% 5.3% 13.3% 9.3% 17.5% 3.3% -0.4% -21.5M 228.9M -3.1M 0.03 58.60 N/A N/A 748 19 82,025 575,403 2023-03-09 $33.39 $34.00 21.2% 6.1% 14.1% 15.3% 20.5% 3.7% -0.0% -28.7M 297.1M -3.2M 24.66 66.38 N/A N/A 128 3,157 82,765 575,421 2023-03-10 $32.81 $34.00 22.8% 6.4% 15.0% 18.8% 23.9% 5.2% -0.9% -33.5M 392.3M -3.4M 338.97 76.84 N/A N/A 192 65,083 82,771 578,381 2023-03-13 $32.78 $34.00 23.9% 6.5% 14.1% 21.2% 27.6% 4.6% -1.2% -33.0M 384.7M -3.4M 82.00 73.81 N/A N/A 82 6,724 82,922 592,723 2023-03-14 $32.95 $34.00 22.6% 6.3% 14.1% 18.4% 20.2% 4.8% -0.9% -28.0M 359.8M -3.3M 2.75 60.14 N/A N/A 4 11 78,023 592,941 2023-03-15 $32.23 $34.00 24.8% 6.9% 15.3% 23.1% 25.2% 6.2% -0.5% -35.6M 433.6M -3.3M 8.87 60.43 N/A N/A 94 834 78,024 590,925 2023-03-16 $32.72 $34.00 21.6% 5.8% 16.9% 16.1% 23.3% 4.8% -1.7% -22.5M 373.9M -3.2M 2.37 61.26 N/A N/A 68 161 78,038 590,688 2023-03-17 $32.41 $34.00 23.2% 6.8% 16.9% 19.7% 25.5% 5.4% 0.5% -19.6M 356.9M -3.3M 279.76 51.37 N/A N/A 55 15,387 78,104 575,676 2023-03-20 $32.80 $34.00 21.1% 6.0% 17.8% 15.1% 20.0% 5.4% -0.1% -20.4M 305.6M -3.2M 0.67 31.07 N/A N/A 119 80 60,077 420,719 2023-03-21 $33.00 $34.00 20.0% 5.7% 17.5% 12.8% 18.0% 4.7% 0.1% -20.5M 291.2M -3.2M 0.11 29.17 N/A N/A 1,687 187 60,174 420,763 2023-03-22 $32.88 $34.00 20.0% 5.7% 17.4% 12.8% 21.0% 3.9% -0.6% -18.5M 269.3M -3.2M 0.12 62.10 N/A N/A 147 18 61,737 420,817 2023-03-23 $32.59 $34.00 22.1% 6.3% 17.4% 17.4% 18.7% 6.5% -0.2% -20.6M 323.4M -3.2M 162.24 42.80 N/A N/A 63 10,221 61,818 420,831 2023-03-24 $32.55 $34.00 22.0% 6.3% 17.3% 17.1% 21.1% 6.7% 0.4% -22.2M 322.4M -3.2M 5.29 76.89 N/A N/A 21 111 61,821 430,947 2023-03-27 $32.98 $34.00 20.2% 5.8% 17.9% 13.2% 17.8% 1.1% 0.3% -21.3M 306.7M -3.4M 9.71 68.61 N/A N/A 21 204 61,753 430,916 2023-03-28 $33.17 $34.00 20.5% 5.9% 18.0% 13.9% 0.0% 4.4% 1.0% -21.0M 272.7M -3.2M 20.33 39.75 N/A N/A 3 61 61,760 431,120 2023-03-29 $33.55 $34.00 19.2% 5.5% 18.4% 10.9% 16.9% 0.9% 0.7% -19.2M 252.8M -3.2M 172.55 74.68 N/A N/A 29 5,004 61,763 431,130 2023-03-30 $33.84 $34.00 18.8% 5.2% 18.6% 10.2% 20.3% 3.0% 0.7% -17.7M 221.5M -3.1M 1.96 34.29 N/A N/A 25 49 61,791 431,132 2023-03-31 $34.11 $34.00 18.6% 5.3% 18.3% 9.8% 20.3% 2.8% 1.5% -17.9M 209.7M -3.1M 1.95 45.06 N/A N/A 22 43 61,811 431,100
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