EWI Options History — December 2023 In December 2023, EWI traded between $33.00 and $34.13. ATM implied volatility averaged 15.5%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 1.2% (HV 20d: 14.3%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.58.
Notable Days 2023-12-27 : Highest Volume — 29 contracts2023-12-12 : Largest IV drop — 39.6% change2023-12-11 : Highest IV Rank — 12.4%2023-12-01 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $33.58 $33.00 $34.13 $33.13 $33.95 Max Pain $32.15 $31.00 $33.00 $33.00 $33.00 ATM IV 15.5% 12.6% 22.2% 16.3% 14.6% Expected Move 4.3% 3.6% 4.7% 4.7% 4.2% HV 20d 14.3% 11.6% 16.6% 16.6% 13.7% HV 60d 17.4% 16.5% 18.0% 18.0% 16.5% IV Rank 3.2% 0.0% 12.4% 2.3% 3.3% IV Percentile 4.2% 0.0% 33.7% 3.2% 2.8% Term Structure 0.9% -2.5% 2.1% -0.6% 1.5% VWIV 23.9% 15.1% 47.8% 17.2% 27.7% Skew 25d 1.6% -3.6% 4.0% 1.6% 3.8% Skew 10d 10.4% -3.7% 40.1% -3.7% 1.1% Call IV 25d 14.8% 13.0% 17.6% 15.7% 13.3% Put IV 25d 16.4% 13.5% 19.0% 17.4% 17.1% Bid-Ask Spread % 93.69 62.20 113.17 91.94 88.49 Gamma HHI 0.59 0.26 0.91 0.57 0.26 Net GEX 41.9K -13.8K 144.1K 42.5K -13.7K Net DEX -398.8K -911.3K 96.6K -529.5K 90.8K Net VEX -1.4K -2.2K -611 -2.2K -764 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.58 0.00 7.67 0.00 0.00 Total Volume 5.8 0 29 5 1 Total OI 978.6 594 1,251 1,215 625
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 2023-12-01 $33.13 $33.00 16.3% 4.7% 16.6% 2.3% 0.0% 1.6% -0.6% 42.5K -529.5K -2.2K 0.00 91.94 N/A N/A 0 5 392 823 2023-12-04 $33.03 $32.00 16.3% 4.4% 16.3% 2.4% 17.2% 2.1% 1.7% 41.9K -483.9K -2.1K 0.00 91.79 N/A N/A 10 0 391 828 2023-12-05 $33.00 $32.00 16.1% 4.4% 16.0% 2.0% 0.0% 1.8% 1.8% 50.2K -474.3K -2.0K 0.00 100.87 N/A N/A 0 0 390 828 2023-12-06 $33.06 $32.00 16.2% 4.6% 15.7% 2.3% 0.0% 2.7% 1.1% 39.7K -490.8K -2.1K 0.00 101.15 N/A N/A 0 15 390 828 2023-12-07 $33.14 $32.00 17.1% 4.4% 15.7% 3.7% 0.0% 1.8% 1.5% 42.9K -510.4K -2.1K 0.00 107.44 N/A N/A 0 0 390 842 2023-12-08 $33.36 $32.00 16.3% 4.3% 15.6% 2.4% 0.0% 2.4% 1.7% 54.4K -623.0K -2.1K 0.00 103.32 N/A N/A 0 0 390 842 2023-12-11 $33.39 $32.00 22.2% 4.5% 15.6% 12.4% 27.0% 2.0% 1.4% 61.2K -633.6K -1.9K 0.00 105.92 N/A N/A 2 0 390 842 2023-12-12 $33.45 $31.00 13.4% 4.3% 15.5% 0.0% 0.0% 2.3% 1.5% 54.8K -707.8K -1.8K 0.00 68.63 N/A N/A 0 0 392 842 2023-12-13 $33.84 $31.00 14.1% 4.0% 11.7% 1.0% 15.1% 2.3% 2.1% 100.1K -911.3K -1.5K 7.67 108.27 N/A N/A 3 23 391 842 2023-12-14 $34.13 $31.00 15.6% 4.5% 11.6% 3.7% 0.0% -2.6% -0.4% 80.4K -910.7K -1.5K 0.00 110.90 N/A N/A 0 5 389 859 2023-12-15 $33.61 $31.00 12.6% 3.6% 13.1% 0.0% 0.0% 0.1% 0.4% 119.9K -814.9K -1.6K 0.00 113.17 N/A N/A 0 0 387 864 2023-12-18 $33.72 $31.00 14.3% 4.1% 12.5% 2.9% 0.0% -1.1% 0.5% 144.1K -734.4K -1.4K 0.00 107.41 N/A N/A 0 0 337 577 2023-12-19 $34.09 $32.00 14.3% 4.1% 12.2% 2.8% 47.8% 3.2% 0.9% 87.0K -722.0K -1.3K 0.00 62.20 N/A N/A 7 0 327 577 2023-12-20 $33.30 $33.00 15.7% 4.5% 14.0% 5.1% 15.4% 2.1% 1.0% -13.8K 96.6K -764 0.17 95.19 N/A N/A 12 2 19 577 2023-12-21 $33.66 $33.00 14.5% 4.2% 14.3% 3.2% 0.0% 4.0% 1.4% -9.4K 80.5K -666 0.00 83.73 N/A N/A 0 0 19 575 2023-12-22 $33.75 $33.00 14.6% 4.2% 13.7% 3.4% 0.0% 1.8% 0.9% -11.6K 77.9K -638 0.00 86.34 N/A N/A 0 0 19 575 2023-12-26 $34.00 $33.00 14.5% 4.2% 13.9% 3.2% 17.1% -3.6% -2.5% -9.7K 67.1K -611 0.00 82.09 N/A N/A 1 0 19 575 2023-12-27 $34.13 $33.00 15.5% 4.4% 13.9% 4.7% 27.7% 3.6% 0.1% -8.4K 64.0K -612 4.80 87.77 N/A N/A 5 24 20 575 2023-12-28 $33.94 $33.00 15.0% 4.3% 13.9% 4.0% 0.0% 1.8% 1.4% -13.7K 94.4K -814 0.00 77.25 N/A N/A 0 1 25 599 2023-12-29 $33.95 $33.00 14.6% 4.2% 13.7% 3.3% 0.0% 3.8% 1.5% -13.7K 90.8K -764 0.00 88.49 N/A N/A 1 0 25 600
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