Shares of the iShares MSCI Emerging Markets Index (EEM) are trading up .27 today to $43.04. EEM traded as high as $43.08 today to hit a near-term high.
Paper sold the EEM Feb 40 puts on split prices of .55 and .54 trading through the bid at the time.? Two blocks of 10,305 and 10,306 contracts went up.? Total contract volume on the day is 25,118 contracts. Volatility is up .10% in the EEM Feb 40 strike to 22.13%.? Open Interest is 21,394 contracts.? There was heavy trading in this strike for .78 on Dec 5th of 16,709 contracts.
30-day implied volatility is 18.19%.?? 10-day implied volatility is 8.78%.? 30-day implied volatility is trading well over the 10-day historical volatility.?
iShares MSCI Emerging Markets Index is the ETF that tracks the MSCI Emerging Markets index.