I noticed a lot of bullish pressure coming from the options market on $EWZ. Check out this order imbalance! 528 K option volume delta. What is option volume delta?
The IV30 fell to 17.1, the lowest level since Aug 17, 2025 when it traded at 18.2. Stock Option traders are pricing in an average daily move of ±1.1%. The 52-Week historical volatility is 24.0 with an average daily move of ±1.5%. View Implied Vol
30-Day Downside Put Protection Falls to Lowest Level in 12 months
The cost to protect downside risk fell to 1.8%, the lowest level since Aug 16, 2025 when it was at 1.9%. The 52-Week average is 2.9% and the 52-Week range is 1.8% - 4.6%.