EWZ Options History — June 2023 In June 2023, EWZ traded between $29.63 and $33.14. ATM implied volatility averaged 26.1%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 1.5% (HV 20d: 24.6%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.65.
Notable Days 2023-06-06 : Highest Volume — 1,994,938 contracts2023-06-22 : Largest IV spike — 5.3% change2023-06-28 : Highest IV Rank — 7.6%2023-06-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.85 $29.63 $33.14 $29.63 $32.44 Max Pain $29.95 $28.00 $31.00 $29.00 $30.00 ATM IV 26.1% 24.8% 27.8% 26.5% 27.3% Expected Move 7.5% 7.1% 8.4% 8.4% 7.7% HV 20d 24.6% 22.0% 26.1% 23.2% 23.0% HV 60d 26.1% 25.0% 27.1% 27.0% 25.3% IV Rank 2.8% 0.0% 7.6% 0.0% 6.1% IV Percentile 2.9% 0.0% 7.1% 0.0% 7.1% Term Structure 0.3% -0.7% 2.0% 0.6% 0.2% VWIV 26.8% 25.6% 29.1% 28.1% 26.3% Skew 25d 2.4% -1.7% 3.3% 2.4% 3.1% Skew 10d 4.8% -1.5% 6.7% 1.8% 5.5% Call IV 25d 25.2% 23.5% 26.6% 25.9% 26.2% Put IV 25d 27.6% 24.4% 29.7% 28.3% 29.3% Bid-Ask Spread % 26.97 2.30 53.73 45.45 2.68 Gamma HHI 0.14 0.09 0.27 0.27 0.11 Net GEX 110.8M 67.3M 171.0M 67.3M 96.6M Net DEX -1.29B -1.85B -361.4M -417.9M -1.56B Net VEX -9.9M -11.1M -7.3M -7.3M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.07 1.90 0.41 0.25 Total Volume 286,944.81 74,379 1,994,938 170,844 124,034 Total OI 2,859,546.095 2,260,059 3,182,657 2,840,866 2,876,575
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 2023-06-01 $29.63 $29.00 26.5% 8.4% 23.2% 0.0% 28.1% 2.4% 0.6% 67.3M -417.9M -7.3M 0.41 45.45 N/A N/A 121,476 49,368 1,432,081 1,408,785 2023-06-02 $30.57 $29.00 25.2% 7.8% 25.1% 0.0% 26.4% 0.3% 2.0% 78.8M -1.14B -7.3M 0.25 48.44 N/A N/A 337,218 84,971 1,467,902 1,404,273 2023-06-05 $30.77 $28.00 25.4% 7.3% 22.0% 0.5% 26.1% -1.7% -0.7% 119.1M -1.17B -7.6M 0.55 51.88 N/A N/A 112,467 61,671 1,624,263 1,393,156 2023-06-06 $31.38 $29.00 25.7% 7.6% 22.5% 1.4% 26.3% -1.1% -0.4% 134.9M -1.36B -7.9M 0.07 51.96 N/A N/A 1,856,610 138,328 1,607,163 1,410,167 2023-06-07 $30.71 $30.00 26.1% 7.6% 24.0% 2.2% 25.9% 3.2% 0.2% 77.7M -361.4M -9.9M 0.74 49.39 N/A N/A 310,103 228,999 1,460,040 1,496,264 2023-06-08 $31.07 $30.00 25.3% 7.4% 24.0% 0.2% 26.8% 3.2% 0.3% 109.1M -815.3M -10.2M 1.90 3.26 N/A N/A 26,803 50,816 1,585,424 1,455,274 2023-06-09 $31.52 $30.00 24.8% 7.1% 24.3% 0.0% 25.9% 2.3% -0.1% 138.4M -1.16B -10.2M 0.77 2.77 N/A N/A 138,012 106,704 1,580,114 1,456,568 2023-06-12 $31.73 $30.00 25.9% 7.3% 24.3% 2.7% 26.3% 3.1% -0.6% 139.7M -1.36B -10.1M 0.13 2.62 N/A N/A 245,603 31,425 1,622,050 1,460,516 2023-06-13 $31.54 $30.00 25.6% 7.2% 24.2% 2.0% 25.8% 2.9% -0.5% 122.9M -1.14B -10.0M 0.65 47.94 N/A N/A 53,547 34,607 1,620,944 1,477,575 2023-06-14 $32.47 $30.00 25.6% 7.6% 25.0% 2.1% 26.5% 2.5% 0.9% 156.7M -1.79B -10.4M 0.76 38.29 N/A N/A 211,963 161,277 1,633,866 1,497,778 2023-06-15 $32.64 $31.00 25.8% 7.3% 25.0% 2.4% 25.8% 2.7% -0.3% 171.0M -1.85B -10.4M 0.71 2.30 N/A N/A 120,289 85,142 1,621,793 1,540,358 2023-06-16 $32.36 $31.00 25.2% 7.5% 25.4% 0.9% 27.1% 3.0% 1.4% 123.5M -1.58B -10.3M 1.23 44.13 N/A N/A 50,842 62,636 1,637,675 1,544,982 2023-06-20 $32.73 $31.00 25.6% 7.3% 25.4% 1.9% 27.6% 2.8% 0.4% 89.5M -1.47B -10.0M 1.16 47.95 N/A N/A 62,192 71,972 1,271,223 988,836 2023-06-21 $33.14 $31.00 25.5% 7.3% 25.5% 1.7% 26.8% 3.0% 0.5% 102.7M -1.73B -10.3M 0.35 2.73 N/A N/A 261,906 92,239 1,315,280 1,012,323 2023-06-22 $32.75 $30.00 26.8% 7.7% 26.1% 5.1% 28.2% 3.0% 0.2% 118.7M -1.65B -11.1M 0.28 53.73 N/A N/A 100,447 27,893 1,500,454 1,083,169 2023-06-23 $32.59 $30.00 26.2% 7.5% 26.1% 3.6% 25.6% 3.0% 0.5% 103.6M -1.56B -10.9M 0.35 12.16 N/A N/A 108,287 37,890 1,536,977 1,108,628 2023-06-26 $32.63 $30.00 27.0% 7.6% 25.8% 5.4% 29.1% 3.0% 0.7% 107.6M -1.58B -11.0M 1.70 39.82 N/A N/A 27,691 47,164 1,563,703 1,109,230 2023-06-27 $32.28 $30.00 27.0% 7.6% 26.0% 5.5% 26.4% 2.9% 0.1% 99.6M -1.34B -10.7M 0.47 13.01 N/A N/A 96,621 45,338 1,572,647 1,138,587 2023-06-28 $31.70 $30.00 27.8% 7.8% 24.7% 7.6% 27.5% 3.1% 0.0% 76.2M -939.8M -10.6M 0.46 3.40 N/A N/A 50,954 23,425 1,586,268 1,159,596 2023-06-29 $32.11 $30.00 27.5% 7.7% 24.3% 6.8% 27.8% 3.3% 0.0% 92.5M -1.21B -10.9M 0.47 2.43 N/A N/A 113,368 53,543 1,613,887 1,174,074 2023-06-30 $32.44 $30.00 27.3% 7.7% 23.0% 6.1% 26.3% 3.1% 0.2% 96.6M -1.56B -11.1M 0.25 2.68 N/A N/A 99,608 24,426 1,678,322 1,198,253
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