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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 15, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

8 / 10

base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 7.3% from MP; +1 VIX 16

IV Environment

IV Regime

Normal

IV vs VIX

AVG IV 43.9% vs VIX 16.2% (2.7x)

Favorable?

Yes

Term structure: Near-term elevated, backwardated; 3-day IV 54% from pinning

📈IV/Vix ratio elevated; favorable premium selling

⚠️Put skew steep near term due to pin risk

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+204.8M)

Gamma flip: ~$55.00 — Approx — based on put OI concentration of 163,093 (21.1% below spot)

OI concentrations: Max pain $65 Jun18, $67 Jun26, $65 Jun30; put OI ratio 2.2

Verdict: Pinning risk centered on $65-$67; dealer gamma positive supports pinning

Premium Opportunities

Iron condor

Sell 2026-07-17 $67.00/$65.00 put wing and $70.00/$72.50 call wing

Sells wings around pinning region; theta decay benefits from lack of move.

Credit: $1.27-$1.55

Max loss: $0.95

BE: 65.45 / 71.55

Mgmt: Close if spot nears $67 or $70; watch for earnings or VIX spike.

Short strangle

Sell 2026-07-17 $65.00 put + sell $74.50 call

Sells OTM put and call; relies on IV contraction and range trading.

Credit: $2.29-$2.79

Max loss: Unlimited

BE: 62.21 / 77.29

Mgmt: Roll if tail approaches; set stops or hedge with wings.

Risk Alerts

!Gamma flip at $55; wide guardrails $67-$72

!VIX 16 but IV elevated; watch for VIX spike

How to Use These Reports

This theta reflects the market close on June 15, 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.