EWC Options History — April 2024

In April 2024, EWC traded between $36.70 and $38.45. ATM implied volatility averaged 16.7%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 5.2% (HV 20d: 11.5%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 38.77.

Notable Days

  • 2024-04-11: Highest Volume — 12,175 contracts
  • 2024-04-12: Largest IV spike — 14.8% change
  • 2024-04-19: Highest IV Rank — 33.2%
  • 2024-04-19: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.59$36.70$38.45$38.22$37.05
Max Pain$37.55$36.00$38.00$36.00$37.00
ATM IV16.7%14.3%19.7%14.3%16.2%
Expected Move4.8%4.1%5.6%4.1%4.7%
HV 20d11.5%10.2%12.9%11.3%12.9%
HV 60d14.1%13.8%14.5%13.8%14.5%
IV Rank22.0%12.9%33.2%12.9%20.1%
IV Percentile65.7%23.0%91.7%23.0%63.9%
Term Structure0.7%-0.2%9.3%-0.2%0.3%
VWIV17.2%14.3%20.8%14.3%16.2%
Skew 25d3.8%1.9%5.2%3.3%3.8%
Skew 10d9.0%1.8%15.7%6.5%1.9%
Call IV 25d15.2%11.9%19.3%11.9%15.0%
Put IV 25d19.0%15.2%22.7%15.2%18.8%
Bid-Ask Spread %78.2968.4791.0082.7281.00
Gamma HHI0.320.210.430.420.23
Net GEX-2.2M-3.3M-1.1M-1.1M-3.3M
Net DEX18.2M7.0M33.8M7.6M25.0M
Net VEX-112.7K-165.4K-58.8K-62.0K-154.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio38.770.17205.1017.5045.53
Total Volume2,065.182012,17537884
Total OI23,31112,90735,99612,90735,996

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$38.22$36.0014.3%4.1%11.3%12.9%14.3%3.3%-0.2%-1.1M7.6M-62.0K17.5082.72N/AN/A23580712,100
2024-04-02$38.05$36.0014.7%4.2%11.4%14.3%15.8%3.5%0.2%-1.1M8.4M-63.9K0.8077.95N/AN/A302480912,125
2024-04-03$38.23$36.0015.2%4.3%11.4%16.0%0.0%1.9%-0.1%-1.1M7.0M-58.8K0.0079.48N/AN/A0083112,148
2024-04-04$38.00$38.0016.2%4.6%11.3%20.0%0.0%3.5%0.2%-1.2M8.3M-63.2K0.1776.02N/AN/A36683112,148
2024-04-05$38.28$38.0015.5%4.5%10.5%17.4%15.5%3.9%1.0%-1.1M7.5M-61.4K0.0079.89N/AN/A04684912,153
2024-04-08$38.38$38.0016.4%4.7%10.2%20.8%16.2%3.9%0.2%-1.1M7.4M-60.4K166.6775.70N/AN/A350084912,199
2024-04-09$38.45$38.0016.2%4.5%10.2%20.0%14.6%4.0%0.9%-1.2M7.6M-59.7K0.4076.25N/AN/A251085112,686
2024-04-10$37.94$38.0016.4%4.7%11.4%20.8%16.6%4.0%0.3%-1.3M9.0M-60.8K66.6775.76N/AN/A320085612,696
2024-04-11$37.80$38.0015.9%4.6%11.0%18.8%18.3%4.5%0.8%-1.4M10.6M-66.3K14.2677.43N/AN/A79811,37785912,890
2024-04-12$37.16$38.0018.3%5.2%11.7%27.8%17.1%4.4%0.4%-3.1M29.7M-126.0K10.8176.37N/AN/A1241,3401,45622,127
2024-04-15$36.84$38.0019.3%5.5%12.0%31.9%17.8%5.2%-0.0%-3.3M33.8M-129.8K205.1074.35N/AN/A102,0511,46522,960
2024-04-16$36.70$38.0017.3%5.0%12.0%24.2%19.6%2.4%9.3%-3.2M31.1M-123.0K21.5491.00N/AN/A357541,47021,883
2024-04-17$36.78$38.0018.8%5.4%12.1%30.0%20.0%4.9%0.4%-3.1M31.4M-120.4K1.1374.99N/AN/A4,3144,8831,48421,298
2024-04-18$36.78$38.0018.5%5.3%10.9%28.8%17.2%4.9%0.3%-2.9M32.0M-165.4K6.4568.47N/AN/A201295,78125,326
2024-04-19$37.03$38.0019.7%5.6%11.2%33.2%20.8%5.1%0.5%-2.9M27.9M-165.3K6.5076.67N/AN/A301955,78725,273
2024-04-22$37.38$38.0018.5%5.3%11.2%28.8%17.2%3.9%0.3%-2.9M23.9M-156.1K77.4776.79N/AN/A171,3175,54025,039
2024-04-23$37.75$38.0016.6%4.7%11.8%21.3%16.8%3.9%-0.2%-2.7M18.8M-153.5K70.0082.31N/AN/A1705,55526,277
2024-04-24$37.34$38.0017.9%5.1%12.4%26.4%18.5%3.7%-0.2%-3.2M24.4M-155.7K1.0281.50N/AN/A2,0112,0455,55526,289
2024-04-25$37.53$37.0015.9%4.6%12.4%18.9%18.8%3.6%0.1%-2.8M17.9M-163.1K60.7675.75N/AN/A553,3427,55628,298
2024-04-26$37.64$37.0015.1%4.3%12.1%15.8%16.7%2.7%0.6%-2.5M14.7M-155.9K1.0076.39N/AN/A4,3044,3227,62428,133
2024-04-29$37.59$37.0015.0%4.3%12.0%15.4%17.0%2.5%0.4%-2.6M15.8M-154.4K1.6985.55N/AN/A32547,62028,363
2024-04-30$37.05$37.0016.2%4.7%12.9%20.1%16.2%3.8%0.3%-3.3M25.0M-154.5K45.5381.00N/AN/A198657,62128,375