EWZ Options History — November 2024 In November 2024, EWZ traded between $25.56 and $28.38. ATM implied volatility averaged 31.8%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 9.6% (HV 20d: 22.1%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.94.
Notable Days 2024-11-05 : Highest Volume — 594,376 contracts2024-11-26 : Largest IV spike — 62.0% change2024-11-26 : Highest IV Rank — 100.0%2024-11-05 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.40 $25.56 $28.38 $26.95 $25.56 Max Pain $28.30 $28.00 $29.00 $29.00 $28.00 ATM IV 31.8% 24.5% 47.0% 28.9% 42.7% Expected Move 9.1% 7.9% 10.2% 9.5% 10.1% HV 20d 22.1% 19.0% 27.2% 19.0% 27.2% HV 60d 20.3% 19.2% 21.5% 20.9% 21.4% IV Rank 51.0% 21.3% 100.0% 40.7% 84.2% IV Percentile 87.4% 57.1% 100.0% 90.1% 99.2% Term Structure 3.2% -28.6% 18.0% -0.9% -0.5% VWIV 30.5% 25.8% 36.2% 34.0% 36.2% Skew 25d 1.6% -11.7% 27.4% 1.2% -8.7% Skew 10d 5.1% -6.4% 26.5% 11.2% -6.4% Call IV 25d 26.3% 16.7% 31.3% 29.7% 24.1% Put IV 25d 27.9% 15.3% 44.1% 30.9% 15.4% Bid-Ask Spread % 52.62 38.84 69.45 58.06 62.26 Gamma HHI 0.14 0.10 0.18 0.14 0.18 Net GEX -45.3M -114.5M 79.0M -89.9M -82.3M Net DEX 1.09B 285.8M 2.02B 1.70B 2.02B Net VEX -7.1M -8.7M -5.4M -8.0M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.07 3.65 0.53 1.13 Total Volume 185,681 72,191 594,376 218,212 301,116 Total OI 3,478,427.15 3,042,605 4,013,413 3,516,930 3,332,152
Daily Data (20 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 2024-11-01 $26.95 $29.00 28.9% 9.5% 19.0% 40.7% 34.0% 1.2% -0.9% -89.9M 1.70B -8.0M 0.53 58.06 N/A N/A 142,517 75,695 1,737,427 1,779,503 2024-11-04 $27.74 $29.00 31.0% 10.0% 22.3% 49.9% 32.4% 1.7% -1.1% -38.1M 1.04B -8.5M 0.36 38.84 N/A N/A 114,680 41,204 1,665,237 1,769,582 2024-11-05 $28.05 $29.00 31.4% 10.2% 22.7% 51.6% 35.1% 1.7% -0.1% -29.2M 810.4M -8.7M 0.07 39.63 N/A N/A 557,274 37,102 1,663,669 1,788,548 2024-11-06 $28.38 $29.00 27.7% 8.8% 22.1% 35.2% 31.6% -11.7% 2.0% 79.0M 285.8M -8.1M 0.31 43.73 N/A N/A 265,125 81,300 2,156,099 1,813,094 2024-11-07 $28.36 $29.00 27.2% 9.1% 22.0% 32.8% 30.4% 1.7% 3.9% 52.8M 437.4M -8.2M 0.94 46.59 N/A N/A 66,143 62,153 2,152,205 1,838,690 2024-11-08 $27.66 $29.00 26.9% 9.1% 23.6% 31.7% 30.6% 0.1% 0.1% -64.5M 1.13B -7.8M 0.86 46.06 N/A N/A 115,818 99,779 2,176,465 1,836,948 2024-11-11 $27.73 $28.00 26.6% 9.0% 22.1% 30.5% 30.1% 0.0% 2.9% -66.8M 1.08B -7.4M 1.53 42.41 N/A N/A 64,551 98,486 1,804,201 1,817,774 2024-11-12 $27.74 $28.00 25.4% 8.9% 21.4% 24.9% 30.1% 1.1% 5.4% -78.6M 1.15B -7.5M 0.55 47.73 N/A N/A 46,714 25,477 1,830,994 1,867,367 2024-11-13 $27.57 $28.00 40.6% 9.1% 21.4% 92.3% 28.7% -1.2% 2.8% -100.1M 1.29B -7.1M 0.68 54.44 N/A N/A 75,044 51,357 1,856,564 1,869,811 2024-11-14 $27.44 $28.00 24.5% 7.9% 21.4% 21.3% 25.8% 0.5% 11.6% -114.5M 1.52B -6.8M 0.96 48.76 N/A N/A 120,426 115,760 1,917,419 1,901,799 2024-11-15 $27.26 $28.00 25.4% 8.4% 21.4% 25.3% 28.3% 5.2% 6.5% -59.1M 1.60B -6.7M 0.77 48.53 N/A N/A 56,705 43,601 2,013,708 1,894,036 2024-11-18 $27.38 $28.00 28.3% 8.6% 21.5% 37.8% 28.4% 1.2% -1.9% -59.0M 1.06B -6.6M 0.16 48.41 N/A N/A 107,772 17,694 1,454,659 1,597,059 2024-11-19 $27.30 $28.00 29.6% 8.7% 21.5% 43.8% 29.2% 0.2% 17.9% -50.8M 1.06B -6.6M 1.27 55.35 N/A N/A 41,502 52,542 1,538,324 1,600,058 2024-11-20 $27.16 $28.00 31.4% 9.0% 21.5% 51.4% 30.2% 1.1% 18.0% -49.7M 1.15B -6.7M 3.65 52.75 N/A N/A 32,739 119,401 1,574,493 1,605,581 2024-11-21 $26.91 $28.00 33.1% 9.0% 21.0% 59.2% 29.7% 0.7% 16.5% -46.1M 1.09B -6.6M 1.58 65.39 N/A N/A 52,174 82,691 1,603,175 1,518,506 2024-11-22 $27.44 $28.00 36.6% 8.7% 22.3% 74.4% 29.9% 0.9% 8.4% -25.3M 720.4M -6.7M 0.88 69.45 N/A N/A 40,847 36,066 1,634,281 1,567,578 2024-11-25 $27.45 $28.00 27.0% 8.7% 21.6% 32.1% 28.6% -1.3% 0.5% -16.8M 726.3M -6.2M 0.81 53.95 N/A N/A 54,797 44,661 1,561,800 1,480,805 2024-11-26 $27.49 $28.00 43.7% 9.1% 21.4% 100.0% 28.8% 27.4% -0.4% -2.9M 590.3M -6.5M 0.23 63.81 N/A N/A 70,916 16,287 1,629,389 1,525,976 2024-11-27 $26.46 $28.00 47.0% 9.9% 25.1% 100.0% 32.3% 10.0% -28.6% -64.9M 1.39B -6.0M 1.51 66.17 N/A N/A 113,872 171,632 1,664,811 1,528,756 2024-11-29 $25.56 $28.00 42.7% 10.1% 27.2% 84.2% 36.2% -8.7% -0.5% -82.3M 2.02B -5.4M 1.13 62.26 N/A N/A 141,260 159,856 1,715,604 1,616,548
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