EWZ Options History — February 2019 In February 2019, EWZ traded between $42.47 and $45.34. ATM implied volatility averaged 29.9%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 3.2% (HV 20d: 26.7%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.95.
Notable Days 2019-02-21 : Highest Volume — 363,262 contracts2019-02-06 : Largest IV spike — 9.4% change2019-02-06 : Highest IV Rank — 17.4%2019-02-06 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $43.90 $42.47 $45.34 $45.34 $43.08 Max Pain $41.53 $40.00 $42.00 $40.00 $42.00 ATM IV 29.9% 28.0% 32.0% 29.1% 29.0% Expected Move 8.5% 7.8% 9.2% 8.4% 8.2% HV 20d 26.7% 21.4% 29.9% 23.1% 26.0% HV 60d 29.5% 27.6% 30.5% 30.2% 28.1% IV Rank 12.1% 7.4% 17.4% 10.2% 9.8% IV Percentile 28.5% 13.5% 47.2% 21.8% 18.7% Term Structure 0.2% -0.5% 0.7% 0.3% 0.3% VWIV 29.8% 27.0% 32.7% 29.6% 28.5% Skew 25d 5.1% 4.1% 7.1% 5.8% 4.4% Skew 10d 9.6% 8.0% 12.7% 11.4% 8.0% Call IV 25d 27.5% 25.8% 29.1% 26.7% 26.6% Put IV 25d 32.6% 30.3% 35.6% 32.5% 31.1% Bid-Ask Spread % 2.28 1.48 3.46 3.27 1.48 Gamma HHI 0.13 0.09 0.16 0.16 0.09 Net GEX 110.5M 57.5M 174.4M 119.7M 57.5M Net DEX -1.55B -2.71B -424.4M -2.71B -693.2M Net VEX -16.1M -17.5M -14.9M -15.1M -16.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.32 2.71 2.71 1.48 Total Volume 166,118.737 49,751 363,262 201,785 124,038 Total OI 2,843,077.105 2,591,602 3,154,812 2,614,827 2,918,302
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $45.34 $40.00 29.1% 8.4% 23.1% 10.2% 29.6% 5.8% 0.3% 119.7M -2.71B -15.1M 2.71 3.27 N/A N/A 54,351 147,434 1,311,875 1,302,952 2019-02-04 $45.34 $40.00 29.4% 8.5% 22.1% 11.0% 29.0% 5.7% 0.4% 128.2M -2.65B -14.9M 0.87 2.93 N/A N/A 70,922 61,986 1,309,731 1,281,871 2019-02-05 $45.23 $40.00 29.2% 8.5% 21.4% 10.4% 31.6% 7.1% 0.7% 131.2M -2.56B -15.4M 0.35 2.57 N/A N/A 125,577 43,886 1,337,802 1,335,374 2019-02-06 $43.38 $41.00 32.0% 9.2% 26.8% 17.4% 31.5% 6.5% -0.1% 88.3M -1.16B -15.9M 0.87 3.46 N/A N/A 124,743 108,187 1,374,074 1,363,816 2019-02-07 $43.05 $41.00 31.0% 9.0% 25.6% 15.0% 32.7% 5.9% 0.3% 83.3M -926.0M -16.1M 0.72 2.21 N/A N/A 142,090 102,145 1,454,046 1,411,472 2019-02-08 $43.09 $41.00 30.6% 8.7% 25.6% 13.8% 29.7% 5.6% -0.5% 89.5M -1.00B -16.5M 0.75 1.91 N/A N/A 149,347 112,153 1,512,324 1,454,056 2019-02-11 $42.47 $42.00 31.2% 9.0% 26.1% 15.5% 30.8% 5.8% 0.2% 70.3M -424.4M -17.5M 0.84 2.52 N/A N/A 51,633 43,474 1,534,836 1,489,747 2019-02-12 $43.66 $42.00 31.1% 8.9% 27.9% 15.0% 31.4% 5.2% -0.2% 128.4M -1.53B -16.0M 0.32 2.11 N/A N/A 130,027 41,301 1,536,320 1,421,014 2019-02-13 $43.05 $42.00 30.2% 8.7% 28.3% 13.0% 29.7% 4.9% 0.1% 111.1M -1.03B -16.0M 0.81 2.62 N/A N/A 80,892 65,139 1,596,274 1,428,184 2019-02-14 $44.25 $42.00 30.3% 8.7% 29.9% 13.2% 30.0% 4.5% -0.2% 174.4M -2.11B -16.6M 0.85 1.94 N/A N/A 117,331 99,396 1,629,077 1,449,404 2019-02-15 $44.42 $42.00 29.5% 8.4% 29.8% 11.0% 29.4% 4.4% 0.1% 159.9M -2.35B -16.5M 1.03 1.96 N/A N/A 66,808 69,030 1,663,256 1,491,556 2019-02-19 $44.26 $42.00 30.7% 8.8% 29.8% 14.2% 31.8% 4.6% 0.2% 114.2M -1.74B -16.0M 0.74 2.28 N/A N/A 63,917 47,371 1,407,803 1,209,764 2019-02-20 $43.73 $42.00 30.6% 8.7% 28.5% 14.0% 29.5% 4.7% -0.5% 103.0M -1.33B -16.0M 0.76 2.23 N/A N/A 75,661 57,569 1,443,209 1,245,273 2019-02-21 $43.35 $42.00 29.9% 8.4% 27.2% 12.1% 29.2% 4.9% 0.7% 85.5M -982.4M -15.8M 0.51 2.43 N/A N/A 240,660 122,602 1,444,073 1,266,600 2019-02-22 $44.16 $42.00 28.6% 8.0% 27.8% 8.9% 28.5% 4.1% 0.2% 132.6M -1.66B -16.9M 0.74 2.01 N/A N/A 110,955 82,494 1,537,591 1,329,226 2019-02-25 $43.95 $42.00 28.8% 8.1% 27.8% 9.3% 29.8% 4.2% 0.5% 99.9M -1.44B -16.5M 1.53 2.01 N/A N/A 27,512 42,087 1,497,769 1,314,918 2019-02-26 $44.14 $42.00 28.2% 7.8% 26.8% 7.9% 27.0% 4.2% 0.6% 109.7M -1.57B -16.4M 1.36 1.62 N/A N/A 21,076 28,675 1,513,188 1,335,610 2019-02-27 $44.17 $42.00 28.0% 7.8% 26.4% 7.4% 27.5% 4.5% 0.4% 112.3M -1.58B -16.3M 0.89 1.75 N/A N/A 54,853 48,934 1,516,177 1,349,901 2019-02-28 $43.08 $42.00 29.0% 8.2% 26.0% 9.8% 28.5% 4.4% 0.3% 57.5M -693.2M -16.0M 1.48 1.48 N/A N/A 49,984 74,054 1,549,947 1,368,355
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