ESGV Options History — January 2025 In January 2025, ESGV traded between $103.66 and $108.78. ATM implied volatility averaged 16.8%. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 0.2% (HV 20d: 17.0%). Max pain ranged from $101.00 to $111.00. 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 2025-01-03 : Highest Volume — 1 contracts2025-01-15 : Largest IV drop — 48.6% change2025-01-02 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $106.55 $103.66 $108.78 $104.50 $107.87 Max Pain $102.00 $101.00 $111.00 $111.00 $101.00 ATM IV 16.8% 12.2% 29.5% 17.3% 15.2% Expected Move 4.2% 3.5% 5.0% 5.0% 4.3% HV 20d 17.0% 15.8% 19.6% 15.8% 15.9% HV 60d 15.0% 14.1% 15.8% 14.1% 15.3% Term Structure -0.4% -5.4% 2.5% -4.0% -5.4% Skew 25d 2.5% -1.0% 4.4% -0.4% -1.0% Skew 10d 2.4% -1.8% 4.7% -1.8% 1.9% Call IV 25d 11.6% 10.3% 14.8% 14.8% 12.8% Put IV 25d 14.1% 11.9% 16.8% 14.4% 11.9% Bid-Ask Spread % 125.40 116.66 144.89 144.89 123.73 Gamma HHI 0.17 0.15 0.20 0.20 0.16 Net GEX 6.8K 5.2K 8.8K 6.2K 6.6K Net DEX -83.7K -104.0K -57.5K -66.8K -96.0K Net VEX -115 -143 -71 -143 -105 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 0.1 0 1 0 0 Total OI 12.05 11 13 11 12
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 2025-01-02 $104.50 $111.00 17.3% 5.0% 15.8% 0.0% 0.0% -0.4% -4.0% 6.2K -66.8K -143 0.00 144.89 0 0 11 0 2025-01-03 $105.95 $111.00 16.9% 4.8% 16.2% 0.0% 0.0% 4.4% -0.3% 6.1K -72.8K -138 0.00 139.15 1 0 11 0 2025-01-06 $106.64 $101.00 17.0% 4.2% 16.5% 0.0% 0.0% 2.0% 0.6% 6.8K -82.8K -134 0.00 119.92 0 0 12 0 2025-01-07 $105.16 $101.00 19.6% 3.7% 17.0% 0.0% 0.0% 3.6% 2.5% 6.6K -76.9K -142 0.00 126.95 0 0 12 0 2025-01-08 $105.45 $101.00 20.2% 4.5% 17.0% 0.0% 0.0% 2.6% -0.1% 6.8K -71.4K -142 0.00 122.82 0 0 12 0 2025-01-10 $103.77 $101.00 21.3% 4.7% 17.8% 0.0% 0.0% 4.4% 0.0% 7.5K -63.9K -142 0.00 119.13 0 0 13 0 2025-01-13 $103.68 $101.00 28.1% 4.7% 17.1% 0.0% 0.0% 4.2% -0.3% 7.6K -57.5K -141 0.00 119.90 0 0 13 0 2025-01-14 $103.66 $101.00 29.5% 4.7% 17.1% 0.0% 0.0% 3.1% -0.3% 7.5K -60.7K -136 0.00 116.66 0 0 13 0 2025-01-15 $106.13 $101.00 15.2% 4.3% 19.5% 0.0% 0.0% 2.3% 0.7% 8.7K -79.1K -126 0.00 124.63 0 0 13 0 2025-01-16 $105.94 $101.00 13.8% 4.0% 19.3% 0.0% 0.0% 2.6% 0.9% 8.8K -82.0K -113 0.00 125.34 0 0 13 0 2025-01-17 $106.89 $101.00 13.6% 3.9% 19.6% 0.0% 0.0% 2.4% 0.2% 8.8K -88.4K -106 0.00 127.02 0 0 13 0 2025-01-21 $107.69 $101.00 13.0% 3.7% 15.9% 0.0% 0.0% 2.3% -0.1% 6.3K -88.6K -88 0.00 126.41 0 0 11 0 2025-01-22 $108.64 $101.00 13.0% 3.7% 16.1% 0.0% 0.0% 2.1% 0.3% 5.4K -96.9K -75 0.00 128.46 0 0 11 0 2025-01-23 $108.78 $101.00 13.2% 3.8% 16.0% 0.0% 0.0% 3.0% -0.2% 5.2K -98.0K -71 0.00 127.50 1 0 11 0 2025-01-24 $108.70 $101.00 13.5% 3.9% 15.9% 0.0% 0.0% 1.2% -2.1% 5.9K -104.0K -93 0.00 127.45 0 0 12 0 2025-01-27 $107.07 $101.00 14.9% 4.3% 16.6% 0.0% 0.0% 3.4% -0.1% 7.0K -91.1K -109 0.00 123.39 0 0 12 0 2025-01-28 $108.59 $101.00 12.2% 3.5% 17.3% 0.0% 0.0% 3.4% 1.6% 6.3K -99.9K -97 0.00 118.22 0 0 12 0 2025-01-29 $107.96 $101.00 14.8% 4.2% 16.3% 0.0% 0.0% 3.1% -1.1% 6.5K -98.1K -96 0.00 122.92 0 0 12 0 2025-01-30 $107.93 $101.00 14.0% 4.0% 16.2% 0.0% 0.0% 1.6% -0.8% 6.4K -98.4K -93 0.00 123.51 0 0 12 0 2025-01-31 $107.87 $101.00 15.2% 4.3% 15.9% 0.0% 0.0% -1.0% -5.4% 6.6K -96.0K -105 0.00 123.73 0 0 12 0
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