EWZ Options History — November 2023 In November 2023, EWZ traded between $30.69 and $34.16. ATM implied volatility averaged 28.1%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 4.5% (HV 20d: 23.6%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2023-11-14 : Highest Volume — 233,426 contracts2023-11-21 : Largest IV spike — 16.9% change2023-11-21 : Highest IV Rank — 28.5%2023-11-01 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.96 $30.69 $34.16 $30.69 $33.97 Max Pain $30.40 $30.00 $31.00 $30.50 $31.00 ATM IV 28.1% 24.4% 35.8% 27.8% 29.3% Expected Move 7.4% 7.0% 8.1% 8.1% 7.2% HV 20d 23.6% 18.9% 26.4% 25.1% 18.9% HV 60d 25.3% 23.9% 26.4% 25.3% 23.9% IV Rank 9.1% 0.0% 28.5% 7.9% 12.3% IV Percentile 28.6% 0.0% 81.0% 29.0% 46.0% Term Structure 0.7% -3.9% 6.0% 0.2% 0.1% VWIV 26.8% 25.3% 28.8% 28.8% 27.3% Skew 25d 2.7% 1.1% 3.8% 3.5% 3.4% Skew 10d 5.0% 2.7% 7.5% 7.5% 4.3% Call IV 25d 26.1% 23.8% 29.2% 26.7% 25.9% Put IV 25d 28.9% 26.4% 33.0% 30.3% 29.4% Bid-Ask Spread % 17.57 1.78 57.55 10.25 1.98 Gamma HHI 0.13 0.09 0.22 0.09 0.15 Net GEX 89.2M 31.4M 126.9M 31.4M 76.2M Net DEX -1.25B -1.96B -169.6M -169.6M -1.38B Net VEX -6.2M -7.1M -5.5M -6.9M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.19 1.89 1.06 1.48 Total Volume 123,945.143 45,083 233,426 60,916 74,040 Total OI 2,676,111.476 2,519,434 2,826,721 2,524,862 2,674,816
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 2023-11-01 $30.69 $30.50 27.8% 8.1% 25.1% 7.9% 28.8% 3.5% 0.2% 31.4M -169.6M -6.9M 1.06 10.25 N/A N/A 29,538 31,378 1,369,042 1,155,820 2023-11-02 $31.52 $30.00 26.8% 7.6% 26.4% 5.4% 27.5% 3.1% 0.2% 57.7M -616.7M -7.0M 0.22 23.38 N/A N/A 109,998 23,962 1,389,452 1,154,534 2023-11-03 $31.93 $30.00 26.2% 7.6% 26.4% 4.0% 27.0% 2.9% 0.5% 76.8M -887.1M -7.1M 0.21 48.87 N/A N/A 191,692 39,395 1,461,650 1,156,525 2023-11-06 $32.02 $30.00 26.2% 7.5% 26.4% 3.9% 28.3% 2.8% 0.2% 94.0M -972.0M -7.0M 0.82 52.66 N/A N/A 47,857 39,341 1,551,869 1,142,652 2023-11-07 $32.30 $30.00 24.6% 7.3% 24.1% 0.0% 27.2% 3.1% 0.9% 103.1M -1.10B -6.5M 0.40 54.92 N/A N/A 144,365 57,682 1,531,030 1,135,407 2023-11-08 $32.02 $30.00 24.4% 7.2% 24.5% 0.0% 25.3% 2.6% 0.5% 101.0M -930.4M -6.6M 1.02 47.84 N/A N/A 41,031 41,863 1,610,594 1,177,499 2023-11-09 $31.80 $30.00 24.8% 7.2% 23.1% 0.9% 25.7% 2.4% 0.8% 90.1M -715.6M -6.5M 0.19 26.98 N/A N/A 185,029 35,688 1,618,068 1,188,650 2023-11-10 $32.38 $30.00 24.8% 7.3% 23.8% 1.0% 25.5% 2.4% 1.1% 124.0M -1.22B -6.4M 0.23 9.90 N/A N/A 103,326 23,429 1,607,687 1,205,588 2023-11-13 $32.38 $30.00 25.6% 7.4% 23.2% 2.9% 27.9% 2.1% 4.5% 107.9M -1.09B -6.0M 1.06 5.76 N/A N/A 21,895 23,188 1,546,257 1,186,738 2023-11-14 $33.39 $30.00 25.7% 7.4% 25.1% 3.2% 28.2% 1.6% 5.3% 126.9M -1.79B -6.0M 0.33 1.82 N/A N/A 174,892 58,534 1,550,224 1,192,955 2023-11-15 $33.58 $30.00 25.2% 7.2% 23.6% 1.9% 25.8% 1.7% 6.0% 121.1M -1.92B -5.9M 0.58 5.64 N/A N/A 43,707 25,173 1,582,189 1,216,211 2023-11-16 $33.69 $30.00 25.7% 7.0% 23.5% 3.0% 25.8% 1.9% 5.5% 114.9M -1.96B -5.8M 0.56 2.01 N/A N/A 58,219 32,503 1,576,038 1,237,541 2023-11-17 $33.48 $30.00 29.7% 7.2% 23.5% 13.1% 26.5% 1.1% 4.7% 126.8M -1.87B -5.6M 0.46 2.49 N/A N/A 157,495 71,970 1,569,702 1,257,019 2023-11-20 $34.16 $31.00 30.7% 7.2% 23.8% 15.6% 25.7% 2.4% -2.5% 87.3M -1.64B -6.1M 0.81 1.99 N/A N/A 93,994 76,359 1,408,111 1,111,323 2023-11-21 $33.78 $31.00 35.8% 7.3% 24.4% 28.5% 28.0% 3.3% -1.8% 71.2M -1.35B -6.0M 1.35 1.85 N/A N/A 35,506 47,775 1,381,435 1,160,732 2023-11-22 $33.72 $31.00 33.1% 7.5% 23.6% 21.7% 27.1% 3.8% -3.9% 67.0M -1.30B -5.9M 1.89 57.55 N/A N/A 32,405 61,194 1,375,951 1,183,673 2023-11-24 $33.70 $31.00 32.0% 7.5% 23.2% 18.9% 26.7% 3.2% -3.2% 64.9M -1.27B -6.0M 0.46 1.91 N/A N/A 45,346 20,774 1,397,007 1,232,058 2023-11-27 $33.70 $31.00 32.1% 7.6% 21.7% 19.2% 26.2% 3.3% -0.3% 70.8M -1.26B -5.6M 0.57 2.11 N/A N/A 50,284 28,725 1,394,407 1,220,308 2023-11-28 $34.14 $31.00 30.7% 7.3% 20.6% 15.7% 25.4% 3.5% -0.8% 86.7M -1.52B -5.6M 0.37 1.78 N/A N/A 124,410 45,706 1,409,641 1,225,329 2023-11-29 $33.86 $31.00 29.5% 7.2% 21.3% 12.6% 26.3% 3.2% -3.8% 72.6M -1.34B -5.5M 0.83 7.22 N/A N/A 29,004 24,176 1,407,317 1,245,292 2023-11-30 $33.97 $31.00 29.3% 7.2% 18.9% 12.3% 27.3% 3.4% 0.1% 76.2M -1.38B -5.5M 1.48 1.98 N/A N/A 29,798 44,242 1,419,047 1,255,769
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