EWZ Options History — February 2024 In February 2024, EWZ traded between $32.16 and $34.03. ATM implied volatility averaged 23.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 1.7% (HV 20d: 21.3%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.76.
Notable Days 2024-02-29 : Highest Volume — 150,745 contracts2024-02-13 : Largest IV spike — 6.2% change2024-02-13 : Highest IV Rank — 30.5%2024-02-13 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.14 $32.16 $34.03 $33.28 $33.00 Max Pain $33.10 $33.00 $34.00 $34.00 $33.00 ATM IV 23.0% 21.5% 25.2% 23.2% 22.3% Expected Move 6.6% 6.1% 7.2% 7.0% 6.3% HV 20d 21.3% 17.7% 24.3% 17.7% 24.3% HV 60d 22.4% 21.4% 23.2% 21.4% 23.2% IV Rank 17.3% 8.4% 30.5% 18.4% 12.7% IV Percentile 3.8% 1.2% 16.3% 2.4% 2.4% Term Structure -0.0% -0.7% 0.7% 0.0% -0.3% VWIV 23.0% 19.5% 26.1% 24.4% 22.3% Skew 25d 2.1% 1.2% 3.3% 2.4% 1.7% Skew 10d 4.6% 2.1% 7.4% 5.3% 4.3% Call IV 25d 22.2% 21.0% 23.9% 22.5% 21.7% Put IV 25d 24.3% 22.2% 27.2% 24.9% 23.4% Bid-Ask Spread % 39.70 27.43 55.20 33.42 33.68 Gamma HHI 0.09 0.07 0.15 0.09 0.11 Net GEX -9.7M -46.2M 27.9M -17.2M -18.2M Net DEX 230.9M -285.3M 792.7M 218.5M 231.6M Net VEX -7.7M -8.2M -7.0M -7.9M -8.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.76 0.38 6.26 2.75 0.60 Total Volume 85,211.45 18,911 150,745 40,585 150,745 Total OI 2,016,329.1 1,834,357 2,203,636 2,040,567 2,064,116
Daily Data (20 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 2024-02-01 $33.28 $34.00 23.2% 7.0% 17.7% 18.4% 24.4% 2.4% 0.0% -17.2M 218.5M -7.9M 2.75 33.42 N/A N/A 10,837 29,748 979,764 1,060,803 2024-02-02 $32.70 $34.00 23.4% 6.7% 18.3% 19.6% 24.8% 2.9% -0.1% -35.7M 520.9M -7.4M 5.89 37.20 N/A N/A 16,805 98,981 977,896 1,075,334 2024-02-05 $32.70 $33.00 23.4% 6.6% 17.8% 19.5% 22.7% 2.7% -0.4% -19.6M 434.7M -7.1M 1.21 49.63 N/A N/A 31,823 38,379 962,359 987,273 2024-02-06 $33.50 $33.00 23.5% 6.9% 20.1% 20.2% 22.8% 3.0% 0.4% 5.0M 89.1M -7.5M 0.84 42.86 N/A N/A 43,394 36,496 970,359 1,009,814 2024-02-07 $33.38 $33.00 22.5% 6.6% 19.5% 14.5% 22.8% 2.4% 0.7% -1.5M 151.6M -7.4M 1.16 37.43 N/A N/A 26,887 31,221 988,492 1,024,487 2024-02-08 $32.75 $33.00 23.6% 6.7% 20.5% 21.0% 24.3% 2.2% -0.3% -24.6M 395.8M -7.0M 2.20 55.20 N/A N/A 19,692 43,258 988,309 1,022,494 2024-02-09 $32.91 $33.00 23.0% 6.6% 20.6% 17.2% 22.9% 2.1% 0.1% -17.5M 356.5M -7.3M 1.73 51.37 N/A N/A 42,852 74,099 993,497 1,024,115 2024-02-12 $33.30 $33.00 23.7% 6.8% 20.9% 21.7% 23.8% 2.4% -0.2% -8.8M 219.1M -7.8M 0.66 47.86 N/A N/A 14,071 9,356 990,875 1,082,314 2024-02-13 $32.16 $33.00 25.2% 7.2% 22.2% 30.5% 26.1% 3.3% 0.3% -46.2M 792.7M -7.4M 1.57 52.98 N/A N/A 24,021 37,752 997,344 1,087,419 2024-02-14 $32.55 $33.00 23.6% 6.8% 22.6% 21.1% 19.5% 2.1% 0.3% -41.8M 585.9M -7.4M 2.26 49.87 N/A N/A 44,964 101,631 1,011,290 1,102,444 2024-02-15 $32.83 $33.00 22.7% 6.5% 22.7% 15.5% 22.7% 2.0% 0.7% -29.4M 471.3M -7.6M 1.15 34.84 N/A N/A 46,324 53,165 1,043,517 1,113,519 2024-02-16 $33.13 $33.00 23.0% 6.6% 23.0% 17.4% 22.8% 1.6% 0.4% -14.2M 280.1M -8.0M 0.46 45.10 N/A N/A 71,084 32,830 1,069,861 1,133,775 2024-02-20 $33.61 $33.00 23.4% 6.6% 22.2% 19.6% 23.0% 1.8% -0.2% 13.2M -44.4M -7.9M 0.43 27.60 N/A N/A 61,714 26,737 868,135 966,222 2024-02-21 $33.61 $33.00 23.3% 6.6% 21.6% 19.1% 24.1% 1.8% -0.2% 13.9M -37.9M -8.0M 1.23 28.73 N/A N/A 8,489 10,422 889,700 985,237 2024-02-22 $33.55 $33.00 22.7% 6.5% 21.6% 15.5% 22.8% 1.7% 0.1% 11.9M -20.7M -8.0M 0.38 27.43 N/A N/A 38,262 14,355 900,686 996,471 2024-02-23 $33.14 $33.00 22.4% 6.5% 22.1% 13.6% 22.5% 1.8% -0.4% 7.5M 115.6M -7.8M 6.26 30.47 N/A N/A 12,730 79,672 926,321 999,938 2024-02-26 $33.31 $33.00 21.9% 6.3% 21.9% 10.3% 21.7% 1.4% -0.7% 518.2K 69.5M -7.8M 1.56 34.12 N/A N/A 23,503 36,591 925,545 1,034,279 2024-02-27 $34.03 $33.00 21.5% 6.1% 22.9% 8.4% 21.9% 1.2% -0.5% 27.9M -285.3M -7.8M 1.32 33.72 N/A N/A 63,349 83,713 945,020 1,045,813 2024-02-28 $33.36 $33.00 21.7% 6.2% 24.0% 9.5% 21.9% 1.5% -0.1% 840 73.3M -8.2M 1.59 40.49 N/A N/A 44,070 70,207 988,179 1,093,566 2024-02-29 $33.00 $33.00 22.3% 6.3% 24.3% 12.7% 22.3% 1.7% -0.3% -18.2M 231.6M -8.1M 0.60 33.68 N/A N/A 94,341 56,404 994,273 1,069,843
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