ESGV Options History — December 2024 In December 2024, ESGV traded between $104.85 and $109.19. ATM implied volatility averaged 14.4%. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 1.8% (HV 20d: 12.6%). Max pain ranged from $105.00 to $111.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-02 : Highest Volume — 4 contracts2024-12-18 : Largest IV spike — 49.7% change2024-12-18 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $107.54 $104.85 $109.19 $107.88 $104.85 Max Pain $109.20 $105.00 $111.00 $105.00 $111.00 ATM IV 14.4% 11.1% 17.8% 14.4% 17.0% Expected Move 4.0% 3.2% 5.1% 4.1% 4.9% HV 20d 12.6% 7.9% 15.9% 14.2% 15.8% HV 60d 12.9% 11.9% 14.3% 12.3% 14.2% Term Structure -0.3% -5.3% 3.0% -1.7% -5.3% VWIV 13.2% 12.9% 13.5% 13.5% 12.9% Skew 25d 3.7% 1.8% 9.2% 2.2% 1.8% Skew 10d 4.8% -1.1% 15.1% 5.1% -1.1% Call IV 25d 10.6% 7.4% 13.8% 13.1% 13.0% Put IV 25d 14.4% 11.7% 23.0% 15.4% 14.9% Bid-Ask Spread % 148.59 133.85 157.09 154.26 147.86 Gamma HHI 0.44 0.19 0.65 0.39 0.23 Net GEX 17.2K 4.8K 27.1K 15.0K 5.6K Net DEX -126.3K -179.1K -65.2K -128.7K -65.2K Net VEX -173 -242 -115 -202 -134 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 0.333 0 4 4 1 Total OI 18.381 10 22 18 10
Daily Data (21 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 2024-12-02 $107.88 $105.00 14.4% 4.1% 14.2% 0.0% 13.5% 2.2% -1.7% 15.0K -128.7K -202 0.00 154.26 4 0 18 0 2024-12-03 $107.91 $105.00 15.1% 4.3% 14.0% 0.0% 0.0% 2.4% -3.3% 20.0K -149.5K -242 0.00 154.78 0 0 22 0 2024-12-04 $108.97 $105.00 15.0% 4.3% 14.0% 0.0% 0.0% 3.8% -3.7% 20.0K -169.9K -222 0.00 148.31 0 0 22 0 2024-12-05 $108.73 $0.00 15.6% 3.4% 10.1% 0.0% 0.0% 1.9% 0.3% 20.3K -167.4K -212 0.00 157.09 0 0 22 0 2024-12-06 $109.04 $0.00 15.9% 3.5% 9.7% 0.0% 0.0% 2.1% 0.8% 26.3K -179.1K -199 0.00 151.81 0 0 22 0 2024-12-09 $108.40 $0.00 13.8% 3.6% 10.0% 0.0% 0.0% 4.2% -0.9% 22.6K -160.2K -203 0.00 153.18 0 0 22 0 2024-12-10 $108.00 $0.00 12.6% 3.7% 10.1% 0.0% 0.0% 3.3% -0.0% 24.2K -149.5K -208 0.00 149.23 0 0 22 0 2024-12-11 $109.19 $0.00 11.1% 3.2% 10.7% 0.0% 0.0% 2.3% 2.0% 22.9K -177.2K -182 0.00 146.62 0 0 22 0 2024-12-12 $108.67 $0.00 12.3% 3.5% 10.9% 0.0% 0.0% 3.6% 0.8% 26.7K -166.0K -189 0.00 151.19 0 0 22 0 2024-12-13 $108.53 $0.00 11.8% 3.4% 10.3% 0.0% 0.0% 3.3% 1.1% 25.2K -161.1K -187 0.00 152.32 0 0 22 0 2024-12-16 $109.12 $0.00 12.0% 3.4% 7.9% 0.0% 0.0% 6.0% 3.0% 27.1K -178.6K -157 0.00 146.60 0 0 22 0 2024-12-17 $108.59 $0.00 11.9% 3.4% 8.3% 0.0% 0.0% 4.1% 2.6% 26.2K -164.2K -153 0.00 152.37 0 0 22 0 2024-12-18 $105.15 $0.00 17.8% 5.1% 14.6% 0.0% 0.0% 9.2% -1.6% 16.1K -90.1K -177 0.00 133.85 0 0 22 0 2024-12-19 $105.33 $0.00 17.2% 4.9% 14.6% 0.0% 12.9% 2.5% -1.2% 16.9K -86.0K -160 0.00 143.94 2 0 22 0 2024-12-20 $106.08 $111.00 15.7% 4.5% 14.5% 0.0% 0.0% 5.7% -1.8% 21.4K -91.5K -153 0.00 136.98 0 0 22 0 2024-12-23 $106.59 $111.00 14.5% 4.2% 14.6% 0.0% 0.0% 4.8% 1.3% 4.9K -71.4K -139 0.00 146.84 0 0 10 0 2024-12-24 $107.52 $111.00 13.2% 3.8% 14.7% 0.0% 0.0% 4.0% 0.8% 4.8K -76.6K -131 0.00 151.20 0 0 10 0 2024-12-26 $107.97 $111.00 13.4% 3.9% 14.7% 0.0% 0.0% 4.0% 1.3% 4.8K -80.5K -115 0.00 152.22 0 0 10 0 2024-12-27 $106.18 $111.00 15.7% 4.5% 15.9% 0.0% 0.0% 2.4% -3.5% 5.3K -73.2K -128 0.00 145.60 0 0 10 0 2024-12-30 $105.66 $111.00 16.3% 4.7% 15.7% 0.0% 0.0% 4.1% 1.7% 5.5K -66.0K -138 0.00 144.18 0 0 10 0 2024-12-31 $104.85 $111.00 17.0% 4.9% 15.8% 0.0% 0.0% 1.8% -5.3% 5.6K -65.2K -134 0.00 147.86 1 0 10 0
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