EWZ Options History — August 2019 In August 2019, EWZ traded between $38.75 and $44.25. ATM implied volatility averaged 32.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.4% (HV 20d: 27.7%). Max pain ranged from $42.00 to $45.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2019-08-01 : Highest Volume — 335,408 contracts2019-08-05 : Largest IV spike — 16.7% change2019-08-26 : Highest IV Rank — 30.4%2019-08-26 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.75 $38.75 $44.25 $44.19 $40.92 Max Pain $43.14 $42.00 $45.00 $45.00 $42.00 ATM IV 32.1% 28.3% 36.8% 29.8% 29.9% Expected Move 9.3% 8.3% 10.8% 9.2% 8.7% HV 20d 27.7% 15.7% 35.9% 19.3% 35.9% HV 60d 25.1% 23.4% 26.5% 23.9% 26.3% IV Rank 18.7% 9.2% 30.4% 13.0% 13.1% IV Percentile 49.5% 10.3% 77.8% 25.8% 27.8% Term Structure -0.2% -1.5% 1.0% -0.9% 0.8% VWIV 31.5% 26.6% 35.5% 29.3% 29.9% Skew 25d 6.5% 5.2% 7.4% 5.8% 5.8% Skew 10d 11.6% 9.3% 14.1% 10.2% 10.2% Call IV 25d 28.8% 24.9% 33.2% 26.6% 26.7% Put IV 25d 35.3% 31.0% 39.6% 32.5% 32.5% Bid-Ask Spread % 3.66 2.05 17.32 17.32 3.43 Gamma HHI 0.07 0.06 0.12 0.08 0.06 Net GEX 160.2K -46.2M 75.0M 14.4M 9.3M Net DEX 739.5M -976.4M 2.12B -291.3M 784.9M Net VEX -15.2M -17.5M -12.2M -16.9M -14.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.27 1.77 0.93 0.33 Total Volume 169,166.909 51,516 335,408 335,408 187,434 Total OI 3,375,096.409 3,101,240 3,634,326 3,173,958 3,537,012
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-08-01 $44.19 $45.00 29.8% 9.2% 19.3% 13.0% 29.3% 5.8% -0.9% 14.4M -291.3M -16.9M 0.93 17.32 N/A N/A 173,905 161,503 1,610,988 1,562,970 2019-08-02 $43.99 $45.00 28.3% 8.5% 15.7% 9.2% 29.0% 5.2% -0.2% -43.1M -76.1M -17.2M 0.72 4.29 N/A N/A 77,033 55,585 1,676,084 1,606,308 2019-08-05 $42.15 $43.00 33.0% 9.3% 21.1% 21.0% 32.1% 6.0% -0.2% -22.9M 981.1M -15.7M 0.49 3.46 N/A N/A 199,200 98,075 1,632,207 1,469,033 2019-08-06 $42.92 $43.00 30.9% 8.9% 22.2% 15.8% 28.4% 6.4% 0.2% 1.3M 324.6M -16.7M 0.27 2.35 N/A N/A 119,501 31,663 1,782,765 1,498,301 2019-08-07 $43.05 $43.00 31.3% 9.0% 20.5% 16.8% 29.7% 6.4% -0.5% 14.8M 166.5M -17.1M 0.57 2.38 N/A N/A 120,100 68,815 1,865,177 1,509,845 2019-08-08 $44.25 $43.00 28.5% 8.3% 23.3% 9.7% 26.6% 6.0% -0.2% 75.0M -976.4M -17.5M 0.29 2.56 N/A N/A 159,851 47,144 1,910,609 1,525,432 2019-08-09 $43.99 $43.00 28.3% 8.3% 23.3% 9.2% 28.4% 6.3% 0.3% 49.6M -829.4M -17.4M 1.18 2.16 N/A N/A 50,555 59,551 2,002,517 1,522,262 2019-08-12 $42.74 $43.50 31.7% 9.2% 25.1% 17.7% 29.3% 7.1% 0.4% 27.2M 328.6M -16.4M 0.56 3.71 N/A N/A 100,123 56,121 2,008,687 1,472,899 2019-08-13 $43.41 $43.00 29.8% 8.7% 26.0% 12.9% 30.1% 7.0% 0.7% 54.9M -363.1M -16.9M 1.22 2.28 N/A N/A 58,647 71,796 2,031,918 1,479,569 2019-08-14 $41.44 $43.00 33.5% 9.8% 30.0% 22.3% 33.6% 7.4% 1.0% -4.0M 1.26B -15.0M 1.40 3.19 N/A N/A 61,681 86,146 2,039,926 1,482,780 2019-08-15 $41.49 $43.00 33.3% 9.6% 29.3% 21.8% 31.5% 7.2% 0.3% -11.9M 1.29B -15.0M 0.47 2.42 N/A N/A 114,917 54,305 2,047,663 1,513,757 2019-08-16 $41.59 $43.00 32.6% 9.4% 29.1% 20.1% 33.7% 6.6% 0.2% -8.7M 1.20B -15.2M 1.77 2.05 N/A N/A 76,650 135,959 2,102,036 1,532,290 2019-08-19 $40.83 $43.00 33.7% 9.7% 29.3% 22.8% 33.1% 7.2% -0.3% -2.9M 1.10B -14.2M 0.62 3.03 N/A N/A 102,328 63,346 1,741,524 1,414,997 2019-08-20 $41.10 $43.00 32.7% 9.4% 29.6% 20.2% 33.8% 6.9% -0.5% -88.2K 986.1M -14.4M 0.82 2.72 N/A N/A 86,458 70,726 1,765,982 1,446,313 2019-08-21 $41.91 $43.00 32.0% 9.2% 30.8% 18.5% 32.3% 6.7% -0.6% 27.6M 398.5M -15.3M 1.06 2.36 N/A N/A 63,943 67,970 1,805,125 1,477,232 2019-08-22 $41.00 $43.00 32.2% 9.2% 31.1% 18.9% 32.3% 6.7% -0.5% -1.0M 1.10B -14.3M 1.17 2.34 N/A N/A 49,053 57,625 1,838,711 1,515,293 2019-08-23 $39.60 $43.00 35.8% 10.3% 32.6% 28.1% 33.6% 7.2% -0.5% -33.6M 1.97B -13.1M 1.40 6.52 N/A N/A 102,313 143,145 1,872,545 1,533,935 2019-08-26 $38.75 $43.00 36.8% 10.8% 32.9% 30.4% 34.7% 6.4% -1.2% -46.2M 2.12B -12.2M 0.92 3.23 N/A N/A 26,798 24,718 1,776,626 1,496,281 2019-08-27 $39.25 $43.00 36.1% 10.4% 33.7% 28.8% 35.5% 6.7% -0.9% -43.2M 1.86B -12.6M 0.81 2.54 N/A N/A 88,014 71,105 1,812,011 1,512,647 2019-08-28 $39.51 $43.00 34.1% 9.9% 34.0% 23.8% 33.6% 6.1% -0.9% -40.0M 1.74B -12.9M 0.78 2.73 N/A N/A 83,457 65,219 1,854,089 1,530,761 2019-08-29 $40.36 $42.50 32.0% 9.2% 35.3% 18.4% 32.7% 6.0% -1.5% -12.9M 1.18B -13.5M 0.52 3.48 N/A N/A 85,130 44,064 1,900,886 1,534,128 2019-08-30 $40.92 $42.00 29.9% 8.7% 35.9% 13.1% 29.9% 5.8% 0.8% 9.3M 784.9M -14.1M 0.33 3.43 N/A N/A 140,430 47,004 1,978,927 1,558,085
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