10000 EWW Nov 52 calls traded over Nov 46 puts on the ARCA marked spread.?

EWW

Shares of iShares Mexico ETF (EWW) are even at 48.95 today. EWW is near the middle of the 52 week range.

  • Paper traded 10000 EWW Nov 52 call over Nov 46 puts for .77 and .96.?
  • ADV is 57151 per day.?
  • The OI is less than 5000 contracts.

The volume went up on the ARCA marked spread.? The trade as priced looks like a risk reversal (buy call and sell stock) for a credit.? The holder is betting on a jump in EWW possiblY after the election.

  • IV 30 is trading 26%.?
  • HV10 is trading for 30%.?
  • IV 30 is below the HV 10.

iShares MSCI Mexico Capped ETF (the Fund), formerly iShares MSCI Mexico Capped Investable Market Index Fund, is an exchange-traded fund (ETF). The Fund seeks investment results that correspond generally to the price and yield performance of the MSCI Mexico IMI 25/50 Index (the Index). The Index consists of stocks traded primarily on the Mexican Stock Exchange.