EWZ Options History — October 2022 In October 2022, EWZ traded between $30.65 and $34.10. ATM implied volatility averaged 50.9%, placing in the 75.0% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 0.8% (HV 20d: 50.1%). Max pain ranged from $28.00 to $32.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.65.
Notable Days 2022-10-31 : Highest Volume — 773,067 contracts2022-10-24 : Largest IV spike — 8.6% change2022-10-24 : Highest IV Rank — 94.9%2022-10-27 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.10 $30.65 $34.10 $32.53 $32.61 Max Pain $29.95 $28.00 $32.00 $30.00 $32.00 ATM IV 50.9% 47.3% 57.0% 51.5% 47.3% Expected Move 14.4% 11.4% 17.6% 12.8% 12.9% HV 20d 50.1% 41.9% 53.5% 53.5% 41.9% HV 60d 39.4% 37.9% 42.5% 39.4% 42.5% IV Rank 75.0% 63.3% 94.9% 76.9% 63.3% IV Percentile 95.7% 84.5% 99.6% 98.4% 84.5% Term Structure -2.0% -4.0% 8.0% -2.4% -1.8% VWIV 48.9% 39.9% 60.8% 45.2% 46.3% Skew 25d 4.6% 2.6% 9.7% 5.2% 6.5% Skew 10d 7.8% -13.2% 15.8% 8.7% 9.2% Call IV 25d 48.9% 34.6% 62.1% 49.6% 34.6% Put IV 25d 53.5% 41.1% 71.8% 54.8% 41.1% Bid-Ask Spread % 31.86 6.71 53.45 30.59 37.81 Gamma HHI 0.10 0.06 0.33 0.08 0.12 Net GEX 54.9M 16.2M 142.1M 49.4M 108.1M Net DEX -446.4M -1.73B 398.3M -820.8M -708.6M Net VEX -11.0M -12.0M -9.9M -12.0M -11.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.24 1.00 0.87 0.68 Total Volume 301,221.095 156,491 773,067 384,609 773,067 Total OI 3,370,473.048 3,057,509 4,055,510 3,140,499 4,055,510
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 2022-10-03 $32.53 $30.00 51.5% 12.8% 53.5% 76.9% 45.2% 5.2% -2.4% 49.4M -820.8M -12.0M 0.87 30.59 N/A N/A 205,424 179,185 1,736,689 1,403,810 2022-10-04 $32.59 $30.00 50.0% 11.5% 53.0% 72.1% 40.4% 5.3% -2.5% 56.3M -829.4M -11.8M 0.66 39.23 N/A N/A 139,925 91,790 1,766,444 1,424,099 2022-10-05 $32.95 $30.00 50.1% 11.4% 53.0% 72.3% 39.9% 4.5% -2.7% 65.4M -1.06B -11.8M 0.66 6.71 N/A N/A 143,819 95,479 1,805,502 1,440,941 2022-10-06 $32.87 $29.00 48.8% 12.9% 52.9% 68.0% 42.5% 5.1% -2.4% 63.0M -967.5M -11.5M 0.52 17.06 N/A N/A 139,705 72,682 1,812,490 1,474,956 2022-10-07 $32.38 $29.00 50.0% 13.5% 52.2% 72.2% 45.8% 4.7% -2.5% 55.3M -697.4M -11.5M 1.00 50.75 N/A N/A 102,157 102,593 1,865,553 1,486,313 2022-10-10 $32.53 $28.00 50.0% 13.7% 51.6% 72.2% 46.3% 4.7% -1.5% 57.9M -688.9M -11.2M 0.67 47.86 N/A N/A 109,979 73,861 1,841,740 1,411,942 2022-10-11 $31.69 $28.00 50.0% 13.7% 49.8% 72.1% 44.5% 5.1% -1.9% 41.0M -223.9M -10.4M 0.74 27.91 N/A N/A 90,193 66,298 1,846,523 1,418,467 2022-10-12 $31.43 $29.00 49.7% 13.6% 50.0% 71.1% 46.3% 9.7% -1.5% 37.4M -54.2M -10.5M 0.99 53.45 N/A N/A 85,558 84,460 1,866,610 1,440,907 2022-10-13 $31.64 $29.00 47.7% 13.2% 49.6% 64.6% 41.5% 4.9% -1.9% 42.3M -136.5M -10.5M 0.81 42.57 N/A N/A 120,295 97,276 1,885,872 1,464,878 2022-10-14 $30.65 $30.00 48.7% 13.6% 50.8% 67.9% 47.5% 5.0% -2.0% 18.5M 398.3M -10.1M 0.80 13.23 N/A N/A 89,954 72,272 1,935,970 1,477,272 2022-10-17 $31.39 $30.00 48.2% 13.7% 48.9% 66.2% 43.4% 4.4% -3.0% 38.7M 26.3M -9.9M 0.54 39.35 N/A N/A 134,709 73,015 1,893,504 1,442,349 2022-10-18 $32.05 $30.00 48.6% 13.9% 49.4% 67.4% 46.5% 4.4% -2.9% 54.8M -332.7M -10.5M 0.91 13.80 N/A N/A 90,610 82,174 1,891,937 1,462,778 2022-10-19 $32.20 $30.00 50.3% 14.4% 49.3% 73.2% 50.1% 4.1% -2.8% 64.4M -465.1M -10.7M 0.82 40.44 N/A N/A 110,455 90,862 1,924,797 1,474,828 2022-10-20 $32.81 $30.00 51.3% 14.9% 48.3% 76.4% 51.5% 3.3% -4.0% 90.4M -897.5M -11.1M 0.82 47.99 N/A N/A 137,631 113,074 1,972,018 1,498,136 2022-10-21 $34.10 $30.00 52.4% 15.3% 46.0% 80.0% 52.2% 4.3% -3.1% 142.1M -1.73B -11.5M 0.29 28.15 N/A N/A 253,432 74,587 1,974,961 1,496,953 2022-10-24 $32.03 $31.00 57.0% 17.2% 48.8% 94.9% 59.1% 3.2% -2.9% 32.4M -162.3M -10.9M 0.63 22.10 N/A N/A 247,908 155,610 1,757,997 1,299,512 2022-10-25 $31.53 $31.00 54.6% 16.8% 49.2% 87.2% 57.5% 3.0% -3.3% 30.6M -2.5M -10.8M 0.24 8.05 N/A N/A 167,214 40,785 1,891,153 1,394,388 2022-10-26 $30.72 $31.00 56.5% 17.5% 50.3% 93.3% 60.8% 2.8% -3.2% 16.2M 390.8M -10.4M 0.42 26.91 N/A N/A 286,595 119,299 1,888,531 1,409,885 2022-10-27 $31.98 $31.00 54.1% 17.6% 51.5% 85.5% 60.0% 3.3% -2.0% 43.4M -260.3M -11.3M 0.30 53.06 N/A N/A 391,937 116,064 2,027,354 1,424,907 2022-10-28 $31.41 $31.00 51.6% 17.6% 51.7% 77.4% 60.1% 2.6% 8.0% 45.6M -146.0M -11.6M 0.29 22.04 N/A N/A 544,866 158,844 2,314,810 1,476,648 2022-10-31 $32.61 $32.00 47.3% 12.9% 41.9% 63.3% 46.3% 6.5% -1.8% 108.1M -708.6M -11.2M 0.68 37.81 N/A N/A 459,740 313,327 2,545,841 1,509,669
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