EWI Options History — October 2024

In October 2024, EWI traded between $37.45 and $39.16. ATM implied volatility averaged 16.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.9% (HV 20d: 15.2%). Max pain ranged from $30.00 to $39.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 28.20.

Notable Days

  • 2024-10-14: Highest Volume — 1,154 contracts
  • 2024-10-30: Largest IV spike — 88.1% change
  • 2024-10-30: Highest IV Rank — 74.4%
  • 2024-10-30: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.27$37.45$39.16$38.27$37.97
Max Pain$32.70$30.00$39.00$39.00$32.00
ATM IV16.1%11.7%28.6%14.7%28.4%
Expected Move4.5%3.3%8.2%4.2%8.2%
HV 20d15.2%12.0%16.4%15.2%12.0%
HV 60d15.7%14.0%16.3%16.1%14.1%
IV Rank21.4%2.4%74.4%15.2%73.9%
IV Percentile39.7%2.4%99.6%28.2%99.2%
Term Structure3.4%-10.9%8.5%0.2%-3.3%
VWIV20.1%13.1%33.9%15.6%21.4%
Skew 25d6.7%1.4%17.2%1.5%16.0%
Skew 10d-1.9%-12.9%12.2%2.4%3.9%
Call IV 25d13.4%11.9%16.3%14.4%15.4%
Put IV 25d20.1%13.7%31.8%15.9%31.4%
Bid-Ask Spread %115.4799.70129.59129.59107.90
Gamma HHI0.350.250.540.360.27
Net GEX-4.6K-37.6K11.0K-10.9K5.9K
Net DEX-112.1K-225.8K2.9K-95.1K-153.7K
Net VEX-1.6K-1.8K-1.4K-1.7K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio28.200.00285.005.75285.00
Total Volume200.91301,1542710
Total OI1,552.6093142,5691,0832,011

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$38.27$39.0014.7%4.2%15.2%15.2%15.6%1.5%0.2%-10.9K-95.1K-1.7K5.75129.59N/AN/A423262821
2024-10-02$38.06$39.0014.9%4.3%15.3%16.2%0.0%12.5%7.7%-9.9K-72.4K-1.8K0.00121.11N/AN/A00266815
2024-10-03$37.45$36.0019.6%4.2%16.3%36.2%0.0%10.2%5.4%-5.4K2.9K-1.7K0.00116.03N/AN/A034266815
2024-10-04$37.83$36.0013.4%3.7%16.1%10.0%0.0%8.2%5.7%-10.1K-3.6K-1.8K0.00121.24N/AN/A00267839
2024-10-07$37.78$36.0015.2%3.8%15.7%17.3%0.0%9.0%5.9%-2.1K-12.2K-1.6K0.02121.13N/AN/A2857267839
2024-10-08$37.91$36.0014.9%3.9%15.3%16.3%0.0%7.0%7.1%-2.8K-24.0K-1.6K0.96119.24N/AN/A503484438839
2024-10-09$37.94$36.0013.8%3.9%15.3%11.3%33.9%9.0%6.6%-6.9K-19.0K-1.7K0.00119.28N/AN/A077371,132
2024-10-10$38.00$30.0013.4%3.9%15.1%10.0%0.0%9.4%6.9%-3.4K-34.0K-1.5K1.00119.28N/AN/A117371,139
2024-10-11$38.31$30.0013.0%3.7%15.4%8.0%16.8%6.5%5.7%-3.9K-83.6K-1.5K0.00115.80N/AN/A307381,140
2024-10-14$38.67$30.0011.7%3.3%15.4%2.4%13.2%1.5%2.9%-26.3K-103.8K-1.5K1.41115.89N/AN/A4786767391,140
2024-10-15$38.27$30.0012.9%3.7%15.9%7.7%0.0%1.4%6.7%-11.9K-36.2K-1.6K0.00107.79N/AN/A001,0331,535
2024-10-16$38.53$30.0017.9%5.1%16.1%28.9%0.0%4.7%1.5%-21.4K-73.0K-1.6K0.00105.52N/AN/A001,0331,535
2024-10-17$38.86$30.0015.6%4.5%15.8%19.0%0.0%1.8%5.1%-32.7K-131.5K-1.5K9.11115.36N/AN/A383461,0331,535
2024-10-18$39.16$30.0013.5%3.9%16.0%10.2%0.0%2.6%5.5%-37.6K-211.2K-1.4K0.00118.70N/AN/A061,0341,535
2024-10-21$38.75$30.0014.1%4.0%16.3%12.8%13.1%3.9%-3.7%8.1K-208.6K-1.4K2.00119.28N/AN/A510145169
2024-10-22$38.39$30.0014.6%4.2%16.4%15.0%26.3%8.1%8.0%8.3K-190.9K-1.5K0.00118.15N/AN/A038147169
2024-10-23$38.22$32.0014.0%4.0%16.4%12.6%22.8%6.9%8.3%6.5K-160.2K-1.5K3.11109.02N/AN/A90280147207
2024-10-24$38.36$32.0019.1%5.5%14.3%34.2%15.3%5.9%-2.9%8.5K-186.9K-1.5K1.83107.50N/AN/A355651237487
2024-10-25$38.25$32.0013.9%4.0%14.2%12.0%0.0%5.8%8.5%9.9K-177.2K-1.5K0.00123.05N/AN/A005921,138
2024-10-28$38.72$32.0018.3%5.3%14.2%30.8%22.9%3.3%-10.9%10.2K-225.8K-1.5K285.00110.11N/AN/A12855921,138
2024-10-29$38.44$32.0015.2%4.4%13.1%17.4%0.0%2.1%8.1%10.7K-203.5K-1.5K0.00115.21N/AN/A005931,418
2024-10-30$38.11$32.0028.6%8.2%13.3%74.4%0.0%17.2%-6.4%11.0K-174.2K-1.5K0.0099.70N/AN/A005931,418
2024-10-31$37.97$32.0028.4%8.2%12.0%73.9%21.4%16.0%-3.3%5.9K-153.7K-1.5K0.00107.90N/AN/A0105931,418