EWZ Options History — May 2024 In May 2024, EWZ traded between $29.55 and $32.50. ATM implied volatility averaged 26.0%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 6.2% (HV 20d: 19.8%). Max pain ranged from $32.00 to $33.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.93.
Notable Days 2024-05-22 : Highest Volume — 301,038 contracts2024-05-13 : Largest IV spike — 55.5% change2024-05-13 : Highest IV Rank — 100.0%2024-05-10 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.35 $29.55 $32.50 $31.24 $29.55 Max Pain $32.09 $32.00 $33.00 $32.00 $32.00 ATM IV 26.0% 21.7% 36.6% 24.6% 23.1% Expected Move 7.2% 6.7% 8.2% 7.2% 7.2% HV 20d 19.8% 15.1% 24.9% 23.3% 15.1% HV 60d 19.7% 18.7% 21.3% 21.2% 19.1% IV Rank 37.0% 11.8% 100.0% 28.7% 19.8% IV Percentile 42.6% 6.7% 100.0% 29.0% 17.9% Term Structure 0.7% -2.9% 16.7% -1.5% -1.2% VWIV 24.7% 21.9% 27.9% 25.7% 23.4% Skew 25d 2.3% 1.4% 3.2% 1.4% 2.5% Skew 10d 2.4% -6.3% 5.8% 3.9% 3.6% Call IV 25d 22.5% 21.1% 26.8% 23.6% 21.6% Put IV 25d 24.8% 22.9% 29.1% 25.0% 24.1% Bid-Ask Spread % 85.45 54.36 99.62 57.87 99.62 Gamma HHI 0.10 0.08 0.14 0.14 0.12 Net GEX -36.3M -104.7M 14.8M -69.1M -104.7M Net DEX 670.2M -10.5M 1.59B 771.8M 1.59B Net VEX -8.5M -9.1M -8.0M -8.7M -8.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.93 0.30 8.27 2.51 0.94 Total Volume 131,169.682 51,364 301,038 117,979 106,865 Total OI 2,627,794.591 2,166,173 2,947,137 2,710,005 2,698,246
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 2024-05-01 $31.24 $32.00 24.6% 7.2% 23.3% 28.7% 25.7% 1.4% -1.5% -69.1M 771.8M -8.7M 2.51 57.87 N/A N/A 33,574 84,405 1,163,227 1,546,778 2024-05-02 $31.80 $32.00 22.9% 6.9% 24.3% 18.9% 25.0% 2.2% 0.7% -15.2M 354.7M -8.8M 1.02 54.36 N/A N/A 73,530 75,343 1,180,384 1,611,335 2024-05-03 $32.34 $32.00 22.4% 6.7% 24.9% 15.5% 24.0% 1.7% 0.4% 11.0M 26.0M -9.1M 0.33 55.86 N/A N/A 97,205 31,801 1,195,515 1,669,494 2024-05-06 $32.33 $32.00 21.8% 7.4% 23.3% 12.0% 24.5% 1.9% 4.3% 7.0M 120.8M -9.0M 1.10 84.12 N/A N/A 37,483 41,199 1,184,732 1,432,106 2024-05-07 $32.50 $32.00 21.7% 7.3% 23.2% 11.8% 24.0% 2.1% 4.5% 14.8M -10.5M -8.8M 0.43 83.24 N/A N/A 59,184 25,293 1,189,806 1,450,421 2024-05-08 $32.41 $33.00 22.7% 7.3% 21.2% 17.5% 27.6% 1.7% 16.7% 11.0M 40.7M -8.6M 4.78 84.20 N/A N/A 17,865 85,448 1,191,697 1,458,800 2024-05-09 $31.84 $33.00 22.9% 7.3% 22.1% 18.9% 24.0% 1.4% 4.5% -45.4M 470.6M -8.6M 1.27 78.71 N/A N/A 89,778 114,037 1,197,715 1,501,724 2024-05-10 $31.61 $32.00 23.5% 8.2% 21.4% 22.5% 24.5% 1.7% 4.5% -42.7M 516.5M -8.9M 0.53 85.31 N/A N/A 33,508 17,856 1,219,407 1,508,276 2024-05-13 $31.79 $32.00 36.6% 7.5% 20.3% 100.0% 25.1% 2.6% -1.8% -25.2M 441.8M -8.4M 0.63 87.43 N/A N/A 50,128 31,686 1,205,187 1,488,684 2024-05-14 $31.95 $32.00 28.0% 7.5% 18.5% 49.2% 27.9% 3.2% -1.8% -1.3M 288.6M -8.3M 0.30 90.08 N/A N/A 184,962 54,913 1,244,386 1,477,308 2024-05-15 $31.63 $32.00 28.2% 7.5% 19.1% 50.0% 25.4% 2.3% -2.5% -5.1M 537.4M -8.4M 1.65 89.71 N/A N/A 43,131 70,959 1,379,309 1,496,796 2024-05-16 $31.68 $32.00 27.1% 7.4% 19.1% 43.5% 25.5% 2.3% -2.9% -7.7M 470.0M -8.2M 0.54 92.55 N/A N/A 63,045 34,053 1,411,263 1,501,196 2024-05-17 $31.79 $32.00 31.9% 7.0% 18.1% 72.5% 23.5% 3.1% -2.2% -17.4M 530.1M -8.0M 3.06 90.92 N/A N/A 53,023 162,038 1,436,651 1,510,486 2024-05-20 $31.62 $32.00 25.4% 7.1% 18.1% 33.5% 24.0% 2.3% -0.3% -21.5M 581.2M -8.1M 3.61 88.35 N/A N/A 18,375 66,396 878,791 1,287,382 2024-05-21 $31.46 $32.00 25.4% 6.8% 18.1% 33.6% 21.9% 2.5% -0.6% -29.7M 670.1M -8.1M 2.80 87.01 N/A N/A 16,667 46,724 892,176 1,325,870 2024-05-22 $30.82 $32.00 24.3% 7.0% 19.5% 27.4% 25.1% 2.5% -0.6% -49.4M 948.2M -8.3M 2.92 94.97 N/A N/A 76,882 224,156 898,301 1,363,339 2024-05-23 $30.59 $32.00 23.9% 6.9% 19.5% 24.6% 24.2% 1.9% -1.2% -66.7M 1.10B -8.1M 8.27 94.21 N/A N/A 8,471 70,062 914,363 1,497,358 2024-05-24 $30.43 $32.00 23.7% 6.9% 17.3% 23.6% 23.4% 2.6% -1.0% -81.8M 1.22B -8.3M 1.53 95.83 N/A N/A 20,579 31,395 916,959 1,557,799 2024-05-28 $30.37 $32.00 33.6% 7.1% 17.1% 82.3% 27.5% 3.1% -0.5% -83.5M 1.27B -8.2M 2.00 96.31 N/A N/A 43,090 86,300 925,583 1,564,835 2024-05-29 $29.89 $32.00 33.9% 7.4% 16.2% 83.8% 24.8% 2.9% -1.3% -95.1M 1.47B -8.3M 1.13 93.41 N/A N/A 139,030 156,432 957,254 1,584,470 2024-05-30 $30.05 $32.00 23.8% 7.3% 16.1% 24.0% 23.0% 2.6% -1.3% -81.3M 1.33B -8.9M 1.17 95.83 N/A N/A 50,087 58,775 1,036,441 1,659,631 2024-05-31 $29.55 $32.00 23.1% 7.2% 15.1% 19.8% 23.4% 2.5% -1.2% -104.7M 1.59B -8.6M 0.94 99.62 N/A N/A 55,049 51,816 1,052,975 1,645,271
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