EWZ Options History — June 2024

In June 2024, EWZ traded between $26.96 and $29.70. ATM implied volatility averaged 26.5%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.3% (HV 20d: 19.2%). Max pain ranged from $28.50 to $32.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.13.

Notable Days

2024-06-20: Highest Volume — 429,182 contracts
2024-06-06: Largest IV spike — 88.9% change
2024-06-06: Highest IV Rank — 100.0%
2024-06-04: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.96	$26.96	$29.70	$29.62	$27.27
Max Pain	$29.61	$28.50	$32.00	$32.00	$28.50
ATM IV	26.5%	22.4%	42.4%	22.5%	23.8%
Expected Move	7.0%	5.1%	7.6%	7.4%	7.0%
HV 20d	19.2%	13.0%	23.6%	13.3%	23.6%
HV 60d	20.1%	18.6%	21.1%	19.1%	21.1%
IV Rank	30.7%	16.2%	100.0%	16.3%	18.1%
IV Percentile	43.2%	11.9%	100.0%	11.9%	29.0%
Term Structure	4.0%	-18.4%	44.8%	15.5%	0.4%
VWIV	25.2%	22.9%	31.1%	23.9%	24.8%
Skew 25d	3.8%	0.1%	21.1%	2.1%	2.8%
Skew 10d	4.5%	-7.1%	29.5%	2.4%	4.3%
Call IV 25d	23.8%	21.1%	30.5%	21.1%	23.1%
Put IV 25d	27.6%	22.7%	45.1%	23.2%	25.9%
Bid-Ask Spread %	81.65	42.90	97.52	97.52	42.90
Gamma HHI	0.12	0.09	0.17	0.14	0.10
Net GEX	-51.3M	-122.1M	9.1M	-93.6M	-12.2M
Net DEX	1.55B	642.3M	2.20B	1.53B	1.05B
Net VEX	-10.5M	-12.3M	-8.5M	-8.5M	-12.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.13	0.20	3.84	0.65	0.61
Total Volume	233,211.632	79,628	429,182	79,628	191,287
Total OI	3,160,368.526	2,729,258	3,571,489	2,729,258	3,040,180

Daily Data (19 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
2024-06-03	$29.62	$32.00	22.5%	7.4%	13.3%	16.3%	23.9%	2.1%	15.5%	-93.6M	1.53B	-8.5M	0.65	97.52	N/A	N/A	48,207	31,421	1,068,125	1,661,133
2024-06-04	$29.23	$32.00	23.1%	7.6%	13.5%	19.8%	31.1%	2.3%	44.8%	-91.6M	1.78B	-8.7M	3.84	96.52	N/A	N/A	42,145	161,639	1,101,763	1,684,774
2024-06-05	$29.12	$32.00	22.4%	7.3%	13.0%	16.2%	26.0%	1.3%	17.1%	-101.4M	1.85B	-8.8M	0.91	93.75	N/A	N/A	123,385	111,844	1,133,776	1,741,681
2024-06-06	$29.70	$30.00	42.4%	5.1%	15.8%	100.0%	22.9%	11.9%	-3.1%	-69.7M	1.39B	-9.6M	0.25	96.64	N/A	N/A	230,779	56,631	1,218,511	1,774,755
2024-06-07	$28.76	$30.00	34.4%	6.6%	18.0%	64.7%	24.5%	0.1%	18.0%	-94.8M	1.90B	-9.1M	1.29	93.41	N/A	N/A	140,666	181,421	1,372,666	1,788,058
2024-06-10	$28.62	$30.00	38.3%	6.7%	18.0%	81.8%	24.2%	21.1%	-18.4%	-122.1M	2.03B	-9.1M	2.57	95.68	N/A	N/A	67,070	172,646	1,348,295	1,822,840
2024-06-11	$27.84	$30.00	25.1%	7.3%	19.3%	23.6%	25.4%	3.7%	0.7%	-70.3M	2.20B	-10.5M	0.53	77.69	N/A	N/A	258,097	136,016	1,388,687	1,866,132
2024-06-12	$27.20	$29.00	26.1%	7.5%	19.6%	28.0%	26.1%	2.6%	-0.2%	-66.8M	2.08B	-10.1M	0.80	83.75	N/A	N/A	173,404	138,022	1,576,391	1,761,901
2024-06-13	$27.30	$29.00	24.5%	7.2%	20.0%	21.2%	24.5%	2.6%	0.8%	-57.4M	1.84B	-10.7M	1.49	80.42	N/A	N/A	147,204	219,084	1,706,974	1,744,350
2024-06-14	$27.24	$29.00	24.8%	7.2%	19.8%	22.4%	25.3%	2.7%	1.0%	-41.0M	1.76B	-10.9M	0.65	82.47	N/A	N/A	137,224	89,235	1,779,096	1,732,271
2024-06-17	$26.96	$29.00	25.7%	7.3%	19.4%	26.3%	26.1%	2.6%	-0.0%	-50.8M	1.84B	-10.5M	0.79	84.99	N/A	N/A	113,497	89,622	1,645,984	1,720,746
2024-06-18	$27.05	$29.00	25.3%	7.3%	19.8%	24.5%	25.9%	1.8%	-0.3%	-44.4M	1.78B	-10.5M	1.39	90.31	N/A	N/A	79,996	111,219	1,697,705	1,733,718
2024-06-20	$27.18	$29.00	24.9%	7.1%	20.3%	22.7%	25.9%	2.4%	0.2%	-49.7M	1.72B	-10.9M	2.77	82.16	N/A	N/A	113,795	315,387	1,771,941	1,799,548
2024-06-21	$27.46	$29.00	24.3%	7.0%	20.6%	20.2%	24.0%	2.0%	-0.9%	-7.2M	1.38B	-11.2M	0.23	86.62	N/A	N/A	193,462	44,173	1,818,230	1,747,137
2024-06-24	$27.98	$29.00	24.3%	6.9%	22.3%	20.1%	24.2%	2.4%	-0.4%	9.1M	642.3M	-11.9M	0.78	90.58	N/A	N/A	90,120	70,356	1,331,633	1,508,171
2024-06-25	$27.59	$29.00	23.7%	6.9%	22.6%	17.7%	23.9%	2.3%	0.3%	752.2K	903.9M	-12.2M	0.20	61.49	N/A	N/A	110,297	22,026	1,406,996	1,559,260
2024-06-26	$27.30	$28.50	24.2%	6.9%	22.6%	19.6%	25.3%	2.8%	0.2%	-17.1M	1.06B	-12.0M	0.93	54.50	N/A	N/A	58,964	54,758	1,430,014	1,565,990
2024-06-27	$27.73	$28.50	24.3%	7.1%	23.4%	20.1%	24.7%	2.9%	0.1%	4.7M	755.5M	-12.3M	0.81	59.88	N/A	N/A	58,471	47,451	1,436,348	1,561,222
2024-06-28	$27.27	$28.50	23.8%	7.0%	23.6%	18.1%	24.8%	2.8%	0.4%	-12.2M	1.05B	-12.1M	0.61	42.90	N/A	N/A	119,153	72,134	1,470,381	1,569,799