EWZ Options History — April 2021 In April 2021, EWZ traded between $32.61 and $36.66. ATM implied volatility averaged 33.4%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 5.8% (HV 20d: 27.6%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2021-04-09 : Highest Volume — 250,996 contracts2021-04-30 : Largest IV spike — 14.3% change2021-04-30 : Highest IV Rank — 15.0%2021-04-12 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $34.74 $32.61 $36.66 $32.61 $35.58 Max Pain $34.10 $33.00 $35.00 $34.00 $35.00 ATM IV 33.4% 30.2% 36.4% 34.0% 35.3% Expected Move 9.6% 8.7% 10.6% 9.9% 9.4% HV 20d 27.6% 22.2% 38.8% 38.3% 24.6% HV 60d 34.8% 32.1% 37.6% 37.0% 32.7% IV Rank 3.7% 0.0% 15.0% 0.1% 15.0% IV Percentile 2.2% 0.0% 8.3% 0.4% 8.3% Term Structure 0.2% -1.1% 4.5% 0.3% 4.5% VWIV 34.1% 30.3% 40.3% 37.5% 32.6% Skew 25d 6.0% -0.2% 21.0% 5.2% 5.4% Skew 10d 12.9% -9.7% 41.6% 9.5% 13.9% Call IV 25d 31.4% 28.1% 38.9% 31.5% 29.6% Put IV 25d 37.4% 33.5% 50.9% 36.7% 35.0% Bid-Ask Spread % 11.93 2.89 37.59 2.95 37.59 Gamma HHI 0.15 0.08 0.61 0.09 0.14 Net GEX 81.3M 16.3M 298.6M 18.4M 113.0M Net DEX -434.3M -1.40B 322.5M 322.5M -724.7M Net VEX -9.1M -11.2M -7.7M -7.7M -10.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.17 3.66 3.66 0.65 Total Volume 161,958.476 68,604 250,996 196,198 75,558 Total OI 2,150,670.19 1,782,811 2,558,777 1,803,879 2,536,841
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 2021-04-01 $32.61 $34.00 34.0% 9.9% 38.3% 0.1% 37.5% 5.2% 0.3% 18.4M 322.5M -7.7M 3.66 2.95 N/A N/A 42,076 154,122 986,288 817,591 2021-04-05 $33.59 $33.00 35.0% 9.8% 38.8% 2.4% 33.4% -0.2% 0.1% 16.3M 38.5M -8.0M 0.30 14.72 N/A N/A 64,083 18,909 960,341 918,316 2021-04-06 $33.99 $33.00 33.1% 9.6% 31.5% 0.0% 32.9% 4.7% 0.1% 35.1M -99.2M -8.0M 0.32 2.90 N/A N/A 93,274 29,717 1,014,758 930,643 2021-04-07 $33.77 $33.00 33.0% 9.5% 31.7% 0.0% 32.9% 4.9% -0.1% 32.5M -27.2M -8.0M 0.76 3.52 N/A N/A 77,839 59,137 1,052,953 953,355 2021-04-08 $34.40 $33.00 32.3% 9.5% 30.3% 0.0% 31.7% 4.1% 0.4% 60.5M -290.4M -8.2M 0.51 2.89 N/A N/A 89,482 46,003 1,083,955 990,320 2021-04-09 $33.55 $33.00 33.0% 9.8% 28.7% 1.6% 38.4% 21.0% 2.2% 88.0M 78.6M -8.1M 1.42 14.83 N/A N/A 103,895 147,101 1,133,169 1,011,591 2021-04-12 $33.50 $34.00 36.4% 10.6% 28.3% 10.7% 40.3% 6.3% 0.5% 18.1M 139.5M -8.2M 0.52 8.80 N/A N/A 129,372 66,938 1,135,109 920,140 2021-04-13 $33.66 $34.00 36.3% 10.2% 28.1% 10.4% 37.4% 6.0% -0.7% 37.9M 3.6M -8.4M 0.76 5.64 N/A N/A 121,957 92,474 1,214,732 925,625 2021-04-14 $34.35 $34.00 35.5% 10.3% 28.9% 8.2% 35.7% 5.5% 0.7% 76.7M -350.4M -8.8M 0.74 5.26 N/A N/A 104,215 77,192 1,274,966 965,178 2021-04-15 $34.74 $33.00 34.8% 9.8% 27.7% 6.5% 34.7% 5.9% -0.7% 105.6M -508.3M -8.8M 0.59 3.82 N/A N/A 108,057 63,865 1,325,463 1,008,690 2021-04-16 $35.06 $34.00 33.6% 9.6% 27.2% 3.3% 34.3% 5.9% -0.1% 298.6M -742.8M -8.7M 0.52 5.20 N/A N/A 113,658 58,951 1,368,070 1,041,210 2021-04-19 $35.23 $34.00 34.7% 10.0% 25.9% 6.2% 33.1% 6.6% -1.0% 45.4M -445.4M -8.9M 0.83 7.26 N/A N/A 53,816 44,489 994,637 788,174 2021-04-20 $34.95 $34.00 34.5% 9.9% 25.4% 5.6% 35.1% 7.0% -0.7% 36.9M -332.4M -8.9M 0.31 22.94 N/A N/A 148,980 45,899 1,016,823 818,424 2021-04-21 $35.11 $35.00 33.2% 9.5% 24.7% 2.3% 33.6% 5.7% -0.1% 54.4M -482.7M -9.3M 0.80 9.09 N/A N/A 78,397 62,838 1,150,175 838,223 2021-04-22 $35.48 $35.00 33.5% 9.6% 22.4% 3.3% 32.2% 6.2% -0.4% 73.4M -634.1M -9.5M 0.17 36.71 N/A N/A 176,136 30,324 1,209,197 887,376 2021-04-23 $35.52 $35.00 30.7% 8.9% 22.4% 0.0% 35.1% 4.8% -1.1% 175.9M -745.7M -9.7M 0.19 27.78 N/A N/A 186,630 34,888 1,344,106 885,467 2021-04-26 $35.80 $35.00 30.7% 8.7% 22.2% 0.0% 31.5% 4.3% -0.3% 88.8M -834.2M -10.2M 0.20 9.64 N/A N/A 168,171 32,797 1,446,589 820,819 2021-04-27 $35.44 $35.00 31.0% 8.9% 22.8% 0.9% 31.5% 4.6% -0.3% 90.7M -725.8M -10.5M 0.17 7.93 N/A N/A 58,709 9,895 1,559,923 837,527 2021-04-28 $36.66 $35.00 30.2% 8.8% 24.9% 0.0% 30.3% 5.4% -0.0% 121.1M -1.40B -11.1M 0.50 12.02 N/A N/A 134,472 66,900 1,591,562 846,971 2021-04-29 $36.55 $35.00 30.9% 8.9% 24.5% 1.9% 30.8% 5.9% -0.1% 120.8M -1.36B -11.2M 0.41 9.08 N/A N/A 92,364 37,548 1,673,385 885,392 2021-04-30 $35.58 $35.00 35.3% 9.4% 24.6% 15.0% 32.6% 5.4% 4.5% 113.0M -724.7M -10.6M 0.65 37.59 N/A N/A 45,658 29,900 1,625,495 911,346
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