EWC Options History — June 2023 In June 2023, EWC traded between $33.72 and $35.05. ATM implied volatility averaged 17.5%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 2.2% (HV 20d: 15.3%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 60.43.
Notable Days 2023-06-30 : Highest Volume — 7,747 contracts2023-06-12 : Largest IV spike — 170.8% change2023-06-12 : Highest IV Rank — 50.2%2023-06-05 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $34.35 $33.72 $35.05 $33.72 $35.05 Max Pain $34.90 $34.00 $35.00 $34.00 $35.00 ATM IV 17.5% 13.6% 37.1% 15.6% 14.2% Expected Move 4.2% 3.7% 5.3% 5.2% 3.7% HV 20d 15.3% 13.8% 18.6% 17.1% 14.0% HV 60d 15.3% 14.5% 16.6% 16.1% 14.7% IV Rank 7.9% 0.0% 50.2% 2.0% 1.4% IV Percentile 15.4% 0.0% 97.6% 0.4% 2.0% Term Structure 0.2% -6.8% 3.4% 0.5% 1.1% VWIV 16.8% 13.2% 37.5% 19.9% 14.3% Skew 25d 4.1% -1.6% 30.0% 3.4% 4.6% Skew 10d 1.9% -58.4% 12.2% 4.8% 2.7% Call IV 25d 17.6% 9.2% 71.8% 14.3% 11.3% Put IV 25d 21.7% 14.8% 73.1% 17.7% 15.8% Bid-Ask Spread % 71.67 28.47 100.30 92.02 39.22 Gamma HHI 0.31 0.23 0.42 0.42 0.23 Net GEX -18.6M -28.2M -8.9M -26.4M -10.9M Net DEX 136.2M 80.8M 236.3M 236.3M 80.8M Net VEX -2.0M -2.3M -1.6M -2.3M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 60.43 0.08 869.00 0.10 10.28 Total Volume 923.381 4 7,747 23 7,747 Total OI 459,864.762 405,495 501,359 501,355 405,626
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 2023-06-01 $33.72 $34.00 15.6% 5.2% 17.1% 2.0% 19.9% 3.4% 0.5% -26.4M 236.3M -2.3M 0.10 92.02 N/A N/A 21 2 61,731 439,624 2023-06-02 $34.39 $34.00 14.3% 4.2% 18.6% 0.0% 14.9% 1.5% -0.2% -23.1M 159.9M -2.2M 2.00 51.58 N/A N/A 12 24 61,733 439,626 2023-06-05 $34.22 $35.00 30.4% 5.3% 15.5% 35.0% 17.6% 1.3% -3.7% -28.2M 158.2M -2.2M 11.33 97.39 N/A N/A 6 68 61,672 439,500 2023-06-06 $34.52 $35.00 17.1% 4.0% 15.9% 5.9% 17.1% 3.7% 0.9% -26.0M 140.7M -1.9M 0.63 87.15 N/A N/A 65 41 61,674 439,511 2023-06-07 $34.14 $35.00 15.0% 4.2% 16.2% 1.4% 16.5% 1.7% 0.2% -21.8M 166.5M -2.3M 36.38 66.22 N/A N/A 8 291 59,651 439,533 2023-06-08 $34.16 $35.00 14.6% 4.2% 16.3% 0.5% 0.0% 2.4% 0.7% -23.4M 142.1M -2.1M 0.39 66.25 N/A N/A 31 12 59,655 439,788 2023-06-09 $34.08 $35.00 13.7% 4.1% 15.7% 0.0% 16.0% 0.7% 1.3% -22.9M 163.0M -2.1M 2.33 44.44 N/A N/A 12 28 59,686 439,798 2023-06-12 $34.11 $35.00 37.1% 4.3% 15.6% 50.2% 37.5% 30.0% 0.5% -22.3M 160.8M -2.3M 869.00 87.53 N/A N/A 3 2,607 59,685 439,730 2023-06-13 $34.39 $35.00 14.4% 4.3% 15.3% 1.5% 16.5% 1.4% 0.8% -18.8M 158.9M -2.2M 3.94 28.47 N/A N/A 35 138 59,688 440,786 2023-06-14 $34.45 $35.00 14.6% 4.4% 14.5% 1.9% 17.4% -1.6% 0.7% -16.0M 109.5M -1.9M 21.27 92.86 N/A N/A 22 468 59,722 440,716 2023-06-15 $34.81 $35.00 14.8% 4.0% 15.0% 2.4% 15.3% 2.5% 3.4% -9.1M 115.9M -2.1M 1.01 85.95 N/A N/A 3,252 3,279 59,703 440,375 2023-06-16 $34.78 $35.00 14.3% 4.0% 14.9% 1.2% 14.1% 2.4% -0.5% -8.9M 120.1M -2.1M 273.50 58.55 N/A N/A 2 547 59,704 440,356 2023-06-20 $34.34 $35.00 13.9% 4.0% 15.6% 0.5% 14.7% 2.5% 0.6% -17.0M 143.2M -2.1M 31.33 70.27 N/A N/A 3 94 54,624 351,703 2023-06-21 $34.39 $35.00 13.6% 3.9% 15.6% 0.0% 0.0% 2.9% 1.4% -16.4M 116.9M -1.9M 0.16 90.23 N/A N/A 80 13 54,627 351,791 2023-06-22 $34.19 $35.00 14.0% 3.9% 15.3% 0.9% 0.0% 2.1% 1.6% -18.1M 118.8M -1.7M 1.00 82.81 N/A N/A 4 4 54,707 351,804 2023-06-23 $33.84 $35.00 14.2% 3.9% 14.2% 1.4% 13.3% 1.8% -0.1% -21.5M 148.2M -1.8M 0.08 91.08 N/A N/A 309 26 54,711 351,808 2023-06-26 $34.30 $35.00 14.5% 4.1% 14.6% 2.1% 14.1% 4.4% 0.0% -16.0M 113.4M -1.8M 0.76 89.53 N/A N/A 17 13 54,918 350,577 2023-06-27 $34.48 $35.00 36.5% 3.8% 14.4% 49.0% 13.2% 11.9% -6.8% -14.4M 100.3M -1.6M 3.20 100.30 N/A N/A 5 16 54,935 350,590 2023-06-28 $34.39 $35.00 14.4% 3.9% 14.1% 1.8% 0.0% 2.1% -1.0% -14.7M 107.9M -1.6M 0.33 30.42 N/A N/A 3 1 54,940 350,605 2023-06-29 $34.55 $35.00 16.6% 4.0% 13.8% 6.5% 13.2% 4.6% 2.2% -14.4M 99.7M -1.7M 0.09 52.80 N/A N/A 75 7 54,941 350,606 2023-06-30 $35.05 $35.00 14.2% 3.7% 14.0% 1.4% 14.3% 4.6% 1.1% -10.9M 80.8M -1.7M 10.28 39.22 N/A N/A 687 7,060 55,016 350,610
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