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EEM

iShares MSCI Emerging Markets ETFClose $67.88EOD only

Max Pain

$61.00

Next expiry Jun 18, 2026

Expected Move

±$2.95

4.3% from close

Price Gap

-6.88

Distance to max pain

IV Rank

High premium

P/C OI

1.76

Slightly put-heavy

Consensus

9.0/10

Bullish tilt

Published snapshot: Jun 12, 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 12, 2026 close

EEM Theta Report

Analysis based on market close June 12, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

9 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 spot 1.3% from MP; +1 VIX 18

IV Environment

IV Regime

Normal

IV vs VIX

IV 46.9% far above VIX 17.7, elevated EM risk premium

Favorable?

Yes

Term structure: Front-week put IV 93% on 6/18; backwardated into next month

⚠️Front-week put IV 93% signals extreme hedging demand

📍Max pain $67 for 6/12, 6/26 and $61 for 6/18

🟢Dealer GEX +$177M bullish flow, pinning $67

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+177.2M)

Gamma flip: ~$55.00 — Approx — based on put OI concentration of 162,297 (19.0% below spot)

OI concentrations: Put OI concentrated at $55 (19% below spot); max pain $67 across expirations

Verdict: Concerted pin at $67; structural floor near $55

Premium Opportunities

Put credit spread

Sell 2026-07-10 $64.00/$62.00 put spread

Sells OTM put spread to capture inflated premium from EM risk premium, supported by pin at $67.

Credit: $0.50-$0.62

Max loss: $1.38

BE: $63.38

Mgmt: Exit if EEM breaks below $67; roll or close near expiration. Liquidity warning: Liquidity constraints: short_put: Wide spread (100%).; long_put: Wide spread (136%).

Iron condor

Sell 2026-07-10 $64.00/$62.00 put wing and $73.00/$77.00 call wing

Sells put and call wings around pin zone to profit from stable price action.

Credit: $0.58-$0.71

Max loss: $3.29

BE: 63.29 / 73.71

Mgmt: Adjust wings if price approaches; close at 50% max gain. Liquidity warning: Liquidity constraints: short_put: Wide spread (100%).; long_put: Wide spread (136%).; short_call: Open interest below 25.; long_call: Open interest below 25.

Call credit spread

Sell 2026-07-10 $73.00/$77.00 call spread

Sells call spread above resistance to collect premium with defined risk.

Credit: $0.08-$0.10

Max loss: $3.90

BE: $73.10

Mgmt: Monitor for upside break above $70; consider rolling up. Liquidity warning: Liquidity constraints: short_call: Open interest below 25.; long_call: Open interest below 25.

Risk Alerts

!High put skew (93% IV) on 6/18 expiration

!Pin risk at $67 for 6/12 and 6/26

!Gamma flip at $55 if spot falls

How to Use These Reports

This theta reflects the market close on June 12, 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.