ESGV Options History — November 2024 In November 2024, ESGV traded between $101.11 and $107.60. ATM implied volatility averaged 16.7%. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 1.7% (HV 20d: 15.0%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-07 : Highest Volume — 7 contracts2024-11-13 : Largest IV drop — 40.9% change2024-11-01 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $105.33 $101.11 $107.60 $101.41 $107.60 Max Pain $105.00 $105.00 $105.00 $105.00 $105.00 ATM IV 16.7% 12.6% 23.5% 21.1% 12.6% Expected Move 4.1% 3.6% 6.0% 6.0% 3.6% HV 20d 15.0% 11.4% 16.4% 12.2% 14.2% HV 60d 13.3% 12.3% 13.8% 12.4% 12.8% Term Structure -1.1% -4.4% 0.9% -4.4% 0.3% VWIV 10.6% 8.8% 12.3% 8.8% 12.3% Skew 25d 2.5% 0.6% 4.6% 2.8% 3.6% Skew 10d 4.3% 0.9% 7.3% 3.2% 3.4% Call IV 25d 11.9% 8.8% 17.8% 17.8% 10.8% Put IV 25d 14.5% 12.5% 20.6% 20.6% 14.4% Bid-Ask Spread % 144.89 133.29 154.72 133.29 151.68 Gamma HHI 0.30 0.22 0.37 0.25 0.37 Net GEX 11.3K 4.8K 15.1K 5.0K 15.1K Net DEX -92.3K -122.8K -44.7K -48.4K -122.8K Net VEX -234 -278 -162 -193 -222 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 0.5 0 7 0 0 Total OI 15.95 10 19 10 18
Daily Data (20 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 2024-11-01 $101.41 $105.00 21.1% 6.0% 12.2% 0.0% 0.0% 2.8% -4.4% 5.0K -48.4K -193 0.00 133.29 0 0 10 0 2024-11-04 $101.11 $105.00 23.5% 5.2% 11.7% 0.0% 0.0% 2.7% -1.9% 4.8K -44.7K -187 0.00 137.10 0 0 10 0 2024-11-05 $102.18 $105.00 23.3% 4.9% 11.4% 0.0% 0.0% 2.3% -1.7% 5.3K -48.9K -191 0.00 135.14 0 0 10 0 2024-11-06 $105.22 $105.00 19.3% 4.2% 15.2% 0.0% 0.0% 1.4% -0.7% 5.9K -68.4K -177 0.00 141.56 0 0 10 0 2024-11-07 $106.25 $105.00 19.7% 3.6% 15.4% 0.0% 8.8% 4.6% 0.7% 6.1K -77.6K -162 0.00 146.19 7 0 10 0 2024-11-08 $106.52 $105.00 19.4% 3.6% 15.3% 0.0% 0.0% 1.4% 0.7% 12.4K -109.3K -252 0.00 147.11 0 0 17 0 2024-11-11 $106.72 $105.00 19.0% 3.8% 15.1% 0.0% 12.3% 1.4% -0.1% 12.5K -112.3K -245 0.00 144.04 1 0 17 0 2024-11-12 $106.54 $105.00 21.5% 3.8% 14.6% 0.0% 0.0% 1.9% 0.1% 13.8K -112.8K -255 0.00 145.41 0 0 18 0 2024-11-13 $106.64 $105.00 12.7% 3.6% 14.6% 0.0% 0.0% 1.9% 0.1% 14.2K -113.9K -249 0.00 147.75 0 0 18 0 2024-11-14 $105.66 $105.00 13.1% 3.8% 15.1% 0.0% 0.0% 1.1% -2.2% 13.5K -103.2K -250 0.00 146.83 1 0 18 0 2024-11-15 $103.94 $105.00 14.2% 4.1% 16.3% 0.0% 0.0% 0.6% -3.3% 12.5K -86.6K -278 0.00 140.90 1 0 19 0 2024-11-18 $104.50 $105.00 14.8% 4.2% 16.3% 0.0% 0.0% 3.0% -2.2% 11.6K -84.6K -266 0.00 154.72 0 0 18 0 2024-11-19 $104.97 $105.00 13.9% 4.0% 16.4% 0.0% 0.0% 4.2% 0.9% 11.8K -88.6K -268 0.00 142.63 0 0 18 0 2024-11-20 $104.88 $105.00 14.7% 4.2% 15.7% 0.0% 0.0% 3.2% 0.3% 11.9K -85.9K -260 0.00 142.40 0 0 18 0 2024-11-21 $105.76 $105.00 14.4% 4.1% 15.9% 0.0% 0.0% 4.5% 0.8% 12.1K -98.3K -266 0.00 139.24 0 0 18 0 2024-11-22 $106.04 $105.00 14.5% 4.2% 15.9% 0.0% 0.0% 3.3% -1.8% 14.9K -98.4K -250 0.00 148.99 0 0 18 0 2024-11-25 $106.69 $105.00 13.9% 4.0% 15.9% 0.0% 0.0% 2.4% -1.8% 13.9K -111.3K -241 0.00 148.03 0 0 18 0 2024-11-26 $107.19 $105.00 14.6% 4.2% 16.0% 0.0% 0.0% 2.6% -3.4% 14.5K -117.2K -236 0.00 153.49 0 0 18 0 2024-11-27 $106.80 $105.00 13.9% 4.0% 16.0% 0.0% 0.0% 1.9% -2.3% 14.5K -112.9K -232 0.00 151.35 0 0 18 0 2024-11-29 $107.60 $105.00 12.6% 3.6% 14.2% 0.0% 0.0% 3.6% 0.3% 15.1K -122.8K -222 0.00 151.68 0 0 18 0
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