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EEM

iShares MSCI Emerging Markets ETFClose $65.82EOD only

Max Pain

$67.50

Next expiry Jun 12, 2026

Expected Move

±$2.42

3.7% from close

Price Gap

+1.68

Distance to max pain

IV Rank

100

High premium

P/C OI

1.79

Slightly put-heavy

Consensus

6.0/10

Bearish tilt

Published snapshot: Jun 9, 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

Jun 9, 2026 close

EEM Theta Report

Analysis based on market close June 9, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

5.5 / 10

base 5; -1 GEX/flow contradict; +1 GEX positive (pinning); +0.5 VIX 20

IV Environment

IV Regime

Normal

IV vs VIX

IV 45.5% vs VIX 19.9 — elevated

Favorable?

Yes

Term structure: Front-end puts spike to 79% IV Jun18; term structure irregular with put skew

⚠️High put skew suggests fear; pinning at $68 may limit downside

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Pinning ($+22.1M)

Gamma flip: ~$55.00 — Approx — based on put OI concentration of 172,255 (16.4% below spot)

OI concentrations: Put OI heavy at 55-60 (16% below spot); call wall at 70

Verdict: Spot below max pain ($68) but above gamma flip ($55); high put OI suggests potential pin in $62-68 range

Premium Opportunities

Put credit spread

Sell 2026-07-17 $63.00/$61.00 put spread

Sell 2026-07-17 $63/$61 put spread for 0.74-0.91 credit, capturing premium with defined risk.

Credit: $0.74-$0.91

Max loss: $1.09

BE: $62.09

Mgmt: Exit if EEM breaks below $65 invalidation level or closes below $62.

Iron condor

Sell 2026-07-17 $63.00/$62.00 put wing and $70.00/$70.50 call wing

Sell $63/$62 put wing and $70/$70.50 call wing for 0.03 credit, profiting from range-bound move.

Debit: $0.03-$0.03

Max loss: $1.00

BE: 63.00 / 70.00

Mgmt: Adjust wings if spot nears $62 or $70; exit early if pin fails. Liquidity warning: Liquidity constraints: long_put: Wide spread (79%).; long_call: Wide spread (64%).

Call credit spread

Sell 2026-07-17 $70.00/$70.50 call spread

Sell $70/$70.50 call spread for 0.13-0.16 credit, betting on resistance at $70.

Credit: $0.13-$0.16

Max loss: $0.34

BE: $70.16

Mgmt: Close if EEM breaks above $67.5 invalidation or shows strength. Liquidity warning: Liquidity constraints: long_call: Wide spread (64%).

Risk Alerts

!Bearish flow contradicts pinning signals

!High put skew warns of downside hedge

How to Use These Reports

This theta reflects the market close on June 9, 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.