EWC Options History — August 2024 In August 2024, EWC traded between $36.50 and $40.38. ATM implied volatility averaged 17.1%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 1.3% (HV 20d: 18.4%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 61.18.
Notable Days 2024-08-15 : Highest Volume — 30,132 contracts2024-08-14 : Largest IV drop — 40.0% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $38.83 $36.50 $40.38 $38.05 $40.34 Max Pain $39.73 $37.00 $40.00 $37.00 $40.00 ATM IV 17.1% 11.4% 32.6% 18.5% 12.2% Expected Move 4.6% 3.3% 8.4% 5.3% 3.5% HV 20d 18.4% 13.6% 19.9% 14.2% 13.6% HV 60d 15.2% 13.4% 15.8% 13.4% 15.0% IV Rank 33.4% 6.1% 100.0% 55.6% 9.8% IV Percentile 50.3% 2.0% 100.0% 90.5% 6.0% Term Structure 1.1% -2.6% 7.1% -1.4% 0.0% VWIV 15.0% 12.0% 22.6% 21.8% 12.6% Skew 25d 5.2% 2.2% 23.8% 4.9% 4.6% Skew 10d 10.8% 5.4% 22.3% 12.0% 11.5% Call IV 25d 14.1% 9.4% 23.7% 15.3% 9.9% Put IV 25d 19.2% 13.4% 47.5% 20.2% 14.5% Bid-Ask Spread % 81.43 74.56 95.34 86.29 81.79 Gamma HHI 0.24 0.19 0.34 0.25 0.23 Net GEX -8.8M -12.6M -7.4M -9.0M -8.4M Net DEX 20.3M -68.4M 165.1M 94.7M -53.3M Net VEX -2.0M -2.3M -1.7M -2.2M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 61.18 0.33 885.24 8.62 8.30 Total Volume 2,543.364 12 30,132 125 12,771 Total OI 270,923.227 244,456 293,529 244,726 293,529
Daily Data (22 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 2024-08-01 $38.05 $37.00 18.5% 5.3% 14.2% 55.6% 0.0% 4.9% -1.4% -9.0M 94.7M -2.2M 8.62 86.29 N/A N/A 13 112 55,733 188,993 2024-08-02 $37.11 $37.00 23.6% 6.8% 16.8% 88.5% 21.8% 4.1% -2.2% -9.2M 150.6M -2.2M 56.37 88.05 N/A N/A 30 1,691 55,745 189,026 2024-08-05 $36.50 $40.00 32.6% 8.4% 17.7% 100.0% 22.6% 23.8% 4.3% -8.5M 165.1M -2.2M 105.69 77.26 N/A N/A 13 1,374 55,760 188,696 2024-08-06 $37.14 $40.00 21.4% 5.9% 18.9% 50.4% 16.7% 7.0% 4.8% -8.0M 113.4M -2.3M 22.50 90.42 N/A N/A 2 45 68,259 187,801 2024-08-07 $37.11 $40.00 24.6% 5.9% 18.1% 64.9% 13.4% 6.9% 4.6% -7.4M 114.7M -2.3M 17.00 78.33 N/A N/A 6 102 68,262 187,801 2024-08-08 $37.72 $40.00 18.7% 5.2% 18.8% 38.7% 12.5% 2.5% -2.6% -8.4M 92.7M -2.2M 12.00 95.34 N/A N/A 4 48 68,263 187,903 2024-08-09 $37.78 $40.00 18.6% 4.5% 18.7% 38.2% 17.5% 2.9% 7.1% -8.0M 81.5M -2.2M 0.43 93.37 N/A N/A 21 9 68,266 187,897 2024-08-12 $37.91 $40.00 24.2% 4.7% 18.8% 62.9% 18.8% 5.6% 5.2% -7.9M 70.8M -2.2M 54.46 79.27 N/A N/A 46 2,505 68,275 187,900 2024-08-13 $38.39 $40.00 22.3% 4.7% 19.0% 54.3% 14.1% 4.0% -0.6% -8.3M 40.0M -2.1M 0.33 77.41 N/A N/A 52 17 68,311 189,819 2024-08-14 $38.58 $40.00 13.4% 3.8% 19.0% 14.8% 13.9% 3.0% 2.4% -8.2M 21.5M -2.0M 0.50 79.06 N/A N/A 8 4 68,333 189,823 2024-08-15 $39.13 $40.00 12.8% 3.7% 19.4% 12.4% 13.0% 2.6% -1.5% -7.7M -17.4M -2.0M 885.24 80.96 N/A N/A 34 30,098 68,330 189,819 2024-08-16 $39.28 $40.00 13.4% 3.8% 19.4% 14.8% 13.2% 3.7% 1.9% -12.6M -60.8M -1.7M 1.25 79.31 N/A N/A 61 76 68,337 219,918 2024-08-19 $39.52 $40.00 11.4% 3.3% 19.4% 6.1% 12.0% 2.2% 1.3% -9.3M -25.1M -2.0M 1.79 77.35 N/A N/A 14 25 67,592 219,555 2024-08-20 $39.45 $40.00 13.1% 3.7% 19.3% 13.6% 12.2% 4.2% 0.7% -9.4M -13.0M -2.1M 85.00 78.03 N/A N/A 1 85 67,592 219,567 2024-08-21 $39.61 $40.00 12.5% 3.6% 19.0% 11.1% 14.4% 3.9% 0.5% -9.9M -24.8M -2.0M 9.29 77.62 N/A N/A 7 65 67,592 219,562 2024-08-22 $39.45 $40.00 15.0% 4.3% 19.1% 22.0% 16.5% 4.3% -0.3% -9.6M -11.6M -2.1M 5.25 74.56 N/A N/A 8 42 67,598 219,538 2024-08-23 $40.16 $40.00 13.4% 3.8% 19.9% 14.8% 14.0% 6.1% 0.2% -8.9M -49.6M -1.9M 2.18 78.80 N/A N/A 33 72 67,595 219,539 2024-08-26 $40.38 $40.00 13.9% 4.0% 19.8% 17.0% 13.8% 3.5% -0.5% -8.4M -68.4M -1.8M 2.79 79.84 N/A N/A 14 39 67,619 219,567 2024-08-27 $40.36 $40.00 13.7% 3.9% 19.9% 16.1% 14.8% 6.6% -0.3% -8.5M -63.9M -1.8M 65.00 77.99 N/A N/A 1 65 67,622 219,566 2024-08-28 $40.09 $40.00 13.4% 3.9% 19.5% 15.2% 13.5% 3.6% 0.6% -9.0M -46.2M -1.9M 1.00 78.07 N/A N/A 2,505 2,507 67,622 219,576 2024-08-29 $40.27 $40.00 13.3% 3.8% 17.1% 14.6% 13.2% 4.3% -0.4% -8.7M -65.4M -1.9M 1.02 82.24 N/A N/A 659 670 70,127 222,083 2024-08-30 $40.34 $40.00 12.2% 3.5% 13.6% 9.8% 12.6% 4.6% 0.0% -8.4M -53.3M -2.0M 8.30 81.79 N/A N/A 1,373 11,398 70,777 222,752
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