EWZS options: IV rank, expected move and trade screens
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EWZS closed at $11.45 on Oct 26, 2026 with 30-day implied volatility of 54.0%. That is in the lower half of its one-year range (IV rank 32), so premiums are on the modest side for EWZS. Measured by IV percentile, IV is higher than 83% of the past year's readings. Options expiring Nov 20 (25 days out) price a one standard deviation move of about $1.69, or 14.8%.
The price is below both its 50-day (-17.6%) and 200-day (-18.8%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 31.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.95, about 8.3% of the price, a measure of a typical day's range.
Option volume at the close (3.08K contracts) was 0.2x its average, much quieter than usual. A beta of 1.20 means EWZS has tended to move about 1.2 times as much as the broad market. None of our preset screens found trades on EWZS at the close.
EWZS stats at the close
- Price
- $11.45
- Implied volatility
- 54.0%
- 30-day, at the money
- IV rank
- 32
- IV sits 32% of the way from its one-year low to its one-year high.
- IV percentile
- 83
- IV is higher than 83% of the past year's readings.
- ATR (14-day)
- $0.95
- 8.3% of the price on a typical day
- RSI (14-day)
- 31.1
- Between 30 and 70, neutral
- 52-week range
- -33.0% from high
- +0.0% from the 52-week low
- Moving averages
- -17.6% vs 50-day
- -18.8% vs the 200-day
- Beta
- 1.20
- Sensitivity to the broad market
- Option volume
- 0.2x avg
- 3.08K contracts vs 15.9K average
EWZS expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 202625 days | 56.4% | ±$1.69 (14.8%) | $9.76 to $13.14 | $1.38 |
| Dec 18, 202653 days | 48.5% | ±$2.12 (18.5%) | $9.33 to $13.57 | $1.70 |
| Jan 15, 202781 days | 42.8% | ±$2.31 (20.2%) | $9.14 to $13.76 | $1.85 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
EWZS options FAQ
- What is EWZS's IV rank?
- At the close on Oct 26, 2026, EWZS's IV rank was 32 with 30-day implied volatility of 54.0%. IV sits 32% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.
- What is the expected move for EWZS?
- Based on the close on Oct 26, 2026, options expiring Nov 20, 2026 priced a one standard deviation move of $1.69 (14.8%), a range of $9.76 to $13.14. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is EWZS option volume above average?
- On Oct 26, 2026, EWZS option volume was 0.2x its average, much quieter than usual.
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