EWI Options History — June 2025

In June 2025, EWI traded between $46.30 and $48.34. ATM implied volatility averaged 19.8%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.1% (HV 20d: 12.7%). Max pain ranged from $46.00 to $53.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 4.81.

Notable Days

  • 2025-06-26: Highest Volume — 253 contracts
  • 2025-06-13: Largest IV spike — 53.1% change
  • 2025-06-20: Highest IV Rank — 20.5%
  • 2025-06-20: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.52$46.30$48.34$48.23$48.13
Max Pain$51.95$46.00$53.00$46.00$53.00
ATM IV19.8%13.9%24.6%16.3%19.6%
Expected Move5.5%4.0%7.1%4.7%5.6%
HV 20d12.7%11.0%14.6%11.0%14.3%
HV 60d33.0%32.7%33.5%33.5%32.7%
IV Rank13.3%4.6%20.5%8.1%13.1%
IV Percentile67.1%24.6%83.7%52.8%66.7%
Term Structure0.6%-11.4%8.7%-1.9%1.0%
VWIV21.0%9.7%40.8%13.9%40.0%
Skew 25d7.0%-5.7%15.5%7.7%4.2%
Skew 10d6.0%-4.6%56.0%-4.5%-1.3%
Call IV 25d13.8%9.8%23.7%14.8%12.9%
Put IV 25d20.8%17.1%27.6%22.5%17.1%
Bid-Ask Spread %104.6493.99116.9198.54103.79
Gamma HHI0.800.730.860.840.81
Net GEX-283.5K-362.8K-207.3K-317.5K-263.3K
Net DEX2.7M2.0M3.4M2.2M2.0M
Net VEX-16.2K-17.8K-14.1K-15.5K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.810.0021.000.1111.00
Total Volume3302531060
Total OI2,369.32,1262,5332,3982,245

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$48.23$46.0016.3%4.7%11.0%8.1%13.9%7.7%-1.9%-317.5K2.2M-15.5K0.1198.54N/AN/A911702,228
2025-06-03$47.86$46.0017.7%5.1%11.7%10.1%0.0%6.7%1.1%-294.2K2.6M-16.8K0.00112.25N/AN/A001712,229
2025-06-04$47.84$46.0017.9%5.1%11.7%10.4%0.0%4.8%-2.4%-309.7K2.5M-16.1K0.00109.58N/AN/A0201712,229
2025-06-05$48.00$53.0017.9%5.0%11.2%10.5%0.0%8.5%8.1%-320.2K2.5M-15.7K0.00109.91N/AN/A101712,249
2025-06-06$48.34$53.0016.1%5.2%11.1%7.8%9.7%8.2%-2.0%-311.3K2.2M-15.2K21.00102.74N/AN/A1211712,249
2025-06-09$48.22$53.0021.9%5.3%11.2%16.4%0.0%11.2%1.3%-313.5K2.4M-15.2K0.0098.88N/AN/A001702,268
2025-06-10$47.89$53.0023.3%4.1%11.5%18.5%18.8%9.8%8.7%-301.4K2.6M-15.7K0.50102.00N/AN/A1051702,268
2025-06-11$47.92$53.0017.9%5.1%11.1%10.6%0.0%7.6%-8.1%-306.3K2.5M-15.5K18.2096.70N/AN/A5911802,268
2025-06-12$48.22$53.0013.9%4.0%11.2%4.6%0.0%4.9%6.4%-362.8K2.1M-14.7K0.00112.77N/AN/A051822,349
2025-06-13$47.33$53.0021.3%6.1%13.3%15.6%40.8%8.3%-1.6%-294.6K3.1M-17.0K0.00101.21N/AN/A401792,354
2025-06-16$47.22$53.0023.0%6.6%13.1%18.1%28.6%-5.2%-11.4%-207.3K3.2M-17.5K0.00114.91N/AN/A701252,354
2025-06-17$46.30$53.0021.7%6.2%14.5%16.2%0.0%1.5%4.2%-263.0K3.3M-17.8K0.00109.43N/AN/A011262,256
2025-06-18$46.43$53.0023.1%6.6%13.8%18.3%17.8%15.5%-3.6%-240.3K3.3M-17.7K0.4093.99N/AN/A521262,247
2025-06-20$46.39$53.0024.6%7.1%13.8%20.5%0.0%-5.7%2.5%-245.6K3.3M-17.5K1.60116.91N/AN/A581272,247
2025-06-23$46.42$53.0020.2%5.8%13.8%13.9%13.5%12.0%7.9%-256.8K3.4M-17.2K14.13103.95N/AN/A81131012,025
2025-06-24$47.28$53.0020.3%5.8%14.6%14.1%11.4%10.8%1.0%-244.7K2.8M-16.8K0.43102.55N/AN/A731082,138
2025-06-25$47.16$53.0020.7%5.9%13.7%14.6%18.4%12.6%-0.4%-270.3K3.0M-16.7K0.00100.16N/AN/A1301092,140
2025-06-26$47.47$53.0020.4%5.8%13.9%14.2%18.0%8.9%-0.0%-270.1K2.5M-15.9K0.00101.94N/AN/A02531022,140
2025-06-27$47.78$53.0018.2%5.2%14.1%10.9%0.0%8.3%0.9%-277.1K2.3M-15.3K0.00100.66N/AN/A201022,142
2025-06-30$48.13$53.0019.6%5.6%14.3%13.1%40.0%4.2%1.0%-263.3K2.0M-14.1K11.00103.79N/AN/A5551022,143