EWC Options History — July 2023 In July 2023, EWC traded between $34.03 and $36.06. ATM implied volatility averaged 14.6%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 1.0% (HV 20d: 15.6%). Max pain ranged from $34.00 to $36.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 19.66.
Notable Days 2023-07-06 : Highest Volume — 2,671 contracts2023-07-18 : Largest IV spike — 24.0% change2023-07-18 : Highest IV Rank — 10.8%2023-07-13 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.32 $34.03 $36.06 $35.23 $36.06 Max Pain $34.60 $34.00 $36.00 $35.00 $36.00 ATM IV 14.6% 12.7% 17.8% 14.4% 14.7% Expected Move 4.1% 3.6% 4.9% 3.8% 4.2% HV 20d 15.6% 12.4% 17.2% 12.4% 15.3% HV 60d 15.7% 14.8% 16.3% 14.8% 15.4% IV Rank 3.3% 0.0% 10.8% 1.7% 4.2% IV Percentile 6.3% 0.0% 25.0% 3.2% 9.5% Term Structure 0.5% -0.6% 5.8% -0.2% 0.5% VWIV 16.4% 14.0% 31.7% 15.7% 14.5% Skew 25d 1.3% -11.9% 3.8% -1.2% 3.4% Skew 10d 2.2% -11.9% 6.8% 0.8% 0.7% Call IV 25d 14.5% 10.2% 29.2% 17.4% 13.1% Put IV 25d 15.8% 11.8% 17.5% 16.2% 16.5% Bid-Ask Spread % 53.80 15.21 96.37 89.77 84.77 Gamma HHI 0.22 0.15 0.31 0.21 0.21 Net GEX -8.8M -19.6M -5.0M -10.2M -5.2M Net DEX 47.5M -3.2M 123.3M 51.2M -3.2M Net VEX -1.5M -1.8M -1.3M -1.6M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 19.66 0.08 136.00 9.50 0.09 Total Volume 313.7 3 2,671 21 12 Total OI 402,379.6 373,241 415,371 412,092 375,001
Daily Data (20 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 2023-07-03 $35.23 $35.00 14.4% 3.8% 12.4% 1.7% 15.7% -1.2% -0.2% -10.2M 51.2M -1.6M 9.50 89.77 N/A N/A 2 19 55,541 356,551 2023-07-05 $34.80 $35.00 15.2% 3.9% 13.1% 3.4% 31.7% -11.9% 0.8% -11.2M 54.6M -1.5M 2.32 91.75 N/A N/A 28 65 55,543 356,560 2023-07-06 $34.03 $34.00 16.1% 4.5% 15.1% 5.3% 15.7% 3.0% 0.9% -19.6M 123.3M -1.7M 0.00 46.70 N/A N/A 0 2,671 55,570 356,622 2023-07-07 $34.36 $34.00 14.6% 4.4% 15.0% 2.3% 14.8% 0.9% -0.4% -16.6M 112.4M -1.8M 0.08 29.93 N/A N/A 83 7 55,570 359,289 2023-07-10 $34.30 $34.00 15.0% 4.4% 15.0% 3.1% 15.4% 3.3% 1.0% -16.8M 115.0M -1.6M 0.22 15.21 N/A N/A 59 13 55,633 359,248 2023-07-11 $34.45 $34.00 14.9% 4.5% 15.1% 2.7% 0.0% 2.7% 0.7% -15.3M 101.7M -1.6M 0.27 70.13 N/A N/A 11 3 55,683 359,260 2023-07-12 $34.95 $34.00 14.8% 4.1% 15.9% 2.6% 0.0% -3.7% -0.6% -10.5M 66.2M -1.6M 0.09 65.03 N/A N/A 75 7 55,674 359,263 2023-07-13 $35.58 $34.00 12.7% 4.9% 16.8% 0.0% 0.0% 2.4% -0.2% -7.0M 32.5M -1.4M 0.80 96.37 N/A N/A 15 12 55,678 359,267 2023-07-14 $35.25 $34.00 12.7% 4.2% 17.2% 0.0% 15.0% 0.5% 5.8% -6.9M 42.6M -1.7M 0.64 67.50 N/A N/A 33 21 55,690 359,267 2023-07-17 $35.33 $34.00 14.4% 4.1% 16.9% 3.6% 0.0% 2.8% 0.3% -6.4M 40.2M -1.4M 0.00 50.51 N/A N/A 0 3 55,640 359,264 2023-07-18 $35.59 $34.00 17.8% 3.9% 17.0% 10.8% 16.6% 3.8% 0.2% -5.4M 23.6M -1.4M 136.00 69.24 N/A N/A 2 272 55,640 359,265 2023-07-19 $35.83 $34.00 14.1% 4.1% 16.3% 3.1% 0.0% 3.2% 1.0% -5.1M 30.2M -1.5M 0.09 69.47 N/A N/A 428 38 55,641 359,247 2023-07-20 $35.72 $34.00 13.6% 3.8% 16.4% 1.9% 14.7% 3.0% 0.1% -5.6M 21.4M -1.5M 0.44 20.13 N/A N/A 36 16 56,069 359,255 2023-07-21 $35.80 $34.00 13.7% 3.9% 16.2% 2.1% 15.3% 2.7% 0.8% -5.9M 39.7M -1.6M 0.13 22.41 N/A N/A 53 7 56,101 359,270 2023-07-24 $36.00 $34.00 14.5% 4.0% 15.5% 3.7% 14.0% 3.0% -0.3% -5.0M 16.6M -1.4M 105.45 21.49 N/A N/A 11 1,160 56,099 317,142 2023-07-25 $35.97 $36.00 14.9% 4.0% 15.0% 4.7% 0.0% 2.7% -0.2% -5.3M 21.2M -1.5M 0.23 27.35 N/A N/A 119 27 56,110 318,230 2023-07-26 $35.91 $36.00 14.7% 4.1% 15.1% 4.3% 0.0% 1.7% -0.4% -5.6M 18.5M -1.6M 55.50 82.70 N/A N/A 6 333 56,209 318,267 2023-07-27 $35.50 $36.00 14.6% 4.1% 15.7% 4.1% 15.3% 2.0% -0.2% -5.8M 17.1M -1.4M 29.44 22.93 N/A N/A 9 265 56,213 318,325 2023-07-28 $35.80 $36.00 13.7% 3.6% 15.9% 2.2% 14.5% 2.1% 0.1% -6.1M 25.1M -1.4M 12.58 32.52 N/A N/A 26 327 56,217 318,478 2023-07-31 $36.06 $36.00 14.7% 4.2% 15.3% 4.2% 14.5% 3.4% 0.5% -5.2M -3.2M -1.3M 0.09 84.77 N/A N/A 11 1 56,219 318,782
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