EWZ Options History — August 2022 In August 2022, EWZ traded between $28.50 and $32.40. ATM implied volatility averaged 36.1%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 6.7% (HV 20d: 29.4%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.91.
Notable Days 2022-08-08 : Highest Volume — 370,152 contracts2022-08-22 : Largest IV spike — 6.4% change2022-08-31 : Highest IV Rank — 39.4%2022-08-31 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.99 $28.50 $32.40 $28.68 $30.66 Max Pain $30.26 $28.00 $31.00 $28.00 $31.00 ATM IV 36.1% 33.1% 40.1% 35.7% 40.1% Expected Move 10.2% 9.4% 10.9% 10.1% 10.9% HV 20d 29.4% 26.5% 33.3% 33.3% 32.3% HV 60d 35.6% 34.3% 36.8% 36.8% 36.0% IV Rank 26.4% 16.7% 39.4% 25.0% 39.4% IV Percentile 54.1% 27.4% 85.7% 50.8% 85.7% Term Structure 1.8% 0.4% 8.7% 0.7% 8.7% VWIV 35.9% 33.3% 38.6% 35.0% 38.6% Skew 25d 3.2% 2.2% 4.4% 4.2% 2.9% Skew 10d 5.8% 3.3% 8.1% 7.2% 5.6% Call IV 25d 34.6% 32.0% 38.6% 33.8% 38.6% Put IV 25d 37.8% 34.7% 41.4% 38.0% 41.4% Bid-Ask Spread % 37.12 3.91 56.42 46.24 3.91 Gamma HHI 0.09 0.05 0.32 0.06 0.05 Net GEX 30.2M -824.3K 110.0M 18.8M -824.3K Net DEX -184.9M -839.3M 673.1M 558.9M 364.1M Net VEX -11.4M -12.3M -9.6M -9.8M -11.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.15 2.49 0.58 0.63 Total Volume 139,302.435 32,033 370,152 221,644 190,710 Total OI 2,895,492.609 2,608,907 3,192,515 2,731,544 2,769,745
Daily Data (23 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 2022-08-01 $28.68 $28.00 35.7% 10.1% 33.3% 25.0% 35.0% 4.2% 0.7% 18.8M 558.9M -9.8M 0.58 46.24 N/A N/A 140,691 80,953 1,502,067 1,229,477 2022-08-02 $28.53 $28.00 35.6% 10.0% 31.6% 24.9% 34.7% 4.4% 0.5% 14.5M 649.5M -9.6M 0.94 35.84 N/A N/A 109,093 102,441 1,502,938 1,257,099 2022-08-03 $28.50 $28.00 35.2% 9.7% 31.7% 23.3% 33.3% 4.3% 0.5% 14.8M 673.1M -9.7M 0.64 35.62 N/A N/A 113,115 71,838 1,542,975 1,300,827 2022-08-04 $29.33 $30.00 34.7% 10.5% 31.1% 22.0% 35.7% 3.4% 0.5% 27.8M 321.4M -10.4M 0.53 28.88 N/A N/A 170,147 90,332 1,560,668 1,316,129 2022-08-05 $29.75 $30.00 35.4% 10.3% 31.3% 24.2% 36.5% 4.1% 0.5% 41.0M 157.7M -10.9M 0.96 50.58 N/A N/A 111,270 107,107 1,595,448 1,350,871 2022-08-08 $30.74 $30.00 36.7% 10.7% 28.0% 28.5% 37.1% 3.3% 0.5% 40.9M -249.9M -11.7M 0.45 45.83 N/A N/A 254,641 115,511 1,593,937 1,354,677 2022-08-09 $30.68 $30.00 36.1% 10.5% 27.2% 26.3% 36.2% 3.5% 0.5% 37.3M -229.1M -11.9M 0.15 48.01 N/A N/A 164,884 24,750 1,615,806 1,396,982 2022-08-10 $31.37 $30.00 34.6% 10.3% 27.7% 21.4% 35.7% 3.8% 1.4% 46.5M -529.9M -11.9M 0.42 48.70 N/A N/A 118,415 50,116 1,596,350 1,409,056 2022-08-11 $30.82 $30.00 34.5% 10.2% 26.5% 21.3% 34.4% 3.4% 1.1% 34.0M -257.4M -11.7M 0.25 56.42 N/A N/A 56,394 14,231 1,612,917 1,434,118 2022-08-12 $31.99 $30.00 34.3% 10.1% 28.3% 20.4% 36.1% 2.9% 1.3% 110.0M -839.3M -12.3M 1.16 8.01 N/A N/A 44,217 51,505 1,628,976 1,448,781 2022-08-15 $32.03 $30.00 36.0% 10.4% 28.2% 26.0% 36.2% 2.6% 0.7% 43.1M -823.7M -12.1M 1.03 40.70 N/A N/A 25,477 26,180 1,613,472 1,454,484 2022-08-16 $31.88 $31.00 34.9% 10.0% 28.6% 22.5% 35.8% 2.9% 1.2% 42.4M -729.3M -11.9M 0.88 7.48 N/A N/A 17,035 14,998 1,625,233 1,470,921 2022-08-17 $31.78 $31.00 34.5% 9.9% 28.1% 21.2% 36.7% 3.0% 1.2% 42.2M -670.6M -11.8M 1.32 29.38 N/A N/A 29,348 38,626 1,628,143 1,480,555 2022-08-18 $31.82 $31.00 33.1% 9.4% 28.0% 16.7% 33.7% 2.7% 1.9% 38.3M -711.0M -11.6M 1.41 45.22 N/A N/A 40,885 57,496 1,630,276 1,492,464 2022-08-19 $31.12 $31.00 35.1% 9.9% 30.2% 23.3% 34.8% 2.9% 2.0% 38.9M -365.8M -11.6M 1.10 50.34 N/A N/A 54,037 59,709 1,655,048 1,537,467 2022-08-22 $30.95 $31.00 37.4% 10.4% 28.7% 30.7% 36.8% 3.7% 0.4% -534.8K 151.9M -11.4M 2.49 42.60 N/A N/A 28,355 70,646 1,307,270 1,301,637 2022-08-23 $32.14 $31.00 37.0% 10.3% 30.6% 29.3% 36.0% 2.9% 0.6% 12.8M -328.5M -11.7M 0.42 41.02 N/A N/A 134,767 56,456 1,323,090 1,320,629 2022-08-24 $32.07 $31.00 37.6% 10.4% 29.0% 31.4% 36.8% 3.1% 0.7% 18.0M -319.4M -12.2M 1.42 29.14 N/A N/A 19,589 27,818 1,394,411 1,339,745 2022-08-25 $32.16 $31.00 37.3% 10.4% 28.1% 30.3% 36.5% 2.8% 1.0% 21.3M -372.1M -12.2M 0.27 43.45 N/A N/A 76,036 20,845 1,410,174 1,353,045 2022-08-26 $32.05 $31.00 37.4% 10.3% 28.2% 30.7% 36.0% 2.8% 0.7% 24.8M -360.6M -12.1M 1.03 45.83 N/A N/A 23,490 24,217 1,434,943 1,361,872 2022-08-29 $32.40 $31.00 37.8% 10.2% 27.5% 32.1% 36.6% 2.2% 7.3% 20.9M -422.6M -12.1M 0.75 22.40 N/A N/A 38,687 28,871 1,405,226 1,320,865 2022-08-30 $31.22 $31.00 39.1% 10.7% 31.3% 36.4% 37.4% 2.9% 8.6% 8.2M 80.0M -11.4M 2.04 48.14 N/A N/A 35,585 72,442 1,391,910 1,323,606 2022-08-31 $30.66 $31.00 40.1% 10.9% 32.3% 39.4% 38.6% 2.9% 8.7% -824.3K 364.1M -11.4M 0.63 3.91 N/A N/A 117,225 73,485 1,405,575 1,364,170
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