EEM Options History — June 2024

In June 2024, EEM traded between $41.63 and $42.88. ATM implied volatility averaged 13.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 0.3% (HV 20d: 13.5%). Max pain ranged from $41.00 to $42.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.30.

Notable Days

2024-06-10: Highest Volume — 343,491 contracts
2024-06-07: Largest IV drop — 14.4% change
2024-06-06: Highest IV Rank — 43.1%
2024-06-03: Largest Expected Move — 4.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.38	$41.63	$42.88	$42.22	$42.59
Max Pain	$41.79	$41.00	$42.00	$41.00	$41.00
ATM IV	13.8%	12.8%	15.5%	14.7%	13.0%
Expected Move	4.0%	3.7%	4.6%	4.6%	3.7%
HV 20d	13.5%	10.5%	14.4%	10.5%	13.0%
HV 60d	13.2%	12.3%	13.4%	12.3%	13.3%
IV Rank	19.9%	7.4%	43.1%	32.7%	8.9%
IV Percentile	13.4%	2.0%	47.6%	28.2%	3.2%
Term Structure	0.1%	-2.0%	1.2%	0.2%	0.4%
VWIV	14.3%	12.8%	17.7%	15.8%	12.8%
Skew 25d	1.6%	0.6%	2.7%	1.1%	1.2%
Skew 10d	3.6%	-8.8%	9.9%	2.0%	2.7%
Call IV 25d	13.3%	12.5%	14.4%	14.2%	12.5%
Put IV 25d	14.9%	13.7%	16.0%	15.3%	13.7%
Bid-Ask Spread %	78.55	67.10	105.32	105.32	73.06
Gamma HHI	0.09	0.08	0.17	0.08	0.09
Net GEX	116.2M	-28.7M	316.3M	54.4M	100.5M
Net DEX	-2.78B	-4.44B	-595.7M	-2.44B	-3.44B
Net VEX	-57.1M	-60.9M	-53.9M	-59.5M	-54.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.30	0.05	3.09	0.34	1.24
Total Volume	188,053.684	35,132	343,491	103,526	101,703
Total OI	8,879,695.105	7,714,404	9,443,573	9,278,205	8,064,316

Daily Data (19 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
2024-06-03	$42.22	$41.00	14.7%	4.6%	10.5%	32.7%	15.8%	1.1%	0.2%	54.4M	-2.44B	-59.5M	0.34	105.32	77,203	26,323	3,640,561	5,637,644
2024-06-04	$41.63	$41.00	15.1%	4.6%	11.6%	37.5%	17.7%	1.6%	0.3%	-28.7M	-595.7M	-60.9M	2.15	94.50	73,300	157,904	3,643,353	5,650,955
2024-06-05	$42.27	$41.00	14.0%	4.2%	12.8%	22.5%	15.3%	1.9%	0.5%	77.8M	-2.61B	-59.0M	1.28	97.72	98,773	126,267	3,663,154	5,658,950
2024-06-06	$42.53	$42.00	15.5%	4.1%	13.0%	43.1%	14.9%	1.3%	-2.0%	91.8M	-3.33B	-60.4M	0.66	89.70	177,784	117,611	3,669,330	5,677,682
2024-06-07	$42.03	$42.00	13.3%	4.0%	13.7%	12.8%	13.9%	0.7%	1.2%	1.5M	-1.78B	-60.4M	0.98	91.98	134,859	131,861	3,749,415	5,694,158
2024-06-10	$42.30	$42.00	13.5%	3.8%	13.9%	16.5%	13.6%	0.6%	-0.6%	89.1M	-2.47B	-58.9M	0.05	96.69	327,998	15,493	3,612,509	5,571,111
2024-06-11	$41.83	$42.00	14.0%	4.0%	14.0%	23.5%	15.7%	2.0%	-0.1%	-22.7M	-1.01B	-57.8M	0.66	72.31	191,289	126,547	3,378,345	5,591,825
2024-06-12	$42.22	$42.00	13.6%	3.9%	14.4%	17.8%	14.1%	1.4%	-0.2%	137.4M	-2.40B	-57.9M	1.35	73.51	89,110	120,732	3,508,742	5,647,961
2024-06-13	$42.19	$42.00	13.5%	3.8%	13.8%	16.1%	13.5%	1.7%	-0.2%	126.3M	-2.28B	-56.9M	1.39	70.72	68,363	94,773	3,523,052	5,638,420
2024-06-14	$42.22	$42.00	13.7%	4.0%	13.7%	18.3%	13.6%	2.7%	0.2%	113.8M	-2.36B	-57.7M	0.57	67.10	57,941	33,266	3,508,138	5,706,306
2024-06-17	$42.55	$42.00	13.5%	3.9%	14.0%	16.5%	13.8%	1.9%	-0.1%	223.9M	-3.38B	-56.0M	1.85	67.43	12,345	22,787	3,461,179	5,727,935
2024-06-18	$42.88	$42.00	12.8%	3.7%	14.3%	7.4%	13.2%	1.4%	0.4%	316.3M	-4.44B	-53.9M	0.78	69.71	127,817	99,307	3,472,338	5,729,576
2024-06-20	$42.84	$42.00	13.3%	3.8%	14.1%	13.2%	13.1%	2.0%	0.0%	303.6M	-4.00B	-54.5M	0.90	67.23	137,831	124,161	3,449,384	5,744,683
2024-06-21	$42.67	$42.00	13.5%	3.9%	14.2%	15.7%	12.9%	1.9%	0.2%	134.0M	-3.66B	-55.7M	1.09	68.32	76,096	82,812	3,513,869	5,868,725
2024-06-24	$42.73	$42.00	13.9%	3.9%	14.0%	21.3%	13.5%	1.3%	0.1%	146.7M	-3.48B	-55.0M	2.77	72.20	17,435	48,372	3,145,734	4,568,670
2024-06-25	$42.56	$42.00	13.6%	3.9%	14.0%	17.4%	17.2%	1.7%	0.3%	123.5M	-3.28B	-54.1M	3.09	71.66	35,334	109,032	3,161,347	4,625,255
2024-06-26	$42.45	$42.00	13.6%	3.9%	14.0%	17.1%	13.4%	1.7%	0.2%	104.1M	-2.84B	-55.9M	1.85	70.81	48,008	88,857	3,184,957	4,676,847
2024-06-27	$42.53	$42.00	13.7%	3.9%	13.1%	19.1%	14.1%	1.7%	0.6%	114.6M	-2.93B	-56.0M	1.77	72.45	69,812	123,914	3,198,181	4,749,600
2024-06-28	$42.59	$41.00	13.0%	3.7%	13.0%	8.9%	12.8%	1.2%	0.4%	100.5M	-3.44B	-54.6M	1.24	73.06	45,487	56,216	3,249,508	4,814,808