EWI Options History — June 2024

In June 2024, EWI traded between $35.25 and $38.97. ATM implied volatility averaged 15.0%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 5.6% (HV 20d: 20.6%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 8.13.

Notable Days

2024-06-14: Highest Volume — 144 contracts
2024-06-12: Largest IV drop — 31.7% change
2024-06-10: Highest IV Rank — 12.4%
2024-06-04: Largest Expected Move — 4.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.98	$35.25	$38.97	$38.97	$35.78
Max Pain	$39.00	$39.00	$39.00	$39.00	$39.00
ATM IV	15.0%	11.8%	18.2%	14.6%	15.6%
Expected Move	4.2%	3.4%	4.8%	4.2%	4.5%
HV 20d	20.6%	13.3%	25.7%	13.3%	24.3%
HV 60d	17.0%	14.0%	18.9%	14.0%	18.7%
IV Rank	6.7%	1.0%	12.4%	6.0%	7.8%
IV Percentile	19.9%	0.4%	50.4%	11.5%	26.6%
Term Structure	10.6%	-3.7%	27.2%	-1.9%	4.6%
VWIV	20.3%	13.0%	37.7%	17.5%	18.3%
Skew 25d	5.9%	0.7%	47.4%	5.5%	4.5%
Skew 10d	16.7%	-17.4%	137.0%	68.5%	3.8%
Call IV 25d	12.3%	8.9%	16.4%	10.3%	13.8%
Put IV 25d	18.2%	11.6%	59.9%	15.7%	18.3%
Bid-Ask Spread %	120.70	113.85	127.03	119.55	120.04
Gamma HHI	0.41	0.20	0.68	0.60	0.24
Net GEX	-43.3K	-101.2K	-626	-77.8K	-2.3K
Net DEX	302.1K	11.0K	769.4K	173.6K	57.1K
Net VEX	-1.9K	-2.5K	-1.3K	-1.7K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.13	0.00	55.00	55.00	0.00
Total Volume	14.632	0	144	0	1
Total OI	512.053	377	686	530	386

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
2024-06-03	$38.97	$39.00	14.6%	4.2%	13.3%	6.0%	0.0%	5.5%	-1.9%	-77.8K	173.6K	-1.7K	0.00	119.55	N/A	N/A	0	0	79	451
2024-06-04	$38.63	$39.00	16.6%	4.8%	13.5%	9.6%	17.5%	47.4%	-3.2%	-76.5K	240.5K	-1.5K	55.00	123.05	N/A	N/A	1	55	79	451
2024-06-05	$38.81	$39.00	14.5%	4.2%	13.6%	5.9%	0.0%	4.7%	-1.0%	-92.4K	176.5K	-1.3K	0.00	119.80	N/A	N/A	0	0	80	454
2024-06-06	$38.97	$39.00	13.1%	4.0%	13.5%	3.3%	0.0%	2.7%	19.9%	-101.2K	131.8K	-1.3K	0.00	118.19	N/A	N/A	2	0	80	454
2024-06-07	$38.50	$39.00	14.3%	3.6%	14.0%	5.4%	0.0%	4.0%	1.1%	-95.1K	279.0K	-1.6K	0.00	124.09	N/A	N/A	0	5	82	454
2024-06-10	$38.25	$39.00	18.2%	4.5%	13.9%	12.4%	0.0%	4.5%	16.3%	-73.9K	358.5K	-1.6K	0.00	122.88	N/A	N/A	0	0	82	454
2024-06-11	$36.63	$39.00	17.2%	3.5%	20.7%	10.7%	16.0%	2.4%	19.4%	-51.5K	654.7K	-1.6K	0.00	122.87	N/A	N/A	0	20	71	454
2024-06-12	$37.16	$39.00	11.8%	3.4%	20.7%	1.0%	0.0%	1.9%	17.7%	-54.8K	506.5K	-1.7K	0.00	127.03	N/A	N/A	0	0	71	434
2024-06-13	$36.34	$39.00	12.7%	3.6%	21.2%	2.6%	0.0%	2.5%	17.0%	-43.4K	634.8K	-1.6K	0.00	125.98	N/A	N/A	0	0	71	434
2024-06-14	$35.25	$39.00	13.9%	4.0%	23.2%	4.8%	20.1%	5.5%	17.0%	-40.9K	769.4K	-1.5K	0.44	117.54	N/A	N/A	100	44	71	434
2024-06-17	$35.72	$39.00	14.1%	4.0%	23.9%	5.1%	37.7%	0.7%	27.2%	-38.0K	563.1K	-2.5K	0.00	121.64	N/A	N/A	0	32	171	478
2024-06-18	$36.03	$39.00	14.0%	4.0%	24.4%	4.9%	13.0%	2.2%	26.5%	-27.9K	532.0K	-2.4K	0.00	122.70	N/A	N/A	5	0	171	510
2024-06-20	$36.36	$39.00	15.1%	4.3%	24.8%	6.9%	0.0%	3.6%	25.5%	-30.3K	479.6K	-2.3K	1.00	120.98	N/A	N/A	2	2	176	510
2024-06-21	$36.02	$39.00	14.5%	4.2%	24.7%	5.8%	0.0%	12.0%	23.4%	-8.8K	77.5K	-2.3K	0.00	113.85	N/A	N/A	0	0	174	390
2024-06-24	$36.63	$39.00	15.8%	4.5%	25.7%	8.2%	0.0%	3.1%	-0.0%	-626	11.0K	-2.4K	0.00	116.68	N/A	N/A	0	0	135	242
2024-06-25	$36.48	$39.00	15.8%	4.5%	25.3%	8.2%	0.0%	2.7%	-1.4%	-1.9K	24.1K	-2.3K	0.50	119.69	N/A	N/A	4	2	135	242
2024-06-26	$36.14	$39.00	16.2%	4.6%	25.2%	8.8%	19.1%	0.7%	-3.7%	-4.2K	28.1K	-2.2K	0.00	120.02	N/A	N/A	3	0	139	244
2024-06-27	$35.88	$39.00	16.3%	4.7%	24.8%	9.0%	0.0%	2.4%	-2.7%	-1.6K	41.6K	-2.3K	0.00	116.63	N/A	N/A	0	0	142	244
2024-06-28	$35.78	$39.00	15.6%	4.5%	24.3%	7.8%	18.3%	4.5%	4.6%	-2.3K	57.1K	-2.2K	0.00	120.04	N/A	N/A	0	1	142	244