EWZ Options History — August 2021 In August 2021, EWZ traded between $34.51 and $38.00. ATM implied volatility averaged 32.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.6% (HV 20d: 30.5%). Max pain ranged from $37.00 to $42.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.33.
Notable Days 2021-08-18 : Highest Volume — 361,500 contracts2021-08-26 : Largest IV spike — 7.3% change2021-08-19 : Highest IV Rank — 28.0%2021-08-02 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $36.63 $34.51 $38.00 $37.98 $36.45 Max Pain $40.27 $37.00 $42.00 $39.00 $38.00 ATM IV 32.1% 30.1% 34.6% 33.3% 31.2% Expected Move 9.2% 8.5% 9.9% 9.9% 8.6% HV 20d 30.5% 25.5% 38.0% 38.0% 25.5% HV 60d 28.7% 28.1% 30.2% 30.2% 28.3% IV Rank 18.7% 11.4% 28.0% 23.2% 15.4% IV Percentile 21.7% 11.1% 34.9% 25.4% 19.8% Term Structure 0.0% -3.3% 1.3% -0.5% 1.0% VWIV 32.2% 26.4% 36.5% 33.7% 31.0% Skew 25d 5.7% 4.6% 7.1% 6.6% 4.7% Skew 10d 13.6% 6.2% 28.9% 17.1% 9.1% Call IV 25d 29.8% 28.0% 31.9% 30.6% 29.2% Put IV 25d 35.5% 32.9% 39.1% 37.2% 34.0% Bid-Ask Spread % 11.86 4.29 44.89 8.64 5.19 Gamma HHI 0.13 0.07 0.55 0.11 0.07 Net GEX -18.8M -187.6M 72.8M 31.7M -25.5M Net DEX 835.3M -23.4M 2.13B 226.8M 680.0M Net VEX -8.1M -8.9M -7.2M -8.3M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.25 4.65 0.44 3.65 Total Volume 193,766.273 70,915 361,500 204,384 307,934 Total OI 2,348,732.409 1,937,441 2,865,770 1,937,441 2,134,999
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 2021-08-02 $37.98 $39.00 33.3% 9.9% 38.0% 23.2% 33.7% 6.6% -0.5% 31.7M 226.8M -8.3M 0.44 8.64 N/A N/A 141,725 62,659 1,122,080 815,361 2021-08-03 $38.00 $38.50 32.8% 9.6% 34.2% 21.6% 35.1% 6.4% -0.6% 49.2M 186.0M -8.9M 0.87 8.51 N/A N/A 103,402 90,208 1,285,838 869,375 2021-08-04 $37.64 $38.50 33.1% 9.5% 34.2% 22.6% 32.4% 6.0% -3.3% 31.3M 408.8M -8.8M 0.35 10.26 N/A N/A 110,187 38,102 1,350,948 905,800 2021-08-05 $37.41 $42.00 32.2% 9.4% 33.7% 19.3% 33.2% 6.5% -0.6% 21.6M 491.1M -8.7M 1.01 44.89 N/A N/A 94,154 95,049 1,409,648 936,902 2021-08-06 $37.50 $42.00 31.0% 9.1% 33.2% 14.6% 31.8% 5.7% -0.1% 21.3M 476.5M -8.6M 1.49 5.20 N/A N/A 58,217 86,951 1,477,962 949,427 2021-08-09 $37.57 $42.00 31.0% 8.7% 32.2% 14.6% 26.4% 6.2% -0.5% 11.8M 548.1M -8.5M 0.62 5.28 N/A N/A 63,085 38,967 1,336,877 983,636 2021-08-10 $37.61 $42.00 30.6% 8.7% 32.2% 13.2% 31.8% 5.2% -0.3% 7.7M 556.9M -8.5M 4.65 4.29 N/A N/A 18,561 86,323 1,347,336 1,038,145 2021-08-11 $37.50 $42.00 30.1% 8.9% 31.0% 11.4% 30.3% 4.9% 0.9% -125.2K 628.4M -8.5M 1.57 5.07 N/A N/A 37,667 59,279 1,379,066 1,066,640 2021-08-12 $36.91 $42.00 30.4% 8.8% 31.1% 12.4% 31.1% 4.6% 0.3% -42.9M 1.01B -8.3M 1.15 6.26 N/A N/A 60,085 69,036 1,390,326 1,125,815 2021-08-13 $37.00 $42.00 30.7% 8.9% 31.0% 13.5% 31.9% 5.0% 0.4% -75.2M 1.01B -8.1M 0.81 5.21 N/A N/A 113,927 91,945 1,400,070 1,132,927 2021-08-16 $36.25 $42.00 32.3% 9.3% 28.3% 19.6% 32.6% 5.9% 0.2% -76.5M 1.38B -7.8M 1.18 4.64 N/A N/A 32,490 38,425 1,266,427 1,155,715 2021-08-17 $35.93 $42.00 32.8% 9.4% 27.6% 21.4% 34.0% 5.7% 0.4% -87.4M 1.55B -7.7M 3.36 5.86 N/A N/A 31,200 104,749 1,317,745 1,184,661 2021-08-18 $35.03 $42.00 34.1% 9.8% 27.9% 26.2% 32.8% 5.8% 0.4% -86.6M 1.95B -7.6M 0.26 5.61 N/A N/A 285,891 75,609 1,329,256 1,202,068 2021-08-19 $34.51 $42.00 34.6% 9.8% 28.1% 28.0% 36.5% 7.1% 1.3% -84.0M 2.13B -7.2M 1.04 5.68 N/A N/A 131,859 136,748 1,329,432 1,235,153 2021-08-20 $34.93 $42.00 33.6% 9.6% 28.7% 24.3% 32.5% 5.8% 0.8% -187.6M 2.08B -7.2M 0.25 26.32 N/A N/A 264,922 67,014 1,596,877 1,268,893 2021-08-23 $34.82 $41.00 33.0% 9.3% 27.7% 22.2% 32.9% 5.7% -0.4% -40.4M 1.35B -7.3M 0.65 35.06 N/A N/A 96,056 62,627 956,893 1,056,149 2021-08-24 $36.31 $38.00 31.9% 9.0% 32.3% 17.9% 30.4% 5.4% 0.5% 18.6M 506.5M -8.0M 0.67 4.94 N/A N/A 108,289 72,546 1,135,658 1,067,562 2021-08-25 $36.80 $37.00 30.9% 8.6% 31.1% 14.4% 31.1% 5.6% -0.1% 72.8M -23.4M -8.4M 0.74 28.37 N/A N/A 141,148 105,051 1,265,753 1,104,142 2021-08-26 $36.03 $37.00 33.2% 9.3% 31.6% 22.9% 32.3% 5.8% 0.1% 33.8M 582.4M -8.4M 0.71 5.37 N/A N/A 162,735 116,171 1,221,698 1,102,403 2021-08-27 $36.93 $37.00 31.3% 8.5% 26.1% 15.7% 31.7% 5.6% -0.1% 16.2M 64.4M -8.3M 1.64 22.47 N/A N/A 69,824 114,475 1,181,822 1,137,866 2021-08-30 $36.75 $38.00 31.5% 8.9% 25.5% 16.4% 32.3% 5.3% 0.9% -22.9M 585.7M -7.9M 2.18 7.80 N/A N/A 68,369 149,197 949,663 1,147,099 2021-08-31 $36.45 $38.00 31.2% 8.6% 25.5% 15.4% 31.0% 4.7% 1.0% -25.5M 680.0M -7.9M 3.65 5.19 N/A N/A 66,222 241,712 975,586 1,159,413
« Jul 2021 | All History | Sep 2021 » Home EWZ History August 2021