EWC Options History — December 2024 In December 2024, EWC traded between $39.75 and $43.28. ATM implied volatility averaged 14.6%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.5% (HV 20d: 13.2%). Max pain ranged from $38.00 to $42.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 74.04.
Notable Days 2024-12-16 : Highest Volume — 154,993 contracts2024-12-03 : Largest IV spike — 50.5% change2024-12-03 : Highest IV Rank — 56.6%2024-12-03 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $41.51 $39.75 $43.28 $43.05 $40.23 Max Pain $39.90 $38.00 $42.00 $38.00 $42.00 ATM IV 14.6% 9.6% 22.8% 15.1% 15.0% Expected Move 4.0% 2.2% 6.5% 4.3% 4.3% HV 20d 13.2% 10.3% 16.7% 11.4% 15.1% HV 60d 11.4% 10.1% 12.7% 10.6% 12.5% IV Rank 21.2% 0.0% 56.6% 22.7% 23.5% IV Percentile 49.1% 0.0% 97.2% 61.5% 57.9% Term Structure 0.2% -6.2% 7.5% -1.6% -5.8% VWIV 15.0% 10.8% 21.8% 16.0% 15.2% Skew 25d 5.2% -2.1% 17.3% 17.3% 4.7% Skew 10d 16.6% -1.9% 60.5% 56.6% 10.0% Call IV 25d 11.5% 7.2% 19.5% 12.3% 7.6% Put IV 25d 16.7% 10.7% 31.2% 29.6% 12.3% Bid-Ask Spread % 101.51 84.75 136.56 132.11 94.38 Gamma HHI 0.53 0.30 0.71 0.60 0.43 Net GEX -36.0M -43.8M -24.5M -33.2M -33.7M Net DEX 250.2M -39.8M 564.6M -39.8M 436.6M Net VEX -2.7M -3.0M -2.0M -2.0M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 74.04 0.01 786.21 492.08 1.00 Total Volume 13,432.81 4 154,993 30,078 20,323 Total OI 461,445.048 417,702 487,341 447,860 418,028
Daily Data (21 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 2024-12-02 $43.05 $38.00 15.1% 4.3% 11.4% 22.7% 16.0% 17.3% -1.6% -33.2M -39.8M -2.0M 492.08 132.11 N/A N/A 61 30,017 76,127 371,733 2024-12-03 $42.98 $38.00 22.8% 6.5% 11.5% 56.6% 16.2% 11.7% -5.0% -24.5M 5.8M -2.5M 786.21 136.56 N/A N/A 28 22,014 76,127 401,737 2024-12-04 $43.00 $38.00 16.6% 4.7% 11.2% 29.0% 16.6% 6.3% -0.8% -26.8M 60.2M -2.9M 22.13 116.76 N/A N/A 16 354 76,155 410,753 2024-12-05 $43.28 $38.00 15.2% 3.5% 11.2% 23.1% 10.8% 3.1% 2.7% -32.6M -14.6M -2.5M 2.76 98.52 N/A N/A 41 113 76,141 410,894 2024-12-06 $42.91 $38.00 14.5% 3.3% 10.7% 19.7% 12.7% 2.5% 2.4% -30.6M 18.2M -2.7M 2.88 96.55 N/A N/A 8 23 76,146 410,979 2024-12-09 $42.72 $38.00 14.0% 3.3% 10.3% 17.4% 13.1% 1.2% 1.0% -32.8M 20.4M -2.6M 7.83 103.58 N/A N/A 6 47 76,141 410,991 2024-12-10 $42.55 $38.00 12.5% 2.2% 10.4% 10.9% 12.8% 4.4% 6.0% -35.0M 51.9M -2.6M 1.00 106.04 N/A N/A 2 2 76,147 411,025 2024-12-11 $42.83 $38.00 11.2% 3.2% 10.5% 5.1% 21.8% 6.5% -1.4% -37.3M 10.9M -2.5M 52.00 103.76 N/A N/A 3 156 76,147 411,027 2024-12-12 $42.27 $38.00 12.5% 3.6% 11.6% 11.0% 12.4% 1.9% 2.6% -36.4M 60.2M -2.6M 0.88 98.39 N/A N/A 41 36 76,150 411,133 2024-12-13 $42.03 $38.00 9.6% 2.7% 11.8% 0.0% 11.9% 10.0% 7.5% -36.5M 97.3M -2.6M 2.56 113.21 N/A N/A 41 105 76,185 411,156 2024-12-16 $41.81 $38.00 11.9% 3.4% 11.3% 10.0% 14.8% 3.3% 1.8% -40.7M 131.4M -2.7M 0.01 96.35 N/A N/A 152,810 2,183 75,807 411,225 2024-12-17 $41.08 $42.00 15.2% 4.4% 12.6% 24.6% 15.4% 1.8% 0.2% -40.6M 376.8M -2.8M 6.79 85.65 N/A N/A 29 197 24,157 411,323 2024-12-18 $39.75 $42.00 14.0% 4.0% 16.7% 19.0% 18.2% 7.0% -6.2% -43.8M 533.2M -2.7M 0.99 112.17 N/A N/A 20,619 20,502 24,178 411,243 2024-12-19 $39.80 $42.00 16.6% 4.7% 16.7% 30.4% 17.0% 7.1% 1.9% -43.0M 564.6M -2.9M 65.88 84.75 N/A N/A 153 10,080 44,445 429,122 2024-12-20 $40.09 $42.00 14.8% 4.2% 15.6% 22.7% 18.7% 3.6% -1.8% -40.1M 509.8M -3.0M 0.46 89.54 N/A N/A 454 209 44,563 432,557 2024-12-23 $40.22 $42.00 15.6% 4.5% 15.7% 26.1% 14.7% 4.5% 0.7% -38.2M 519.8M -3.0M 0.43 88.43 N/A N/A 412 176 41,342 393,438 2024-12-24 $40.36 $42.00 15.6% 4.5% 15.8% 26.1% 14.6% -2.1% -0.2% -39.0M 494.6M -2.9M 101.00 90.50 N/A N/A 1 101 41,731 393,458 2024-12-26 $40.41 $42.00 14.4% 4.1% 15.7% 20.9% 14.5% -1.2% 1.1% -40.7M 488.0M -2.8M 1.00 91.92 N/A N/A 24 24 41,731 393,506 2024-12-27 $40.16 $42.00 14.5% 4.2% 15.6% 21.6% 12.1% 9.6% 0.2% -35.9M 457.9M -2.7M 6.81 95.07 N/A N/A 32 218 41,741 375,961 2024-12-30 $40.20 $42.00 15.4% 4.4% 15.0% 25.5% 15.4% 5.2% -0.2% -35.3M 471.8M -2.9M 0.06 97.43 N/A N/A 405 23 41,746 376,150 2024-12-31 $40.23 $42.00 15.0% 4.3% 15.1% 23.5% 15.2% 4.7% -5.8% -33.7M 436.6M -2.7M 1.00 94.38 N/A N/A 10,162 10,161 41,950 376,078
« Nov 2024 | All History | Jan 2025 » Home EWC History December 2024