ESGV Options History — August 2024 In August 2024, ESGV traded between $98.46 and $99.58. ATM implied volatility averaged 15.2%. The 30-day expected move averaged 4.3%. Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 1 of 7 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-27 : Highest Volume — 2 contracts2024-08-26 : Largest IV spike — 8.7% change2024-08-26 : Largest Expected Move — 4.4%Monthly Statistics Metric Avg Min Max Open Close Price $99.15 $98.46 $99.58 $98.46 $99.36 ATM IV 15.2% 14.2% 15.5% 15.3% 15.4% Expected Move 4.3% 4.1% 4.4% 4.4% 4.4% Term Structure -1.7% -3.4% 1.5% -1.9% -2.4% Skew 25d 2.4% 0.7% 4.0% 0.7% 2.7% Skew 10d 3.8% 2.9% 5.3% 4.7% 2.9% Call IV 25d 12.7% 11.5% 13.5% 13.3% 12.2% Put IV 25d 15.1% 14.0% 15.6% 14.0% 14.8% Bid-Ask Spread % 136.55 132.24 138.24 132.24 138.24 Gamma HHI 0.44 0.32 0.52 0.50 0.32 Net GEX 4.4K 3.6K 5.7K 3.6K 5.7K Net DEX -38.5K -45.5K -33.6K -33.6K -43.7K Net VEX -181 -217 -154 -158 -216 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.429 0 2 0 0 Total OI 8.143 7 10 7 10
Daily Data (7 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-08-22 $98.46 $0.00 15.3% 4.4% 0.0% 0.0% 0.0% 0.7% -1.9% 3.6K -33.6K -158 0.00 132.24 0 0 7 0 2024-08-23 $99.58 $0.00 14.2% 4.1% 0.0% 0.0% 0.0% 4.0% 1.5% 3.8K -36.3K -158 0.00 136.05 0 0 7 0 2024-08-26 $99.31 $0.00 15.5% 4.4% 0.0% 0.0% 0.0% 1.4% -1.9% 3.8K -35.3K -156 0.00 137.07 0 0 7 0 2024-08-27 $99.53 $0.00 15.0% 4.3% 0.0% 0.0% 0.0% 2.8% -2.2% 3.9K -34.2K -154 0.00 138.08 2 0 7 0 2024-08-28 $98.91 $0.00 15.4% 4.4% 0.0% 0.0% 0.0% 3.1% -1.6% 4.7K -41.3K -205 0.00 136.50 1 0 9 0 2024-08-29 $98.88 $0.00 15.3% 4.4% 0.0% 0.0% 0.0% 2.2% -3.4% 5.7K -45.5K -217 0.00 137.70 0 0 10 0 2024-08-30 $99.36 $0.00 15.4% 4.4% 0.0% 0.0% 0.0% 2.7% -2.4% 5.7K -43.7K -216 0.00 138.24 0 0 10 0
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