$EWY Bearish pressure building up in the options market. On-Balance net option delta is -142 K.
EWY194.11-24.91 (-11.4%)iShares MSCI South Korea ETF
ATM straddle for 26-Jun-26 expiration returned a positive 54.6% from the previous business day
The upside wing (25 delta calls) declined -92.2%
Downside put (25 delta puts) gained 254.4%
The option volume for 26-Jun-26 expiration is 33,043
30-day Implied Volatility (IV30) Climbs to its Highest Mark in 12 months
EWYiShares MSCI South Korea ETF199.95-19.07 (-8.7%)
The IV30 rose to 91.1, the highest level since Jun 23, 2025 when it reached 90.7. Stock Option traders are pricing in an average daily move of ±5.7%. The 52-Week historical volatility is 43.0 with an average daily move of ±2.7%. View Implied Vol
30-Day Downside Put Protection goes to its Highest Mark in 12 months
EWYiShares MSCI South Korea ETF198.20-20.82 (-9.5%)
The cost to protect downside risk climbed to 10.3%, the highest level since Jun 23, 2025 when it was at 10.1%. The 52-Week average is 4.7% and the 52-Week range is 2.4% - 10.3%.
