Shares of iShares MSCI Taiwan Index ETF (EWT) are down .06 to 16.23.? EWT is in the upper end of the 52 week range.
Today paper traded 5000 EWT Aug 16 puts for .23. ?The ADV is 537 contracts.? The OI is 129 contracts.
The volume went up in 1 large block.? The volume ballooned to over 25000 contracts as traders bid up the price from .16 to .23.? IV is up 2 full points in a very quiet index so traders are looking for a big move here.? The volume came in all sizes so this could be a newsletter or firm recommendation.
30-day implied volatility is 14%.?? 10-day implied volatility is 8%.? 30 day implied volatility is trading above the 10 realized volatility
Ishares MSCI Taiwan Index Fund (the Fund) is an exchange-traded fund.?