EWC Options History — June 2024 In June 2024, EWC traded between $36.44 and $37.95. ATM implied volatility averaged 13.0%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded below realized volatility by 1.0% (HV 20d: 14.0%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 122.11.
Notable Days 2024-06-12 : Highest Volume — 40,134 contracts2024-06-10 : Largest IV spike — 34.0% change2024-06-11 : Highest IV Rank — 19.0%2024-06-10 : Largest Expected Move — 4.2%Monthly Statistics Metric Avg Min Max Open Close Price $37.07 $36.44 $37.95 $37.91 $37.03 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 13.0% 10.0% 15.2% 13.2% 12.2% Expected Move 3.8% 3.4% 4.2% 3.8% 3.5% HV 20d 14.0% 12.7% 15.5% 13.3% 13.1% HV 60d 12.6% 12.1% 13.0% 12.1% 13.0% IV Rank 10.6% 0.0% 19.0% 8.5% 14.1% IV Percentile 11.0% 0.0% 56.0% 7.9% 2.8% Term Structure 0.7% -1.9% 4.9% 0.4% 1.3% VWIV 14.4% 9.8% 38.1% 15.3% 12.3% Skew 25d 2.4% -0.7% 4.3% 1.1% -0.7% Skew 10d 8.1% 1.0% 17.3% 3.7% 1.0% Call IV 25d 12.1% 10.9% 14.1% 14.1% 10.9% Put IV 25d 14.5% 10.2% 16.2% 15.2% 10.2% Bid-Ask Spread % 80.38 74.17 92.12 85.21 92.12 Gamma HHI 0.73 0.58 0.82 0.58 0.71 Net GEX -5.6M -8.4M -3.5M -3.5M -4.5M Net DEX 40.9M 12.0M 77.5M 12.0M 42.6M Net VEX -589.9K -757.0K -384.1K -390.3K -740.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 122.11 0.10 2111.32 88.72 0.10 Total Volume 3,632.947 88 40,134 6,101 541 Total OI 80,997.368 52,246 109,243 52,246 94,698
Daily Data (19 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 2024-06-03 $37.91 $37.00 13.2% 3.8% 13.3% 8.5% 15.3% 1.1% 0.4% -3.5M 12.0M -390.3K 88.72 85.21 N/A N/A 68 6,033 16,475 35,771 2024-06-04 $37.58 $37.00 13.6% 3.9% 12.7% 10.1% 14.0% 4.3% 0.6% -4.7M 25.5M -399.1K 0.84 83.75 N/A N/A 121 102 16,510 38,075 2024-06-05 $37.80 $37.00 13.7% 3.9% 12.9% 10.4% 13.3% 4.1% 0.4% -5.0M 18.6M -399.4K 0.73 87.77 N/A N/A 150 110 16,626 38,117 2024-06-06 $37.95 $37.00 12.9% 3.8% 12.9% 7.2% 13.8% 2.3% 1.1% -4.4M 15.5M -392.9K 2.92 75.96 N/A N/A 49 143 16,683 38,134 2024-06-07 $37.48 $37.00 10.0% 3.9% 12.9% 0.0% 0.0% 1.8% 1.0% -7.0M 25.8M -391.9K 43.00 78.90 N/A N/A 4 172 16,697 38,196 2024-06-10 $37.55 $37.00 13.4% 4.2% 13.0% 12.6% 12.7% 1.5% 4.9% -5.9M 22.3M -387.6K 0.50 78.60 N/A N/A 114 57 16,731 38,105 2024-06-11 $36.86 $37.00 15.2% 3.8% 14.4% 19.0% 16.4% 3.0% -1.9% -5.0M 33.4M -397.3K 4.54 78.01 N/A N/A 117 531 16,624 38,061 2024-06-12 $37.05 $37.00 12.2% 3.5% 14.6% 8.0% 12.1% 2.5% 0.8% -5.4M 23.7M -384.1K 2111.32 78.88 N/A N/A 19 40,115 16,676 37,402 2024-06-13 $36.61 $37.00 11.8% 3.4% 14.9% 6.7% 38.1% 2.5% 0.9% -8.4M 77.5M -659.7K 1.00 76.10 N/A N/A 7,573 7,608 16,785 77,477 2024-06-14 $36.45 $37.00 13.4% 3.8% 14.9% 12.6% 11.3% 2.8% 1.1% -8.1M 67.6M -746.0K 25.76 77.58 N/A N/A 83 2,138 24,353 84,890 2024-06-17 $36.44 $37.00 13.5% 3.9% 14.4% 13.3% 12.4% 2.4% 0.7% -6.9M 68.1M -732.2K 21.55 80.73 N/A N/A 47 1,013 24,412 83,035 2024-06-18 $36.50 $37.00 13.5% 3.9% 14.4% 13.1% 9.8% 2.8% 0.3% -6.7M 67.0M -725.4K 7.55 74.17 N/A N/A 22 166 24,449 82,720 2024-06-20 $36.53 $37.00 13.3% 3.8% 14.4% 12.4% 13.3% 2.8% -0.6% -7.2M 65.2M -757.0K 4.34 78.40 N/A N/A 140 607 24,470 82,764 2024-06-21 $36.45 $37.00 13.6% 3.9% 14.2% 13.6% 12.8% 3.1% 0.6% -6.9M 66.6M -752.2K 1.49 78.69 N/A N/A 97 145 24,610 82,213 2024-06-24 $37.09 $37.00 12.9% 3.7% 15.5% 10.9% 12.9% 2.5% 0.5% -4.5M 34.9M -747.2K 2.98 78.62 N/A N/A 88 262 23,617 70,358 2024-06-25 $37.05 $37.00 13.3% 3.8% 14.8% 12.2% 13.3% 2.9% 0.1% -4.1M 36.7M -735.4K 0.46 81.10 N/A N/A 235 108 23,622 70,552 2024-06-26 $36.86 $37.00 12.7% 3.6% 14.9% 10.2% 12.8% 2.7% 0.7% -4.4M 42.1M -740.0K 1.51 79.46 N/A N/A 35 53 23,854 70,628 2024-06-27 $37.20 $37.00 11.9% 3.4% 13.5% 7.0% 11.7% 2.3% 0.8% -4.6M 32.2M -730.9K 0.68 83.12 N/A N/A 95 65 23,889 70,671 2024-06-28 $37.03 $37.00 12.2% 3.5% 13.1% 14.1% 12.3% -0.7% 1.3% -4.5M 42.6M -740.3K 0.10 92.12 N/A N/A 491 50 23,984 70,714
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