EEM Options History — July 2024 In July 2024, EEM traded between $42.03 and $44.53. ATM implied volatility averaged 13.6%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 2.9% (HV 20d: 10.7%). Max pain ranged from $41.00 to $43.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.14.
Notable Days 2024-07-19 : Highest Volume — 223,849 contracts2024-07-18 : Largest IV spike — 7.3% change2024-07-25 : Highest IV Rank — 43.8%2024-07-30 : Largest Expected Move — 4.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.20 $42.03 $44.53 $42.64 $43.00 Max Pain $42.52 $41.00 $43.00 $41.00 $43.00 ATM IV 13.6% 12.1% 15.4% 13.5% 14.3% Expected Move 4.0% 3.5% 4.6% 3.8% 4.3% HV 20d 10.7% 6.8% 15.3% 12.3% 15.3% HV 60d 12.5% 11.6% 13.4% 13.3% 12.5% IV Rank 19.2% 0.0% 43.8% 15.9% 28.9% IV Percentile 17.1% 0.0% 50.4% 8.7% 26.6% Term Structure 0.4% -0.5% 5.7% 0.3% -0.2% VWIV 14.2% 12.4% 17.6% 13.1% 15.3% Skew 25d 1.4% 0.7% 2.3% 1.3% 1.5% Skew 10d 3.4% 1.5% 10.2% 2.4% 3.2% Call IV 25d 13.4% 12.3% 14.8% 13.3% 13.9% Put IV 25d 14.9% 13.0% 16.6% 14.5% 15.4% Bid-Ask Spread % 76.10 67.64 87.29 70.03 76.41 Gamma HHI 0.10 0.07 0.13 0.08 0.09 Net GEX 150.8M -12.4M 281.3M 98.2M 133.9M Net DEX -4.54B -8.03B -1.35B -3.41B -3.91B Net VEX -49.4M -54.9M -44.0M -54.9M -49.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.14 0.33 2.55 0.33 0.81 Total Volume 123,780.273 30,078 223,849 30,078 97,744 Total OI 8,097,611.955 7,723,033 8,420,598 8,028,619 8,126,573
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 2024-07-01 $42.64 $41.00 13.5% 3.8% 12.3% 15.9% 13.1% 1.3% 0.3% 98.2M -3.41B -54.9M 0.33 70.03 22,697 7,381 3,212,639 4,815,980 2024-07-02 $42.83 $41.00 12.9% 3.5% 11.7% 8.6% 12.4% 1.6% 0.6% 133.9M -3.83B -53.3M 0.59 78.72 31,571 18,472 3,208,420 4,822,707 2024-07-03 $43.39 $41.00 13.0% 3.6% 11.1% 9.0% 12.6% 1.0% -0.1% 187.2M -5.25B -50.7M 0.68 87.29 48,900 33,039 3,220,607 4,831,054 2024-07-05 $43.64 $42.00 12.8% 3.7% 10.1% 6.7% 13.1% 1.6% 0.4% 220.0M -5.83B -49.1M 2.55 70.35 23,146 58,943 3,247,682 4,824,782 2024-07-08 $43.64 $42.00 12.5% 3.7% 10.0% 2.9% 12.6% 1.1% 0.4% 226.4M -5.70B -49.4M 0.52 80.99 91,866 47,730 3,246,827 4,825,295 2024-07-09 $43.83 $42.00 12.6% 3.6% 8.7% 3.9% 12.9% 0.7% -0.1% 268.9M -6.28B -47.9M 1.48 80.65 75,432 111,386 3,301,303 4,831,959 2024-07-10 $44.05 $42.50 12.8% 3.7% 8.6% 6.1% 13.4% 1.2% 0.2% 250.3M -6.60B -47.3M 1.13 78.05 56,527 63,935 3,285,204 4,831,260 2024-07-11 $44.33 $42.50 12.7% 3.7% 7.2% 5.4% 15.2% 0.9% 0.1% 260.6M -7.43B -45.5M 1.79 75.78 61,063 109,219 3,323,164 4,891,159 2024-07-12 $44.53 $42.50 12.1% 3.6% 6.8% 0.0% 12.9% 0.7% 0.2% 272.2M -8.03B -44.0M 0.90 67.64 68,609 61,446 3,379,453 4,800,412 2024-07-15 $44.05 $43.00 12.8% 3.7% 8.3% 10.0% 13.5% 1.1% -0.4% 262.6M -6.92B -46.3M 1.01 76.79 47,104 47,532 3,412,755 4,839,347 2024-07-16 $44.25 $43.00 12.5% 3.6% 8.3% 5.4% 13.6% 0.9% 0.5% 281.3M -7.49B -44.9M 1.25 75.78 69,965 87,531 3,443,181 4,864,673 2024-07-17 $43.61 $43.00 13.3% 3.8% 10.0% 16.4% 13.7% 1.8% 0.5% 254.7M -5.98B -47.7M 2.10 77.32 36,651 76,788 3,467,422 4,889,488 2024-07-18 $43.20 $43.00 14.3% 4.1% 10.4% 29.4% 13.9% 1.7% 0.2% 189.5M -4.81B -48.1M 0.74 74.88 76,757 57,036 3,483,412 4,937,186 2024-07-19 $42.77 $43.00 14.1% 4.0% 11.0% 26.3% 14.1% 1.5% 0.2% 68.6M -3.44B -50.8M 0.61 72.42 138,968 84,881 3,475,165 4,943,058 2024-07-22 $43.09 $43.00 14.2% 4.2% 11.2% 28.2% 14.6% 2.3% 0.1% 93.5M -3.69B -48.7M 1.47 73.31 47,611 70,165 3,172,898 4,550,135 2024-07-23 $42.72 $43.00 14.3% 4.2% 11.7% 29.5% 14.9% 1.9% 0.4% 56.8M -2.91B -50.1M 1.75 77.17 46,583 81,346 3,218,053 4,610,689 2024-07-24 $42.16 $43.00 15.2% 4.5% 12.5% 40.7% 15.4% 1.6% 5.7% 562.8K -1.59B -51.6M 0.75 73.44 123,500 92,116 3,264,422 4,638,701 2024-07-25 $42.03 $43.00 15.4% 4.5% 12.5% 43.8% 15.6% 1.7% -0.3% -12.4M -1.40B -52.6M 1.44 74.22 48,043 69,321 3,262,908 4,629,146 2024-07-26 $42.34 $43.00 14.6% 4.4% 12.8% 33.8% 15.4% 1.7% 0.3% 37.8M -2.09B -51.0M 1.10 71.82 66,039 72,568 3,320,266 4,629,299 2024-07-29 $42.27 $43.00 14.7% 4.5% 12.8% 34.6% 17.6% 1.9% -0.4% 29.6M -1.97B -51.9M 1.38 81.35 21,151 29,137 3,345,160 4,664,918 2024-07-30 $42.03 $43.00 14.9% 4.6% 12.9% 37.0% 16.8% 2.0% -0.5% 4.1M -1.35B -51.4M 0.65 79.69 86,749 56,518 3,372,363 4,686,338 2024-07-31 $43.00 $43.00 14.3% 4.3% 15.3% 28.9% 15.3% 1.5% -0.2% 133.9M -3.91B -49.7M 0.81 76.41 54,058 43,686 3,408,465 4,718,108
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