EWI Options History — June 2022

In June 2022, EWI traded between $24.03 and $28.85. ATM implied volatility averaged 30.3%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 4.8% (HV 20d: 35.0%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.04.

Notable Days

  • 2022-06-28: Highest Volume — 6,339 contracts
  • 2022-06-13: Largest IV spike — 27.0% change
  • 2022-06-16: Highest IV Rank — 54.3%
  • 2022-06-16: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.83$24.03$28.85$28.42$24.03
Max Pain$31.29$30.00$35.00$30.00$30.00
ATM IV30.3%20.8%37.7%28.0%36.0%
Expected Move8.5%5.1%10.8%8.0%10.3%
HV 20d35.0%24.4%39.8%29.4%38.4%
HV 60d29.2%24.5%30.8%30.5%30.5%
IV Rank38.3%17.9%54.3%33.3%50.6%
IV Percentile77.1%52.0%93.3%71.4%90.1%
Term Structure-0.6%-5.7%3.1%-5.7%-1.2%
VWIV31.0%23.0%36.7%25.4%35.3%
Skew 25d8.6%3.4%11.9%7.0%9.1%
Skew 10d17.3%9.0%29.6%16.6%14.3%
Call IV 25d26.2%18.1%32.5%22.1%31.3%
Put IV 25d34.8%22.5%43.5%29.1%40.3%
Bid-Ask Spread %62.8928.2279.2674.8070.43
Gamma HHI0.330.240.560.460.33
Net GEX-613.2K-1.0M-365.5K-917.5K-613.8K
Net DEX12.0M4.6M18.9M6.6M18.9M
Net VEX-25.6K-42.8K-13.7K-19.6K-42.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.041.038.251.521.21
Total Volume3,127.811,0466,3391,0465,259
Total OI10,810.0487,16816,1789,31016,178

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$28.42$30.0028.0%8.0%29.4%33.3%25.4%7.0%-5.7%-917.5K6.6M-19.6K1.5274.80N/AN/A4156315818,729
2022-06-02$28.85$30.0021.7%5.8%29.3%19.8%27.8%8.3%2.8%-857.5K4.7M-15.6K1.6028.22N/AN/A4156626298,713
2022-06-03$28.32$30.0023.7%6.1%27.1%24.2%24.4%5.8%1.9%-1.0M6.3M-17.8K1.6033.79N/AN/A4176686258,694
2022-06-06$28.72$31.0020.8%5.5%27.2%17.9%24.3%6.4%3.1%-549.9K4.6M-13.7K1.9379.26N/AN/A4178065908,628
2022-06-07$28.68$31.0026.0%5.1%24.4%29.1%23.0%3.4%1.9%-841.7K5.2M-14.6K3.5936.80N/AN/A3141,1275928,458
2022-06-08$28.27$30.0021.1%6.0%25.1%18.5%25.4%3.7%1.5%-822.9K5.2M-14.5K3.0168.17N/AN/A4031,2125988,342
2022-06-09$26.62$30.0023.9%6.8%33.7%24.6%26.7%8.6%0.7%-952.8K11.1M-21.7K2.3734.74N/AN/A4981,1814028,216
2022-06-10$25.29$30.0028.8%8.2%38.1%35.0%30.2%9.4%0.4%-555.0K14.0M-17.1K3.9237.45N/AN/A4981,9533037,806
2022-06-13$24.34$30.0036.5%10.5%38.2%51.7%35.8%10.2%-5.5%-365.5K12.6M-15.1K8.2573.35N/AN/A6385,2623066,862
2022-06-14$24.21$30.0036.0%10.3%38.1%50.6%35.6%9.4%-2.6%-512.3K15.8M-30.7K1.7561.77N/AN/A6381,11843610,346
2022-06-15$25.12$30.0035.3%10.1%39.8%49.0%31.4%11.4%-3.2%-611.8K14.0M-31.2K1.0477.27N/AN/A1,6511,71143610,081
2022-06-16$24.42$35.0037.7%10.8%39.8%54.3%36.7%11.9%-1.8%-517.0K17.6M-29.7K1.6371.08N/AN/A1,6512,6911,45011,092
2022-06-17$24.38$35.0035.1%10.1%38.4%48.7%36.4%10.1%1.7%-424.1K18.1M-31.7K1.1776.28N/AN/A1,6141,8941,45011,517
2022-06-21$24.78$35.0030.1%8.6%39.2%38.0%32.0%9.5%-0.5%-458.6K12.1M-30.8K1.1077.01N/AN/A1,3771,5131,3609,119
2022-06-22$24.54$35.0031.2%8.9%37.8%40.2%32.7%9.1%-1.3%-448.3K12.3M-29.9K1.0348.14N/AN/A1,3721,4201,3699,014
2022-06-23$24.43$35.0034.2%9.8%37.5%46.6%31.7%11.4%-1.7%-454.2K12.7M-30.6K1.1067.44N/AN/A1,3731,5061,3799,253
2022-06-24$25.08$30.0031.2%8.9%39.1%40.3%33.5%9.1%-1.0%-479.8K14.3M-31.2K1.0675.08N/AN/A2,3722,5182,38010,367
2022-06-27$24.81$30.0030.2%8.7%38.4%38.2%34.5%10.1%0.2%-479.6K14.8M-30.1K1.1578.73N/AN/A2,3962,7552,38010,403
2022-06-28$24.73$30.0032.1%9.2%38.3%42.3%33.8%7.4%-1.1%-480.3K14.8M-31.2K1.6378.09N/AN/A2,4113,9282,39710,806
2022-06-29$24.44$30.0036.1%10.4%38.3%50.8%34.4%8.6%-1.4%-531.5K16.7M-38.2K1.0972.80N/AN/A2,3912,6082,42512,299
2022-06-30$24.03$30.0036.0%10.3%38.4%50.6%35.3%9.1%-1.2%-613.8K18.9M-42.8K1.2170.43N/AN/A2,3802,8792,42913,749