EWI Options History — October 2022

In October 2022, EWI traded between $21.36 and $24.26. ATM implied volatility averaged 37.9%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 0.8% (HV 20d: 37.1%). Max pain ranged from $24.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.93.

Notable Days

  • 2022-10-21: Highest Volume — 12,809 contracts
  • 2022-10-10: Largest IV spike — 11.5% change
  • 2022-10-11: Highest IV Rank — 67.8%
  • 2022-10-12: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.74$21.36$24.26$22.18$24.08
Max Pain$25.81$24.00$30.00$30.00$25.00
ATM IV37.9%33.9%44.0%40.8%35.8%
Expected Move10.8%9.7%11.9%11.7%10.3%
HV 20d37.1%30.6%42.3%38.2%30.6%
HV 60d32.1%31.0%34.5%33.0%31.2%
IV Rank54.7%46.0%67.8%60.8%50.1%
IV Percentile81.5%61.1%96.8%91.3%71.8%
Term Structure0.3%-2.5%2.1%-0.6%-1.0%
VWIV37.4%31.9%42.8%41.0%35.0%
Skew 25d7.6%4.9%9.7%7.2%6.9%
Skew 10d19.6%11.0%27.9%26.5%16.1%
Call IV 25d34.6%29.9%38.6%38.6%32.0%
Put IV 25d42.2%37.3%46.3%45.8%38.9%
Bid-Ask Spread %63.5726.7580.0680.0677.34
Gamma HHI0.260.220.350.240.25
Net GEX-1.1M-1.4M-779.3K-779.3K-1.4M
Net DEX40.9M21.4M51.5M44.2M24.6M
Net VEX-69.9K-107.4K-47.1K-57.4K-98.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.608.940.658.94
Total Volume3,652.04877112,8091,9041,998
Total OI43,997.1938,81653,39840,86645,093

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$22.18$30.0040.8%11.7%38.2%60.8%41.0%7.2%-0.6%-779.3K44.2M-57.4K0.6580.06N/AN/A1,15375112,28428,582
2022-10-04$23.13$30.0039.6%11.3%41.2%58.3%39.8%8.7%-2.5%-852.8K40.7M-65.6K1.1770.14N/AN/A1,2411,45112,28828,914
2022-10-05$22.82$30.0037.0%10.6%40.9%52.7%39.6%6.5%-1.0%-882.0K43.7M-60.6K1.5853.49N/AN/A1,2371,95512,36529,470
2022-10-06$22.13$26.0037.7%10.7%42.3%54.3%39.5%8.9%1.3%-909.2K47.4M-56.4K2.1257.96N/AN/A1,2392,63112,36530,821
2022-10-07$21.73$26.0037.4%10.9%40.7%53.6%42.8%8.5%0.2%-871.1K48.5M-53.5K1.6139.39N/AN/A1,2392,00112,36530,831
2022-10-10$21.81$26.0041.7%11.3%38.9%62.8%39.4%9.7%-0.2%-882.6K48.7M-51.0K0.8964.72N/AN/A1,2591,11912,36530,869
2022-10-11$21.50$25.0044.0%11.9%37.4%67.8%37.9%8.9%1.0%-882.2K49.2M-49.6K0.7866.50N/AN/A1,2851,00412,38531,008
2022-10-12$21.36$25.0041.5%11.9%37.0%62.5%38.0%9.1%2.1%-857.8K49.7M-47.1K0.7370.32N/AN/A1,25692112,37330,882
2022-10-13$22.00$25.0038.2%11.0%37.9%55.3%36.5%8.8%-0.4%-927.0K48.3M-47.9K0.7370.50N/AN/A1,25491712,37330,671
2022-10-14$21.77$25.0038.8%11.1%36.9%56.5%38.5%8.1%0.8%-943.9K49.2M-47.2K0.9070.08N/AN/A1,2541,12912,37231,048
2022-10-17$22.54$25.0036.1%10.4%39.3%50.9%37.7%6.8%0.6%-1.1M47.8M-49.0K0.6028.80N/AN/A1,26475412,37231,694
2022-10-18$22.89$25.0036.5%10.5%38.8%51.7%37.1%8.2%1.3%-1.1M47.0M-49.1K1.3726.75N/AN/A1,6222,22512,39831,925
2022-10-19$22.47$24.0038.7%11.1%39.1%56.4%37.0%8.7%1.0%-1.2M49.1M-51.4K2.7139.28N/AN/A1,8074,89912,78832,899
2022-10-20$22.59$25.0037.1%10.6%39.1%52.9%35.7%5.6%0.7%-1.3M51.5M-80.9K0.9975.55N/AN/A4,7854,75615,24338,081
2022-10-21$23.01$25.0036.4%10.4%34.8%51.5%33.7%7.4%1.3%-1.4M47.9M-88.2K1.7069.22N/AN/A4,7488,06115,24438,154
2022-10-24$23.34$25.0039.0%11.2%34.9%56.9%40.0%5.6%-0.5%-1.2M28.3M-95.6K3.8071.28N/AN/A1967449,53729,279
2022-10-25$23.80$25.0035.6%10.2%34.4%49.7%33.7%6.9%-0.2%-1.2M24.6M-96.3K1.4575.70N/AN/A2,1593,1359,57429,678
2022-10-26$24.06$25.0035.3%10.1%33.6%49.1%34.9%4.9%1.0%-1.2M22.7M-107.0K1.5875.81N/AN/A2,1883,46011,59632,049
2022-10-27$24.12$25.0034.9%10.0%31.9%48.3%35.5%7.3%0.9%-1.3M23.6M-107.0K3.5176.52N/AN/A18364211,61933,134
2022-10-28$24.26$25.0033.9%9.7%31.8%46.0%31.9%7.4%-0.1%-1.3M21.4M-107.4K2.7675.47N/AN/A20556611,64233,311
2022-10-31$24.08$25.0035.8%10.3%30.6%50.1%35.0%6.9%-1.0%-1.4M24.6M-98.7K8.9477.34N/AN/A2011,79711,64533,448