EWZ Options History — April 2019 In April 2019, EWZ traded between $39.93 and $42.58. ATM implied volatility averaged 29.8%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 4.6% (HV 20d: 34.4%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.09.
Notable Days 2019-04-26 : Highest Volume — 318,606 contracts2019-04-22 : Largest IV spike — 6.8% change2019-04-03 : Highest IV Rank — 16.2%2019-04-03 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $41.25 $39.93 $42.58 $41.84 $41.43 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 29.8% 28.1% 31.5% 31.0% 28.3% Expected Move 8.5% 8.1% 8.9% 8.8% 8.1% HV 20d 34.4% 24.5% 39.3% 39.3% 24.5% HV 60d 30.2% 29.7% 30.8% 30.2% 30.2% IV Rank 11.8% 7.5% 16.2% 14.9% 7.8% IV Percentile 23.8% 9.1% 43.7% 36.1% 9.1% Term Structure 0.1% -0.6% 0.9% 0.1% 0.1% VWIV 30.0% 27.8% 35.5% 28.9% 27.8% Skew 25d 5.2% 4.4% 5.9% 5.8% 4.6% Skew 10d 9.5% 8.3% 11.1% 11.1% 8.7% Call IV 25d 27.2% 25.6% 28.5% 28.3% 26.1% Put IV 25d 32.4% 30.5% 34.1% 34.1% 30.7% Bid-Ask Spread % 2.40 2.06 3.18 2.09 2.46 Gamma HHI 0.07 0.06 0.13 0.06 0.06 Net GEX 17.2M -49.6M 76.8M 31.0M 35.4M Net DEX 191.3M -746.5M 1.32B -160.8M 30.0M Net VEX -16.4M -17.5M -15.2M -17.4M -16.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.34 2.28 0.69 0.67 Total Volume 145,742.667 57,631 318,606 137,001 168,874 Total OI 3,217,995.667 2,897,242 3,718,288 3,087,423 3,139,374
Daily Data (21 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 2019-04-01 $41.84 $42.00 31.0% 8.8% 39.3% 14.9% 28.9% 5.8% 0.1% 31.0M -160.8M -17.4M 0.69 2.09 N/A N/A 81,087 55,914 1,637,394 1,450,029 2019-04-02 $41.69 $42.00 30.5% 8.6% 39.1% 13.7% 28.9% 5.3% -0.3% 29.6M -50.4M -16.9M 1.83 2.25 N/A N/A 55,078 100,620 1,648,361 1,436,643 2019-04-03 $41.20 $42.00 31.5% 8.9% 38.1% 16.2% 31.0% 5.9% -0.3% 10.8M 349.3M -16.7M 0.57 2.34 N/A N/A 120,692 69,241 1,660,276 1,477,052 2019-04-04 $42.08 $42.00 30.3% 8.7% 38.6% 13.1% 29.5% 5.8% -0.1% 41.3M -312.1M -17.4M 0.82 2.38 N/A N/A 82,068 67,544 1,706,214 1,519,712 2019-04-05 $42.28 $42.00 29.0% 8.5% 38.4% 9.9% 31.0% 5.4% -0.2% 59.0M -537.6M -17.5M 0.99 2.08 N/A N/A 46,572 46,114 1,751,287 1,521,357 2019-04-08 $42.58 $42.00 29.1% 8.2% 36.5% 10.0% 30.5% 5.0% -0.4% 76.8M -746.5M -17.2M 1.38 2.07 N/A N/A 24,174 33,457 1,739,252 1,473,065 2019-04-09 $42.11 $42.00 29.0% 8.4% 36.6% 9.8% 29.9% 5.3% 0.2% 52.9M -341.9M -16.8M 1.02 2.18 N/A N/A 32,627 33,119 1,758,289 1,486,661 2019-04-10 $42.36 $42.00 28.1% 8.2% 36.3% 7.5% 27.8% 4.9% 0.9% 67.1M -534.2M -16.7M 0.58 2.06 N/A N/A 63,160 36,631 1,771,077 1,500,727 2019-04-11 $41.44 $42.00 29.1% 8.5% 36.7% 10.0% 29.7% 4.9% 0.5% 8.8M 269.4M -16.1M 1.04 2.54 N/A N/A 47,153 49,000 1,797,620 1,515,662 2019-04-12 $40.27 $42.00 30.9% 8.9% 37.6% 14.8% 30.4% 5.5% 0.3% -30.9M 1.16B -15.2M 1.06 2.19 N/A N/A 154,364 163,391 1,812,968 1,540,490 2019-04-15 $40.57 $42.00 30.5% 8.7% 37.1% 13.6% 30.4% 5.2% 0.6% -26.2M 837.6M -16.1M 0.58 2.23 N/A N/A 59,740 34,626 1,895,074 1,598,845 2019-04-16 $40.84 $42.00 29.6% 8.5% 37.3% 11.5% 30.2% 5.1% -0.1% -8.9M 578.7M -16.4M 1.18 2.42 N/A N/A 61,355 72,234 1,958,349 1,610,437 2019-04-17 $39.93 $42.00 30.5% 8.8% 37.7% 13.7% 35.5% 5.5% 0.0% -49.6M 1.32B -15.5M 2.28 2.25 N/A N/A 88,726 202,252 1,968,281 1,631,377 2019-04-18 $40.51 $42.00 28.8% 8.2% 36.9% 9.3% 29.5% 5.0% 0.9% -45.8M 891.3M -16.0M 1.41 2.49 N/A N/A 57,207 80,896 1,998,783 1,719,505 2019-04-22 $40.43 $42.00 30.7% 8.7% 30.2% 13.9% 32.8% 5.6% -0.6% 4.6M 425.9M -15.9M 0.94 3.18 N/A N/A 34,818 32,797 1,525,878 1,371,364 2019-04-23 $41.16 $42.00 29.8% 8.5% 30.5% 11.6% 28.7% 5.3% 0.3% 20.2M 29.4M -16.2M 0.66 2.74 N/A N/A 64,643 42,483 1,515,418 1,395,736 2019-04-24 $40.12 $42.00 30.9% 8.8% 31.7% 14.3% 31.9% 5.0% -0.0% -6.6M 660.5M -15.5M 2.01 2.69 N/A N/A 34,991 70,293 1,547,714 1,398,623 2019-04-25 $41.09 $42.00 29.4% 8.3% 28.2% 10.5% 28.0% 4.7% -0.3% 24.3M 66.4M -16.0M 0.34 2.69 N/A N/A 152,073 50,987 1,550,704 1,425,222 2019-04-26 $41.22 $42.00 29.2% 8.3% 25.9% 10.0% 28.8% 4.4% -0.1% 36.2M -98.6M -16.1M 0.97 2.73 N/A N/A 162,116 156,490 1,595,609 1,428,818 2019-04-29 $41.17 $42.00 29.4% 8.4% 25.9% 10.7% 29.4% 4.8% 0.2% 32.0M 175.0M -16.5M 1.92 2.36 N/A N/A 24,283 46,706 1,624,856 1,473,806 2019-04-30 $41.43 $42.00 28.3% 8.1% 24.5% 7.8% 27.8% 4.6% 0.1% 35.4M 30.0M -16.6M 0.67 2.46 N/A N/A 101,101 67,773 1,637,229 1,502,145
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