EWZ Options History — April 2024 In April 2024, EWZ traded between $30.13 and $32.88. ATM implied volatility averaged 24.3%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 4.5% (HV 20d: 19.7%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.59.
Notable Days 2024-04-10 : Highest Volume — 264,867 contracts2024-04-24 : Largest IV drop — 14.2% change2024-04-17 : Highest IV Rank — 46.2%2024-04-17 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.39 $30.13 $32.88 $31.82 $31.02 Max Pain $32.14 $32.00 $33.00 $33.00 $32.00 ATM IV 24.3% 21.3% 27.6% 21.3% 23.8% Expected Move 6.9% 5.9% 7.9% 6.0% 7.1% HV 20d 19.7% 17.2% 23.1% 17.5% 23.1% HV 60d 20.3% 19.3% 21.2% 19.7% 21.2% IV Rank 26.8% 9.0% 46.2% 9.2% 24.3% IV Percentile 27.8% 2.8% 64.3% 2.8% 24.2% Term Structure -0.4% -15.2% 7.9% 0.6% 7.9% VWIV 24.8% 20.7% 28.5% 21.6% 25.8% Skew 25d 2.8% 0.1% 4.7% 2.3% 2.0% Skew 10d 6.0% 3.1% 9.8% 3.5% 4.8% Call IV 25d 23.4% 20.5% 26.3% 20.7% 23.1% Put IV 25d 26.2% 23.0% 30.6% 23.0% 25.1% Bid-Ask Spread % 48.21 16.50 79.92 73.17 29.97 Gamma HHI 0.10 0.07 0.15 0.07 0.15 Net GEX -32.7M -87.9M 45.1M -17.2M -77.0M Net DEX 799.3M -63.7M 1.69B 581.2M 893.3M Net VEX -9.1M -9.8M -8.3M -8.3M -9.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.59 0.26 5.05 1.02 4.96 Total Volume 159,280.182 59,922 264,867 153,460 160,978 Total OI 2,444,052.909 1,936,769 2,821,706 1,936,769 2,694,912
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 2024-04-01 $31.82 $33.00 21.3% 6.0% 17.5% 9.2% 21.6% 2.3% 0.6% -17.2M 581.2M -8.3M 1.02 73.17 N/A N/A 76,155 77,305 924,580 1,012,189 2024-04-02 $32.03 $33.00 21.3% 5.9% 17.7% 9.0% 20.7% 2.5% 1.1% -14.9M 524.1M -8.7M 0.71 50.06 N/A N/A 107,506 76,253 970,147 1,051,550 2024-04-03 $32.05 $33.00 21.8% 6.0% 17.7% 11.9% 21.6% 1.7% 0.1% -5.6M 464.6M -9.0M 0.65 59.74 N/A N/A 102,024 65,826 1,048,340 1,058,555 2024-04-04 $32.05 $32.00 23.9% 6.9% 17.3% 24.4% 23.8% 2.3% 0.3% 3.6M 428.5M -9.3M 0.46 79.92 N/A N/A 137,305 63,004 1,104,093 1,093,739 2024-04-05 $31.81 $32.00 22.6% 6.8% 17.4% 16.8% 26.2% 0.1% 2.4% -14.6M 623.3M -9.3M 5.05 47.60 N/A N/A 23,886 120,585 1,152,573 1,130,335 2024-04-08 $32.58 $32.00 23.7% 6.7% 17.2% 23.2% 23.7% 3.4% -0.4% 25.1M 157.3M -9.6M 0.58 55.11 N/A N/A 44,994 25,939 1,136,410 1,187,640 2024-04-09 $32.88 $32.00 23.8% 6.8% 17.4% 23.8% 24.7% 2.0% -0.1% 45.1M -63.7M -9.8M 0.83 61.03 N/A N/A 108,967 90,348 1,162,305 1,193,869 2024-04-10 $32.05 $32.00 24.0% 6.9% 19.1% 25.2% 25.2% 3.8% 1.1% -10.9M 524.8M -9.4M 1.22 56.51 N/A N/A 119,247 145,620 1,229,683 1,243,630 2024-04-11 $31.84 $32.00 23.6% 6.6% 19.1% 22.9% 24.0% 2.9% -0.3% -42.1M 746.4M -9.3M 0.89 57.84 N/A N/A 47,811 42,763 1,193,951 1,297,559 2024-04-12 $31.31 $32.00 26.0% 7.2% 19.7% 36.6% 25.8% 4.0% -0.2% -53.7M 1.04B -9.0M 0.90 48.53 N/A N/A 132,466 119,084 1,204,075 1,298,582 2024-04-15 $30.76 $32.00 25.3% 7.2% 20.5% 32.5% 26.4% 3.8% -1.5% -73.0M 1.32B -8.6M 2.29 56.93 N/A N/A 66,857 152,853 1,237,117 1,342,482 2024-04-16 $30.13 $32.00 26.7% 7.7% 21.5% 41.1% 26.4% 3.8% 0.1% -87.9M 1.69B -8.3M 1.46 56.81 N/A N/A 106,252 155,085 1,271,745 1,393,916 2024-04-17 $30.20 $32.00 27.6% 7.9% 21.5% 46.2% 28.3% 4.4% -4.6% -67.5M 1.53B -8.8M 2.14 39.35 N/A N/A 74,113 158,345 1,325,069 1,412,694 2024-04-18 $30.16 $32.00 27.0% 7.7% 19.2% 42.9% 28.5% 4.7% 0.4% -77.3M 1.56B -9.0M 1.69 65.36 N/A N/A 48,872 82,555 1,344,855 1,439,725 2024-04-19 $30.73 $32.00 25.9% 7.4% 20.8% 36.2% 27.1% 3.5% 0.4% -63.7M 1.18B -9.3M 0.77 33.15 N/A N/A 61,392 47,203 1,362,037 1,459,669 2024-04-22 $30.98 $32.00 25.2% 7.2% 20.8% 32.3% 25.9% 3.2% -0.8% -33.7M 863.1M -9.1M 0.56 30.44 N/A N/A 44,449 24,746 1,051,765 1,312,152 2024-04-23 $31.16 $32.00 27.6% 6.9% 20.9% 46.0% 25.3% 1.8% -15.2% -27.9M 739.4M -9.2M 3.50 27.72 N/A N/A 28,368 99,419 1,077,038 1,329,691 2024-04-24 $31.02 $32.00 23.6% 6.8% 20.9% 23.0% 23.6% 3.2% -0.3% -32.6M 807.0M -8.9M 0.61 26.93 N/A N/A 37,194 22,728 1,091,159 1,341,966 2024-04-25 $30.80 $32.00 23.8% 6.7% 20.6% 24.1% 24.1% 2.6% -0.8% -42.8M 950.4M -8.9M 0.26 16.50 N/A N/A 74,827 19,101 1,097,706 1,354,129 2024-04-26 $31.55 $32.00 22.7% 6.6% 22.7% 17.6% 24.3% 2.1% -0.2% -9.0M 514.1M -9.1M 3.76 54.16 N/A N/A 51,523 193,841 1,120,056 1,365,736 2024-04-29 $31.73 $32.00 23.1% 6.8% 21.9% 19.8% 23.7% 2.2% 0.5% -41.5M 500.1M -8.9M 0.65 33.86 N/A N/A 40,174 26,201 1,128,746 1,520,994 2024-04-30 $31.02 $32.00 23.8% 7.1% 23.1% 24.3% 25.8% 2.0% 7.9% -77.0M 893.3M -9.6M 4.96 29.97 N/A N/A 26,991 133,987 1,157,656 1,537,256
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