EWZ Options History — May 2025 In May 2025, EWZ traded between $26.41 and $28.36. ATM implied volatility averaged 26.0%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 1.2% (HV 20d: 27.2%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2025-05-22 : Highest Volume — 257,834 contracts2025-05-15 : Largest IV spike — 66.0% change2025-05-30 : Highest IV Rank — 67.2%2025-05-07 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.56 $26.41 $28.36 $26.93 $27.18 Max Pain $25.90 $25.00 $26.00 $25.00 $26.00 ATM IV 26.0% 17.7% 36.4% 24.8% 36.4% Expected Move 7.7% 7.2% 8.1% 7.3% 7.8% HV 20d 27.2% 22.2% 43.8% 43.8% 23.4% HV 60d 31.8% 31.0% 32.7% 31.8% 31.1% IV Rank 35.1% 9.5% 67.2% 31.3% 67.2% IV Percentile 49.3% 0.8% 95.2% 41.7% 95.2% Term Structure 1.1% -11.3% 29.0% -0.1% 29.0% VWIV 26.3% 23.6% 27.5% 26.2% 26.6% Skew 25d 4.5% -4.3% 14.5% 2.9% 9.5% Skew 10d 5.7% -13.6% 49.7% 5.4% 37.1% Call IV 25d 21.6% 12.8% 34.4% 24.0% 20.1% Put IV 25d 26.0% 13.3% 46.7% 26.9% 29.7% Bid-Ask Spread % 54.90 28.85 78.87 29.41 71.72 Gamma HHI 0.17 0.11 0.67 0.13 0.12 Net GEX 54.2M -10.5M 259.7M 43.5M 19.6M Net DEX -1.08B -1.78B -568.7M -972.2M -568.7M Net VEX -9.9M -10.2M -9.6M -10.2M -9.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.22 1.13 0.29 0.95 Total Volume 84,226.619 19,733 257,834 23,953 42,940 Total OI 2,414,892.333 2,142,154 2,712,521 2,447,209 2,328,288
Daily Data (21 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 2025-05-01 $26.93 $25.00 24.8% 7.3% 43.8% 31.3% 26.2% 2.9% -0.1% 43.5M -972.2M -10.2M 0.29 29.41 N/A N/A 18,591 5,362 1,394,928 1,052,281 2025-05-02 $27.14 $25.00 25.5% 7.2% 43.8% 33.5% 24.8% 2.9% -2.1% 44.1M -1.10B -10.1M 0.90 44.21 N/A N/A 14,315 12,826 1,402,063 1,057,438 2025-05-05 $26.71 $26.00 25.3% 8.0% 36.2% 32.8% 26.8% 2.2% -11.3% 38.2M -860.7M -9.9M 0.41 48.15 N/A N/A 35,051 14,468 1,383,286 1,048,149 2025-05-06 $26.63 $26.00 24.6% 7.9% 34.4% 30.7% 27.5% 2.4% 0.1% 35.0M -807.1M -9.7M 1.13 50.78 N/A N/A 9,545 10,777 1,381,136 1,059,691 2025-05-07 $26.41 $26.00 20.3% 8.1% 33.0% 17.6% 27.1% 8.2% -10.3% 29.4M -660.2M -9.6M 0.71 58.68 N/A N/A 32,720 23,107 1,380,274 1,061,099 2025-05-08 $27.52 $26.00 24.3% 7.9% 28.5% 30.0% 27.0% 1.8% -6.3% 55.4M -1.31B -9.9M 0.28 45.40 N/A N/A 111,452 31,294 1,386,170 1,074,878 2025-05-09 $27.56 $26.00 24.6% 7.9% 24.4% 30.8% 27.3% 1.2% -0.2% 56.2M -1.33B -9.9M 0.53 39.23 N/A N/A 112,428 59,727 1,392,031 1,088,242 2025-05-12 $27.48 $26.00 21.0% 7.9% 23.3% 19.8% 27.4% 5.8% 13.9% 52.7M -1.29B -9.7M 0.47 36.01 N/A N/A 61,598 28,676 1,423,291 1,115,299 2025-05-13 $28.36 $26.00 25.6% 7.8% 24.9% 33.9% 26.8% 14.5% 2.1% 66.3M -1.78B -10.2M 0.25 28.85 N/A N/A 88,899 22,482 1,458,750 1,117,434 2025-05-14 $28.23 $26.00 17.7% 7.6% 24.7% 9.5% 26.6% -4.3% 3.5% 71.3M -1.71B -10.1M 1.07 34.09 N/A N/A 69,139 74,256 1,477,135 1,126,307 2025-05-15 $27.99 $26.00 29.4% 7.8% 24.9% 45.6% 26.8% -1.8% 5.8% 76.4M -1.54B -10.2M 0.38 51.85 N/A N/A 99,668 37,888 1,505,248 1,150,996 2025-05-16 $28.01 $26.00 20.4% 7.4% 24.3% 18.0% 24.4% 8.4% 2.7% 259.7M -1.52B -10.0M 0.22 59.04 N/A N/A 88,693 19,218 1,535,737 1,176,784 2025-05-19 $28.19 $26.00 24.6% 7.3% 24.0% 30.9% 23.6% 3.9% 3.2% 50.1M -1.07B -10.0M 0.48 78.87 N/A N/A 35,604 17,086 1,245,650 896,504 2025-05-20 $28.13 $26.00 25.2% 7.3% 22.6% 32.6% 25.2% 3.3% 1.7% 52.0M -1.06B -9.8M 0.87 55.27 N/A N/A 29,015 25,135 1,270,802 906,738 2025-05-21 $27.70 $26.00 26.3% 7.5% 23.2% 36.0% 26.0% 3.4% -7.2% 40.6M -840.7M -9.9M 0.50 67.08 N/A N/A 45,771 23,063 1,293,464 923,509 2025-05-22 $27.55 $26.00 31.0% 7.9% 22.4% 50.6% 27.0% 3.1% 14.1% 34.0M -772.1M -10.0M 0.82 71.42 N/A N/A 141,589 116,245 1,298,456 941,861 2025-05-23 $27.61 $26.00 27.9% 7.7% 22.4% 40.9% 25.8% 3.6% -10.6% -10.5M -777.5M -10.1M 0.73 61.45 N/A N/A 61,013 44,698 1,355,649 1,075,886 2025-05-27 $27.94 $26.00 24.5% 7.8% 22.6% 30.4% 26.6% 7.3% -9.9% 49.0M -973.1M -9.9M 0.39 71.20 N/A N/A 29,269 11,390 1,334,136 965,892 2025-05-28 $27.69 $26.00 34.0% 8.0% 22.7% 59.8% 25.9% 3.3% 1.7% 36.5M -828.6M -9.9M 0.59 75.69 N/A N/A 27,774 16,254 1,331,954 973,564 2025-05-29 $27.73 $26.00 32.5% 8.0% 22.2% 55.0% 26.7% 12.3% 4.3% 39.0M -860.1M -9.8M 0.35 74.51 N/A N/A 14,662 5,071 1,345,330 976,409 2025-05-30 $27.18 $26.00 36.4% 7.8% 23.4% 67.2% 26.6% 9.5% 29.0% 19.6M -568.7M -9.7M 0.95 71.72 N/A N/A 21,990 20,950 1,349,492 978,796
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