EEM Options History — April 2024 In April 2024, EEM traded between $39.66 and $41.78. ATM implied volatility averaged 15.5%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 3.8% (HV 20d: 11.7%). Max pain ranged from $39.00 to $40.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.49.
Notable Days 2024-04-01 : Highest Volume — 461,975 contracts2024-04-04 : Largest IV spike — 13.4% change2024-04-15 : Highest IV Rank — 75.1%2024-04-19 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $40.80 $39.66 $41.78 $41.14 $41.05 Max Pain $39.43 $39.00 $40.00 $39.00 $39.00 ATM IV 15.5% 13.8% 17.9% 13.8% 14.4% Expected Move 4.5% 3.9% 5.1% 3.9% 4.5% HV 20d 11.7% 7.9% 15.1% 10.3% 15.1% HV 60d 13.5% 12.8% 13.9% 13.8% 13.6% IV Rank 42.7% 18.7% 75.1% 18.7% 27.0% IV Percentile 40.1% 5.6% 89.7% 5.6% 15.5% Term Structure -0.1% -0.7% 0.3% 0.1% 0.0% VWIV 16.1% 13.0% 19.4% 13.2% 17.9% Skew 25d 2.1% 1.2% 3.7% 1.2% 1.7% Skew 10d 4.4% -8.8% 16.3% 0.8% 3.7% Call IV 25d 14.5% 13.4% 16.3% 13.4% 13.8% Put IV 25d 16.7% 14.5% 19.5% 14.5% 15.5% Bid-Ask Spread % 78.66 63.36 95.00 72.13 83.31 Gamma HHI 0.09 0.07 0.12 0.09 0.08 Net GEX 14.2M -231.3M 256.7M 78.0M 29.4M Net DEX -1.26B -3.98B 1.77B -2.32B -1.69B Net VEX -60.5M -62.6M -57.9M -57.9M -60.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 0.03 5.93 0.03 2.11 Total Volume 211,914.773 82,444 461,975 461,975 234,875 Total OI 8,329,715.227 7,826,170 8,745,643 7,826,170 8,440,260
Daily Data (22 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 2024-04-01 $41.14 $39.00 13.8% 3.9% 10.3% 18.7% 13.2% 1.2% 0.1% 78.0M -2.32B -57.9M 0.03 72.13 448,017 13,958 3,087,121 4,739,049 2024-04-02 $41.28 $39.00 14.0% 4.0% 10.3% 22.0% 13.0% 1.4% -0.2% 111.1M -2.57B -58.6M 2.63 71.25 28,533 75,121 3,092,581 4,780,562 2024-04-03 $41.34 $39.00 14.2% 4.0% 9.5% 25.0% 13.2% 1.6% 0.1% 111.3M -2.67B -58.2M 0.64 70.52 231,406 149,053 3,099,259 4,818,082 2024-04-04 $41.17 $39.00 16.1% 4.5% 8.2% 51.2% 15.7% 1.9% -0.3% 75.1M -2.47B -60.4M 0.54 67.16 167,958 89,910 3,204,121 4,886,214 2024-04-05 $41.23 $39.00 15.4% 4.5% 7.9% 41.8% 15.7% 2.0% -0.3% 133.3M -2.76B -59.7M 1.51 63.36 136,539 206,827 3,312,952 4,891,565 2024-04-08 $41.53 $40.00 14.8% 4.3% 8.2% 33.3% 18.6% 1.8% 0.1% 201.1M -3.34B -59.7M 0.36 65.48 98,014 35,694 3,393,307 4,973,064 2024-04-09 $41.78 $40.00 14.8% 4.2% 8.4% 32.5% 14.5% 2.0% 0.1% 256.7M -3.98B -59.8M 0.46 68.19 133,776 62,027 3,464,044 4,951,024 2024-04-10 $41.17 $40.00 15.2% 4.4% 9.3% 38.7% 14.4% 1.9% -0.1% 164.0M -2.52B -60.5M 0.11 67.50 226,726 24,286 3,536,525 4,998,425 2024-04-11 $41.50 $40.00 14.4% 4.1% 9.6% 27.1% 14.6% 1.7% 0.2% 194.0M -3.12B -59.2M 5.93 80.11 17,501 103,714 3,373,612 4,995,872 2024-04-12 $40.53 $40.00 16.0% 4.7% 12.8% 49.3% 17.9% 2.4% 0.3% -48.8M -463.1M -61.5M 1.03 81.95 102,766 105,360 3,376,241 5,068,344 2024-04-15 $40.25 $40.00 17.9% 5.1% 12.9% 75.1% 17.7% 3.7% -0.1% -108.2M 216.7M -61.4M 2.27 76.44 105,213 239,192 3,392,933 5,119,338 2024-04-16 $39.80 $39.50 17.4% 5.0% 13.4% 69.3% 19.0% 3.4% -0.1% -203.0M 1.42B -60.8M 2.58 80.91 70,975 182,966 3,367,895 5,210,342 2024-04-17 $39.73 $40.00 17.4% 5.0% 13.3% 69.4% 17.3% 2.8% -0.7% -231.3M 1.77B -61.8M 1.21 83.90 38,667 46,970 3,433,951 5,295,279 2024-04-18 $39.89 $40.00 16.8% 4.8% 12.7% 59.9% 19.4% 2.8% -0.0% -197.1M 1.09B -61.3M 4.99 85.45 13,763 68,681 3,460,859 5,267,984 2024-04-19 $39.66 $40.00 17.8% 5.1% 12.7% 74.2% 18.0% 2.6% -0.3% -176.9M 1.72B -61.1M 0.45 83.28 288,155 129,496 3,465,618 5,280,025 2024-04-22 $40.16 $39.00 16.9% 4.9% 13.4% 62.1% 18.0% 2.4% -0.5% -94.9M 609.7M -62.6M 0.80 86.57 91,331 72,938 3,190,992 4,815,891 2024-04-23 $40.48 $39.00 15.4% 4.4% 13.8% 41.8% 15.6% 2.1% -0.3% -58.2M -311.6M -62.3M 2.35 90.90 37,550 88,257 3,265,391 4,910,859 2024-04-24 $40.61 $39.00 15.1% 4.4% 13.8% 36.8% 14.9% 2.4% -0.2% -37.7M -694.6M -61.1M 0.82 95.00 66,889 55,085 3,298,634 4,932,742 2024-04-25 $40.70 $39.00 14.8% 4.4% 13.8% 33.3% 15.3% 2.0% -0.6% -21.5M -885.4M -62.4M 0.83 90.75 47,380 39,390 3,348,428 4,967,992 2024-04-26 $41.16 $39.00 14.1% 4.2% 14.3% 23.3% 15.4% 1.8% 0.1% 38.0M -1.97B -60.7M 0.29 73.47 116,212 33,167 3,353,470 4,983,462 2024-04-29 $41.50 $39.00 14.5% 4.4% 14.6% 28.3% 14.9% 1.7% 0.2% 97.7M -2.77B -60.2M 0.72 92.84 80,058 57,729 3,409,104 5,000,322 2024-04-30 $41.05 $39.00 14.4% 4.5% 15.1% 27.0% 17.9% 1.7% 0.0% 29.4M -1.69B -60.1M 2.11 83.31 75,452 159,423 3,404,365 5,035,895
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