ESGV Options History — May 2025

In May 2025, ESGV traded between $98.84 and $105.09. ATM implied volatility averaged 19.2%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 8.3% (HV 20d: 27.5%). Max pain ranged from $97.00 to $98.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-05-12: Highest Volume — 2 contracts
  • 2025-05-14: Largest IV drop — 43.0% change
  • 2025-05-13: Highest IV Rank — 37.4%
  • 2025-05-06: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.44$98.84$105.09$98.91$104.28
Max Pain$97.10$97.00$98.00$98.00$97.00
ATM IV19.2%13.5%27.8%20.0%16.9%
Expected Move5.0%3.9%6.0%5.7%4.8%
HV 20d27.5%16.0%55.3%55.3%16.3%
HV 60d35.7%35.3%36.1%35.3%35.8%
IV Rank18.2%5.3%37.4%19.9%13.0%
IV Percentile59.6%11.8%91.1%71.5%53.1%
Term Structure1.0%-2.8%4.8%0.2%0.3%
VWIV14.2%14.2%14.2%14.2%14.2%
Skew 25d3.1%0.4%10.3%3.4%2.6%
Skew 10d5.1%3.1%9.9%6.1%4.3%
Call IV 25d14.6%12.1%18.5%18.5%13.9%
Put IV 25d17.7%14.8%23.7%21.9%16.5%
Bid-Ask Spread %126.16109.17135.02125.64128.65
Gamma HHI0.480.310.680.320.62
Net GEX11.3K7.9K14.3K7.9K12.7K
Net DEX-135.0K-201.5K-64.1K-73.9K-146.2K
Net VEX-874-1.1K-686-1.1K-768
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0950200
Total OI63.23860666660

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-05-01$98.91$98.0020.0%5.7%55.3%19.9%0.0%3.4%0.2%7.9K-73.9K-1.1K0.00125.64003828
2025-05-02$99.84$98.0019.8%5.7%51.8%19.4%0.0%2.9%-0.4%9.5K-76.4K-1.0K0.00124.29003828
2025-05-05$99.53$97.0022.2%5.8%48.7%24.9%0.0%4.3%1.5%8.1K-86.5K-1.0K0.00119.79003828
2025-05-06$98.84$97.0023.7%6.0%47.8%28.2%0.0%10.3%1.0%8.0K-64.1K-1.0K0.00109.17003828
2025-05-07$99.00$97.0024.6%5.7%46.5%30.2%0.0%5.4%-0.2%9.1K-72.5K-1.0K0.00118.26003828
2025-05-08$100.00$97.0023.5%5.5%29.6%27.7%0.0%5.2%1.2%9.7K-105.1K-9880.00123.59003828
2025-05-09$99.54$97.0023.5%5.8%24.7%27.8%0.0%5.2%-0.1%10.0K-94.4K-9810.00125.32003828
2025-05-12$102.77$97.0023.8%3.9%25.4%28.4%14.2%1.0%4.8%12.9K-163.8K-8810.00121.05203828
2025-05-13$104.16$97.0027.8%4.4%25.4%37.4%0.0%3.0%3.8%13.1K-177.5K-8810.00120.90003728
2025-05-14$103.88$97.0015.8%4.5%25.3%10.7%0.0%2.1%0.5%13.0K-184.2K-8440.00127.08003728
2025-05-15$104.19$97.0014.7%4.2%22.0%8.0%0.0%1.0%2.4%13.3K-185.7K-8380.00127.59003728
2025-05-16$104.97$97.0013.8%4.0%22.0%6.0%0.0%0.4%2.5%14.3K-201.5K-7580.00126.94003728
2025-05-19$105.09$97.0016.3%4.7%17.6%11.6%0.0%2.1%0.6%11.6K-159.4K-8230.00128.53003228
2025-05-20$104.59$97.0014.6%4.2%16.5%7.8%0.0%0.7%2.2%12.1K-165.6K-7890.00131.72003228
2025-05-21$103.19$97.0019.4%5.6%17.3%18.6%0.0%2.1%-1.7%10.2K-135.7K-8410.00132.21003228
2025-05-22$103.41$97.0013.5%3.9%16.0%5.3%0.0%1.5%4.4%11.0K-137.9K-8330.00131.45003228
2025-05-23$102.51$97.0017.8%5.1%16.6%15.1%0.0%3.7%-1.1%10.3K-112.1K-8460.00130.58003228
2025-05-27$104.29$97.0015.5%4.4%17.3%9.8%0.0%3.3%4.0%13.8K-158.4K-7600.00130.76003228
2025-05-28$104.09$97.0018.3%5.2%17.4%16.1%0.0%1.4%-2.8%13.8K-167.6K-6860.00135.02003228
2025-05-29$104.21$97.0018.1%5.2%17.2%15.7%0.0%3.3%-2.7%13.1K-167.1K-7060.00130.85003228
2025-05-30$104.28$97.0016.9%4.8%16.3%13.0%0.0%2.6%0.3%12.7K-146.2K-7680.00128.65003228