EEM Options History — May 2024 In May 2024, EEM traded between $41.17 and $43.78. ATM implied volatility averaged 13.8%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 0.6% (HV 20d: 13.1%). Max pain ranged from $39.00 to $41.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.18.
Notable Days 2024-05-31 : Highest Volume — 442,975 contracts2024-05-13 : Largest IV spike — 12.1% change2024-05-02 : Highest IV Rank — 40.4%2024-05-02 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.71 $41.17 $43.78 $41.17 $41.72 Max Pain $40.64 $39.00 $41.00 $39.00 $41.00 ATM IV 13.8% 12.3% 15.3% 14.8% 14.5% Expected Move 4.1% 3.6% 4.7% 4.4% 4.4% HV 20d 13.1% 10.1% 17.2% 15.1% 10.1% HV 60d 12.8% 12.1% 13.8% 13.6% 12.2% IV Rank 18.8% 0.0% 40.4% 33.5% 30.5% IV Percentile 11.8% 0.0% 37.3% 24.6% 25.4% Term Structure 1.4% -0.8% 27.8% -0.0% 0.1% VWIV 14.6% 13.2% 17.4% 15.4% 17.4% Skew 25d 1.5% 0.6% 4.2% 1.6% 1.9% Skew 10d 6.3% -2.4% 26.7% 1.1% 7.3% Call IV 25d 13.3% 11.9% 14.8% 13.7% 14.1% Put IV 25d 14.8% 13.5% 18.1% 15.3% 16.1% Bid-Ask Spread % 101.15 92.08 109.39 96.70 107.83 Gamma HHI 0.10 0.08 0.13 0.09 0.08 Net GEX 225.2M -23.3M 335.8M 52.2M -23.3M Net DEX -4.98B -8.41B -709.3M -2.04B -709.3M Net VEX -57.4M -61.0M -54.0M -60.2M -61.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.09 6.06 1.38 1.31 Total Volume 190,094.909 77,358 442,975 237,385 442,975 Total OI 8,878,596.364 8,449,782 9,341,174 8,498,899 9,291,251
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 2024-05-01 $41.17 $39.00 14.8% 4.4% 15.1% 33.5% 15.4% 1.6% -0.0% 52.2M -2.04B -60.2M 1.38 96.70 99,631 137,754 3,415,783 5,083,116 2024-05-02 $42.08 $39.00 15.3% 4.7% 17.0% 40.4% 16.2% 1.4% -0.1% 168.3M -4.13B -58.6M 0.26 92.80 121,929 31,486 3,414,357 5,041,118 2024-05-03 $42.44 $39.00 13.8% 4.1% 17.2% 19.0% 14.1% 0.9% 0.1% 256.9M -5.03B -57.5M 0.32 100.16 99,417 31,345 3,489,725 5,074,614 2024-05-06 $42.47 $40.50 13.4% 4.2% 17.0% 13.9% 14.2% 0.6% 27.8% 266.0M -5.01B -57.9M 0.86 97.13 47,594 41,041 3,542,505 5,092,992 2024-05-07 $42.27 $40.50 13.1% 4.1% 17.0% 9.9% 14.0% 1.1% 1.2% 249.2M -4.71B -57.6M 0.89 93.44 93,780 83,464 3,557,627 5,124,560 2024-05-08 $42.28 $40.50 13.0% 4.0% 16.1% 7.4% 14.4% 1.6% 1.3% 252.3M -4.70B -56.7M 0.73 92.64 105,570 77,404 3,569,326 5,155,574 2024-05-09 $42.39 $40.50 13.3% 4.0% 15.9% 12.3% 14.8% 1.0% 1.4% 267.3M -5.01B -56.9M 0.92 92.08 73,378 67,430 3,590,855 5,179,898 2024-05-10 $42.50 $41.00 13.4% 4.0% 12.9% 13.9% 13.8% 1.2% 1.7% 307.0M -5.30B -57.0M 0.64 97.54 225,987 145,227 3,626,729 5,212,530 2024-05-13 $42.84 $41.00 15.0% 4.2% 12.6% 36.2% 15.2% 1.4% -0.8% 305.8M -6.04B -58.3M 1.67 98.30 28,946 48,412 3,764,893 5,313,912 2024-05-14 $43.03 $41.00 14.5% 4.1% 11.4% 29.2% 14.8% 1.6% -0.5% 324.8M -6.66B -56.9M 2.19 100.61 39,572 86,503 3,767,335 5,361,397 2024-05-15 $43.47 $41.00 14.3% 4.0% 11.4% 26.6% 13.7% 1.8% -0.5% 333.5M -7.62B -55.3M 0.09 98.26 169,053 14,556 3,762,828 5,434,081 2024-05-16 $43.61 $41.00 14.1% 4.0% 11.4% 23.8% 15.0% 1.4% 0.0% 328.9M -8.08B -54.0M 0.69 105.29 96,224 66,100 3,840,655 5,443,691 2024-05-17 $43.78 $41.00 13.5% 3.8% 10.7% 14.7% 13.5% 1.5% -0.7% 335.8M -8.41B -54.1M 1.48 104.00 60,951 89,935 3,865,027 5,476,147 2024-05-20 $43.64 $41.00 13.4% 3.8% 10.7% 13.9% 13.2% 1.3% 0.2% 264.3M -6.14B -55.3M 0.78 103.88 176,301 136,741 3,433,019 5,016,763 2024-05-21 $43.34 $41.00 13.1% 3.7% 11.3% 9.6% 14.6% 1.4% 0.0% 260.6M -5.78B -55.9M 1.04 105.30 48,277 50,101 3,527,189 5,078,406 2024-05-22 $43.20 $41.00 13.0% 3.7% 11.5% 7.6% 13.3% 0.7% -0.2% 258.1M -5.37B -57.1M 0.84 104.71 54,258 45,656 3,572,807 5,117,299 2024-05-23 $42.89 $41.00 13.4% 3.9% 12.1% 13.0% 13.6% 1.5% -0.0% 223.7M -4.66B -57.3M 0.42 107.00 177,884 73,896 3,595,882 5,273,573 2024-05-24 $43.00 $41.00 12.3% 3.6% 11.7% 0.0% 14.1% 1.6% -0.1% 209.3M -4.80B -57.8M 6.06 109.39 46,782 283,446 3,611,390 5,348,572 2024-05-28 $42.92 $41.00 12.6% 3.8% 11.5% 4.5% 13.7% 1.7% 0.1% 183.9M -4.37B -58.1M 1.32 107.74 37,025 48,938 3,595,426 5,423,647 2024-05-29 $42.34 $41.00 14.1% 4.3% 11.9% 25.0% 15.1% 4.2% -0.1% 89.8M -2.77B -59.8M 1.82 107.14 64,372 117,324 3,609,479 5,448,763 2024-05-30 $42.17 $41.00 14.4% 4.5% 12.1% 29.1% 16.8% 1.1% -0.1% 40.5M -2.21B -59.9M 0.25 103.36 156,891 38,532 3,603,761 5,580,618 2024-05-31 $41.72 $41.00 14.5% 4.4% 10.1% 30.5% 17.4% 1.9% 0.1% -23.3M -709.3M -61.0M 1.31 107.83 191,397 251,578 3,695,263 5,595,988
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