EWC Options History — October 2024 In October 2024, EWC traded between $40.67 and $42.03. ATM implied volatility averaged 15.7%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 6.2% (HV 20d: 9.5%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 495.95.
Notable Days 2024-10-03 : Highest Volume — 120,064 contracts2024-10-04 : Largest IV drop — 32.1% change2024-10-31 : Highest IV Rank — 41.2%2024-10-31 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $41.48 $40.67 $42.03 $41.64 $40.67 Max Pain $40.96 $40.00 $42.00 $40.00 $40.00 ATM IV 15.7% 11.9% 19.3% 12.3% 19.3% Expected Move 4.6% 3.5% 5.5% 3.5% 5.5% HV 20d 9.5% 8.4% 11.5% 11.1% 9.5% HV 60d 13.8% 10.9% 14.6% 14.6% 11.4% IV Rank 25.3% 8.2% 41.2% 10.2% 41.2% IV Percentile 58.9% 4.4% 96.4% 7.1% 96.4% Term Structure -0.9% -5.1% 3.3% 2.0% -3.5% VWIV 16.1% 13.0% 21.0% 13.6% 19.2% Skew 25d 3.0% -3.6% 9.2% -3.6% 3.4% Skew 10d 1.7% -4.5% 13.1% -1.0% 10.4% Call IV 25d 13.4% 7.2% 18.7% 12.8% 18.7% Put IV 25d 16.5% 9.2% 22.1% 9.2% 22.1% Bid-Ask Spread % 91.92 82.74 105.36 105.36 95.68 Gamma HHI 0.45 0.21 0.53 0.29 0.44 Net GEX -24.2M -32.6M -5.9M -8.2M -30.4M Net DEX 58.4M -125.4M 220.7M -125.4M 220.7M Net VEX -2.2M -2.9M -1.5M -1.5M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 495.95 0.20 3848.38 0.33 1.32 Total Volume 13,483.13 6 120,064 8 172 Total OI 383,806.348 287,188 434,935 287,188 434,935
Daily Data (23 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 2024-10-01 $41.64 $40.00 12.3% 3.5% 11.1% 10.2% 13.6% -3.6% 2.0% -8.2M -125.4M -1.5M 0.33 105.36 N/A N/A 6 2 75,979 211,209 2024-10-02 $41.58 $40.00 14.4% 4.1% 11.2% 19.2% 17.8% 0.7% -4.0% -5.9M -93.6M -1.8M 0.00 104.42 N/A N/A 0 363 75,981 211,209 2024-10-03 $41.33 $42.00 17.6% 4.7% 11.5% 33.5% 15.3% -0.4% 0.5% -7.3M -114.4M -1.5M 2791.19 104.71 N/A N/A 43 120,021 75,981 211,560 2024-10-04 $41.66 $42.00 11.9% 4.2% 10.6% 8.5% 14.8% 5.6% 3.3% -15.8M -640.4K -2.1M 668.44 101.67 N/A N/A 45 30,080 76,022 264,581 2024-10-07 $41.30 $42.00 12.7% 3.8% 10.9% 11.9% 0.0% 1.8% 0.7% -22.0M 89.2M -2.4M 0.00 95.21 N/A N/A 0 509 76,053 293,400 2024-10-08 $41.22 $42.00 11.9% 4.5% 10.5% 8.2% 17.0% 4.9% 0.2% -23.0M 92.3M -2.3M 2501.00 83.37 N/A N/A 8 20,008 76,053 292,644 2024-10-09 $41.28 $42.00 15.6% 4.5% 9.8% 24.7% 13.0% -3.2% 0.8% -25.9M 109.4M -2.5M 2.16 87.95 N/A N/A 19 41 76,058 312,699 2024-10-10 $41.34 $42.00 15.6% 4.5% 9.1% 24.9% 13.5% 4.3% 0.3% -26.2M 95.5M -2.4M 0.20 85.17 N/A N/A 5 1 76,071 312,710 2024-10-11 $41.66 $42.00 13.1% 3.7% 9.4% 13.4% 13.1% 2.5% -5.1% -25.9M 36.0M -2.1M 2.23 97.65 N/A N/A 77 172 76,076 313,208 2024-10-14 $41.66 $42.00 13.9% 4.0% 9.2% 17.2% 15.0% 0.4% -0.4% -27.4M 52.9M -2.2M 117.50 87.81 N/A N/A 256 30,081 76,123 313,380 2024-10-15 $41.41 $42.00 15.6% 4.5% 9.4% 24.7% 14.3% -1.5% -0.9% -28.5M 88.9M -2.3M 2.85 83.31 N/A N/A 79 225 76,284 321,986 2024-10-16 $41.78 $42.00 14.2% 4.1% 9.7% 18.4% 14.2% 3.5% -3.8% -27.4M 42.8M -2.2M 0.95 82.74 N/A N/A 133 127 76,345 320,504 2024-10-17 $41.86 $42.00 14.2% 4.1% 8.9% 18.4% 14.7% 1.7% 0.4% -27.2M 29.7M -2.1M 1.09 88.86 N/A N/A 5,063 5,529 76,467 320,626 2024-10-18 $42.03 $40.00 15.2% 4.4% 8.9% 22.9% 15.3% 4.7% -0.2% -25.0M 11.7M -2.2M 1.18 93.47 N/A N/A 188 221 81,467 325,416 2024-10-21 $41.78 $40.00 16.4% 4.7% 9.2% 28.4% 17.2% 5.2% -0.7% -26.9M 48.3M -2.2M 0.58 82.83 N/A N/A 12 7 78,668 322,689 2024-10-22 $41.81 $40.00 15.9% 4.6% 8.5% 26.0% 16.9% 5.7% -0.4% -27.5M 58.0M -2.3M 0.96 90.22 N/A N/A 57 55 78,672 322,692 2024-10-23 $41.50 $40.00 18.9% 5.4% 8.6% 39.3% 16.9% 5.0% -1.9% -26.9M 85.0M -2.3M 2.05 87.22 N/A N/A 41 84 78,716 322,695 2024-10-24 $41.42 $40.00 19.2% 5.5% 8.4% 40.9% 0.0% 9.2% -1.7% -28.1M 103.1M -2.3M 1.14 93.32 N/A N/A 28 32 78,755 322,777 2024-10-25 $41.22 $40.00 18.3% 5.3% 8.5% 36.9% 17.9% 5.1% -1.9% -28.1M 108.3M -2.2M 466.77 92.08 N/A N/A 86 40,142 78,783 322,794 2024-10-28 $41.41 $40.00 18.3% 5.2% 8.6% 36.6% 21.0% 5.2% -1.6% -32.6M 146.0M -2.6M 1.00 87.58 N/A N/A 3,022 3,021 78,841 351,578 2024-10-29 $41.23 $40.00 18.2% 5.2% 8.4% 36.4% 19.9% 3.4% -1.8% -30.2M 122.0M -2.5M 3848.38 92.19 N/A N/A 13 50,029 81,850 342,076 2024-10-30 $41.23 $40.00 19.1% 5.5% 8.4% 40.3% 18.1% 6.4% -2.2% -29.8M 137.7M -2.8M 3.50 91.41 N/A N/A 2 7 81,857 353,076 2024-10-31 $40.67 $40.00 19.3% 5.5% 9.5% 41.2% 19.2% 3.4% -3.5% -30.4M 220.7M -2.9M 1.32 95.68 N/A N/A 74 98 81,859 353,076
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