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EEM

iShares MSCI Emerging Markets ETFClose $69.75EOD only

Max Pain

$65.00

Next expiry Jun 18, 2026

Expected Move

±$2.59

3.7% from close

Price Gap

-4.75

Distance to max pain

IV Rank

100

High premium

P/C OI

2.22

Slightly put-heavy

Consensus

6.5/10

Bullish tilt

Published snapshot: Jun 15, 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 15, 2026 close

EEM Theta Report

Analysis based on market close June 16, 2026

Directional Theta Gang Flow Earnings Consensus

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

Theta Verdict

Confidence:

5 / 10

base 5; -1 GEX/flow contradict; +1 GEX positive (pinning); -1 spot 5.6% from MP; +1 VIX 16

IV Environment

IV Regime

Normal

IV vs VIX

Elevated: avg IV 45.6% vs VIX 16.4%

Favorable?

Term structure: Front-end high, hump at 2-3wk, then decline; steep put skew.

📉Bearish flow conflicts with pinning gamma; caution.

💼Heavy put OI 20% below spot; $65-$67 max pain.

📊IV elevated vs VIX but term structure irregular.

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+225.3M)

Gamma flip: ~$55.00 — Approx — based on put OI concentration of 163,093 (19.9% below spot)

OI concentrations: Put OI 163K concentrated 20% below spot; max pain $65-$67.

Verdict: Elevated pin risk from heavy puts; spot above MP moderates; gamma flip at $55.

Premium Opportunities

Put calendar

Sell 2026-07-17 $65.00 put / buy 2026-09-18 $65.00 put

Sell near-term put, buy longer-dated put to profit from IV decay and hedging pressure.

Debit: $1.41-$1.73

Max loss: $1.73

BE: Path-dependent

Mgmt: Exit if spot nears $65; roll if IV spikes.

Risk Alerts

!Bearish dealer flow despite positive GEX indicates hedging pressure.

!IV hump suggests potential volatility event; avoid naked calls.

!Spot too far from max pain; pinning may fail if flow persists.

How to Use These Reports

This theta reflects the market close on June 16, 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.