thetaOwl
HomeOptionsEEMReports

EEM

iShares MSCI Emerging Markets ETFClose $63.64EOD only
Max Pain
$60.00
Next expiry Apr 24, 2026
Expected Move
±$0.89
1.4% from close
Price Gap
-3.64
Distance to max pain
IV Rank
100
High premium
P/C OI
1.41
Slightly put-heavy
Consensus
6.5/10
Range bias
Published snapshot: Apr 17, 2026 close
End-of-day snapshot

This page reflects EEM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Apr 17, 2026 close
EEM Theta Report
Analysis based on market close April 20, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Outlook

Data-only. Vol: Normal. Gamma: Pinning. Flow: Bearish.

Confidence:
5 / 10
base 5; -1 GEX/flow contradict; +1 GEX positive (pinning); -0.5 spot 3.6% from MP; +0.5 VIX 19
Supports:
Conflicts:

Regime Classification

Vol Regime
Normal
Gamma Regime
Pinning
Flow Regime
Bearish
Spot vs Max Pain
Above
Thesis duration:

Price Range Forecast

Next 1 week
$61.04$65.33
Next 2 weeks
$60.43$65.94

Key Levels

Max pain pins: $61 (2026-04-24); $58 (2026-04-30); $60 (2026-05-01)
EM guardrails: 1w $61.04/$65.33
Support: $61.00 · $60.43 · $57.00
Resistance: $64.00 · $65.00 · $65.94
Gamma flip: ~$55.00 — Approx — based on put OI concentration of 218,204 (12.9% below spot)
Structural: Call OI wall: $70-$70; Put floor: $47-$57

Dealer Positioning (GEX/DEX)

GEX: $+243.7M

DEX: +141.1M shares

Gamma flip: ~$55 (Approx — based on put OI concentration of 218,204 (12.9% below spot))

NTM gamma:

IV Analysis

IV vs VIX:

Term structure:

Skew:

Flow Analysis

Net premium:

Directional prints:

Unusual:

Risks & Catalysts

Strategy Viability

StrategyEdgeBest SetupPrimary Risk

Top Plays

Watchlist Triggers

Tactical Summary

Report generated from precomputed data only — LLM unavailable.
How to Use These Reports
This theta reflects the market close on April 20, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.