ESGV Options History — February 2025 In February 2025, ESGV traded between $103.84 and $109.42. ATM implied volatility averaged 15.7%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.0% (HV 20d: 12.7%). Max pain ranged from $101.00 to $101.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-21 : Highest Volume — 1 contracts2025-02-27 : Largest IV spike — 48.8% change2025-02-27 : Highest IV Rank — 72.7%2025-02-27 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $107.46 $103.84 $109.42 $107.18 $104.45 Max Pain $101.00 $101.00 $101.00 $101.00 $101.00 ATM IV 15.7% 12.3% 24.5% 15.8% 17.5% Expected Move 4.3% 3.5% 7.0% 4.5% 5.0% HV 20d 12.7% 10.4% 16.0% 16.0% 12.2% HV 60d 14.2% 13.7% 15.4% 15.4% 14.6% IV Rank 40.3% 24.4% 72.7% 24.4% 35.0% IV Percentile 74.6% 53.2% 98.4% 53.2% 77.5% Term Structure -0.0% -5.6% 1.4% 0.5% 0.1% Skew 25d 2.8% 0.7% 5.1% 3.2% 3.1% Skew 10d 3.2% 2.5% 5.7% 2.9% 3.2% Call IV 25d 11.9% 10.0% 14.9% 13.0% 14.9% Put IV 25d 14.7% 12.9% 17.9% 16.3% 17.9% Bid-Ask Spread % 128.98 123.20 134.08 123.60 127.71 Gamma HHI 0.26 0.16 0.50 0.16 0.34 Net GEX 5.1K 1.2K 7.3K 7.3K 1.6K Net DEX -77.1K -108.8K -9.6K -93.1K -10.2K Net VEX -65 -92 -39 -77 -60 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 0.105 0 1 0 0 Total OI 9.579 2 12 12 3
Daily Data (19 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 2025-02-03 $107.18 $101.00 15.8% 4.5% 16.0% 0.0% 0.0% 3.2% 0.5% 7.3K -93.1K -77 0.00 123.60 0 0 12 0 2025-02-04 $107.81 $101.00 15.6% 4.5% 15.4% 0.0% 0.0% 5.1% 1.2% 6.6K -94.9K -92 0.00 123.92 0 0 12 0 2025-02-05 $108.06 $101.00 16.1% 4.6% 15.3% 0.0% 0.0% 4.3% -0.5% 6.5K -97.2K -87 0.00 123.20 0 0 12 0 2025-02-06 $108.47 $0.00 16.3% 4.2% 14.3% 0.0% 0.0% 2.6% -0.3% 6.2K -102.1K -77 0.00 128.24 0 0 12 0 2025-02-07 $107.63 $0.00 15.8% 3.5% 14.7% 0.0% 0.0% 2.8% 1.4% 6.8K -95.8K -86 0.00 126.29 0 0 12 0 2025-02-10 $108.31 $0.00 17.9% 3.9% 13.3% 0.0% 0.0% 2.6% 0.8% 6.5K -100.5K -73 0.00 133.37 0 0 12 0 2025-02-11 $108.17 $0.00 17.5% 4.0% 13.3% 0.0% 0.0% 2.3% 1.1% 6.4K -99.5K -69 0.00 133.97 0 0 12 0 2025-02-12 $107.86 $0.00 13.4% 3.8% 13.4% 0.0% 0.0% 2.5% 0.3% 6.6K -97.8K -67 0.00 130.09 0 0 12 0 2025-02-13 $109.05 $0.00 13.4% 3.8% 11.3% 0.0% 0.0% 2.9% 1.4% 5.9K -105.4K -61 0.00 129.08 0 0 12 0 2025-02-14 $109.19 $0.00 13.2% 3.8% 11.3% 0.0% 0.0% 1.7% 0.3% 5.9K -106.8K -59 0.00 134.08 0 0 12 0 2025-02-18 $109.10 $0.00 13.3% 3.8% 10.9% 0.0% 0.0% 2.3% 0.7% 6.0K -106.6K -52 0.00 133.52 0 0 12 0 2025-02-19 $109.42 $0.00 13.0% 3.7% 10.7% 0.0% 0.0% 2.0% 1.0% 5.9K -108.8K -48 0.00 131.99 0 0 12 0 2025-02-20 $108.84 $0.00 14.3% 4.1% 10.5% 0.0% 0.0% 2.6% -2.4% 6.1K -105.4K -45 0.00 131.58 0 0 12 0 2025-02-21 $106.80 $0.00 12.3% 3.5% 12.4% 0.0% 0.0% 2.3% 1.4% 6.1K -93.5K -41 0.00 130.40 1 0 12 0 2025-02-24 $106.44 $0.00 17.0% 4.9% 12.5% 0.0% 0.0% 3.0% -1.1% 1.2K -9.6K -39 0.00 129.27 1 0 2 0 2025-02-25 $105.48 $0.00 15.6% 4.5% 11.7% 24.4% 0.0% 3.4% 0.3% 1.6K -12.7K -65 0.00 126.90 0 0 3 0 2025-02-26 $105.70 $0.00 16.4% 4.7% 10.4% 29.0% 0.0% 3.8% -1.3% 1.7K -12.9K -66 0.00 128.24 0 0 3 0 2025-02-27 $103.84 $0.00 24.5% 7.0% 11.9% 72.7% 0.0% 0.7% -5.6% 1.5K -11.9K -64 0.00 125.13 0 0 3 0 2025-02-28 $104.45 $0.00 17.5% 5.0% 12.2% 35.0% 0.0% 3.1% 0.1% 1.6K -10.2K -60 0.00 127.71 0 0 3 0
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