EWI Options History — February 2021 In February 2021, EWI traded between $28.70 and $30.89. ATM implied volatility averaged 24.3%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 2.8% (HV 20d: 21.5%). Max pain ranged from $27.00 to $32.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.73.
Notable Days 2021-02-02 : Highest Volume — 546 contracts2021-02-02 : Largest IV drop — 43.8% change2021-02-01 : Highest IV Rank — 41.9%2021-02-01 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $30.22 $28.70 $30.89 $28.70 $30.06 Max Pain $28.21 $27.00 $32.00 $32.00 $28.00 ATM IV 24.3% 18.8% 46.6% 46.6% 25.6% Expected Move 7.0% 5.4% 13.4% 13.4% 7.3% HV 20d 21.5% 16.0% 23.1% 22.1% 16.0% HV 60d 18.3% 17.0% 20.5% 20.4% 17.0% IV Rank 11.2% 0.0% 41.9% 41.9% 9.3% IV Percentile 20.0% 0.0% 88.1% 88.1% 33.3% Term Structure 0.5% -9.4% 3.8% -9.4% -1.6% VWIV 26.5% 21.7% 37.5% 23.9% 33.1% Skew 25d 6.4% -7.5% 15.7% -7.5% 11.1% Skew 10d 18.5% 4.8% 58.1% 58.1% 19.1% Call IV 25d 21.8% 13.6% 60.6% 60.6% 20.5% Put IV 25d 28.2% 18.1% 53.0% 53.0% 31.6% Bid-Ask Spread % 76.04 35.65 116.02 116.02 75.77 Gamma HHI 0.30 0.19 0.64 0.20 0.22 Net GEX 108.6K 30.3K 232.8K 30.3K 48.8K Net DEX 2.0M -2.1M 4.6M 3.4M -1.7M Net VEX -6.7K -10.7K -4.2K -10.7K -6.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.00 3.23 0.08 1.00 Total Volume 96.421 0 546 0 4 Total OI 4,771 1,755 6,232 5,522 1,814
Daily Data (19 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 2021-02-01 $28.70 $32.00 46.6% 13.4% 22.1% 41.9% 0.0% -7.5% -9.4% 30.3K 3.4M -10.7K 0.00 116.02 N/A N/A 0 0 2,918 2,604 2021-02-02 $29.23 $32.00 26.2% 7.5% 22.8% 15.9% 23.9% 8.5% 1.5% 35.2K 4.6M -6.0K 0.08 106.03 N/A N/A 506 40 2,918 2,604 2021-02-03 $29.59 $32.00 19.9% 5.7% 23.1% 7.9% 23.4% 7.7% -7.3% 141.8K 3.7M -7.6K 0.01 44.24 N/A N/A 409 4 3,345 2,628 2021-02-04 $29.95 $27.00 25.4% 6.9% 22.1% 15.0% 0.0% 15.7% 1.6% 106.3K 3.7M -7.2K 0.00 78.23 N/A N/A 26 0 3,172 2,628 2021-02-05 $30.32 $27.00 21.1% 6.7% 22.6% 9.4% 21.7% 7.3% 1.8% 123.6K 2.7M -9.4K 0.54 72.97 N/A N/A 39 21 3,162 2,628 2021-02-08 $30.76 $27.00 25.0% 6.5% 23.1% 14.3% 21.7% -1.3% -0.1% 97.2K 1.6M -9.5K 0.71 61.21 N/A N/A 7 5 3,158 2,629 2021-02-09 $30.68 $27.00 19.8% 6.5% 22.9% 7.5% 23.3% -2.1% 1.9% 122.9K 2.6M -7.8K 2.00 81.93 N/A N/A 2 4 3,159 2,630 2021-02-10 $30.54 $27.00 23.8% 6.8% 22.9% 12.7% 32.1% -3.1% 2.7% 117.3K 2.9M -7.3K 3.23 101.50 N/A N/A 13 42 3,158 2,634 2021-02-11 $30.71 $27.00 25.0% 7.2% 23.0% 12.7% 37.5% 7.2% 3.8% 133.0K 2.9M -6.9K 0.03 107.78 N/A N/A 36 1 3,163 2,676 2021-02-12 $30.89 $27.00 21.2% 6.1% 23.0% 7.7% 23.6% 9.6% 3.6% 139.6K 3.1M -6.4K 0.22 87.74 N/A N/A 9 2 3,164 2,677 2021-02-16 $30.69 $27.00 22.2% 6.4% 21.8% 8.7% 26.3% 6.7% 3.0% 156.0K 3.7M -4.3K 0.18 81.66 N/A N/A 122 22 3,168 2,679 2021-02-17 $30.35 $28.00 24.3% 7.0% 22.0% 11.1% 24.3% 8.0% 2.1% 176.0K 4.1M -4.4K 0.18 44.49 N/A N/A 22 4 3,278 2,690 2021-02-18 $30.21 $28.00 23.5% 6.7% 21.9% 10.0% 22.9% 7.5% 1.2% 232.8K 4.1M -4.2K 0.08 60.69 N/A N/A 235 19 3,290 2,691 2021-02-19 $30.29 $28.00 21.9% 6.3% 21.8% 7.4% 25.0% 8.2% 1.9% 202.1K 3.8M -6.2K 0.29 69.53 N/A N/A 87 25 3,525 2,707 2021-02-22 $30.26 $28.00 22.4% 6.4% 21.2% 6.5% 29.5% 9.1% 3.0% 50.8K -1.9M -5.9K 1.00 35.65 N/A N/A 1 1 1,231 524 2021-02-23 $30.31 $28.00 22.8% 6.5% 19.8% 4.2% 31.0% 10.7% 1.1% 50.3K -1.8M -5.7K 2.70 90.04 N/A N/A 20 54 1,232 525 2021-02-24 $30.55 $28.00 18.8% 5.4% 19.5% 0.0% 23.1% 5.9% 1.1% 51.6K -2.1M -5.3K 0.00 53.06 N/A N/A 0 10 1,242 577 2021-02-25 $30.13 $28.00 26.6% 7.6% 16.9% 10.7% 27.4% 11.5% -2.0% 47.9K -1.8M -6.2K 0.18 76.21 N/A N/A 34 6 1,242 579 2021-02-26 $30.06 $28.00 25.6% 7.3% 16.0% 9.3% 33.1% 11.1% -1.6% 48.8K -1.7M -6.0K 1.00 75.77 N/A N/A 2 2 1,237 577
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