EWZ Options History — January 2023 In January 2023, EWZ traded between $25.91 and $30.54. ATM implied volatility averaged 36.9%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 7.6% (HV 20d: 44.6%). Max pain ranged from $26.00 to $30.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.32.
Notable Days 2023-01-03 : Highest Volume — 329,675 contracts2023-01-09 : Largest IV spike — 7.0% change2023-01-09 : Highest IV Rank — 35.4%2023-01-03 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $29.04 $25.91 $30.54 $25.91 $30.26 Max Pain $28.50 $26.00 $30.00 $30.00 $29.00 ATM IV 36.9% 32.6% 40.9% 40.8% 33.2% Expected Move 10.7% 9.6% 12.1% 12.1% 9.9% HV 20d 44.6% 38.0% 54.8% 50.6% 38.8% HV 60d 45.9% 43.0% 47.9% 46.5% 43.0% IV Rank 24.5% 12.5% 35.4% 35.3% 14.2% IV Percentile 41.9% 17.5% 66.3% 65.9% 19.4% Term Structure -0.5% -1.9% 0.4% -1.7% -0.3% VWIV 37.9% 33.7% 41.8% 41.8% 34.8% Skew 25d 3.3% 2.7% 3.8% 3.1% 3.3% Skew 10d 5.9% 4.7% 6.5% 6.4% 6.1% Call IV 25d 35.6% 31.5% 39.2% 39.2% 32.2% Put IV 25d 38.9% 34.5% 42.9% 42.2% 35.5% Bid-Ask Spread % 8.45 2.27 21.10 6.36 6.57 Gamma HHI 0.10 0.07 0.22 0.12 0.08 Net GEX 18.9M -27.1M 54.0M -27.1M 19.7M Net DEX 230.6M -144.7M 1.24B 1.24B -76.6M Net VEX -6.7M -7.4M -5.1M -5.1M -7.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.32 0.13 4.78 1.27 0.13 Total Volume 150,956.1 48,062 329,675 329,675 146,658 Total OI 2,536,458.25 1,726,289 3,160,570 2,677,525 1,918,618
Daily Data (20 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 2023-01-03 $25.91 $30.00 40.8% 12.1% 50.6% 35.3% 41.8% 3.1% -1.7% -27.1M 1.24B -5.1M 1.27 6.36 N/A N/A 144,951 184,724 1,569,741 1,107,784 2023-01-04 $26.30 $30.00 39.0% 11.5% 50.3% 30.0% 40.4% 2.7% -0.1% -15.6M 1.09B -5.7M 4.78 9.12 N/A N/A 31,036 148,272 1,646,828 1,186,957 2023-01-05 $27.24 $28.00 39.9% 11.5% 51.9% 32.6% 40.1% 2.7% -1.9% 6.3M 710.1M -6.2M 0.91 2.27 N/A N/A 51,529 47,073 1,661,831 1,176,019 2023-01-06 $28.26 $26.00 38.2% 11.2% 54.1% 28.0% 38.6% 3.4% -0.2% 10.8M 331.2M -6.5M 1.37 20.25 N/A N/A 49,126 67,327 1,692,454 1,186,074 2023-01-09 $28.16 $28.00 40.9% 11.7% 53.9% 35.4% 41.2% 3.7% 0.2% 9.6M 520.6M -6.6M 0.68 7.27 N/A N/A 54,448 37,251 1,641,353 1,156,964 2023-01-10 $28.88 $28.00 39.6% 11.2% 54.8% 31.8% 38.7% 3.8% -0.7% 27.6M 216.4M -6.9M 1.68 7.42 N/A N/A 46,805 78,777 1,675,487 1,177,466 2023-01-11 $29.45 $28.00 39.4% 11.3% 54.4% 31.3% 39.8% 3.6% -0.0% 39.1M -18.4M -7.2M 1.53 3.30 N/A N/A 78,880 120,472 1,705,136 1,227,242 2023-01-12 $29.66 $28.00 38.6% 10.8% 41.5% 28.9% 41.5% 3.2% -1.2% 49.3M -125.2M -7.2M 0.84 3.07 N/A N/A 106,055 88,670 1,734,471 1,248,814 2023-01-13 $29.55 $28.00 36.9% 10.6% 41.6% 24.4% 37.8% 3.6% 0.2% 37.6M 6.1M -7.1M 3.17 16.21 N/A N/A 41,008 130,093 1,694,194 1,283,617 2023-01-17 $29.63 $28.00 37.4% 10.7% 41.4% 25.6% 37.9% 3.7% -0.1% 51.6M -68.8M -6.7M 0.42 21.10 N/A N/A 77,783 32,592 1,699,218 1,230,811 2023-01-18 $29.48 $28.00 38.1% 10.9% 41.5% 27.7% 38.4% 3.5% -1.7% 45.8M 53.8M -6.7M 1.25 2.74 N/A N/A 97,869 122,546 1,739,229 1,244,076 2023-01-19 $29.55 $28.00 37.1% 10.7% 41.3% 24.8% 37.6% 3.6% -0.6% 54.0M 26.8M -6.6M 1.28 8.35 N/A N/A 120,367 154,624 1,754,220 1,234,530 2023-01-20 $29.21 $29.00 35.9% 10.3% 39.9% 21.5% 35.8% 3.5% -0.5% 5.9M 349.7M -6.6M 1.04 2.57 N/A N/A 60,080 62,695 1,816,571 1,343,999 2023-01-23 $29.18 $29.00 36.0% 10.4% 39.9% 21.9% 36.3% 2.9% -0.6% -626.4K 258.7M -6.8M 0.58 9.95 N/A N/A 30,592 17,886 758,061 968,228 2023-01-24 $29.66 $29.00 34.3% 9.8% 40.2% 17.3% 36.5% 2.7% -0.6% 5.4M 141.8M -6.9M 1.60 19.48 N/A N/A 87,544 139,908 781,138 986,631 2023-01-25 $30.45 $29.00 33.8% 9.8% 40.3% 15.9% 35.0% 2.9% 0.4% 15.0M -85.2M -7.0M 0.48 10.44 N/A N/A 88,677 42,935 829,724 979,254 2023-01-26 $30.54 $29.00 33.1% 9.6% 38.0% 13.9% 33.7% 2.9% -0.0% 19.8M -144.7M -7.4M 0.88 3.16 N/A N/A 25,626 22,436 878,631 1,006,112 2023-01-27 $29.82 $29.00 32.6% 9.6% 38.7% 12.5% 36.2% 3.1% 0.0% 14.3M 51.8M -7.2M 1.39 6.81 N/A N/A 30,699 42,803 886,475 1,022,521 2023-01-30 $29.68 $29.00 34.3% 10.0% 38.6% 17.1% 35.4% 3.8% -0.1% 10.3M 132.1M -7.1M 1.02 2.59 N/A N/A 53,698 54,607 868,581 1,010,105 2023-01-31 $30.26 $29.00 33.2% 9.9% 38.8% 14.2% 34.8% 3.3% -0.3% 19.7M -76.6M -7.3M 0.13 6.57 N/A N/A 129,869 16,789 894,977 1,023,641
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