EWZ Options History — August 2024 In August 2024, EWZ traded between $26.88 and $30.94. ATM implied volatility averaged 24.8%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 3.2% (HV 20d: 21.5%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.12.
Notable Days 2024-08-22 : Highest Volume — 264,821 contracts2024-08-02 : Largest IV spike — 42.7% change2024-08-02 : Highest IV Rank — 58.1%2024-08-05 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.45 $26.88 $30.94 $27.38 $29.64 Max Pain $29.32 $28.00 $30.00 $28.00 $30.00 ATM IV 24.8% 21.9% 32.9% 23.1% 23.7% Expected Move 6.9% 6.3% 7.7% 6.9% 7.1% HV 20d 21.5% 16.8% 25.2% 17.3% 25.0% HV 60d 21.5% 19.3% 23.1% 19.3% 23.1% IV Rank 22.3% 9.8% 58.1% 14.8% 17.8% IV Percentile 44.0% 10.3% 95.6% 24.6% 38.9% Term Structure -0.6% -14.9% 9.8% -1.6% 1.0% VWIV 24.5% 22.4% 28.6% 24.4% 24.4% Skew 25d 2.1% 0.5% 3.8% 2.2% 2.8% Skew 10d 4.2% -1.6% 11.1% 3.4% 5.4% Call IV 25d 23.6% 21.5% 27.6% 22.7% 22.9% Put IV 25d 25.6% 22.8% 30.1% 24.9% 25.7% Bid-Ask Spread % 59.51 48.09 94.80 94.80 50.17 Gamma HHI 0.10 0.08 0.17 0.11 0.08 Net GEX 12.0M -41.4M 58.8M -34.2M -17.2M Net DEX 10.1M -716.5M 1.27B 1.05B 227.7M Net VEX -11.4M -11.8M -10.6M -10.6M -11.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.22 2.63 2.07 0.67 Total Volume 111,409.636 29,979 264,821 102,791 171,841 Total OI 2,931,883.909 2,762,649 3,143,647 2,762,649 3,143,647
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 2024-08-01 $27.38 $28.00 23.1% 6.9% 17.3% 14.8% 24.4% 2.2% -1.6% -34.2M 1.05B -10.6M 2.07 94.80 N/A N/A 33,430 69,361 1,224,636 1,538,013 2024-08-02 $27.14 $28.00 32.9% 7.6% 16.8% 58.1% 26.8% 0.5% -14.9% -41.4M 1.18B -11.0M 1.74 77.18 N/A N/A 31,745 55,282 1,244,830 1,569,574 2024-08-05 $26.88 $29.00 27.5% 7.7% 17.0% 34.4% 28.6% 3.8% 0.0% -41.4M 1.27B -10.8M 1.30 64.83 N/A N/A 33,225 43,099 1,215,155 1,554,980 2024-08-06 $27.63 $29.00 30.0% 7.2% 19.3% 45.4% 25.6% 1.0% 9.8% -21.9M 934.2M -11.2M 0.83 62.73 N/A N/A 36,498 30,203 1,232,258 1,531,840 2024-08-07 $27.94 $29.00 25.1% 7.2% 19.8% 24.0% 25.3% 3.7% 0.6% -13.4M 734.4M -11.2M 0.74 67.12 N/A N/A 41,923 30,861 1,244,208 1,546,145 2024-08-08 $28.41 $29.00 28.5% 7.1% 20.8% 38.6% 24.3% 2.5% -3.9% -1.7M 453.5M -11.4M 0.52 63.04 N/A N/A 70,475 36,309 1,246,986 1,561,116 2024-08-09 $29.14 $29.00 24.4% 6.9% 22.7% 20.5% 24.7% 2.9% -0.4% 19.0M 14.5M -11.7M 0.67 60.16 N/A N/A 105,812 71,102 1,271,272 1,586,432 2024-08-12 $29.44 $29.00 24.9% 7.1% 23.0% 22.8% 25.2% 1.9% -0.1% 25.0M -112.0M -11.5M 0.92 54.99 N/A N/A 59,489 55,024 1,256,396 1,601,833 2024-08-13 $29.95 $29.00 25.4% 6.8% 23.7% 25.1% 24.4% 1.0% -1.4% 39.9M -421.8M -11.3M 0.22 59.31 N/A N/A 106,021 23,490 1,283,646 1,629,541 2024-08-14 $30.07 $29.00 23.2% 6.6% 23.6% 15.5% 24.0% 1.6% -0.3% 51.1M -560.8M -11.7M 0.95 62.25 N/A N/A 42,971 41,033 1,342,305 1,644,634 2024-08-15 $30.16 $29.00 21.9% 6.3% 19.8% 9.8% 22.4% 1.3% -0.1% 58.8M -602.3M -11.2M 1.05 62.40 N/A N/A 60,290 63,552 1,350,751 1,651,393 2024-08-16 $30.23 $29.00 22.3% 6.5% 19.6% 11.6% 23.0% 1.5% 0.2% 27.1M -651.2M -11.3M 1.32 55.85 N/A N/A 61,936 81,562 1,371,350 1,674,924 2024-08-19 $30.94 $29.00 22.7% 6.5% 20.7% 13.2% 23.2% 1.6% 0.1% 46.1M -716.5M -11.3M 1.04 60.26 N/A N/A 79,369 82,352 1,275,856 1,573,968 2024-08-20 $30.63 $30.00 23.1% 6.6% 20.2% 14.8% 22.9% 1.5% 0.1% 32.2M -543.7M -11.3M 1.94 52.20 N/A N/A 29,693 57,515 1,271,917 1,615,943 2024-08-21 $30.63 $30.00 23.1% 6.6% 19.4% 15.0% 24.2% 2.2% -0.1% 35.8M -529.5M -11.4M 1.91 48.09 N/A N/A 10,311 19,668 1,288,949 1,618,079 2024-08-22 $29.71 $30.00 25.3% 7.3% 23.1% 24.5% 26.5% 2.9% -0.1% -2.5M 43.2M -11.5M 2.63 49.38 N/A N/A 72,948 191,873 1,292,896 1,619,301 2024-08-23 $30.44 $30.00 23.8% 6.8% 24.2% 18.2% 23.6% 2.6% 0.0% 56.5M -333.9M -11.8M 0.27 50.66 N/A N/A 86,366 23,608 1,325,899 1,757,707 2024-08-26 $30.73 $30.00 23.5% 6.7% 24.2% 16.8% 23.7% 2.0% -0.8% 22.6M -502.1M -11.7M 0.96 50.71 N/A N/A 35,123 33,592 1,298,950 1,753,231 2024-08-27 $30.66 $30.00 22.9% 6.4% 24.1% 14.0% 22.5% 1.9% -1.4% 20.6M -489.8M -11.4M 1.60 52.30 N/A N/A 34,715 55,426 1,317,725 1,761,365 2024-08-28 $30.45 $30.00 23.4% 6.7% 24.5% 16.2% 23.7% 2.3% -0.1% 12.1M -334.7M -11.4M 0.86 55.20 N/A N/A 25,238 21,710 1,331,060 1,770,110 2024-08-29 $29.81 $30.00 24.2% 7.0% 25.2% 19.9% 25.1% 1.9% -0.8% -9.7M 110.2M -11.6M 0.42 55.59 N/A N/A 94,732 40,239 1,341,014 1,769,611 2024-08-30 $29.64 $30.00 23.7% 7.1% 25.0% 17.8% 24.4% 2.8% 1.0% -17.2M 227.7M -11.5M 0.67 50.17 N/A N/A 102,950 68,891 1,352,641 1,791,006
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