EWZ Options History — April 2023 In April 2023, EWZ traded between $27.09 and $29.36. ATM implied volatility averaged 31.5%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 2.4% (HV 20d: 29.1%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.87.
Notable Days 2023-04-04 : Highest Volume — 647,597 contracts2023-04-06 : Largest IV drop — 6.6% change2023-04-03 : Highest IV Rank — 17.1%2023-04-03 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.09 $27.09 $29.36 $27.27 $28.20 Max Pain $28.68 $27.00 $29.00 $27.00 $29.00 ATM IV 31.5% 29.4% 34.2% 34.2% 29.8% Expected Move 9.0% 8.3% 9.5% 9.5% 8.4% HV 20d 29.1% 24.3% 32.7% 29.0% 28.6% HV 60d 26.7% 24.2% 28.1% 26.2% 27.3% IV Rank 8.1% 1.1% 17.1% 17.1% 1.1% IV Percentile 6.7% 0.4% 22.2% 22.2% 0.8% Term Structure 0.1% -0.5% 1.1% -0.2% -0.4% VWIV 31.8% 29.1% 35.9% 35.9% 29.6% Skew 25d 3.5% 2.5% 4.4% 4.1% 3.6% Skew 10d 6.6% 4.6% 8.6% 8.3% 7.1% Call IV 25d 30.2% 28.0% 32.8% 32.8% 28.0% Put IV 25d 33.7% 31.6% 36.9% 36.9% 31.6% Bid-Ask Spread % 21.72 2.03 47.33 37.36 18.71 Gamma HHI 0.09 0.08 0.11 0.09 0.09 Net GEX 20.7M -2.6M 50.8M 3.5M 17.2M Net DEX -79.3M -1.04B 519.6M 371.3M 49.3M Net VEX -9.4M -10.0M -8.8M -9.5M -8.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.87 0.44 12.64 1.40 1.39 Total Volume 181,070.737 71,146 647,597 146,092 71,146 Total OI 3,134,243.263 2,970,359 3,415,234 2,970,359 3,076,362
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 2023-04-03 $27.27 $27.00 34.2% 9.5% 29.0% 17.1% 35.9% 4.1% -0.2% 3.5M 371.3M -9.5M 1.40 37.36 N/A N/A 60,843 85,249 1,376,894 1,593,465 2023-04-04 $27.27 $27.00 33.5% 9.3% 28.6% 15.0% 33.0% 3.9% -0.3% 4.3M 353.9M -9.6M 12.64 32.12 N/A N/A 47,492 600,105 1,410,714 1,636,721 2023-04-05 $27.23 $27.00 33.4% 9.0% 26.4% 13.9% 31.7% 4.1% 0.1% 5.2M 380.5M -9.4M 4.06 42.94 N/A N/A 24,967 101,427 1,434,778 1,649,721 2023-04-06 $27.09 $29.00 31.2% 9.2% 25.8% 7.8% 35.5% 3.1% 1.1% -2.6M 486.6M -9.3M 4.26 2.03 N/A N/A 41,530 176,853 1,448,438 1,687,745 2023-04-10 $27.32 $29.00 31.7% 9.3% 24.3% 9.2% 31.6% 3.9% 0.7% 379.6K 377.0M -8.9M 0.58 19.67 N/A N/A 49,178 28,764 1,411,787 1,577,367 2023-04-11 $28.82 $29.00 32.6% 9.4% 30.2% 11.8% 32.0% 3.6% -0.0% 31.5M -476.6M -9.3M 0.71 19.49 N/A N/A 199,509 141,666 1,423,568 1,579,890 2023-04-12 $29.36 $29.00 32.4% 9.3% 30.5% 11.2% 32.9% 2.9% 0.3% 50.8M -901.7M -9.7M 1.76 19.31 N/A N/A 128,878 226,274 1,548,206 1,663,422 2023-04-13 $29.30 $29.00 31.6% 9.0% 29.9% 9.0% 31.8% 2.7% -0.2% 46.0M -870.8M -9.6M 0.44 20.18 N/A N/A 139,225 61,871 1,557,524 1,653,719 2023-04-14 $29.31 $29.00 30.7% 8.9% 29.2% 6.4% 30.8% 2.8% 0.4% 48.4M -1.04B -9.8M 0.72 7.09 N/A N/A 127,797 92,381 1,635,428 1,607,809 2023-04-17 $29.16 $29.00 30.7% 8.8% 28.2% 6.6% 31.5% 2.5% 0.2% 48.8M -874.8M -10.0M 0.64 16.40 N/A N/A 50,081 32,082 1,669,401 1,573,705 2023-04-18 $28.98 $29.00 29.7% 8.5% 28.3% 3.8% 29.5% 3.2% -0.1% 48.1M -769.2M -9.9M 0.50 12.19 N/A N/A 117,300 58,170 1,701,442 1,581,322 2023-04-19 $27.80 $29.00 30.9% 8.9% 32.7% 7.1% 31.8% 3.4% -0.1% 16.8M 70.7M -9.2M 0.98 7.45 N/A N/A 107,746 105,968 1,687,732 1,583,600 2023-04-20 $27.99 $29.00 30.4% 8.7% 32.7% 5.6% 30.0% 3.1% 0.5% 26.2M -67.8M -9.3M 1.12 2.30 N/A N/A 58,677 65,500 1,711,966 1,627,025 2023-04-21 $27.64 $29.00 29.4% 8.3% 30.1% 1.2% 29.1% 3.3% 0.9% 4.6M 263.1M -9.0M 0.56 26.05 N/A N/A 53,161 29,686 1,740,477 1,674,757 2023-04-24 $27.98 $29.00 30.5% 8.9% 30.0% 3.0% 31.2% 3.1% -0.1% 18.5M 97.9M -9.2M 0.53 18.33 N/A N/A 64,791 34,452 1,569,685 1,420,456 2023-04-25 $27.63 $29.00 32.4% 9.2% 30.2% 8.6% 32.4% 4.4% -0.3% 9.0M 338.6M -8.9M 1.70 47.33 N/A N/A 30,632 52,077 1,555,908 1,436,844 2023-04-26 $27.46 $29.00 32.8% 9.4% 29.4% 9.7% 31.8% 4.3% -0.5% 2.5M 519.6M -9.0M 0.80 18.24 N/A N/A 48,335 38,650 1,570,106 1,450,972 2023-04-27 $27.95 $29.00 31.3% 9.0% 29.7% 5.3% 31.7% 4.1% -0.1% 13.3M 184.9M -9.0M 0.78 45.55 N/A N/A 49,457 38,424 1,558,521 1,463,145 2023-04-28 $28.20 $29.00 29.8% 8.4% 28.6% 1.1% 29.6% 3.6% -0.4% 17.2M 49.3M -8.8M 1.39 18.71 N/A N/A 29,768 41,378 1,590,597 1,485,765
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