Investors in the iShares Inc – MSCI Brazil ETF (EWZ) can now access new options for June 2026 expiration. The available put contract at a $28.00 strike price has a current bid of $0.47, allowing investors to potentially buy shares for an effective cost basis of $27.53. This represents a 3% discount from the current trading price of $28.75, with a 57% chance of expiration without value based on current analytics.
Additionally, a call contract at the $30.00 strike price is available with a bid of $0.65. If shares are purchased at $28.75 and the call is sold, the total return would be approximately 6.61% if the stock is called away by expiration. This contract also has a 51% likelihood of expiring worthless, allowing investors to keep both shares and premium collected.
Implied volatility for the put is 26%, while for the call it’s 31%. Trailing twelve-month volatility has been calculated at 25% based on the last 250 trading days.
