EWZ Options History — October 2024 In October 2024, EWZ traded between $27.77 and $29.77. ATM implied volatility averaged 26.4%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 7.8% (HV 20d: 18.6%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.12.
Notable Days 2024-10-31 : Highest Volume — 346,391 contracts2024-10-03 : Largest IV spike — 9.1% change2024-10-31 : Highest IV Rank — 38.4%2024-10-31 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.56 $27.77 $29.77 $29.56 $27.77 Max Pain $29.00 $29.00 $29.00 $29.00 $29.00 ATM IV 26.4% 24.2% 28.4% 26.5% 28.4% Expected Move 7.8% 7.0% 9.3% 7.0% 9.3% HV 20d 18.6% 16.1% 21.0% 19.2% 16.7% HV 60d 21.0% 20.2% 21.6% 20.9% 20.3% IV Rank 29.3% 19.8% 38.4% 29.7% 38.4% IV Percentile 75.8% 51.2% 88.9% 75.4% 88.9% Term Structure 0.2% -6.3% 2.2% 0.4% -0.8% VWIV 27.6% 24.5% 32.3% 24.5% 32.3% Skew 25d 2.5% 1.7% 4.5% 2.4% 2.2% Skew 10d 6.4% 3.6% 16.3% 5.4% 3.9% Call IV 25d 25.5% 23.3% 28.3% 23.3% 28.3% Put IV 25d 28.0% 25.6% 30.5% 25.6% 30.5% Bid-Ask Spread % 59.85 40.59 77.21 43.99 59.69 Gamma HHI 0.10 0.08 0.13 0.08 0.10 Net GEX -47.2M -79.4M -4.0M -12.1M -42.8M Net DEX 776.7M 39.1M 1.24B 150.2M 1.06B Net VEX -8.9M -10.2M -8.0M -10.2M -8.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.17 2.77 0.17 1.82 Total Volume 134,009.304 41,470 346,391 285,931 346,391 Total OI 3,203,628.304 2,905,934 3,517,285 3,219,838 3,444,620
Daily Data (23 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 2024-10-01 $29.56 $29.00 26.5% 7.0% 19.2% 29.7% 24.5% 2.4% 0.4% -12.1M 150.2M -10.2M 0.17 43.99 N/A N/A 243,774 42,157 1,505,642 1,714,196 2024-10-02 $29.77 $29.00 24.2% 7.1% 19.0% 19.8% 25.5% 2.4% 1.5% -4.0M 39.1M -9.9M 2.77 40.59 N/A N/A 26,991 74,895 1,388,466 1,727,701 2024-10-03 $29.20 $29.00 26.4% 7.8% 19.9% 29.5% 28.9% 2.0% 2.0% -39.7M 461.9M -10.0M 1.02 51.36 N/A N/A 63,388 64,678 1,388,604 1,785,667 2024-10-04 $29.38 $29.00 24.9% 7.6% 18.9% 22.7% 26.4% 2.2% 1.8% -29.9M 318.3M -10.0M 0.91 65.25 N/A N/A 72,141 65,652 1,416,760 1,806,891 2024-10-07 $29.20 $29.00 26.9% 7.9% 18.9% 31.6% 27.7% 2.8% 0.1% -28.2M 424.2M -9.9M 0.45 46.27 N/A N/A 40,109 18,062 1,446,808 1,788,781 2024-10-08 $28.95 $29.00 26.2% 7.7% 18.5% 28.6% 29.9% 2.8% 0.4% -43.6M 606.0M -9.6M 1.60 50.60 N/A N/A 20,107 32,204 1,442,161 1,790,468 2024-10-09 $28.38 $29.00 27.3% 8.1% 19.7% 33.5% 30.5% 4.5% 1.7% -72.0M 1.02B -9.3M 1.83 71.94 N/A N/A 66,488 121,578 1,446,780 1,801,999 2024-10-10 $28.49 $29.00 27.1% 7.9% 19.7% 32.4% 26.0% 3.6% 0.9% -75.4M 927.6M -9.1M 0.33 73.01 N/A N/A 64,339 21,043 1,436,944 1,816,609 2024-10-11 $28.27 $29.00 26.7% 7.8% 19.0% 30.9% 27.0% 3.9% 0.7% -79.4M 1.14B -9.2M 0.73 61.26 N/A N/A 35,376 25,978 1,488,488 1,851,350 2024-10-14 $28.88 $29.00 26.6% 7.7% 20.3% 30.5% 26.8% 3.0% -0.4% -58.0M 667.2M -9.1M 1.69 70.13 N/A N/A 51,735 87,422 1,446,642 1,843,054 2024-10-15 $28.38 $29.00 27.0% 7.8% 20.9% 32.2% 27.2% 2.4% -1.0% -65.6M 957.7M -8.6M 1.41 74.70 N/A N/A 137,845 194,765 1,498,282 1,834,236 2024-10-16 $28.45 $29.00 25.9% 7.4% 21.0% 27.5% 26.7% 1.9% -0.0% -68.4M 964.7M -8.6M 0.49 77.21 N/A N/A 34,094 16,752 1,525,968 1,912,350 2024-10-17 $28.41 $29.00 25.7% 7.4% 20.9% 26.6% 25.3% 1.9% -0.6% -60.1M 1.03B -8.6M 1.91 74.22 N/A N/A 22,769 43,571 1,543,560 1,943,827 2024-10-18 $28.19 $29.00 26.0% 7.4% 18.4% 27.7% 25.6% 1.8% 1.8% -50.0M 1.24B -8.5M 1.49 72.17 N/A N/A 25,723 38,401 1,553,022 1,964,263 2024-10-21 $28.14 $29.00 25.8% 7.3% 18.3% 26.9% 25.9% 3.3% 1.9% -54.4M 974.2M -8.0M 1.52 60.31 N/A N/A 16,488 24,982 1,252,869 1,653,065 2024-10-22 $28.11 $29.00 25.3% 7.4% 16.1% 24.7% 25.9% 2.8% -1.3% -58.3M 982.3M -8.0M 0.93 49.37 N/A N/A 54,650 50,795 1,257,293 1,662,972 2024-10-23 $27.98 $29.00 25.7% 7.6% 16.1% 26.3% 26.4% 2.3% -0.3% -55.2M 1.00B -8.2M 1.44 54.00 N/A N/A 62,193 89,392 1,302,902 1,635,102 2024-10-24 $28.34 $29.00 25.9% 7.7% 16.6% 27.2% 27.0% 1.7% -0.2% -46.4M 781.6M -8.4M 0.78 56.35 N/A N/A 30,919 23,992 1,337,796 1,702,973 2024-10-25 $28.11 $29.00 25.9% 7.7% 16.7% 27.2% 26.8% 1.8% -0.1% -44.2M 895.5M -8.2M 0.42 55.87 N/A N/A 39,152 16,517 1,359,318 1,661,321 2024-10-28 $28.49 $29.00 26.8% 8.4% 17.3% 31.1% 29.2% 2.0% -6.3% -30.4M 608.8M -8.0M 0.34 54.64 N/A N/A 130,389 43,859 1,372,139 1,653,860 2024-10-29 $28.20 $29.00 27.3% 8.7% 17.5% 33.6% 31.6% 2.3% 2.2% -33.4M 811.4M -8.1M 1.62 57.37 N/A N/A 31,433 50,820 1,439,881 1,670,724 2024-10-30 $28.20 $29.00 27.8% 9.0% 17.1% 35.6% 32.1% 1.8% 1.3% -33.5M 796.0M -8.3M 0.17 56.24 N/A N/A 272,582 45,623 1,461,282 1,705,815 2024-10-31 $27.77 $29.00 28.4% 9.3% 16.7% 38.4% 32.3% 2.2% -0.8% -42.8M 1.06B -8.5M 1.82 59.69 N/A N/A 122,790 223,601 1,717,466 1,727,154
« Sep 2024 | All History | Nov 2024 » Home EWZ History October 2024