EWZ Options History — August 2023 In August 2023, EWZ traded between $30.23 and $33.20. ATM implied volatility averaged 27.3%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.2% (HV 20d: 22.1%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2023-08-18 : Highest Volume — 292,129 contracts2023-08-21 : Largest IV spike — 6.7% change2023-08-02 : Highest IV Rank — 9.9%2023-08-02 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.53 $30.23 $33.20 $33.20 $30.91 Max Pain $30.85 $30.00 $33.00 $33.00 $32.00 ATM IV 27.3% 25.3% 28.7% 27.8% 26.3% Expected Move 7.8% 7.1% 8.4% 8.0% 7.5% HV 20d 22.1% 18.1% 26.9% 26.9% 23.3% HV 60d 23.7% 23.1% 24.9% 24.2% 23.7% IV Rank 6.3% 1.3% 9.9% 7.6% 3.8% IV Percentile 12.2% 1.6% 20.2% 14.7% 7.9% Term Structure 0.2% -0.5% 1.3% -0.3% 0.6% VWIV 27.3% 24.6% 29.4% 28.3% 26.3% Skew 25d 3.3% 2.8% 3.9% 2.8% 3.0% Skew 10d 6.6% 5.0% 8.7% 5.2% 6.3% Call IV 25d 26.2% 24.1% 27.9% 26.8% 25.1% Put IV 25d 29.5% 27.3% 31.7% 29.5% 28.1% Bid-Ask Spread % 2.29 1.55 8.64 2.54 2.30 Gamma HHI 0.10 0.07 0.13 0.13 0.10 Net GEX 46.5M -3.8M 101.3M 83.6M 49.4M Net DEX -377.1M -1.20B 433.4M -1.20B -163.3M Net VEX -9.3M -10.6M -8.1M -9.9M -9.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.09 1.85 0.79 0.53 Total Volume 126,776.783 29,164 292,129 76,440 152,421 Total OI 2,831,354.13 2,524,016 3,182,444 2,560,091 3,182,444
Daily Data (23 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 2023-08-01 $33.20 $33.00 27.8% 8.0% 26.9% 7.6% 28.3% 2.8% -0.3% 83.6M -1.20B -9.9M 0.79 2.54 N/A N/A 42,758 33,682 1,472,509 1,087,582 2023-08-02 $33.02 $33.00 28.7% 8.4% 26.4% 9.9% 29.4% 3.3% -0.4% 79.7M -1.11B -9.8M 0.70 2.10 N/A N/A 77,848 54,844 1,487,202 1,072,903 2023-08-03 $32.38 $30.00 28.7% 8.2% 24.2% 9.7% 28.3% 3.0% -0.5% 59.9M -660.4M -9.6M 0.77 1.79 N/A N/A 75,627 58,437 1,502,234 1,096,732 2023-08-04 $32.09 $30.00 28.5% 8.2% 22.7% 9.4% 28.4% 3.0% -0.5% 33.8M -386.3M -9.4M 0.94 2.12 N/A N/A 41,794 39,245 1,508,154 1,125,379 2023-08-07 $31.98 $30.00 27.7% 7.9% 22.0% 7.3% 28.5% 2.9% 0.1% 39.8M -432.6M -8.8M 1.70 1.87 N/A N/A 24,083 40,985 1,445,157 1,078,859 2023-08-08 $31.93 $30.00 27.8% 8.1% 22.0% 7.5% 27.5% 3.2% 0.4% 36.6M -354.8M -9.0M 0.22 2.18 N/A N/A 143,585 32,159 1,459,241 1,102,142 2023-08-09 $31.64 $30.00 27.9% 7.9% 21.7% 7.7% 28.4% 3.6% -0.4% 35.2M -266.5M -8.7M 1.13 2.06 N/A N/A 14,046 15,815 1,570,336 1,102,531 2023-08-10 $31.79 $30.00 26.8% 7.8% 20.6% 5.1% 27.0% 3.0% 0.1% 36.7M -320.4M -8.7M 0.64 1.63 N/A N/A 50,675 32,583 1,583,473 1,104,625 2023-08-11 $31.56 $30.00 26.6% 7.6% 20.2% 4.4% 26.9% 2.8% -0.2% 26.9M -188.1M -8.5M 0.36 1.73 N/A N/A 78,742 28,302 1,603,031 1,107,593 2023-08-14 $30.94 $30.00 27.7% 8.0% 21.3% 7.3% 27.8% 3.3% 0.4% 18.4M 95.4M -8.1M 0.38 1.87 N/A N/A 190,565 71,460 1,623,595 1,114,093 2023-08-15 $30.63 $30.00 28.6% 8.2% 21.4% 9.5% 29.1% 3.8% 0.7% 9.6M 233.1M -8.4M 1.05 1.55 N/A N/A 60,445 63,543 1,676,319 1,161,682 2023-08-16 $30.55 $30.00 27.8% 8.0% 21.4% 7.6% 27.6% 3.8% 1.0% 2.6M 290.7M -8.4M 0.72 1.89 N/A N/A 131,585 95,040 1,729,728 1,193,075 2023-08-17 $30.34 $31.00 28.2% 8.1% 21.3% 8.5% 27.4% 3.8% 0.0% -3.8M 433.4M -8.5M 0.99 1.70 N/A N/A 65,355 64,718 1,816,336 1,245,439 2023-08-18 $30.56 $31.00 26.4% 7.5% 19.6% 4.1% 26.3% 3.2% 1.3% 2.1M 316.6M -8.6M 0.23 1.89 N/A N/A 238,253 53,876 1,857,715 1,253,765 2023-08-21 $30.23 $31.00 28.2% 8.0% 18.1% 8.6% 27.4% 3.9% 0.3% 25.3M 107.9M -8.8M 0.54 2.15 N/A N/A 79,849 43,449 1,678,873 1,094,284 2023-08-22 $30.93 $31.00 27.5% 7.7% 20.5% 6.7% 29.0% 3.7% -0.3% 47.0M -268.5M -9.4M 0.70 2.02 N/A N/A 44,225 31,009 1,729,177 1,109,597 2023-08-23 $31.98 $31.00 26.1% 7.4% 24.1% 3.2% 26.0% 3.5% 0.1% 78.1M -913.9M -10.0M 0.09 2.01 N/A N/A 199,167 17,282 1,749,181 1,130,094 2023-08-24 $31.56 $31.00 26.7% 7.5% 22.4% 4.7% 25.5% 2.8% 0.4% 69.6M -634.6M -9.9M 0.30 2.31 N/A N/A 55,041 16,627 1,786,738 1,141,758 2023-08-25 $31.34 $31.00 26.1% 7.4% 22.1% 3.3% 25.6% 2.8% 0.4% 66.4M -513.5M -9.7M 0.52 2.12 N/A N/A 123,661 63,920 1,817,436 1,152,972 2023-08-28 $31.69 $31.00 26.8% 7.6% 21.7% 4.9% 27.0% 3.5% 0.3% 83.0M -774.0M -10.3M 1.72 2.12 N/A N/A 10,711 18,453 1,924,664 1,191,285 2023-08-29 $32.20 $31.50 25.9% 7.3% 21.8% 2.9% 25.6% 3.4% 0.5% 101.3M -1.13B -10.6M 1.85 1.98 N/A N/A 18,171 33,574 1,922,622 1,197,376 2023-08-30 $31.84 $32.00 25.3% 7.1% 22.0% 1.3% 24.6% 3.2% 0.3% 88.5M -830.3M -10.2M 0.40 8.64 N/A N/A 63,198 25,058 1,926,466 1,204,748 2023-08-31 $30.91 $32.00 26.3% 7.5% 23.3% 3.8% 26.3% 3.0% 0.6% 49.4M -163.3M -9.7M 0.53 2.30 N/A N/A 99,687 52,734 1,961,988 1,220,456
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