EEM Options History — November 2023 In November 2023, EEM traded between $37.02 and $39.91. ATM implied volatility averaged 16.7%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 0.7% (HV 20d: 17.4%). Max pain ranged from $33.00 to $39.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.31.
Notable Days 2023-11-15 : Highest Volume — 752,751 contracts2023-11-24 : Largest IV drop — 8.2% change2023-11-22 : Highest IV Rank — 48.0%2023-11-01 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $38.97 $37.02 $39.91 $37.02 $39.53 Max Pain $38.60 $33.00 $39.00 $33.00 $39.00 ATM IV 16.7% 14.8% 19.7% 16.4% 17.3% Expected Move 4.6% 4.3% 4.8% 4.8% 4.5% HV 20d 17.4% 15.9% 19.2% 15.9% 16.6% HV 60d 15.0% 13.6% 15.7% 13.6% 15.2% IV Rank 29.4% 15.5% 48.0% 25.4% 44.1% IV Percentile 37.6% 9.9% 82.5% 31.0% 49.6% Term Structure 0.1% -2.0% 2.4% 0.1% -0.9% VWIV 15.9% 15.0% 16.6% 16.6% 15.7% Skew 25d 2.2% 0.9% 3.2% 3.0% 3.0% Skew 10d 3.8% 2.1% 5.9% 5.9% 3.9% Call IV 25d 15.4% 14.0% 17.3% 15.1% 15.1% Put IV 25d 17.6% 16.0% 20.3% 18.1% 18.0% Bid-Ask Spread % 29.18 3.69 62.53 38.43 3.69 Gamma HHI 0.08 0.07 0.11 0.11 0.11 Net GEX -26.4M -259.7M 92.8M -259.7M 31.6M Net DEX -418.0M -2.55B 2.77B 2.77B -441.3M Net VEX -35.5M -37.1M -33.8M -35.7M -34.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.36 3.12 1.84 1.16 Total Volume 208,402.286 49,796 752,751 250,247 317,776 Total OI 7,388,766.286 7,065,901 8,009,528 7,082,539 7,472,879
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 Vol Put Vol Call OI Put OI 2023-11-01 $37.02 $33.00 16.4% 4.8% 15.9% 25.4% 16.6% 3.0% 0.1% -259.7M 2.77B -35.7M 1.84 38.43 88,062 162,185 2,891,423 4,191,116 2023-11-02 $37.70 $39.00 15.9% 4.8% 17.2% 21.7% 15.9% 2.6% 0.4% -192.5M 1.53B -36.5M 1.94 10.28 47,687 92,375 2,964,973 4,188,545 2023-11-03 $38.48 $39.00 15.4% 4.7% 17.8% 18.9% 16.6% 2.2% 0.4% -115.7M 64.4M -37.1M 0.49 59.61 174,744 85,214 2,996,030 4,205,264 2023-11-06 $38.80 $39.00 16.1% 4.8% 17.8% 22.9% 16.5% 2.2% 0.6% -69.9M -494.3M -36.7M 0.56 53.56 101,443 56,383 3,047,789 4,218,020 2023-11-07 $38.70 $39.00 16.0% 4.7% 17.0% 22.5% 15.8% 2.3% 0.2% -74.9M -332.4M -36.1M 0.93 37.76 63,039 58,322 3,071,153 4,215,375 2023-11-08 $38.44 $39.00 15.6% 4.5% 17.1% 20.3% 15.8% 2.1% 0.3% -105.0M 153.4M -35.9M 3.12 11.24 21,299 66,518 3,123,175 4,246,168 2023-11-09 $38.05 $39.00 15.5% 4.6% 17.1% 19.8% 15.7% 1.9% 0.4% -157.9M 899.5M -35.2M 0.67 6.69 63,500 42,387 3,098,075 4,283,053 2023-11-10 $38.33 $39.00 14.8% 4.3% 17.2% 15.5% 15.3% 2.0% 0.5% -130.1M 446.1M -35.5M 2.47 28.59 19,226 47,570 3,115,338 4,288,867 2023-11-13 $38.39 $39.00 15.5% 4.4% 17.0% 19.7% 15.9% 1.6% 1.7% -121.2M 283.1M -34.6M 1.38 60.29 56,167 77,617 3,121,109 4,300,127 2023-11-14 $39.41 $39.00 16.0% 4.6% 19.2% 23.6% 16.2% 1.6% 1.6% 14.6M -1.80B -35.2M 0.36 62.53 260,761 92,720 3,169,951 4,334,748 2023-11-15 $39.72 $39.00 16.3% 4.7% 18.1% 25.1% 16.2% 0.9% 1.7% 69.3M -2.55B -35.7M 0.54 49.68 490,240 262,511 3,300,112 4,363,589 2023-11-16 $39.30 $38.50 15.8% 4.4% 18.5% 21.9% 15.0% 1.4% 2.4% 57.8M -1.82B -36.3M 0.83 25.94 46,241 38,183 3,551,683 4,424,712 2023-11-17 $39.33 $38.50 16.6% 4.5% 17.7% 27.2% 15.7% 0.9% 2.1% 26.4M -1.98B -35.8M 1.41 4.05 50,614 71,474 3,580,491 4,429,037 2023-11-20 $39.91 $38.50 17.9% 4.5% 18.1% 36.2% 16.0% 2.1% -1.5% 92.8M -1.40B -35.3M 0.38 21.77 193,165 72,747 3,074,669 3,991,232 2023-11-21 $39.58 $38.50 19.4% 4.6% 18.2% 46.0% 16.2% 3.0% -1.7% 71.6M -837.3M -35.9M 1.02 15.85 70,943 72,376 3,201,178 4,025,294 2023-11-22 $39.47 $38.50 19.7% 4.5% 17.3% 48.0% 16.0% 2.3% -2.0% 58.1M -577.6M -35.7M 1.68 14.03 60,523 101,561 3,238,373 4,038,331 2023-11-24 $39.52 $39.00 18.1% 4.4% 16.9% 37.1% 16.0% 2.7% -1.7% 90.3M -719.2M -36.0M 2.81 62.42 13,083 36,713 3,253,209 4,040,836 2023-11-27 $39.41 $39.00 17.3% 4.3% 17.0% 32.1% 15.3% 2.4% -1.2% 41.3M -471.0M -34.1M 0.64 16.58 188,488 121,244 3,241,435 4,081,966 2023-11-28 $39.73 $39.00 17.5% 4.4% 16.8% 44.6% 15.6% 3.2% -0.8% 82.7M -964.2M -34.4M 1.96 16.32 48,110 94,253 3,223,643 4,143,273 2023-11-29 $39.47 $39.00 17.5% 4.5% 16.8% 44.0% 16.1% 2.5% -0.7% 35.1M -518.0M -33.8M 1.41 13.44 145,018 203,966 3,244,437 4,173,414 2023-11-30 $39.53 $39.00 17.3% 4.5% 16.6% 44.1% 15.7% 3.0% -0.9% 31.6M -441.3M -34.2M 1.16 3.69 147,402 170,374 3,210,553 4,262,326
« Oct 2023 | All History | Dec 2023 » Home EEM History November 2023