EWI Options History — February 2024 In February 2024, EWI traded between $33.41 and $35.75. ATM implied volatility averaged 16.0%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.1% (HV 20d: 13.9%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.52.
Notable Days 2024-02-21 : Highest Volume — 81 contracts2024-02-06 : Largest IV spike — 15.8% change2024-02-21 : Highest IV Rank — 9.1%2024-02-21 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.52 $33.41 $35.75 $33.91 $35.56 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 16.0% 14.1% 18.2% 16.3% 15.1% Expected Move 4.6% 4.2% 5.2% 4.6% 4.3% HV 20d 13.9% 12.3% 15.2% 13.9% 14.3% HV 60d 14.4% 13.4% 14.9% 14.9% 14.1% IV Rank 5.6% 2.5% 9.1% 6.1% 4.2% IV Percentile 11.3% 1.6% 27.0% 11.9% 6.3% Term Structure 0.6% -2.0% 2.9% 2.9% -0.8% VWIV 17.6% 15.3% 20.3% 18.6% 17.7% Skew 25d 3.0% -0.6% 5.5% 4.6% 1.6% Skew 10d 4.8% -5.3% 12.6% 7.3% 1.3% Call IV 25d 15.2% 12.5% 16.7% 14.7% 13.5% Put IV 25d 18.2% 14.9% 20.3% 19.4% 15.0% Bid-Ask Spread % 102.15 84.25 113.19 96.09 98.67 Gamma HHI 0.37 0.29 0.51 0.35 0.31 Net GEX -4.1K -15.8K 3.3K -6.3K -31 Net DEX 2.7K -135.3K 128.4K 59.9K -90.9K Net VEX -887 -1.0K -723 -916 -885 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.52 0.00 7.00 1.17 2.00 Total Volume 12.55 0 81 13 27 Total OI 263.1 221 326 228 326
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 2024-02-01 $33.91 $34.00 16.3% 4.6% 13.9% 6.1% 18.6% 4.6% 2.9% -6.3K 59.9K -916 1.17 96.09 N/A N/A 6 7 56 172 2024-02-02 $33.64 $34.00 14.1% 4.7% 13.7% 2.5% 0.0% 4.3% 1.6% -6.9K 87.8K -945 0.00 100.76 N/A N/A 0 0 56 175 2024-02-05 $33.61 $34.00 15.6% 4.6% 13.7% 4.9% 0.0% 3.4% 2.6% -7.6K 88.6K -908 0.00 99.47 N/A N/A 0 0 56 175 2024-02-06 $33.83 $34.00 18.1% 4.6% 13.2% 8.9% 0.0% 3.7% 2.2% -6.3K 69.5K -890 0.00 105.50 N/A N/A 1 0 57 175 2024-02-07 $33.77 $34.00 15.9% 4.6% 12.5% 5.4% 17.5% 2.8% 2.5% -6.3K 67.3K -848 0.00 103.50 N/A N/A 0 6 57 175 2024-02-08 $33.81 $34.00 15.9% 4.5% 12.4% 5.4% 0.0% 4.3% 1.2% -6.3K 70.1K -856 0.00 102.35 N/A N/A 0 0 57 181 2024-02-09 $33.94 $34.00 15.4% 4.4% 12.4% 4.6% 0.0% 4.0% 1.7% -4.3K 47.7K -856 4.00 84.25 N/A N/A 1 4 57 181 2024-02-12 $34.06 $34.00 16.4% 4.7% 12.3% 6.3% 0.0% 2.7% 1.4% -1.8K 32.9K -824 0.00 106.16 N/A N/A 0 0 58 185 2024-02-13 $33.41 $34.00 18.0% 5.2% 12.7% 8.8% 0.0% 3.1% -0.9% -15.8K 128.4K -850 0.00 101.63 N/A N/A 0 5 58 185 2024-02-14 $33.91 $34.00 15.5% 4.4% 13.5% 4.7% 0.0% 4.3% 1.3% 1.7K 62.8K -817 0.00 105.03 N/A N/A 0 0 58 190 2024-02-15 $34.59 $34.00 15.1% 4.3% 15.0% 4.2% 0.0% 3.2% 0.4% -6.1K -26.4K -753 0.00 101.48 N/A N/A 7 0 58 190 2024-02-16 $34.39 $34.00 16.7% 4.8% 15.2% 6.8% 0.0% 2.7% 0.8% -1.2K -33.0K -817 0.00 108.64 N/A N/A 5 0 65 190 2024-02-20 $34.70 $34.00 16.2% 4.6% 15.0% 5.9% 18.3% 3.3% -0.1% -13.1K 33.7K -723 0.27 104.04 N/A N/A 22 6 40 181 2024-02-21 $35.09 $34.00 18.2% 5.2% 15.1% 9.1% 20.3% 3.2% -2.0% -8.2K -24.5K -833 0.27 113.19 N/A N/A 64 17 62 187 2024-02-22 $35.44 $34.00 16.3% 4.7% 15.2% 6.1% 15.3% 1.1% 0.4% 1.4K -109.8K -1.0K 3.33 106.78 N/A N/A 3 10 105 204 2024-02-23 $35.75 $34.00 14.7% 4.2% 15.0% 3.5% 0.0% 2.7% -0.2% 3.3K -135.3K -993 0.21 108.48 N/A N/A 33 7 108 214 2024-02-26 $35.66 $34.00 15.6% 4.5% 15.0% 4.9% 15.7% 1.1% -0.8% -182 -105.5K -992 7.00 103.11 N/A N/A 1 7 97 221 2024-02-27 $35.72 $34.00 15.4% 4.4% 14.5% 4.6% 0.0% -0.6% -0.8% 933 -87.9K -1.0K 0.00 96.55 N/A N/A 0 0 97 228 2024-02-28 $35.64 $34.00 15.5% 4.4% 14.4% 4.8% 0.0% 5.5% -0.7% 377 -80.6K -1.0K 0.00 97.34 N/A N/A 12 0 97 228 2024-02-29 $35.56 $34.00 15.1% 4.3% 14.3% 4.2% 17.7% 1.6% -0.8% -31 -90.9K -885 2.00 98.67 N/A N/A 9 18 98 228
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