ESGV Options History — April 2025

In April 2025, ESGV traded between $85.88 and $99.21. ATM implied volatility averaged 31.1%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 16.0% (HV 20d: 47.1%). Max pain ranged from $98.00 to $107.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-04-07: Highest Volume — 3 contracts
  • 2025-04-07: Largest IV spike — 59.6% change
  • 2025-04-03: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.75$85.88$99.21$98.19$97.08
Max Pain$100.14$98.00$107.00$107.00$98.00
ATM IV31.1%22.6%55.8%23.1%22.6%
Expected Move8.4%5.4%12.8%5.8%6.5%
HV 20d47.1%25.0%55.8%25.0%55.0%
HV 60d30.4%18.5%35.1%18.6%35.1%
IV Rank51.5%25.7%100.0%52.2%25.9%
IV Percentile93.1%81.9%100.0%93.4%81.9%
Term Structure-3.7%-14.9%0.5%-3.1%0.2%
VWIV25.7%25.7%25.7%25.7%25.7%
Skew 25d10.8%1.4%21.3%1.5%1.4%
Skew 10d8.8%1.2%19.9%1.2%3.1%
Call IV 25d20.2%11.8%26.1%19.0%21.2%
Put IV 25d30.9%20.5%47.4%20.5%22.6%
Bid-Ask Spread %114.90100.62128.73117.44122.40
Gamma HHI0.370.330.460.390.34
Net GEX2.4K-2.0K7.0K5.5K6.3K
Net DEX21.4K-42.9K99.2K-26.5K-19.1K
Net VEX-1.0K-1.2K-854-1.1K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3810300
Total OI64.38162666266

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$98.19$107.0023.1%5.8%25.0%52.2%0.0%1.5%-3.1%5.5K-26.5K-1.1K0.00117.44003329
2025-04-02$99.21$107.0022.9%5.4%25.1%51.3%0.0%10.3%-0.7%7.0K-21.4K-9940.00116.09003329
2025-04-03$94.20$107.0035.7%6.7%30.0%100.0%0.0%2.3%-2.2%1.3K18.3K-1.1K0.00128.73003329
2025-04-04$90.03$107.0034.9%10.4%33.2%96.8%0.0%12.0%-7.7%-1.3K73.6K-1.0K0.00114.56003329
2025-04-07$88.02$107.0055.8%12.1%32.4%100.0%25.7%21.3%-8.9%-2.0K99.2K-8540.00110.56303329
2025-04-08$85.88$98.0053.7%12.8%33.0%95.4%0.0%18.3%-14.9%-1.5K91.4K-9200.00105.74003629
2025-04-09$95.23$98.0027.1%7.8%51.2%35.9%0.0%7.7%-1.3%3.3K4.6K-1.2K0.00120.41003629
2025-04-10$91.28$98.0036.3%10.4%53.0%56.4%0.0%20.2%-6.9%81256.1K-9930.00106.06003629
2025-04-11$93.72$98.0033.3%9.5%53.4%49.6%0.0%16.8%-5.4%2.1K35.8K-1.1K0.00111.11003629
2025-04-14$94.91$98.0031.1%8.9%53.3%44.8%0.0%7.5%-5.7%2.9K12.7K-1.1K0.00116.39003629
2025-04-15$94.37$98.0032.1%9.2%53.1%47.0%0.0%14.7%-4.9%2.1K18.8K-1.1K0.00113.39003629
2025-04-16$91.68$98.0031.2%8.9%53.4%45.1%0.0%14.7%-2.9%-16155.3K-9940.00108.91003629
2025-04-17$92.31$98.0029.8%8.5%53.5%41.9%0.0%16.5%-2.4%-50247.5K-1.0K0.00112.98013629
2025-04-21$89.63$98.0033.9%9.7%54.3%51.0%0.0%15.6%-3.6%-1.5K75.7K-8850.00100.62203428
2025-04-22$92.18$98.0029.0%8.3%54.6%40.1%0.0%12.3%-1.2%35735.6K-1.0K0.00109.95203628
2025-04-23$93.81$98.0029.3%8.4%55.1%40.8%0.0%12.4%0.4%2.9K8.2K-1.0K0.00111.70003828
2025-04-24$95.94$98.0023.2%6.6%55.8%27.0%0.0%7.4%0.5%4.6K-13.1K-1.1K0.00119.92003828
2025-04-25$96.62$98.0022.6%6.5%55.8%25.7%0.0%3.8%0.2%5.5K-27.2K-1.1K0.00120.91003828
2025-04-28$96.92$98.0023.2%6.6%55.0%27.0%0.0%4.2%-4.8%5.8K-32.3K-1.1K0.00120.39003828
2025-04-29$97.50$98.0023.2%6.6%55.0%27.0%0.0%5.3%-2.1%6.5K-42.9K-1.1K0.00124.75003828
2025-04-30$97.08$98.0022.6%6.5%55.0%25.9%0.0%1.4%0.2%6.3K-19.1K-1.0K0.00122.40003828