EWZ Options History — May 2023 In May 2023, EWZ traded between $27.34 and $30.14. ATM implied volatility averaged 32.1%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 6.7% (HV 20d: 25.4%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2023-05-19 : Highest Volume — 241,967 contracts2023-05-08 : Largest IV spike — 16.7% change2023-05-09 : Highest IV Rank — 21.1%2023-05-04 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.18 $27.34 $30.14 $28.01 $28.84 Max Pain $28.36 $28.00 $29.00 $29.00 $29.00 ATM IV 32.1% 28.1% 36.8% 29.4% 28.1% Expected Move 9.4% 8.6% 10.3% 8.6% 9.2% HV 20d 25.4% 20.2% 32.6% 28.4% 21.5% HV 60d 26.8% 26.0% 27.7% 27.0% 26.6% IV Rank 8.0% 0.0% 21.1% 0.1% 0.0% IV Percentile 13.9% 0.0% 44.8% 0.4% 0.0% Term Structure 0.2% -4.0% 4.7% 4.0% -0.1% VWIV 32.6% 30.0% 38.5% 30.7% 32.2% Skew 25d 4.2% 2.4% 6.1% 3.5% 2.8% Skew 10d 5.9% 2.2% 7.8% 6.1% 3.1% Call IV 25d 28.7% 26.8% 32.3% 28.0% 27.4% Put IV 25d 32.9% 29.5% 37.0% 31.5% 30.2% Bid-Ask Spread % 42.54 4.73 64.51 10.55 33.84 Gamma HHI 0.15 0.08 0.40 0.09 0.15 Net GEX 46.3M -2.4M 99.0M 13.1M 22.5M Net DEX -482.5M -1.35B 586.9M 205.0M 104.2M Net VEX -8.0M -8.8M -7.2M -8.5M -7.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.26 2.28 0.43 0.78 Total Volume 131,823 19,301 241,967 19,301 145,641 Total OI 3,045,633.409 2,520,585 3,403,721 3,046,079 2,771,684
Daily Data (22 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 2023-05-01 $28.01 $29.00 29.4% 8.6% 28.4% 0.1% 30.7% 3.5% 4.0% 13.1M 205.0M -8.5M 0.43 10.55 N/A N/A 13,471 5,830 1,576,897 1,469,182 2023-05-02 $27.34 $29.00 30.7% 9.0% 29.8% 3.7% 33.1% 4.4% 4.6% -2.4M 586.9M -8.1M 2.12 9.48 N/A N/A 16,617 35,162 1,579,786 1,469,518 2023-05-03 $27.56 $29.00 30.8% 9.0% 29.9% 4.0% 30.0% 3.5% 4.7% 1.3M 497.1M -8.2M 1.21 47.84 N/A N/A 30,751 37,064 1,587,574 1,493,564 2023-05-04 $27.70 $28.00 32.2% 10.3% 29.9% 8.0% 37.4% 3.7% 4.1% 11.4M 394.2M -8.1M 0.90 56.57 N/A N/A 101,983 91,879 1,613,434 1,497,012 2023-05-05 $28.77 $28.00 30.9% 10.0% 32.6% 4.3% 34.3% 3.2% 3.7% 37.8M -337.8M -8.7M 0.66 4.99 N/A N/A 88,988 58,526 1,674,461 1,538,525 2023-05-08 $28.63 $28.00 36.1% 10.2% 32.6% 19.1% 33.6% 4.6% -3.2% 38.5M -218.6M -8.4M 0.33 4.73 N/A N/A 126,669 42,339 1,660,212 1,502,667 2023-05-09 $29.04 $28.00 36.8% 10.2% 26.9% 21.1% 34.1% 5.3% -2.1% 54.7M -544.3M -8.8M 0.53 53.05 N/A N/A 69,680 36,992 1,742,860 1,519,845 2023-05-10 $29.37 $28.00 36.7% 10.1% 26.4% 20.9% 34.3% 6.1% -0.4% 65.1M -791.3M -8.8M 1.03 36.52 N/A N/A 69,624 71,717 1,757,490 1,534,835 2023-05-11 $29.56 $28.00 36.1% 9.6% 26.5% 19.3% 38.5% 2.4% -2.7% 64.1M -906.6M -8.6M 0.63 57.20 N/A N/A 101,720 63,769 1,748,350 1,562,409 2023-05-12 $29.74 $28.00 34.7% 9.3% 26.6% 15.2% 33.7% 4.8% -4.0% 70.4M -1.04B -8.5M 0.73 42.14 N/A N/A 91,193 66,168 1,747,328 1,574,381 2023-05-15 $30.14 $28.00 33.7% 9.4% 26.8% 12.1% 31.4% 5.1% 0.1% 78.6M -1.35B -8.1M 0.58 56.46 N/A N/A 66,286 38,484 1,732,438 1,562,951 2023-05-16 $29.68 $28.00 33.1% 9.4% 27.4% 10.7% 30.7% 5.4% 0.9% 69.9M -987.2M -7.9M 0.35 64.51 N/A N/A 119,753 42,084 1,751,276 1,579,970 2023-05-17 $29.91 $28.00 32.3% 9.3% 22.3% 8.3% 30.0% 5.1% -0.1% 76.2M -1.18B -7.9M 0.45 61.85 N/A N/A 94,167 41,901 1,757,237 1,604,629 2023-05-18 $29.95 $28.00 32.0% 9.2% 22.3% 7.6% 32.5% 5.2% 0.2% 72.9M -1.22B -7.7M 2.28 59.56 N/A N/A 27,486 62,625 1,753,233 1,613,495 2023-05-19 $29.88 $28.00 30.2% 8.7% 21.6% 2.3% 30.2% 3.7% 0.0% 99.0M -1.10B -7.5M 1.00 54.97 N/A N/A 120,758 121,209 1,763,323 1,640,398 2023-05-22 $29.87 $28.00 30.6% 8.9% 21.4% 3.4% 31.1% 5.2% -1.1% 43.7M -628.5M -7.4M 0.96 50.46 N/A N/A 65,650 62,817 1,255,370 1,265,215 2023-05-23 $29.80 $28.00 30.6% 9.2% 20.7% 3.4% 31.1% 4.3% -0.9% 43.3M -593.1M -7.6M 1.29 46.26 N/A N/A 43,788 56,498 1,278,542 1,252,399 2023-05-24 $29.63 $29.00 31.6% 9.4% 20.6% 6.4% 32.4% 4.0% -0.9% 38.3M -458.2M -7.8M 0.26 48.21 N/A N/A 150,672 39,329 1,308,415 1,299,215 2023-05-25 $29.46 $29.00 30.7% 9.0% 20.2% 3.7% 31.6% 4.2% -1.6% 35.4M -357.5M -7.6M 1.31 44.77 N/A N/A 30,754 40,392 1,298,239 1,314,736 2023-05-26 $29.94 $29.00 28.4% 8.7% 20.7% 0.0% 32.3% 2.6% 0.5% 53.6M -641.5M -7.6M 0.49 49.46 N/A N/A 98,410 48,262 1,305,131 1,327,844 2023-05-30 $29.12 $29.00 29.3% 9.3% 23.2% 2.4% 31.2% 3.7% -0.5% 32.3M -51.4M -7.3M 0.77 42.36 N/A N/A 92,266 70,732 1,353,198 1,364,667 2023-05-31 $28.84 $29.00 28.1% 9.2% 21.5% 0.0% 32.2% 2.8% -0.1% 22.5M 104.2M -7.2M 0.78 33.84 N/A N/A 81,875 63,766 1,378,195 1,393,489
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