EWI Options History — June 2023

In June 2023, EWI traded between $29.94 and $31.82. ATM implied volatility averaged 31.4%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 11.3% (HV 20d: 20.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 5.31.

Notable Days

  • 2023-06-22: Highest Volume — 410 contracts
  • 2023-06-16: Largest IV spike — 76.3% change
  • 2023-06-02: Highest IV Rank — 67.9%
  • 2023-06-02: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.86$29.94$31.82$30.36$31.82
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV31.4%17.0%64.9%50.4%17.0%
Expected Move6.0%4.4%14.8%7.3%4.4%
HV 20d20.2%16.9%21.6%18.8%18.5%
HV 60d19.3%17.7%22.0%21.5%18.0%
IV Rank19.6%0.0%67.9%46.2%0.0%
IV Percentile31.7%0.0%92.5%82.1%0.0%
Term Structure1.4%-36.6%44.7%-23.8%0.9%
VWIV20.3%9.4%24.9%24.5%9.4%
Skew 25d-0.0%-44.0%40.2%-26.1%9.5%
Skew 10d2.9%-39.6%76.6%-38.2%-6.7%
Call IV 25d38.6%14.2%91.2%56.2%15.7%
Put IV 25d38.6%15.5%93.2%30.1%25.3%
Bid-Ask Spread %93.4156.66123.01109.0477.01
Gamma HHI0.230.180.480.230.23
Net GEX-45.1K-89.9K-12.3K-78.2K-12.3K
Net DEX367.4K134.5K603.9K516.8K134.8K
Net VEX-2.9K-3.7K-2.4K-2.5K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.310.0050.002.600.01
Total Volume50.0950410683
Total OI1,249.3817521,5661,4491,139

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$30.36$30.0050.4%7.3%18.8%46.2%0.0%-26.1%-23.8%-78.2K516.8K-2.5K0.00109.04N/AN/A061931,256
2023-06-02$30.80$30.0064.9%14.8%19.5%67.9%24.5%29.2%-34.8%-85.7K465.8K-2.7K2.60111.56N/AN/A20521931,262
2023-06-05$30.45$30.0040.8%6.2%16.9%31.7%21.3%-18.9%-9.3%-89.9K310.9K-2.8K0.00101.73N/AN/A0421931,233
2023-06-06$30.74$30.0018.0%5.8%17.5%0.0%0.0%-35.9%1.4%-72.8K294.7K-2.6K0.0099.55N/AN/A001931,274
2023-06-07$29.94$30.0019.7%6.1%19.4%2.5%24.9%0.1%2.1%-62.3K603.9K-3.0K0.0091.01N/AN/A01421681,274
2023-06-08$30.45$30.0018.7%6.2%20.6%1.0%22.2%5.4%0.5%-61.1K516.2K-3.0K2.5080.38N/AN/A6151681,377
2023-06-09$30.20$30.0026.4%5.9%20.5%12.2%0.0%4.2%-13.7%-69.1K566.6K-3.0K0.0089.21N/AN/A001741,392
2023-06-12$30.49$30.0037.8%5.7%20.9%29.0%19.9%16.9%-0.4%-59.3K451.9K-2.9K0.0082.06N/AN/A0101711,230
2023-06-13$30.73$30.0020.3%5.5%21.2%3.3%0.0%9.4%-3.8%-50.7K408.1K-2.8K0.0077.33N/AN/A0201711,230
2023-06-14$30.98$30.0022.1%5.5%21.2%6.0%20.1%-8.2%-1.8%-42.0K320.5K-2.8K50.00103.61N/AN/A1501711,248
2023-06-15$31.36$30.0020.8%5.9%21.6%4.1%0.0%-44.0%3.7%-25.6K270.0K-2.6K0.0089.86N/AN/A1001721,242
2023-06-16$31.41$30.0036.6%5.3%21.3%27.3%0.0%-16.0%-36.6%-19.0K134.5K-2.5K0.0093.45N/AN/A101821,242
2023-06-20$31.18$30.0019.3%5.6%21.2%1.9%19.3%2.9%-1.0%-26.9K245.4K-2.6K0.0081.66N/AN/A020131621
2023-06-21$31.30$30.0018.3%5.3%21.2%0.5%0.0%5.4%42.2%-25.1K233.2K-2.4K3.0093.46N/AN/A13131641
2023-06-22$30.99$30.0029.7%4.6%21.0%17.1%0.0%0.9%44.7%-26.6K225.3K-2.4K1.00117.52N/AN/A205205132641
2023-06-23$30.57$30.0041.7%7.0%20.6%34.7%0.0%40.2%29.5%-34.8K583.4K-3.7K0.00123.01N/AN/A100254763
2023-06-26$30.70$30.0059.0%5.2%20.6%60.1%21.8%9.5%3.3%-36.5K499.3K-3.4K1.6292.23N/AN/A3760244758
2023-06-27$31.14$30.0062.2%4.9%21.0%64.9%0.0%1.9%1.6%-25.9K328.5K-3.5K0.00104.15N/AN/A140291818
2023-06-28$31.16$30.0018.1%5.0%20.9%0.2%19.9%-10.5%23.4%-21.9K321.6K-3.4K0.0087.12N/AN/A023305818
2023-06-29$31.34$30.0018.5%4.9%19.2%0.8%9.4%23.7%1.2%-21.3K284.4K-3.6K3.0056.66N/AN/A412305836
2023-06-30$31.82$30.0017.0%4.4%18.5%0.0%0.0%9.5%0.9%-12.3K134.8K-3.3K0.0177.01N/AN/A821309830