EWZ Options History — July 2024 In July 2024, EWZ traded between $27.18 and $29.19. ATM implied volatility averaged 23.0%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.8% (HV 20d: 21.2%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.22.
Notable Days 2024-07-02 : Highest Volume — 326,478 contracts2024-07-05 : Largest IV drop — 7.6% change2024-07-02 : Highest IV Rank — 26.5%2024-07-02 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.20 $27.18 $29.19 $27.18 $27.79 Max Pain $28.52 $27.00 $29.00 $28.00 $28.50 ATM IV 23.0% 21.4% 25.7% 24.9% 22.5% Expected Move 6.7% 6.2% 7.7% 7.3% 6.7% HV 20d 21.2% 17.4% 26.1% 23.2% 19.5% HV 60d 20.5% 19.2% 21.4% 21.1% 19.2% IV Rank 14.5% 7.7% 26.5% 23.1% 12.1% IV Percentile 20.9% 4.8% 51.6% 42.1% 15.1% Term Structure -0.4% -7.9% 2.5% -1.8% -7.9% VWIV 23.6% 21.5% 26.8% 25.4% 23.7% Skew 25d 1.4% 0.2% 2.3% 1.8% 2.2% Skew 10d 2.6% -2.4% 7.8% 3.5% 3.7% Call IV 25d 22.7% 21.3% 25.2% 24.2% 22.1% Put IV 25d 24.1% 22.2% 27.2% 26.1% 24.2% Bid-Ask Spread % 66.64 44.63 91.65 44.63 73.42 Gamma HHI 0.12 0.10 0.18 0.12 0.10 Net GEX 7.0M -58.8M 86.1M -20.2M -29.5M Net DEX 499.3M -255.7M 1.10B 1.10B 842.0M Net VEX -11.6M -12.7M -10.6M -11.5M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.23 7.09 0.94 0.27 Total Volume 128,691.5 53,533 326,478 86,717 85,751 Total OI 2,986,162.591 2,599,530 3,295,693 2,975,119 2,705,090
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 2024-07-01 $27.18 $28.00 24.9% 7.3% 23.2% 23.1% 25.4% 1.8% -1.8% -20.2M 1.10B -11.5M 0.94 44.63 N/A N/A 44,604 42,113 1,427,598 1,547,521 2024-07-02 $27.23 $28.50 25.7% 7.7% 23.2% 26.5% 26.8% 1.9% -0.5% -17.6M 1.09B -11.8M 0.42 56.84 N/A N/A 229,332 97,146 1,432,966 1,564,971 2024-07-03 $28.02 $28.00 25.4% 7.5% 25.6% 25.0% 26.4% 2.2% -0.2% 57.9M 350.2M -12.7M 0.32 75.18 N/A N/A 81,133 26,144 1,638,879 1,619,811 2024-07-05 $28.34 $27.00 23.5% 6.8% 26.1% 16.6% 24.3% 0.8% 0.1% 66.3M 39.5M -12.6M 0.23 66.55 N/A N/A 234,822 55,037 1,667,372 1,628,321 2024-07-08 $28.38 $27.00 23.4% 6.8% 24.9% 16.4% 24.3% 1.4% 0.1% 41.7M 302.8M -12.2M 0.73 60.66 N/A N/A 78,883 57,289 1,539,674 1,603,052 2024-07-09 $28.77 $27.00 22.6% 6.5% 22.8% 12.9% 23.0% 0.7% -0.4% 70.6M -53.3M -12.5M 0.67 65.02 N/A N/A 75,544 50,591 1,588,933 1,628,297 2024-07-10 $28.82 $28.00 22.4% 6.5% 22.8% 11.8% 22.5% 0.7% 0.3% 75.3M -42.1M -12.3M 0.32 66.03 N/A N/A 84,449 26,744 1,594,514 1,627,184 2024-07-11 $28.93 $29.00 22.1% 6.4% 20.2% 10.7% 22.7% 0.8% 0.1% 86.1M -121.3M -12.5M 0.43 53.40 N/A N/A 158,618 67,617 1,602,780 1,643,664 2024-07-12 $29.13 $29.00 21.4% 6.2% 17.9% 7.7% 21.5% 1.0% 0.4% 60.3M -255.7M -12.2M 0.74 59.46 N/A N/A 76,849 56,680 1,502,405 1,676,209 2024-07-15 $29.19 $29.00 22.0% 6.3% 18.0% 10.0% 22.0% 1.1% 0.2% 52.5M -185.7M -11.7M 0.39 61.44 N/A N/A 64,450 25,299 1,456,403 1,661,205 2024-07-16 $29.16 $29.00 21.9% 6.3% 17.9% 9.4% 24.0% 0.8% 0.3% 45.1M -135.7M -11.8M 0.63 76.83 N/A N/A 63,549 39,751 1,438,635 1,678,141 2024-07-17 $29.05 $29.00 21.6% 6.2% 17.4% 8.6% 22.1% 0.2% -0.6% 36.0M 14.6M -11.7M 0.80 91.65 N/A N/A 36,613 29,437 1,436,337 1,700,306 2024-07-18 $28.11 $29.00 23.3% 6.7% 21.7% 15.7% 23.6% 1.1% -0.6% -23.9M 784.8M -11.1M 2.21 88.86 N/A N/A 37,584 82,902 1,443,527 1,709,558 2024-07-19 $28.02 $29.00 23.2% 6.7% 21.8% 15.4% 23.1% 1.4% -0.6% -55.6M 844.3M -11.1M 1.40 73.18 N/A N/A 60,591 84,866 1,441,505 1,718,308 2024-07-22 $28.27 $29.00 22.8% 6.6% 21.7% 13.6% 23.6% 1.6% 0.1% -27.0M 643.4M -11.0M 7.09 76.45 N/A N/A 11,769 83,476 1,115,328 1,484,202 2024-07-23 $27.84 $29.00 22.9% 6.7% 21.5% 14.2% 23.5% 1.3% -0.2% -39.5M 874.3M -11.2M 2.89 53.81 N/A N/A 27,828 80,394 1,121,647 1,524,102 2024-07-24 $27.55 $29.00 23.3% 6.7% 21.2% 15.6% 23.7% 1.6% -0.2% -52.4M 1.07B -10.8M 1.96 57.87 N/A N/A 61,397 120,589 1,139,274 1,551,261 2024-07-25 $27.49 $29.00 23.0% 6.6% 20.8% 14.6% 23.2% 2.0% 2.5% -58.8M 1.09B -11.0M 1.28 64.90 N/A N/A 32,604 41,890 1,165,174 1,558,440 2024-07-26 $27.73 $29.00 22.2% 6.4% 20.3% 11.1% 22.4% 2.1% 0.0% -48.4M 937.0M -10.8M 0.33 65.58 N/A N/A 68,565 22,452 1,185,658 1,564,091 2024-07-29 $27.74 $29.00 22.8% 6.7% 19.3% 13.6% 23.4% 2.2% 0.0% -29.7M 861.5M -10.8M 2.00 64.64 N/A N/A 24,140 48,188 1,165,814 1,524,415 2024-07-30 $27.61 $28.50 23.2% 7.0% 19.4% 15.2% 24.9% 2.3% -0.3% -35.4M 941.8M -10.6M 0.73 69.76 N/A N/A 31,021 22,512 1,160,524 1,512,481 2024-07-31 $27.79 $28.50 22.5% 6.7% 19.5% 12.1% 23.7% 2.2% -7.9% -29.5M 842.0M -10.9M 0.27 73.42 N/A N/A 67,642 18,109 1,178,354 1,526,736
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