EWZ Options History — October 2023 In October 2023, EWZ traded between $29.09 and $30.76. ATM implied volatility averaged 28.6%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 2.8% (HV 20d: 25.8%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.93.
Notable Days 2023-10-05 : Highest Volume — 221,228 contracts2023-10-03 : Largest IV spike — 9.5% change2023-10-03 : Highest IV Rank — 15.8%2023-10-03 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.98 $29.09 $30.76 $30.06 $29.70 Max Pain $30.45 $30.00 $32.00 $32.00 $30.50 ATM IV 28.6% 26.8% 30.9% 28.2% 29.1% Expected Move 8.3% 7.7% 9.2% 8.1% 8.5% HV 20d 25.8% 22.5% 27.7% 24.6% 22.5% HV 60d 24.4% 23.5% 25.1% 23.5% 24.3% IV Rank 10.0% 5.3% 15.8% 9.1% 11.2% IV Percentile 32.6% 15.1% 43.7% 30.6% 40.1% Term Structure -0.1% -0.9% 0.3% -0.1% -0.0% VWIV 29.4% 27.3% 32.6% 31.1% 30.6% Skew 25d 3.7% 2.8% 4.6% 3.4% 3.8% Skew 10d 7.9% 6.6% 9.8% 7.9% 8.1% Call IV 25d 27.4% 26.0% 29.4% 27.1% 27.8% Put IV 25d 31.1% 29.2% 33.6% 30.6% 31.6% Bid-Ask Spread % 5.95 1.79 18.77 2.38 2.58 Gamma HHI 0.08 0.06 0.16 0.07 0.07 Net GEX 8.8M -24.1M 34.8M -4.6M 4.6M Net DEX 302.9M -136.2M 871.4M 492.4M 286.2M Net VEX -6.9M -7.3M -6.3M -6.7M -6.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.35 1.76 0.46 1.67 Total Volume 117,435.591 45,986 221,228 77,546 97,170 Total OI 2,586,350.545 2,283,500 2,862,558 2,382,691 2,501,170
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 2023-10-02 $30.06 $32.00 28.2% 8.1% 24.6% 9.1% 31.1% 3.4% -0.1% -4.6M 492.4M -6.7M 0.46 2.38 N/A N/A 53,112 24,434 1,272,528 1,110,163 2023-10-03 $29.13 $32.00 30.9% 9.2% 26.6% 15.8% 32.6% 4.2% -0.2% -19.3M 860.6M -6.3M 1.74 2.17 N/A N/A 68,535 119,482 1,292,225 1,113,625 2023-10-04 $29.24 $31.00 29.8% 8.6% 26.5% 12.9% 30.4% 3.7% -0.8% -24.1M 847.6M -6.4M 0.60 12.52 N/A N/A 134,382 80,290 1,307,687 1,178,818 2023-10-05 $29.09 $32.00 29.7% 8.4% 25.8% 12.8% 28.8% 3.8% -0.3% -10.9M 871.4M -6.4M 0.46 11.10 N/A N/A 151,868 69,360 1,405,254 1,206,891 2023-10-06 $29.44 $31.00 28.2% 8.3% 25.8% 8.9% 30.5% 2.8% -0.3% 27.4M 634.4M -6.9M 0.89 15.45 N/A N/A 98,884 87,679 1,526,639 1,227,838 2023-10-09 $29.70 $30.00 29.0% 8.1% 24.1% 10.9% 28.7% 3.5% -0.4% 5.2M 456.8M -6.8M 0.53 6.61 N/A N/A 47,508 24,977 1,453,379 1,188,484 2023-10-10 $30.69 $30.00 28.0% 7.9% 27.1% 8.6% 28.8% 3.2% -0.3% 32.6M -104.4M -7.2M 0.57 2.11 N/A N/A 66,298 37,513 1,480,923 1,195,501 2023-10-11 $30.76 $30.00 26.8% 7.7% 26.8% 5.3% 28.3% 3.2% 0.2% 34.8M -136.2M -7.0M 1.02 1.79 N/A N/A 54,405 55,525 1,477,423 1,186,821 2023-10-12 $30.11 $30.00 27.6% 7.9% 26.3% 7.4% 27.5% 3.4% 0.1% 10.7M 277.0M -6.9M 0.35 2.24 N/A N/A 61,560 21,809 1,489,632 1,228,754 2023-10-13 $30.23 $30.00 28.8% 8.3% 26.4% 10.4% 29.2% 3.4% 0.3% 11.3M 204.2M -7.1M 1.76 2.35 N/A N/A 48,722 85,704 1,500,405 1,238,785 2023-10-16 $30.76 $30.00 27.7% 7.9% 27.4% 7.7% 27.3% 3.6% -0.9% 20.9M -43.9M -7.2M 0.43 1.94 N/A N/A 96,587 41,956 1,489,148 1,254,381 2023-10-17 $30.63 $30.00 27.6% 7.9% 27.3% 7.4% 27.5% 3.4% 0.0% 19.1M -23.2M -7.3M 0.48 2.09 N/A N/A 42,630 20,300 1,560,325 1,246,401 2023-10-18 $30.06 $30.00 29.3% 8.4% 27.7% 11.9% 30.0% 4.6% -0.5% 1.1M 329.5M -7.1M 1.56 6.76 N/A N/A 40,438 63,206 1,562,263 1,259,757 2023-10-19 $30.12 $30.00 29.2% 8.4% 25.4% 11.5% 28.7% 4.5% -0.5% 3.8M 311.7M -7.0M 0.99 6.81 N/A N/A 58,199 57,774 1,580,398 1,275,835 2023-10-20 $29.91 $30.00 28.9% 8.3% 25.4% 10.7% 29.5% 4.5% -0.8% -9.6M 431.7M -6.8M 1.29 7.28 N/A N/A 68,073 87,701 1,595,271 1,267,287 2023-10-23 $29.82 $30.00 28.3% 8.3% 25.3% 9.3% 28.7% 4.2% 0.3% 8.7M 244.7M -6.6M 0.96 1.86 N/A N/A 24,123 23,139 1,240,571 1,042,929 2023-10-24 $30.27 $30.00 27.4% 8.0% 25.1% 6.9% 27.8% 3.8% 0.2% 18.9M 60.0M -6.8M 0.80 2.50 N/A N/A 25,478 20,508 1,267,737 1,059,425 2023-10-25 $29.89 $30.00 28.4% 8.3% 25.0% 9.4% 29.7% 4.0% 0.3% 12.6M 199.9M -6.9M 0.38 18.77 N/A N/A 83,908 31,679 1,283,249 1,070,301 2023-10-26 $30.45 $30.50 27.6% 7.9% 25.1% 7.5% 27.4% 3.6% 0.1% 30.4M -56.2M -7.0M 0.76 2.26 N/A N/A 50,737 38,334 1,312,736 1,077,382 2023-10-27 $29.91 $30.50 28.7% 8.4% 25.7% 10.2% 30.3% 3.6% 0.1% 15.0M 187.9M -6.9M 1.10 3.19 N/A N/A 66,818 73,322 1,338,549 1,088,686 2023-10-30 $29.51 $30.50 29.9% 8.9% 25.1% 13.2% 32.4% 3.8% 0.2% 4.1M 331.3M -6.8M 1.62 16.09 N/A N/A 30,315 49,141 1,341,486 1,102,650 2023-10-31 $29.70 $30.50 29.1% 8.5% 22.5% 11.2% 30.6% 3.8% -0.0% 4.6M 286.2M -6.8M 1.67 2.58 N/A N/A 36,378 60,792 1,366,026 1,135,144
« Sep 2023 | All History | Nov 2023 » Home EWZ History October 2023