EWZ Options History — February 2023 In February 2023, EWZ traded between $27.55 and $30.05. ATM implied volatility averaged 33.6%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.9% (HV 20d: 25.6%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 2.40.
Notable Days 2023-02-22 : Highest Volume — 310,603 contracts2023-02-21 : Largest IV spike — 6.8% change2023-02-21 : Highest IV Rank — 18.3%2023-02-09 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.41 $27.55 $30.05 $30.05 $27.55 Max Pain $29.05 $29.00 $30.00 $29.00 $29.00 ATM IV 33.6% 32.1% 34.7% 32.4% 33.6% Expected Move 9.6% 9.1% 10.2% 9.8% 9.5% HV 20d 25.6% 24.2% 27.5% 25.6% 25.4% HV 60d 38.7% 36.7% 42.5% 42.5% 36.7% IV Rank 15.2% 11.1% 18.3% 11.9% 15.4% IV Percentile 19.4% 11.9% 26.2% 17.1% 18.7% Term Structure 0.5% -0.7% 5.8% 0.1% -0.3% VWIV 33.9% 31.8% 36.6% 34.4% 34.3% Skew 25d 3.7% 2.5% 5.1% 3.1% 4.0% Skew 10d 6.7% 4.4% 9.8% 7.7% 6.5% Call IV 25d 32.0% 31.1% 33.4% 31.7% 31.7% Put IV 25d 35.6% 33.6% 37.7% 34.9% 35.7% Bid-Ask Spread % 10.20 2.47 25.02 23.50 10.52 Gamma HHI 0.10 0.06 0.26 0.15 0.11 Net GEX -7.8M -48.2M 38.9M 38.9M -40.6M Net DEX 655.1M -72.6M 1.01B -72.6M 1.01B Net VEX -6.7M -7.3M -6.4M -7.3M -6.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.40 0.19 7.13 0.82 2.83 Total Volume 138,140.474 41,148 310,603 128,629 149,914 Total OI 2,291,576.895 2,025,743 2,510,829 2,025,743 2,498,551
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 2023-02-01 $30.05 $29.00 32.4% 9.8% 25.6% 11.9% 34.4% 3.1% 0.1% 38.9M -72.6M -7.3M 0.82 23.50 N/A N/A 70,818 57,811 1,000,612 1,025,131 2023-02-02 $29.41 $30.00 33.7% 9.9% 27.4% 15.5% 33.7% 3.9% -0.4% 22.2M 165.8M -7.2M 0.42 20.31 N/A N/A 98,050 40,761 1,067,966 1,040,010 2023-02-03 $28.62 $29.00 34.0% 9.8% 27.5% 16.3% 33.9% 4.8% -0.2% -48.2M 483.3M -6.9M 1.38 20.78 N/A N/A 105,359 145,743 1,095,685 1,091,032 2023-02-06 $28.52 $29.00 34.6% 9.7% 24.3% 18.0% 34.9% 5.1% -0.7% -2.4M 606.9M -6.9M 1.43 24.67 N/A N/A 27,881 39,945 1,040,874 1,116,750 2023-02-07 $28.05 $29.00 33.7% 9.8% 25.0% 15.7% 33.4% 4.0% 0.6% -11.1M 786.4M -6.7M 0.19 3.17 N/A N/A 59,216 10,986 1,067,681 1,147,030 2023-02-08 $28.55 $29.00 33.4% 9.4% 24.2% 14.6% 35.0% 3.5% -0.7% -3.2M 604.6M -6.8M 2.04 2.67 N/A N/A 34,858 71,193 1,061,794 1,146,378 2023-02-09 $27.77 $29.00 34.7% 10.2% 24.7% 18.3% 36.6% 4.4% 0.9% -14.3M 869.3M -6.5M 2.78 21.14 N/A N/A 33,907 94,189 1,071,284 1,143,634 2023-02-10 $28.14 $29.00 34.0% 9.9% 25.2% 16.5% 36.0% 3.5% 0.6% -9.0M 786.2M -6.7M 0.85 2.47 N/A N/A 62,913 53,722 1,090,351 1,195,030 2023-02-13 $28.54 $29.00 34.3% 9.8% 25.9% 17.2% 34.6% 4.1% 0.9% 5.9M 595.3M -6.8M 0.67 25.02 N/A N/A 24,604 16,544 1,118,571 1,200,662 2023-02-14 $28.34 $29.00 33.2% 9.5% 25.9% 14.1% 34.7% 3.1% 5.8% 2.4M 689.5M -6.6M 2.87 3.02 N/A N/A 26,303 75,502 1,132,503 1,214,568 2023-02-15 $28.46 $29.00 32.8% 9.4% 25.9% 13.2% 33.0% 2.9% 0.3% 7.3M 630.4M -6.5M 3.38 2.77 N/A N/A 32,206 108,747 1,156,135 1,226,567 2023-02-16 $28.66 $29.00 32.1% 9.1% 26.1% 11.1% 32.0% 2.5% 1.7% 17.3M 558.2M -6.6M 0.57 3.02 N/A N/A 133,138 75,908 1,176,252 1,225,872 2023-02-17 $28.73 $29.00 32.5% 9.3% 25.8% 12.1% 33.1% 2.8% 0.3% 6.8M 550.1M -6.8M 1.29 2.70 N/A N/A 30,155 39,028 1,226,268 1,252,976 2023-02-21 $28.30 $29.00 34.7% 9.8% 26.3% 18.3% 33.6% 3.3% -0.4% -3.5M 708.5M -6.5M 4.90 15.20 N/A N/A 12,310 60,351 1,042,496 1,122,138 2023-02-22 $28.14 $29.00 34.5% 9.6% 25.5% 17.8% 33.6% 3.8% -0.3% -9.2M 830.7M -6.6M 7.13 3.43 N/A N/A 38,211 272,392 1,047,474 1,184,499 2023-02-23 $28.59 $29.00 33.0% 9.3% 24.2% 13.7% 32.9% 3.6% 0.1% -14.6M 631.8M -6.7M 6.17 2.89 N/A N/A 21,371 131,806 1,071,961 1,310,782 2023-02-24 $27.66 $29.00 33.3% 9.4% 26.3% 14.4% 33.0% 4.0% 0.6% -44.8M 1.01B -6.4M 2.45 2.97 N/A N/A 71,788 175,896 1,084,263 1,335,352 2023-02-27 $27.69 $29.00 33.3% 9.4% 25.4% 14.3% 31.8% 3.4% -0.2% -47.4M 1.00B -6.7M 3.34 3.55 N/A N/A 27,895 93,248 1,088,746 1,422,083 2023-02-28 $27.55 $29.00 33.6% 9.5% 25.4% 15.4% 34.3% 4.0% -0.3% -40.6M 1.01B -6.6M 2.83 10.52 N/A N/A 39,110 110,804 1,103,406 1,395,145
« Jan 2023 | All History | Mar 2023 » Home EWZ History February 2023