EWZ Options History — February 2022 In February 2022, EWZ traded between $31.76 and $33.65. ATM implied volatility averaged 31.9%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 9.1% (HV 20d: 22.7%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.18.
Notable Days 2022-02-04 : Highest Volume — 377,246 contracts2022-02-11 : Largest IV spike — 13.5% change2022-02-24 : Highest IV Rank — 35.6%2022-02-28 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.64 $31.76 $33.65 $32.19 $33.16 Max Pain $30.26 $30.00 $31.00 $30.00 $31.00 ATM IV 31.9% 28.9% 35.3% 32.2% 34.9% Expected Move 9.2% 8.3% 10.3% 9.2% 10.3% HV 20d 22.7% 15.9% 29.0% 28.8% 19.5% HV 60d 29.8% 28.9% 31.3% 31.3% 29.7% IV Rank 20.8% 7.8% 35.6% 22.1% 33.9% IV Percentile 28.9% 5.6% 61.5% 26.6% 59.5% Term Structure 0.5% -1.1% 1.6% 0.5% 0.4% VWIV 32.7% 29.5% 38.3% 33.6% 38.3% Skew 25d 5.8% 4.7% 7.5% 4.7% 7.2% Skew 10d 11.0% 8.2% 14.3% 9.0% 14.2% Call IV 25d 29.6% 27.0% 32.9% 30.4% 31.7% Put IV 25d 35.4% 31.8% 39.2% 35.1% 38.9% Bid-Ask Spread % 35.23 5.92 66.03 45.79 48.22 Gamma HHI 0.18 0.10 0.56 0.11 0.12 Net GEX 59.2M 17.4M 176.3M 49.8M 31.1M Net DEX -622.5M -1.33B -88.8M -681.6M -357.3M Net VEX -10.3M -11.1M -8.3M -8.3M -11.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.42 2.23 1.21 1.29 Total Volume 220,268.316 129,319 377,246 170,283 143,559 Total OI 2,497,189.421 2,035,514 2,907,542 2,252,426 2,222,107
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 2022-02-01 $32.19 $30.00 32.2% 9.2% 28.8% 22.1% 33.6% 4.7% 0.5% 49.8M -681.6M -8.3M 1.21 45.79 N/A N/A 77,047 93,236 1,015,654 1,236,772 2022-02-02 $31.93 $30.00 31.8% 9.1% 29.0% 20.7% 32.3% 5.0% 0.2% 50.1M -604.5M -8.5M 0.66 7.99 N/A N/A 77,811 51,508 1,069,808 1,288,355 2022-02-03 $31.76 $30.00 32.2% 9.5% 27.1% 22.1% 34.6% 5.7% 0.4% 50.3M -538.1M -8.6M 0.74 51.79 N/A N/A 94,931 69,843 1,087,033 1,306,007 2022-02-04 $31.77 $30.00 30.5% 8.9% 27.3% 14.8% 32.0% 4.9% 0.3% 47.7M -482.3M -9.1M 1.36 5.96 N/A N/A 159,987 217,259 1,131,187 1,393,458 2022-02-07 $32.03 $30.00 31.2% 9.0% 27.0% 18.0% 31.8% 5.2% 0.3% 39.5M -532.7M -9.6M 1.91 5.92 N/A N/A 94,469 180,367 1,131,528 1,332,986 2022-02-08 $32.08 $30.00 30.2% 8.8% 26.0% 13.7% 30.9% 5.2% 0.5% 40.1M -538.5M -10.2M 1.71 6.27 N/A N/A 127,456 218,042 1,175,053 1,392,500 2022-02-09 $32.24 $30.00 29.2% 8.6% 24.1% 9.3% 31.4% 4.7% 0.8% 53.9M -579.7M -10.6M 0.83 66.03 N/A N/A 96,619 80,243 1,247,531 1,447,281 2022-02-10 $32.46 $30.00 30.2% 9.0% 22.3% 13.4% 30.0% 5.0% 1.6% 64.1M -647.4M -10.8M 2.23 51.02 N/A N/A 65,238 145,593 1,276,469 1,471,093 2022-02-11 $32.42 $30.00 34.2% 10.1% 22.3% 31.1% 34.0% 7.5% 1.6% 65.6M -603.2M -11.0M 0.73 19.06 N/A N/A 130,142 95,255 1,291,866 1,502,813 2022-02-14 $32.74 $30.00 34.1% 9.8% 22.2% 30.7% 34.1% 7.1% 0.8% 54.6M -755.8M -10.8M 1.86 18.61 N/A N/A 103,545 192,551 1,267,829 1,391,034 2022-02-15 $33.20 $30.00 31.1% 8.9% 21.4% 17.4% 31.7% 6.9% 0.7% 70.0M -1.02B -11.0M 1.22 59.25 N/A N/A 75,182 91,957 1,302,223 1,475,546 2022-02-16 $33.65 $30.00 28.9% 8.3% 18.6% 7.8% 29.5% 5.9% 1.4% 86.5M -1.33B -10.9M 0.42 54.05 N/A N/A 138,631 58,738 1,320,332 1,492,802 2022-02-17 $32.97 $30.00 31.2% 8.9% 20.8% 17.7% 31.1% 5.6% 0.2% 70.8M -879.1M -10.9M 1.28 7.89 N/A N/A 84,571 108,148 1,335,501 1,512,517 2022-02-18 $32.94 $30.00 31.1% 8.9% 20.4% 17.3% 32.2% 5.8% 0.3% 176.3M -824.1M -10.9M 0.91 57.89 N/A N/A 129,423 117,825 1,348,973 1,558,569 2022-02-22 $33.46 $31.00 32.1% 9.1% 19.2% 22.0% 31.7% 6.3% 0.8% 36.3M -525.7M -11.1M 0.78 50.99 N/A N/A 122,963 95,953 1,026,325 1,009,189 2022-02-23 $33.58 $31.00 33.5% 9.6% 15.9% 27.9% 34.1% 6.2% -0.8% 29.4M -538.6M -11.1M 1.24 21.76 N/A N/A 58,225 72,460 1,008,505 1,054,663 2022-02-24 $32.59 $31.00 35.3% 10.2% 20.1% 35.6% 37.2% 6.3% -1.1% 17.4M -88.8M -11.0M 1.12 44.90 N/A N/A 132,172 147,846 1,064,148 1,078,393 2022-02-25 $32.96 $31.00 31.5% 8.9% 19.7% 19.0% 31.7% 5.8% 0.1% 91.1M -296.6M -11.0M 0.99 46.02 N/A N/A 118,563 117,740 1,115,083 1,065,466 2022-02-28 $33.16 $31.00 34.9% 10.3% 19.5% 33.9% 38.3% 7.2% 0.4% 31.1M -357.3M -11.0M 1.29 48.22 N/A N/A 62,595 80,964 1,136,529 1,085,578
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